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<FONT face=Arial
color=#0000ff size=2>as if you're the only one that's ever done anything like
that!
<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
9:46 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Re: Converting AIQ to Amibroker
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@xxxx] >
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.> > >
> Send BUG REPORTS to bugs@xxxx> Send SUGGESTIONS to
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.Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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