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Salil: I have finally figured out (almost) the correct and exact value
for Accutrack (shape as well as value).
The key is to normalize the Acc values to 100 and -100. Then the values
match the values displayed in FastTrack.
Here is the revised AT code. See if it works for you.
This example happens to be for VIX vs NDX. A problem I have --- HELP
ANYONE --- is how to find the maximum (of HHV) value for all quotations.
Ditto for minimum (LLV). You will notice in the code below that I used
a large number ~ 3400 bars ~ to look back but this might be insufficient
for some other data series.
**** How do you tell AFL to find the HHV or LLV over the entire series
of quotations, when you do not know how many bars are contained in the
entire series? *****
Apart from this, I have compared the results of this plot to the same
plot in FT, and the values are identical (at least for recent values).
Comments? Any help??
VIX=Foreign("VIX-X","C");
Shrt=6;
Lng=24;
Fn1=Foreign("NDX-X","C");
CHR=(VIX-Ref(VIX,-1))/Ref(VIX,-1);
CHG=(Fn1-Ref(Fn1,-1))/Ref(Fn1,-1);
CH1R=EMA(CHR,lng);
CH1G=EMA(CHG,lng);
Diff=CH1G-CH1R;
Acc=100*EMA(Diff,Shrt);
NAcc=IIf(Acc>0,100*Acc/HHV(Acc,3400),-100*Acc/LLV(Acc,3400));
Plot(NAcc,"6/24 ACC",5,1);
Ken
-----Original Message-----
From: salil_gangal [mailto:salil_gangal@xxxxxxxxx]
Sent: Wednesday, August 27, 2003 11:40 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: AFL Programmer Wanted $$
Dave,
Thanks for the kind words.
While it's not same as what Mr Beasley (and Chas) has, I do something
on similar lines for the market direction (with empasis on Russell
2000) and post it for *free* at the URL below:
http://fundvision.com/wwwboard/free/disha.cgi
Will let you know if I ever port Chas's files. If I recall it right,
Ken Close has already ported some part of it. (Check with him.)
What I'm interested in is AccuTrack. I've tried a couple of time to
get that in AFL but for some reason the *values* of AccuTrack I get
in AFL don't agree with what I get in FastTrack (or Trade). The
shape is okay, but the values are not ! I wonder if anyone has
ported AccuTrack shape and *values*.
Regards,
- Salil V Gangal
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> Salil, I've seen your work in the library -- nice stuff, some of
which I
> use.
>
> there's one thing I'd be very interested in someone porting to AFL
from
> Trade, and that's Don Beasley's Market Scorecard, an assessment of
general
> market direction. I've looked at the file beasley.ini that comes
with
> Charles Richards Trade files, and while there's some of it that I
know how
> to do in AFL, some I'm less sure of. it's fairly well documented,
especially
> if you're familiar with Trade.
>
> if you (or others) have the time and some interest, I'd be happy to
forward
> a copy of the file if you don't have it. it'd be a great
contribution.
>
> let me know if I can help,
>
> Dave Merrill
>
>
> > If your program is in 'trade', then many folks here (including
yours
> > truly) most probably will be able to translate it for *free*
(i.e. no
> > $$ required) into AFL !
> >
> > Regards,
> > - Salil V Gangal
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "barrykilzer" <kilzer@xxxx>
wrote:
> > > I have a small progam that is used with Fasttrack data that I
would
> > > like to convert to AFL to use with Amibroker. I'm not a
programmer
> > > so instead of learning it myself I'd rather pay someone to do
it.
> > >
> > > I have part of it in AFL already and want to add the remaining
> > lines.
> > >
> > > Let me know if anyone is interested.
> > >
> > > Barry Kilzer
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