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RE: [amibroker] Accurate Accutract - for Salil



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John: thanks for that….

 

Ken

 

-----Original Message-----
From: john gibb
[mailto:jgibb1@xxxxxxxxxxxxx] 
Sent: Friday, August 29, 2003 4:06
PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Accurate
Accutract - for Salil

 



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="">closeks@xxxxxxxx<font size=2
face=Arial>>





To: <<a
href=""><span
>amibroker@xxxxxxxxxxxxxxx<font
size=2 face=Arial>>





Sent: Friday, August 29, 2003 12:48 PM





Subject: [amibroker] Accurate Accutract - for Salil







 



> 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 size=2
face=Arial>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:
> 
>     <a
href=""><span
>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 <font
size=2 face=Arial>amibroker@xxxxxxxxxxxxxxx<font
size=2 face=Arial>, "Dave
Merrill" <<font size=2
face=Arial>dmerrill@x<font
size=2 face=Arial>...> 
> 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 <font
size=2 face=Arial>amibroker@xxxxxxxxxxxxxxx<font
size=2 face=Arial>,
"barrykilzer" <<font
size=2 face=Arial>kilzer@x<font
size=2 face=Arial>...> 
> 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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