[walterw]

It could be done, but you would need very good pc resources... my question is : will it really give you an edge ?... I find hard to believe that 1 tick fluctuation up/down on x +- stocks can give really a trend bias... If I was to build an indicator with the 500 sp`s and go definitive waco, I would create a composite delta of the 500 stocks and measure their true buy/sell pressure on x (variable input) back... that would be my dream... what platform.. dont know... cheers Walter.