{ the code will make use of classes in these namespaces }

using tsdata.common ;

using tsdata.marketdata ;

using elsystem ;

using elsystem.collections ;

// MSFT,AAPL,AMZN, FB,BRK.B,JPM,GOOG,GOOGL,JNJ,V,PG,XOM,T,BAC, HD,VZ,MA,DIS,UNH,INTC,CVX,MRK,CMCSA,KO,WFC,PFE,CSCO,PEP,BA,WMT

inputs:

//string FundField( "QTCO" ) ,

showdiv(false),

//spx https://www.slickcharts.com/sp500

string stock_list( "MSFT,AAPL,AMZN,FB,BRK.B,JPM,GOOG,GOOGL,JNJ,V,PG,XOM,T,BAC,HD,VZ,MA,DIS,UNH,INTC,CVX,MRK,CMCSA,KO,WFC,PFE,CSCO,PEP,BA,WMT" ),

//ndx https://www.slickcharts.com/nasdaq100

//string stock_list( "MSFT,AAPL,AMZN,FB,GOOG,GOOGL,INTC,CSCO,CMCSA,PEP,ADBE,COST,NFLX,AMGN,PYPL,NVDA,AVGO,TXN,CHTR,SBUX" ),

//dow jones

//string stock_list( "BA,UNH,AAPL,HD,GS,MCD,V,MMM,MSFT,UTX,CAT,IBM,JNJ,TRV,DIS,JPM,PG,WMT,AXP,CVX,NKE,MRK,XOM,VZ,INTC,WBA,KO,DOW,CSCO,PFE" ),

//

int MALength( 30 ),

int refpivots(1),

Lookback(500),

LH_leftStrength(4),LH_rightStrength(2),

PH_leftStrength(6),PH_rightStrength(6),

LL_leftStrength(6),LL_rightStrength(3),PL_leftStrength(10),PL_rightStrength(10) ;

variables:

FundFieldValue( 0 ),

oErrorCode( 0 ),

intrabarpersist bool PSPsReady( false ),

double NumAbove( 0 ),

TokenList ListOfSymbols( NULL ),

Vector VectOfPSPs( NULL ),

PriceSeriesProvider PSP( NULL ),

i_cnt(0) ,LastHighPivotbar (0),PreviousHighPivotbar (0),LastHighPivot (0),PreviousHighPivot (0),

LastLowPivotBar(0),LastLowPivot(0),PreviousLowPivotBar(0),PreviousLowPivot(0) ;

{ initialization method }

method void Init( Object sender, InitializedEventArgs args )

variables: int PSPCount, int Counter ;

begin

{ this indicator does not work with tick/volume bars or advanced bars }

if BarType = 0 or ( BarType > 4 and BarType <> 14 ) then

throw Exception.Create( Name + !( " cannot be used with tick bars, " +

"volume bars, or advanced bars." ) ) ;

VectOfPSPs = new Vector ;

ListOfSymbols = new TokenList ;

{ add the symbols specified in the input stock_list to the TokenList }

ListOfSymbols.Add( stock_list ) ;

{ create a PriceSeriesProvider (PSP) for each symbol in the TokenList and place

the PSP's into a Vector }

for Counter = 0 to ListOfSymbols.Count - 1

begin

PSP = new PriceSeriesProvider ;

PSP.Symbol = ListOfSymbols.Item[Counter] ;

AlignPSP( PSP ) ;

PSP.Realtime = true ;

PSP.Load = true ;

PSPCount = PSP.Count ; { force the PSP to load }

VectOfPSPs.push_back( PSP ) ;

end ;

end ;

{ this method is used to align a PriceSeriesProvider to the data stream settings to

which the indicator is applied }

method void AlignPSP( PriceSeriesProvider PSPToAlign )

begin

{ currently, this indicator does not work when using Natural Hours for bar

building }

if AnalysisTechnique.DataStreams.DefaultStream.UsesNaturalHours then

throw Exception.Create( Name + !( " cannot be used with natural " +

"hours selected." ) ) ;

{ align the PSP bar interval and range; load additional data in case illiquid

symbols are used }

PSPToAlign.Interval = DataInterval.FromCurrentSymbolData( BarType, BarInterval ) ;

PSPToAlign.Range.FirstDate = DateTime.FromELDateAndTime( Date[MALength + 5],

Time[MALength + 5] ) - TimeSpan.Create( 4, 0, 0, 0 ) ;

{ align the PSP time zone, session, and natural hours }

PSPToAlign.TimeZone = ConvertTimeZone() ; { see commentary for the

ConvertTimeZone method }

PSPToAlign.SessionName =

AnalysisTechnique.DataStreams.DefaultStream.SessionName ;

end ;

{

the data stream TimeZone and the TimeZone used in DataProviders are from

different classes; this method is used to provide the cross-reference between the

two so that the DataProvider TimeZone can be set to the same TimeZone as the

data stream to which this indicator is applied

}

method tsdata.common.TimeZone ConvertTimeZone()

variables: elsystem.TimeZone ChartTimeZone ;

begin

ChartTimeZone = AnalysisTechnique.DataStreams.DefaultStream.TimeZone ;

switch ( ChartTimeZone )

begin

case elsystem.TimeZone.Exchange:

return tsdata.common.TimeZone.Exchange ;

case elsystem.TimeZone.Local:

return tsdata.common.TimeZone.Local ;

end ;

end ;

method bool AllPSPsReadyToCalculate()

variables: int Counter, bool AllCountsOK ;

begin

if VectOfPSPs.Count > 0 then { at least one PSP is in the Vector }

begin

AllCountsOK = true ;

{ loop through all PSP's to ensure enough bars are loaded for the

calculations }

for Counter = 0 to VectOfPSPs.Count - 1

begin

PSP = VectOfPSPs.Items[Counter] astype PriceSeriesProvider ;

if PSP.Close.Count <= MALength then

begin

AllCountsOK = false ;

break ;

end ;

end ;

end

else { Vector does not contain any PSP's }

begin

AllCountsOK = false ;

end ;

return AllCountsOK ;

end ;

{

calculate a moving average of each symbol and compare the symbol's current price

to the moving average; count the number of symbols that are trading above their

moving average

}

method int GetNumberAboveMA()

variables: DOUBLE NumberAboveMA, int Counter ;

begin

NumberAboveMA = 0 ;

for Counter = 0 to VectOfPSPs.Count - 1

begin

PSP = VectOfPSPs.Items[Counter] astype PriceSeriesProvider ;

FP1.Symbol = PSP.Symbol;

FP1.Load = true;

FundFieldValue = FP1.quote["QTCO"].DoubleValue[0];

NumberAboveMA += PSP.Close[0] * FundFieldValue ;

FP1.Load = false;

end;

return NumberAboveMA ;

end ;

once ( AllPSPsReadyToCalculate() )

begin

PSPsReady = true ;

end ;

if PSPsReady then { ensure enough PSP bars are available for calculations }

begin

NumAbove = GetNumberAboveMA() ;

//if showdiv = false then begin

Plot1( NumAbove, !( "NumAbove" ) ) ;

//end;

end ;