I was also thinking in terms of an outperformer : underperformer ratio i.e. no. of stocks that have made % move higher than the index to those that have moved less. This may actually be better than the 20d H:L 'coz even while making a 20d high, a stock may have actually underperformed (i.e. moved less than) the index in recent sessions. So this will bring to fore the underlying weakness/strength even earlier.
To experienced Amibroker users :
Are all of Sunil's indicators implementable in Ami? Where do i get the FII, MF data?
Regards,
Kalyan.