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<FONT face=Arial
color=#0000ff size=2>and you're NOT going to share it?
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>Tisk, tisk!
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>d
From: ericleake
[mailto:eleake@xxxxxxxxxxxxxxxxxx] Sent: Friday, March 05, 2004
4:51 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Re: Converting AIQ to Amibroker
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@xxxxxxxxxxxxxSend SUGGESTIONS to
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