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Mark, it's not a question of whether AB can or not. Tomasz
rightfully points out that the same math on the same data has to
yield the same results.
The problem is that sometimes the math isn't precisely the same.:)
For example, from personal experience I know that Wilder's
Directional Movement method can get calculated different ways,
depending on the equation used by the programmer of the charting
software. Sometimes the values are smoothed using an exponential
moving average, sometimes using Wilder's smoothing method, which is
different, and the two methods will generate different results.
That's the sort of thing Graham might have been alluding to.
Luck,
Sebastian
--- In amibroker@xxxxxxxxxxxxxxx, "aajohnah" <aajohnah@xxxx> wrote:
>
> Graham,
>
> Both Trade Station and AIQ can run this and get the same data
within
> fractions
> And you think AB can not?
>
>
>
> Mark
>
>
>
>
>
>
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Graham
> Sent: Wednesday, December 21, 2005 5:28 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] AFL language from a Trade Station scan
>
> Personally I ahve found it 99% impossible to match results of
> seemingly the same thing between different charting packages. The
> programs obviously handle things differently internally enough to
> offset results.
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://e-wire.net.au/~eb_kavan/ab_write.htm
>
>
> On 12/22/05, Mark Keitel <mkeitel@xxxx> wrote:
> >
> >
> > Been playing with it and some of the ranking on the Efficiency
are off
> from
> > what Trade station gives back
> >
> > Looks like it really does not have anything to do with the
parameter
> setting
> > though as to changing the number on the efficiency rating
> >
> >
> >
> >
> >
> >
> >
> >
> > Mark
> >
> >
> >
> >
> >
> >
> >
> >
> > ________________________________
> >
> >
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf
> > Of NW Trader
> > Sent: Tuesday, December 20, 2005 2:57 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] AFL language from a Trade Station scan
> >
> >
> >
> >
> > Hi Mark,
> >
> >
> >
> >
> >
> > Try the attached exploration for efficient stocks. Use the
parameters to
> > set your price, volume and efficiency levels, plus some other
output info.
> > I wrote this quickly last night, it runs, but I've not tested it
for
> optimal
> > settings. Seemingly an efficiency of > 8 or > 10 will find some
stocks,
> but
> > I also see good runners whose levels are lower so I don't know if
this
> > really is a good filter. Perhaps tweaking the periods used for
the
> > efficiency as I'm a lot shorter term trader. If you play with
it, let us
> > know what you find. Enjoy.
> >
> >
> >
> >
> >
> > Peace and Justice --- Patrick
> >
> >
> > ----- Original Message -----
> >
> >
> > From: Mark Keitel
> >
> >
> > To: amibroker@xxxxxxxxxxxxxxx
> >
> >
> > Sent: Tuesday, December 20, 2005 7:25 AM
> >
> >
> > Subject: RE: [amibroker] AFL language from a Trade Station scan
> >
> >
> >
> >
> > Dan,
> >
> >
> >
> > Alright I was trying to use it as an Explore or something like
that and
> did
> > not try it as just an indicator
> >
> >
> >
> >
> >
> >
> > Mark
> >
> >
> >
> >
> >
> >
> > ________________________________
> >
> >
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf
> > Of Dan Clark
> > Sent: Tuesday, December 20, 2005 9:50 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: RE: [amibroker] AFL language from a Trade Station scan
> >
> >
> >
> > Mark,
> >
> >
> >
> > When you say ".will not work.", what do you mean? When I tried
it, it
> > worked fine.
> >
> >
> >
> > Regards,
> >
> >
> >
> > Dan.
