AmiBroker Knowledge Base

April 21, 2008

Big symbol text in the background

Recently I heard the suggestion to add a security symbol written in big letters in the chart background. Well, actually it is pretty simple to do using low-level gfx. Just add this code sniplet anywhere in your chart formula.

GfxSetOverlayMode(1); GfxSelectFont("Tahoma", Status("pxheight")/2 ); GfxSetTextAlign( 6 );// center alignment GfxSetTextColor( ColorRGB( 200, 200, 200 ) ); GfxSetBkMode(1); // transparent GfxTextOut( Name(), Status("pxwidth")/2, Status("pxheight")/12 );

UPDATE: I have added transparent mode, so it works fine on non-white backgrounds too.

Filed by Tomasz Janeczko at 4:41 am under AFL, Indicators
No Comments

October 11, 2007

Low-level gfx example: Yearly/monthly profit chart

The code below is an little bit more complex example of Low Level Graphics functions (see http://www.amibroker.com/guide/a_lowlevelgfx.html)

It allows to display three kinds of charts:

yearly/monthly profit table
yearly profit bar chart
average monthly profit bar chart

The type of chart is switchable from Parameters dialog.

It should be applied to ~~~EQUITY - portfolio equity symbol (so it only produces output if you run backtest before using it).


SetBarsRequired(1000000,1000000);

eq = Foreign("~~~EQUITY", "C" );

yr = Year();

mo = Month();

YearChange = yr != Ref( yr, -1 );

MonChange = mo != Ref( mo, -1 );

FirstYr = 0;

LastYr = 0;

startbar = 0;

////////////////////////////

// SKIP non-trading bars

////////////////////////////

for( i = 0; i < BarCount; i++ )

{

  if( eq[ i ] )

  {

    startbar = i;

    break;

  } 

}

////////////////////////////

// collect yearly / monthly changes in equity

// into dynamic variables

////////////////////////////

LastYrValue = eq[ startbar  ];

LastMoValue = eq[ startbar  ];

MaxYrProfit = MinYrProfit = 0;

MaxMoProfit = MinMoProfit = 0;

for( i = startbar + 1; i < BarCount; i++ )

{

  if( YearChange[ i ] || i == BarCount - 1 )

  {

    Chg = 100 * ( -1 + eq[ i ] / LastYrValue );

    VarSet("ChgYear"+ yr[ i - 1 ], Chg );

    MaxYrProfit = Max( MaxYrProfit, Chg );

    MinYrProfit = Min( MinYrProfit, Chg );

    if( FirstYr == 0 ) FirstYr = yr[ i - 1 ];

    LastYr = yr[ i ];

    LastYrValue = eq[ i ];

  }

  if( MonChange [ i ] || i == BarCount - 1 )

  {

    mon = mo[ i - 1 ];

    Chg = 100 * ( -1 + eq[ i ] / LastMoValue );

    VarSet("ChgMon" + yr[ i - 1 ] + "-" + mon, Chg );

    VarSet("SumChgMon"+ mon, Chg + Nz( VarGet("SumChgMon"+ mon ) ) );

    VarSet("SumMon" + mon, 1 + Nz( VarGet("SumMon"+ mon ) ) );

 

    MaxMoProfit = Max( MaxMoProfit, Chg );

    MinMoProfit = Min( MinMoProfit, Chg );

    LastMoValue = eq[ i ];

  }

}

/////////////////////////////////////////////////

// Drawing code & helper functions

////////////////////////////////////////////////

GfxSetOverlayMode( 2 );

CellHeight = (Status("pxheight")-1)/(LastYr - FirstYr + 3 ); 

CellWidth = (Status("pxwidth")-1)/14; 

GfxSelectFont( "Tahoma", 8.5 ); 

GfxSetBkMode( 1 );

function PrintInCell( string, row, Col ) 

{

 Color =  ColorRGB( IIf( row == 0 || col == 0 || col == 13, 220, 255 ), 255, IIf( row % 2, 255, 220 ) );

 GfxSelectSolidBrush( Color   );

 GfxRectangle( Col * CellWidth, 

                    row * CellHeight, (Col + 1 ) * CellWidth + 1, 

                    (row + 1 ) * CellHeight  + 1); 

 GfxDrawText( string, Col * CellWidth + 1, 

                    row * CellHeight + 1, 

                    (Col + 1 ) * CellWidth, (row + 1 ) * CellHeight, 32+5 ); 

} 

YOffset = 25;

XOffset = 15;

function DrawBar( text, bar, numbars, y, Miny, Maxy )

{

 BarWidth = (Status("pxwidth") - 4 * XOffset )/( numbars + 1 ); 

 BarHeight = Status("pxheight") - 2 * YOffset;

 relpos = ( y - Miny ) / (Maxy - Miny );

 xp = XOffset + ( bar + 0.5 ) * BarWidth;

 yp = YOffset + BarHeight * ( 1 - relpos );

 xe = XOffset + ( bar + 1 ) * BarWidth;

 ye = YOffset + BarHeight * ( 1 - ( -miny )/( maxy - miny ) );

  

 if( y > 0 )

