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Bill,
>From trade document ===>
>>
Accu(fundVector, indexVector, filter1, filter2)
Returns a vector which is the Accutrack indicator of a fund paired
with an index. The scaling of the values is the same as used by
FastTools. Buy and sell signals computed at the zero crossings
should match the signal dates created by the FastTrack charting
program. The Ema filters are initialized to average values over the
number of days given by filter1 in order to match FastTrack's signal
dates near the beginning of the database. With the exception of
these initial values, the Accu() function is computed as follows:
delta = Ema(Roc(fundVector, 1), filter2) -
Ema(Roc(indexVector, 1), filter2)
accu = Ema(delta, filter1) * 26500
<<
So what's the scaling used by FastTools ?
Regards,
- Salil V Gangal
--- In amibroker@xxxxxxxxxxxxxxx, "salil_gangal" <salil_gangal@xxxx>
wrote:
> Bill,
>
> >>FastTrack scales the largest excursion of the AT indicator
> visible in the window to 100.<<
>
> I didn't know that. Thanks. Now AmiBroker AccuTrack values agree
> with FastTrack.
>
> Next question then - how do I get 'trade' version of AccuTrack in
> AmiBroker ? (BTW trade AccuTrack values are different than
FastTrack
> AccuTrack values !)
>
> Regards,
> - Salil V Gangal
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Bill Barnard" <wbarnard@xxxx>
> wrote:
> >
> > > What I'm interested in is AccuTrack. I've tried a couple of
time
> > to
> > > get that in AFL but for some reason the *values* of AccuTrack I
> get
> > > in AFL don't agree with what I get in FastTrack (or Trade).
The
> > > shape is okay, but the values are not ! I wonder if anyone has
> > > ported AccuTrack shape and *values*.
> >
> > Hi Salil,
> >
> > FastTrack scales the largest excursion of the AT indicator
visible
> in
> > the window to 100. Try this:
> >
> > ---------------------------------------------
> >
> > /* AccuTrack as calculated by FastTrack - coded by Bill
Barnard,
> > 8/28/03 */
> >
> > fnd = "ndx-x";
> > ind = "nyc-i";
> > fund = Foreign(fnd, "Close");
> > index = Foreign(ind, "Close");
> > fast = 12;
> > slow = 48;
> >
> > RawAT = EMA((EMA(ROC(fund,1), slow) - EMA(ROC(index,1),
> > slow)),fast);
> > VisibleAT = Status("barvisible")*RawAT;
> > Hi = LastValue(Highest(VisibleAT));
> > Lo = LastValue(Lowest(VisibleAT));
> > multiplier = IIf(Hi > Lo, 100 / Hi, 100 / Lo);
> > FastTrackAT = multiplier*RawAT;
> >
> > Plot(FastTrackAT, "AccuTrack", colorYellow);
> > PlotGrid(0);
> > GraphXSpace = 5;
> >
> > Title = " "+Date()+" \\c42 FastTrack AccuTrack
> > of "+fnd+" / "+ind+
> > " = "+WriteVal(FastTrackAT, 1.2)+" ";
> >
> > ------------------------
> >
> > Regards, Bill
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