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Re: [amibroker] Accurate Accutract - for Salil



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Hi Ken,
 
I think this will determine the number of bars in a 
data series:
 
    Numbars = LastValue( Cum(1) 
);
 
-john
 
----- Original Message ----- 
From: "Ken Close" <<A 
href=""><FONT face=Arial 
size=2>closeks@xxxxxxxx>
To: <<A 
href=""><FONT face=Arial 
size=2>amibroker@xxxxxxxxxxxxxxx<FONT face=Arial 
size=2>>
Sent: Friday, August 29, 2003 12:48 PM
Subject: [amibroker] Accurate Accutract - for 
Salil
<FONT face=Arial 
size=2>> 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: <FONT 
face=Arial size=2>amibroker@xxxxxxxxxxxxxxx<FONT face=Arial 
size=2>> Subject: [amibroker] Re: AFL Programmer Wanted $$> > 
Dave,> > Thanks for the kind words.> > While it's 
not same as what Mr Beasley (and Chas) has, I do something > on similar 
lines for the market direction (with empasis on Russell > 2000) and post 
it for *free* at the URL below:> >     <A 
href=""><FONT face=Arial 
size=2>http://fundvision.com/wwwboard/free/disha.cgi<FONT 
face=Arial size=2>> > Will let you know if I ever port Chas's 
files.  If I recall it right, > Ken Close has already ported some 
part of it.  (Check with him.)> > What I'm interested in is 
AccuTrack.  I've tried a couple of time to > get that in AFL but for 
some reason the *values* of AccuTrack I get > in AFL don't agree with 
what I get in FastTrack (or Trade).  The > shape is okay, but the 
values are not !  I wonder if anyone has > ported AccuTrack shape 
and *values*.> > Regards,> - Salil V Gangal> 
> > > > --- In <A 
href=""><FONT face=Arial 
size=2>amibroker@xxxxxxxxxxxxxxx, "Dave 
Merrill" <<FONT face=Arial 
size=2>dmerrill@x...> > 
wrote:> > Salil, I've seen your work in the library -- nice stuff, 
some of > which I> > use.> > > > there's 
one thing I'd be very interested in someone porting to AFL > from> 
> Trade, and that's Don Beasley's Market Scorecard, an assessment of > 
general> > market direction. I've looked at the file beasley.ini that 
comes > with> > Charles Richards Trade files, and while there's 
some of it that I > know how> > to do in AFL, some I'm less 
sure of. it's fairly well documented, > especially> > if you're 
familiar with Trade.> > > > if you (or others) have the time 
and some interest, I'd be happy to > forward> > a copy of the 
file if you don't have it. it'd be a great > contribution.> > 
> > let me know if I can help,> > > > Dave 
Merrill> > > > > > > If your program is in 
'trade', then many folks here (including > yours> > > truly) 
most probably will be able to translate it for *free* > (i.e. no> 
> > $$ required) into AFL !> > >> > > 
Regards,> > > - Salil V Gangal> > >> > 
>> > > --- In <A 
href=""><FONT face=Arial 
size=2>amibroker@xxxxxxxxxxxxxxx, 
"barrykilzer" <<FONT face=Arial 
size=2>kilzer@x...> > 
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> > > > Send 
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