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<FONT face=Arial color=#0000ff
size=2>Dave,
<FONT face=Arial color=#0000ff
size=2>
If you
set the lookback period to be more than the number of bars of data in your
database, you won't get a result.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Dave Merrill
[mailto:dmerrill@xxxxxxx]Sent: Friday, August 29, 2003 4:05
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Accurate Accutract - for Salilexcuse me jumping in
here, since I don't know anything much about accutrack.but re HHV for
the whole series, can't you just make Periods huge, like999999999? that
should go back way past when you have data.but it only looks back,
never forward, right? is that what you want? I'mwondering what it means to
normalize a value re the entire range of valuesseen up to that date, but
I'm not sure I see what that'd mean. say the daywas a historic high,
that'd be 100%. next day is even higher, making thatnew day 100%, but
changing the previous day's value? doesn't seem right, butmaybe I'm
confused.dave> 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);>>> KenSend
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