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No, it's that I'm too embarassed to point it out! I had a "g" where
I needed a "v". It's been a good, but long week!
-e.
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> and you're NOT going to share it?
>
> Tisk, tisk!
>
> d
>
>
> _____
>
> From: ericleake [mailto:eleake@x...]
> Sent: Friday, March 05, 2004 4:51 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [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.
>
>
>
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>
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