McClellan Oscillator (Debry)
NYSEAdvDec = NYSE Advancing Issues - Declining Issues,

McClellan Oscillator = 19 Day Exponential Moving Average NYSEAdvDec - 39 Day Exponential Moving Average NYSEAdvDec,

McClellan Summation Index = McClellan Oscillator - (10 x 19 Day EMA NYSEAdvDec) + (20 x 39 Day EMA  NYSEAdvDec)) + 1000;

Plot McClellan Summation Index.


Thrust Oscillator (TO)
ai = NYSE Advancing Issues;
ds = NYSE Declining Issues;
av = NYSE Up Volume;
dv = NYSE Down Volume;

TO = ((ai*av)-(ds*dv))/((ai*av)+(ds*dv));

Plot 22 day Exponential Moving of TO.


--Matt Blackman