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The Breadth Thrust (Dr. Martin Zweig)

Hello,

I was looking to add the Breadth Thrust indicator to my algo but I need the quote for advancing and declining stocks in the NYSE:

Number of Stocks Advancing: ADVN.NY
Number of Stocks Declining: DECL.NY

How can I add them? By csv_fetcher ? Pipeline?

Thanks
Chris

2 responses

Hey there, I have been having the same issue. I need the breadth for NYSE and NASDAQ.

The best solution I have found so far is this thing :

https://www.quantopian.com/posts/matts-breadth-indicator

it's a descent solution, the only thing is that you will have to adopt the algo to meet your needs in terms of the securities selected.

Thank you Dmitri.
I will have a look at this post.