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Anyone familiar with AIQ's EDS language? After trying to convert
some simple code from AIQ to Amibroker, I am getting different
signals from each. I'm sure there is something simple I am missing,
but I can't see it.
Can anyone see a difference in these two?
***********************AIQ CODE:*************************************
!Russell 2000 Growth vs. Value study
!Last Edit 3/4/04
RV is TickerUDF("$R2K-V", [close]).
RG is TickerUDF("$r2K-G", [close]).
TwentyDROC is ([close]-val([close],20))/val([close],20)*100.
RSG5 is (RG-Valresult(RG,5))/(Valresult(RG,5))*100.
RSG15 is (RG-Valresult(RG,15))/(Valresult(RG,15))*100.
RSG25 is (RG-Valresult(RG,25))/(Valresult(RG,25))*100.
RSG35 is (RG-Valresult(RG,35))/(Valresult(RG,35))*100.
RSG is (RSG5 + RSG15 + RSG25 + RSG35)/4.
RSV5 is (RV-Valresult(RV,5))/(Valresult(RV,5))*100.
RSV15 is (RV-Valresult(RV,15))/(Valresult(RV,15))*100.
RSV25 is (RV-Valresult(RV,25))/(Valresult(RV,25))*100.
RSV35 is (RV-Valresult(RV,35))/(Valresult(RV,35))*100.
RSV is (RSV5 + RSV15 + RSV25 + RSV35)/4.
Buy if RSG > RSV.
Sell if RSG < RSV.
BuySig is RSG-RSV.
List if 1.
******************AFL:*******************************************
//First Attempt at Russell Growth/Value strategy
Growth = Foreign("$r2k-g","Close", fixup = 1);
Value = Foreign("$r2k-v","Close", fixup = 1);
G1 = ROC(Growth, 5);
G2 = ROC(Growth, 15);
G3 = ROC(Growth, 25);
G4 = ROC(Growth, 35);
GI = (G1 + G2 + G3 + G4)/4;
V1 = ROC(Value, 5);
v2 = ROC(Value, 15);
v3 = ROC(Value, 25);
v4 = ROC(Value, 35);
VI = (v1 + v2 + v3 + G4)/4;
Buy=GI > VI;
Sell=VI > GI;
Short=VI > GI;
Cover=GI > VI;
Filter=Buy OR Sell; //OR Short OR Cover;
//Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy);Short=ExRem
(Short,Cover); Cover=ExRem(Cover,Short);
//Filter = GroupID() == 1;
//PositionSize = -100;
//SetOption("MaxOpenPositions", 1 );
//SetTradeDelays(1,1,1,1);
//Explore Code:
AddColumn( GI, "GI", 1.2 ,colorDefault, IIf( GI > VI, colorGreen,
colorDefault ) );
AddColumn( VI, "VI", 1.2 ,colorDefault, IIf( VI > GI, colorRed,
colorDefault ) );
AddColumn( GI, "GI", 1.2);
AddColumn( VI, "VI", 1.2);
AddColumn( Growth, "Russell Growth", 1.2 );
AddColumn( Value, "Russell Value", 1.2 );\
Thanks for any assistance.
-Eric.
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