|
PureBytes Links
Trading Reference Links
|
Salil:
I do not have the time right now to do the detailed analysis required.
However, I have used this code within a system that I have converted for
another FTracker from FT/Trade to AB and when we compare the results of
the AB produced signals/calculations/plots with those in his original
system, they match. Therefore, I am puzzled but also motivated to delve
deeper. However, it will be several days before I have the time to dig
deeper.
Ken
-----Original Message-----
From: salil_gangal [mailto:salil_gangal@xxxxxxxxx]
Sent: Monday, July 28, 2003 12:03 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] AccuTrack of FastTrack vs that in AmiBroker
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
> > >
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to
> > > http://docs.yahoo.com/info/terms/
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to
> > http://docs.yahoo.com/info/terms/
>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
>
>
>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to the Yahoo!
> <http://docs.yahoo.com/info/terms/> Terms of Service.
>
>
> _____
>
>
> Do you Yahoo!?
> Yahoo!
<http://us.rd.yahoo.com/evt=10469/*http:/sitebuilder.yahoo.com>
> SiteBuilder - Free, easy-to-use web site design software
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to the Yahoo!
> <http://docs.yahoo.com/info/terms/> Terms of Service.
>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to the Yahoo!
> <http://docs.yahoo.com/info/terms/> Terms of Service.
>
>
> _____
>
>
> Do you Yahoo!?
> Yahoo!
<http://us.rd.yahoo.com/evt=10469/*http:/sitebuilder.yahoo.com>
> SiteBuilder - Free, easy-to-use web site design software
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to the Yahoo!
> <http://docs.yahoo.com/info/terms/> Terms of Service.
>
> _____
>
> Do you Yahoo!?
> Yahoo!
<http://us.rd.yahoo.com/evt=10469/*http:/sitebuilder.yahoo.com>
> SiteBuilder - Free, easy-to-use web site design software
>
>
>
>
> Yahoo! Groups Sponsor
>
>
>
> ADVERTISEMENT
>
>
<http://rd.yahoo.com/M=256694.3632754.4898347.1261774/D=egroupweb/S=17
05
>
632198:HM/A=1683996/R=2/id=noscript/SIG=11if1rb57/*http:/webevents.yah
oo
> .com/universal/seabiscuit/>
>
>
<http://webevents.yahoo.com/universal/seabiscuit/lrec/noflash.gif>
>
>
>
> <http://us.adserver.yahoo.com/l?
M=256694.3632754.4898347.1261774/D=egrou
> pmail/S=:HM/A=1683996/rand=828701110>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to the Yahoo!
> <http://docs.yahoo.com/info/terms/> Terms of Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Toner for Your Printer or Fax at LaserTonerSuperstore.com-Save 55%!
We have your brand: HP, IBM, Canon, Xerox, Apple and many more for less!
http://www.LaserTonerSuperstore.com
http://us.click.yahoo.com/YmQqWC/qicGAA/ySSFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|
