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[amibroker] AccuTrack of FastTrack vs that in AmiBroker



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Ken,

I tried.  Could not get the values in AmiBroker to match-up with 
FastTrack.  (The *shape* of the chart matches, but values don't.)

For example, the AccuTrack 6,24 for FSESX/FSELX gives value -0.57 in 
AmiBroker using the formula you gave, but in FastTrack it is -59.97.  

(If I magnify AccuTrack in AmiBroker by a factor of 100, then the 
values come close, but they don't match anyways. I suspect that it 
has something to do with *all* the values that exist in FastTrack 
against those that get imported in AmiBroker.  I wonder how to get 
these values to match-up ...)

/**********************************************************/
NDX4A=Foreign("FSESX","C");

Shrt=6;
Lng=24;

Fn1=Foreign("FSELX","C");

CHR=(NDX4A-Ref(NDX4A,-1))/Ref(NDX4A,-1);
CHG=(Fn1-Ref(Fn1,-1))/Ref(Fn1,-1);
CH1R=EMA(CHR,lng);
CH1G=EMA(CHG,lng);
Diff=CH1R-CH1G;

Acc=100*EMA(Diff,Shrt);

Plot (Acc,"AccuTrack",colorRed,styleLine);
/**********************************************************/


Regards,
- Salil V Gangal


--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> Salil:
> 
>  
> 
> See the following:
> 
>  
> 
> This is in terms of an NDX modification index and a 30% constant 
index
> but you should get the point for the "Red" line and the "Green" 
line by
> the names of the variables.
> 
>  
> 
> NDX4A=Foreign("NDX4A","C");
> 
> Shrt=6;//Optimize("Shrt",6,4,8,2);//Shrt=6;
> 
> Lng=24;//Optimize("Lng",24,38,44,2);//lng=24;
> 
> //Function to pull in NDX
> 
> Fn1=Foreign("I30","C");
> 
> CHR=(NDX4A-Ref(NDX4A,-1))/Ref(NDX4A,-1);
> 
> CHG=(Fn1-Ref(Fn1,-1))/Ref(Fn1,-1);
> 
> CH1R=EMA(CHR,lng);
> 
> CH1G=EMA(CHG,lng);
> 
> Diff=CH1R-CH1G;
> 
> Acc=100*EMA(Diff,Shrt);
> 
>  
> 
> Write me with any questions.
> 
>  
> 
> Ken
> 
>  
> 
>  
> 
> -----Original Message-----
> From: Salil V Gangal [mailto:salil_gangal@x...] 
> Sent: Friday, July 25, 2003 3:22 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] AccuTrack of FastTrack
> 
>  
> 
> Friends,
> 
>  
> 
> Has someone translated 'AccuTrack' of FastTrack also ?
> 
>  
> 
> Regards,
> 
> - Salil V Gangal
> 
> 
> 
> Salil V Gangal <salil_gangal@xxxx> wrote:
> 
> Dingo,
> 
>  
> 
> Thanks. Translation of 'RUTTR' will come is handy. 
> 
>  
> 
> Regards,
> 
> - Salil V Gangal
> 
>  
> 
> 
> 
> dingo <dingo@xxxx> wrote:
> 
> http://groups.yahoo.com/group/amibroker/message/37699
> 
> -----Original Message-----
> From: Salil V Gangal [mailto:salil_gangal@x...] 
> Sent: Thursday, July 24, 2003 8:55 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RUTTR by Werner (RE: [amibroker] Re: Fasttrack /TradeCode)
> 
> Ken,
> 
>  
> 
> Have you translated 'RUTTR' by Werner Gansz yet ?
> 
>  
> 
> Regards,
> 
> - Salil V Gangal
> 
>  
> 
> 
> 
> Ken Close <closeks@xxxx> wrote:
> 
> I just have the Headsup "Score" portion of the headsup system in 
AFL.  I
> have posted it here before.  Go to the web site and search for 
headsup,
> otherwise contact me and I will post again.
> 
> Ken
> 
> -----Original Message-----
> From: jbell5931 [mailto:jbell5931@x...] 
> Sent: Tuesday, July 15, 2003 8:45 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Fasttrack /TradeCode
> 
> Ken,
>   Do you have the complete headsup/turtle system implemented?  
Could 
> you post it if you have it?
> 
>    Thanks.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> > Sam and others: I have uploaded the "Score" portion of the Headsup
> > system into the Files area (actually the upload process 
> looks "stuck"
> > and may be because of my note about the Files area being full).  
> > 
> > For the non-FastTrack users, the headsup code (which is 
implemented 
> from
> > within the Trade program-an array processor used with FastTrack) 
is 
> a
> > comprehensive system that looks at and reports many statistics on 
> funds
> > (or stocks) to buy based on Rel Strength and a number of other 
> factors,
> > including "Turtle" signals for buying, selling, and holding.  
> Additional
> > market statistics are also reported.  Many people follow this 
> system and
> > do quite well.
> > 
> > The "Score" code which I am attempting to upload is just one part 
> of the
> > system and the common usage is to buy stocks or funds when their
> > "Score", as reported by this code, is at "6" (1 to 6 scale).  I 
did 
> some
> > backtesting using the score as an oscillator and found it produced
> > profitable results when buys were issued at low score values and 
> sell
> > signals issued at high score values, the opposite way the tool is 
> used
> > within the common "Headsup" system.
> > 
> > Not selling this and I doubt almost any of you will look at it, 
but 
> for
> > the few who do, the above is simply some background in order to 
> give you
> > some context of where the code came from.
> > 
> > Ken
> > 
> > PS: It looks like the AFL file was indeed uploaded and is listed 
> under
> > "Headsup Score".
> > 
> > -----Original Message-----
> > From: Sam Levy [mailto:slevy1220@x...] 
> > Sent: Tuesday, June 03, 2003 7:50 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Fasttrack /TradeCode
> > 
> > I would be very appreciative if you would post your "Headsup" 
> code.  
> > Many thanks.
> > 
> > Sam Levy
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> 
wrote:
> > > Frank:
> > > 
> > > I have programmed the "Headsup" signal into Amibroker, at least 
> the
> > > "Score" portion.  If this is what you mean by "FastTrack 
> signals", 
> > then
> > > let me know and I will post it.  Otherwise, the 
phrase "FastTrack
> > > Signals" is so broad that you would need to be more specific in 
> > order to
> > > get a meaningful reply.
> > > 
> > > Ken
> > > 
> > > 
> > > -----Original Message-----
> > > From: frankphd_us [mailto:Dr-Frank@x...] 
> > > Sent: Monday, June 02, 2003 2:17 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Fasttrack /TradeCode
> > > 
> > > I noticed there are quite a couple of fasttrack users on this 
> board.
> > > Following CHasRichards and his signals sometime I thought about 
> > using
> > > Fasttrack/Trade myself. Unfortunately I can only utilise ETFs 
and
> > > Rydex/Profunds. This limitation (due to national tax reasons) 
> makes
> > > the use of the comlete fasttrack-system and database 
> uneconomical. 
> > > 
> > > Therefore I considered emulating the Fasttrack Signals with 
> > Amibroker
> > > or excel. Anybody having done that before?? I only know of a
> > > translation to wealthlab-code.
> > > 
> > > Thanx 
> > > 
> > > frankphd_us  
> > > 
> > > 
> > > 
> > > 
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