> >
> >
> >
> > p.s. Just so we are on the same page, here's the code that I used:
> >
> >
> >
> > ATRD180 = ATR(180);
> >
> > ATRD90 = ATR(90);
> >
> > ATRD45 = ATR(45);
> >
> > ATRD20 = ATR(20);
> >
> > ATRD5 = ATR(5);
> >
> >
> >
> > DifferenceD180 = Close - Ref(Close,-180);
> >
> > DifferenceD90 = Close - Ref(Close,-90);
> >
> > DifferenceD45 = Close - Ref(Close,-45);
> >
> > DifferenceD20 = Close - Ref(Close,-20);
> >
> > DifferenceD5 = Close - Ref(Close,-5);
> >
> >
> >
> > EfficiencyD180 = IIf(ATRD180!=0,DifferenceD180/ATRD180,1);
> >
> > EfficiencyD90 = IIf(ATRD90!=0,DifferenceD90/ATRD90,1);
> >
> > EfficiencyD45 = IIf(ATRD45!=0,DifferenceD45/ATRD45,1);
> >
> > EfficiencyD20 = IIf(ATRD20!=0,DifferenceD20/ATRD20,1);
> >
> > EfficiencyD5 = IIf(ATRD5!=0,DifferenceD5/ATRD5,1);
> >
> >
> >
> > Averageeff = (EfficiencyD180 + EfficiencyD90 + EfficiencyD45 +
> >
> > EfficiencyD20 ) / 4;
> >
> >
> >
> > Plot( averageeff, "AvgEff", colorRed, styleLine );
> > ________________________________
> >
> >
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf
> > Of Mark Keitel
> > Sent: Tuesday, December 20, 2005 6:00 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: RE: [amibroker] AFL language from a Trade Station scan
> >
> >
> >
> > Thank you
> >
> > Though it will not work using the exact format as below
> >
> > I must be missing something here
> >
> >
> >
> >
> >
> >
> >
> >
> > Mark
> >
> >
> >
> >
> >
> >
> >
> >
> > ________________________________
> >
> >
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf
> > Of Graham
> > Sent: Tuesday, December 20, 2005 12:24 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] AFL language from a Trade Station scan
> >
> >
> >
> > Why is I see an error as soon as sent it
> > Change this line
> >
> > DifferenceD5 = Close - Ref(Close,-5);
> >
> >
> >
> > --
> > Cheers
> > Graham
> > AB-Write >< Professional AFL Writing Service
> > Yes, I write AFL code to your requirements
> > http://e-wire.net.au/~eb_kavan/ab_write.htm
> >
> >
> > On 12/20/05, Graham <kavemanperth@xxxx> wrote:
> > > Try this
> > > ATRD180 = ATR(180);
> > > ATRD90 = ATR(90);
> > > ATRD45 = ATR(45);
> > > ATRD20 = ATR(20);
> > > ATRD5 = ATR(5);
> > >
> > > DifferenceD180 = Close - Ref(Close,-180);
> > > DifferenceD90 = Close - Ref(Close,-90);
> > > DifferenceD90 = Close - Ref(Close,-90);
> > > DifferenceD45 = Close - Ref(Close,-45);
> > > DifferenceD20 = Close - Ref(Close,-20);
> > > DifferenceD5 = Close - Ref(Close,5);
> > >
> > > EfficiencyD180 =
> > IIf(ATRD180!=0,DifferenceD180/ATRD180,1);
> > > EfficiencyD90 = IIf(ATRD90!=0,DifferenceD90/ATRD90,1);
> > > EfficiencyD45 = IIf(ATRD45!=0,DifferenceD45/ATRD45,1);
> > > EfficiencyD20 = IIf(ATRD20!=0,DifferenceD20/ATRD20,1);
> > > EfficiencyD5 = IIf(ATRD5!=0,DifferenceD5/ATRD5,1);
> > >
> > > Averageeff = (EfficiencyD180 + EfficiencyD90 + EfficiencyD45 +
> > > EfficiencyD20 ) / 4;
> > >
> > > Plot( averageeff, "AvgEff", colorRed, styleLine );
> > >
> > >
> > > --
> > > Cheers
> > > Graham
> > > AB-Write >< Professional AFL Writing Service
> > > Yes, I write AFL code to your requirements
> > > http://e-wire.net.au/~eb_kavan/ab_write.htm
> > >
> > >
> > > On 12/20/05, aajohnah <aajohnah@xxxx> wrote:
> > > >
> > > >
> > > > Efficiency Rating for stocks. It is a system for picking
stocks that
> > have a
> > > > strong trending action and go up 'no matter what'. The
concept is
> > credited
> > > > to Van K Tharpe,
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Below is the code from a Tradestation Indicator
> > > >
> > > > works fine as a plot or as a RadarScreen indicator for those
of you
> who
> > use
> > > > Tradestation.
