|
PureBytes Links
Trading Reference Links
|
Nevermind....figured it out.
-e.
--- In amibroker@xxxxxxxxxxxxxxx, "ericleake" <eleake@xxxx> wrote:
> 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.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|