Market Breadth and Internals
28 algorithms · 5 families · D04
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market-breadth-and-internals/llms.txt lists all
28 algorithms here — signature, shape and verification tier, one line each.
Every reference page below also exists as markdown at <page URL>index.md.
Advance/Decline Breadth#
-
Net Advances
verified
calculateNetAdvances(request) -
Advance/Decline Ratio
verified
calculateAdvanceDeclineRatio(snapshot) -
Cumulative Advance/Decline Line
verified
calculateCumulativeAdvanceDeclineLine(contract, events, knowledgeCutoff) -
Normalized Advance/Decline Line
verified
calculateNormalizedAdLine(records, options) -
Absolute Breadth Index
verified
evaluateAbsoluteBreadthIndex(request)
McClellan Family#
-
Traditional McClellan Oscillator
verified
calculateMcClellanValues(netAdvances) -
Ratio-Adjusted McClellan Oscillator
verified
calculate(records, cutoff) -
Traditional McClellan Summation Index
verified
calculate(records, cutoff) -
Ratio-Adjusted Summation Index (RASI)
verified
calculate(records, cutoff) -
McClellan Volume Oscillator
verified
calculate(records, cutoff) -
McClellan Volume Summation Index
verified
calculate(records, cutoff)
High/Low and Trend Breadth#
-
New Highs–New Lows
verified
calculate(records, decisionTime) -
High-Low Ratio
verified
calculate(records, decisionTime) -
High-Low Index
verified
calculate(records, decisionTime) -
Percent Above 20-Day MA
verified
evaluateSnapshot(snapshot, decisionTime) -
Percent Above 50-Day MA
verified
evaluateSnapshot(snapshot, decisionTime) -
Percent Above 200-Day MA
verified
evaluateSnapshot(snapshot, decisionTime)
Thrust and Pressure#
-
Zweig Breadth Thrust
verified
calculate(rows, emaLength, lowThreshold, highThreshold, maxSessions) -
Arms Index (TRIN)
verified
calculate(row) -
Advance/Decline Volume Line
verified
calculate(rows, seed) -
Upside/Downside Volume Ratio
verified
calculate(row) -
Cumulative TICK
verified
calculate(rows, seed, intervalSeconds) -
Breadth-Divergence Detector
verified
calculate(rows, left, right, minPriceChange, minBreadthSeparation, breadthScale)
Concentration and Diffusion#
-
Top-N Index Contribution
verified
calculate(rows, topN) -
Herfindahl Constituent Concentration
verified
calculate(rows) -
Effective Number of Constituents
verified
calculate(rows) -
Sector Diffusion Index
verified
calculate(rows, tolerance) -
Factor Diffusion Index
verified
calculate(rows, tolerance)