Capstone Trading Systems

Trader reference · TradeStation Desktop

TradeStation Calculated Indices

A 46-page symbol directory for breadth, TICK, TRIN, volume, and futures premium — rebuilt for systematic NQ and ES traders.

Why this list exists

Most systems only see price. Calculated indices show participation underneath the contract: how many stocks are advancing, whether volume confirms, and whether short-term pressure agrees with the move.

This is not a homepage product pitch. It is the reference we use when mapping TradeStation symbols into research filters for Nasdaq and S&P futures.

Contents

  1. Index futures / cash premiums $NQIQX · $ESINX
  2. Breadth by universe NYSE · Nasdaq 100 · S&P 500
  3. TICK and TRIN / Arms $TICK · $TIKND · $TRIN
  4. Up / down volume and value-based breadth
  5. Moving averages, crossovers, new highs / new lows
$TICK$ADD$TRIN$TIKND$ADVND$NQIQX$ESINX$UVOL

What each family measures

Breadth
How many stocks participate. Advancers, decliners, and $ADD-style net difference.
Volume
Whether advancing or declining share volume confirms the move.
TICK
Upticks minus downticks — short-term pressure. Match $TIKND to NQ.
TRIN / Arms
Breadth versus volume stress. Use as a regime filter, not a standalone trigger.
Premium
Front-month futures versus the cash index ($NQIQX, $ESINX).
Entitlements
Each symbol lists the exchange line typically required to see it live in TradeStation.

Guide facts

  • 527 calculated-index symbols
  • 48 market sections
  • 11 index families
  • 46 pages

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TradeStation platform notes Trading systems

Futures trading involves substantial risk of loss and is not suitable for every investor. Past results are not necessarily indicative of future results. Capstone Trading Systems is not affiliated with TradeStation Group, Inc. Verify symbols and entitlements in the platform before you trade.