> > > >
> > > >
> > > >
> > > > Thank you for any help on this
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Tradestation EasyLanguage.
> > > >
> > > >
> > > >
> > > > {Indicator: Avg Eff.}
> > > >
> > > >
> > > >
> > > > inputs:
> > > >
> > > > Price(close),
> > > >
> > > > Length1(20),
> > > >
> > > > Length2(20),
> > > >
> > > > Displace(0),
> > > >
> > > > D180( 180 ),
> > > >
> > > > D90( 90 ),
> > > >
> > > > D45( 45 ),
> > > >
> > > > D20( 20 ),
> > > >
> > > > D5( 5 );
> > > >
> > > >
> > > >
> > > > variables:
> > > >
> > > > ATRD180(0),
> > > >
> > > > ATRD90(0),
> > > >
> > > > ATRD45(0),
> > > >
> > > > ATRD20(0),
> > > >
> > > > ATRD5(0),
> > > >
> > > > DifferenceD180(0),
> > > >
> > > > DifferenceD90(0),
> > > >
> > > > DifferenceD45(0),
> > > >
> > > > DifferenceD20(0),
> > > >
> > > > DifferenceD5(0),
> > > >
> > > > EfficiencyD180(0),
> > > >
> > > > EfficiencyD90(0),
> > > >
> > > > EfficiencyD45(0),
> > > >
> > > > EfficiencyD20(0),
> > > >
> > > > EfficiencyD5(0),
> > > >
> > > > AverageEff(0);
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > ATRD180 = AvgTrueRange(D180);
> > > >
> > > > ATRD90 = AvgTrueRange(D90);
> > > >
> > > > ATRD45 = AvgTrueRange(D45);
> > > >
> > > > ATRD20 = AvgTrueRange(D20);
> > > >
> > > > ATRD5 = AvgTrueRange(D5);
> > > >
> > > >
> > > >
> > > > DifferenceD180 = close - close[180];
> > > >
> > > > DifferenceD90 = close - close[90];
> > > >
> > > > DifferenceD90 = close - close[90];
> > > >
> > > > DifferenceD45 = close - close[45];
> > > >
> > > > DifferenceD20 = close - close[20];
> > > >
> > > > DifferenceD5 = close - close[5];
> > > >
> > > >
> > > >
> > > > EfficiencyD180 =
> > > > IFF(ATRD180<>0,DifferenceD180/ATRD180,1);
> > > >
> > > > EfficiencyD90 =
> > > > IFF(ATRD90<>0,DifferenceD90/ATRD90,1);
> > > >
> > > > EfficiencyD45 =
> > > > IFF(ATRD45<>0,DifferenceD45/ATRD45,1);
> > > >
> > > > EfficiencyD20 =
> > > > IFF(ATRD20<>0,DifferenceD20/ATRD20,1);
> > > >
> > > > EfficiencyD5 =
> > > > IFF(ATRD5<>0,DifferenceD5/ATRD5,1);
> > > >
> > > > Averageeff = (EfficiencyD180 +
EfficiencyD90 +
> > > > EfficiencyD45 + EfficiencyD20 ) / 4;
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Plot1( AverageEff, "AverageEff" ) ;
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Mark
> > > >
> > >
> >
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> >
> >
> > ________________________________
> > YAHOO! GROUPS LINKS
> >
> > Visit your group "amibroker" on the web.
> >
> > To unsubscribe from this group, send an email to:
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
> > To unsubscribe from this group, send an email to:
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
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> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
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> > ________________________________
> >
> > ________________________________
> > YAHOO! GROUPS LINKS
> >
> > Visit your group "amibroker" on the web.
> >
> > To unsubscribe from this group, send an email to:
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
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> > To unsubscribe from this group, send an email to:
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
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> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
> > ________________________________
> >
> >
> >
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
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