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Ken,
Thanks. Bill also worked out the values that match with FastTrack.
http://groups.yahoo.com/group/amibroker/message/46568
BTW, here is formula for AccuTrack that matches with Trade.
fnd = NAME();
ind = "FDRXX";
fund = Foreign(fnd, "Close");
index = Foreign(ind, "Close");
fast = 6;
slow = 24;
RawAT = EMA((EMA(ROC(fund,1), slow) - EMA(ROC(index,1),slow)),fast);
tradeAccuTrack = RawAT * 265;
Plot(tradeAccuTrack, "AccuTrack", colorRed);
PlotGrid(0);
GraphXSpace = 5;
Title = " " + Date()
+ " Trade AccuTrack of "
+ fnd + " / " + ind
+ " [" +WriteVal(tradeAccuTrack, 1.2)+"] "
;
Regards,
- Salil V Gangal
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> 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@x...]
> 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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