AB-FT afl04 zip

8-10-2006

Welcome and hope you find these files of use to you

This zip files includes the following:

DfsRut.afl 5/16/05 Tom Ttsao-Here's a translation of dfsrut.ini Play with whatever

DfsRut Bis.afl & Fuseme Bis.afl 5/30/05 Bert Steele-I looked at Tom's dfsrut.afl. Thanks.

Here is one where signals match those from Dfsrut.ini from Mc2xf5.ini (db-ini33.zip on 11/01/04) except for first Buy signal in 1988. All signals match thereafter.

I added all of the other stuff so you and others can change the parameter values to tie to other Trade versions of dfsrut.

Read the notes at the top of the file for other stuff. Also, I tested each component signal as well. The components match as well. One can note this by looking at the bottom of the afl.

I cleaned up dfsrut just a little. I also cleaned up fuseme as well. These both allow one to create signals in FT or as ticker in AB. Thus, you can use either AB or FT signals (or both) in other AFLs.
The AB ticker signal has 1 for buy and 0 for sell in the close field (actually in the Open, High, Low and Close fields). This appears to be the standard that is in place on this board and if not please let me know and I will investigate.

EWO.afl & IYR.afl 6/2/06 Tom Ttaso-There has been some discussion recently about Josef P's exmix stuff, so for those who are interested, here are translations of 2 of the components - ewo.afl and iyr.afl

I haven't played too much with them yet, but if anybody gets some interesting sensitivity results, I'd love to see them. I think that as is, they're fairly insensitive.

TS22a.afl & Ts22a.gif 6/28/05 Bert Steele-Subject: porting ts22a.ini to afl.

Ok, I have completed version 0.1 of ts22a in afl. There will be changes, I am sure, after you provide feedback. Then, I will post version 1.0 that should better match the Trade signal.

I used the postings on this board by Bruce (see Dec 7 and 22, 2004 under AmiBroker FT-Talk) to guide me through this translation. Thus, you will not see any less than or greater than signs in the afl code. Rather, I used Cross (or impulse) for everything, using Flip to get me to State form when needed (i.e., to And stuff).

I got all of the signals after early 2001 to match. However, prior to early 2001 and back to the beginning for this signal which is 1997, I got about 10 more buys or sells in AmiBroker than via Trade. I will post a gif file in a few minutes so one can see the differences.

My guess is that I did not follow Bruce's postings to the letter and thus have an error or two in the attached. That is, I believe that the signals should match better than in this version. So, please review and provide feedback and most importantly errors that I have made. I do want to learn from this process and I believe others will as well.

Also, attached is a gif file that compares the Trade signal to the AB signal. The Trade signal from ts22a.ini is on the left. The AB signal from ts22a_bis0.1.afl is on the right. You will not be able to see all of the dates from early 2001 to present, but they do match and if you want you can most certainly compare them via WinMerge like I did or another software comparison program.

You will be able to see all of the signal differences in the attached, however, as all of the differences are prior to early 2001

Tsa22a Data Request1.cvs & Ts22a Bisv0.1Test.afl 6/30/05 Bert Steele-Here is a csv file that (hopefully) provides the data to solve the first problem with the ts22a afl: nspf11 does not match

The csv file has 10 columns: date, 3 components from Trade, 3 components from AB, and finally, 3 columns that provide the differences for each.

I have also attached the afl that I used to create these columns (see the very bottom of the afl) just in case you need to know. Each column in the csv file is in State form.

And here is the afl with the addcolumns stuff at the bottom that was used to create this csv file.

Download AB-FT afl04 zip