This is the "DIX" for the current ticker. Includes MAs/EMAs/regression built in. One issue that I have not taken the time to figure out is that it will not update until the next day. Monday's DIX will not show on here until Tuesday for example. I am sure it is a simple solution, I just have not taken the time to figure it out. If anyone knows the solution, PM me. Thanks.
Hi, anyone more is having problems with data, it seems i can´t connect with quandl:finra thanks
joapen
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hello,
thanks for sharing this code. I have learned the concept of DIX as the way Squeezmetrics .com,
The question I have is related to the formula: iDIX = TOTALSHORT / TOTALV
Is this formula the same to the one used by squeezmetrics? or it attends to other root.
many thanks in advance
bigurb
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@joapen, Same calculation for individual stocks. The Squeezemetrics DIX takes all 505 SPX tickers and dollar-volume weights it for the "composite" DIX you see on his website. This can't be done in Pine with the limitation on number of variables, but is easy to do in Python. In my YouTube you can find some more information on how to do it.
Thanks for the kind words, good luck to you.
joapen
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@bigurb, thank you so much for your response and guidance,
oldercousin
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Thanks for this! Just noticed a small error (i think) you are using smaLength for the ema instead of emaLength
bigurb
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@oldercousin, Thanks for pointing it out, I will get it fixed.
thanks