 {

 GfxGradientRect( xp, yp, 

                  xe , ye,

                  ColorHSB( 70, 255 * relpos, 255 ), ColorHSB( 70, 20, 255 ) ); 

 }

 else

 {

 GfxGradientRect( xp, ye, 

                  xe , yp,

                  ColorHSB( 0, 20, 255 ), ColorHSB( 0, 255 * ( 1 - relpos ), 255 ) ); 

 }

 GfxTextOut( text, xp, ye );

 GfxTextOut( StrFormat("%.2f", y ), xp, yp );

}    

function DrawLevels( Miny, Maxy )

{

  range = Maxy - Miny;

  grid = 100;

  if( range < 10 ) grid = 1;

  else 

  if( range < 20 ) grid = 2;

  else 

  if( range < 50 ) grid = 5;

  else 

  if( range < 100 ) grid = 10;

  else 

  if( range < 200 ) grid = 20;

  else 

  if( range < 500 ) grid = 50;

  _TRACE("grid = "+grid +" range "+range );

  

  width = Status("pxwidth") - 4 * XOffset;

  height = Status("pxheight") - 2 * YOffset;

  GfxSelectPen( colorBlack, 1, 2 );

  for( y = grid * ceil( Miny / grid ); y <= grid * floor( Maxy / grid ); y += grid )

  {

    yp =  YOffset + Height * ( 1 -  ( y - Miny ) / (Maxy - Miny ) );

    GfxMoveTo( XOffset, yp );

    GfxLineTo( XOffset + width , yp );

    GfxTextOut( ""+ y, XOffset + 2 + width, yp );

  }

  GfxSelectPen( colorBlack, 1, 0 );

  GfxMoveTo( XOffset, YOffset );

  GfxLineTo( XOffset + width, YOffset );

  GfxLineTo( XOffset + width, YOffset + Height );

  GfxLineTo( XOffset , YOffset + Height );

  GfxLineTo( XOffset , YOffset );

}

MonthNames = "Jan,Feb,Mar,Apr,May,Jun,Jul,Aug,Sep,Oct,Nov,Dec";

function DisplayProfitTable( )

{

 Header = "Year,"+MonthNames+",Yr Profit%";

 for( Col = 0; (Colname = StrExtract( Header, Col ) ) != ""; Col++ )

 {

  PrintInCell( ColName, 0, Col );

 }

 Row = 1;

 for( y = FirstYr; y <= LastYr; y++ )

 {

  PrintInCell( StrFormat("%g", y ), Row, 0 ); 

  PrintInCell( StrFormat("%.1f%%", VarGet("ChgYear" + y ) ), Row, 13 ); 

  for( m = 1; m <= 12; m++ )

  { 

   Chg = VarGet("ChgMon" + y + "-" + m);

   if( Chg ) 

     PrintInCell( StrFormat("%.1f%%", Chg ), Row, m );

   else

     PrintInCell( "N/A", Row, m );

  }

  Row++;

 } 

 PrintInCell("Mon. Avg", Row, 0 );

 for( m = 1; m <= 12; m++ )

 { 

   PrintInCell( StrFormat("%.1f%%",  Nz( VarGet("SumChgMon" + m)/VarGet("SumMon" + m ) ) ), Row, m );

 }

}
function DisplayYearlyProfits()

{

 Bar = 0;

 for( y = FirstYr; y <= LastYr; y++ )

 {

   Chg = VarGet("ChgYear" + y );

   DrawBar( ""+y, Bar++, ( LastYr - FirstYr + 1 ), Chg, MinYrProfit, MaxYrProfit );

 }

 GfxTextOut("Yearly % Profit chart", 10, 10 );

 DrawLevels( MinYrProfit, MaxYrProfit ); 

}

function DisplayMonthlyProfits()

{

 Bar = 0;

 

 MinAvgProf = MaxAvgProf = 0;

 for( y = 1; y <= 12; y++ )

 {

   Chg = VarGet("SumChgMon" + y ) / VarGet("SumMon" + y );

   MinAvgProf = Min( MinAvgProf, Chg );

   MaxAvgProf = Max( MaxAvgProf, Chg );

 }

 for( y = 1; y <= 12; y++ )

 {

   Chg = VarGet("SumChgMon" + y ) / VarGet("SumMon" + y );

   DrawBar( StrExtract(MonthNames, y-1 ), Bar++, 13, Chg, MinAvgProf , MaxAvgProf );

 }

 GfxTextOut("Avg. Monthly % Profit chart", 10, 10 );

 DrawLevels( MinAvgProf , MaxAvgProf ); 

}

///////////////////////////

// This function checks if currently selected symbol

// is portfolio equity

//////////////////////////

function CheckSymbol()

{

 if( Name() != "~~~EQUITY" )

 {

  GfxSelectFont( "Tahoma", 20 ); 

  GfxSetBkMode( 2 );

  GfxTextOut("For accurate results switch to ~~~EQUITY symbol", 10, 10 );

 }

}

////////////////////////////

// Main program - chart type switch

////////////////////////////

type = ParamList("Chart Type", "Profit Table|Yearly Profits|Avg. Monthly Profits", 0 );

switch( type )

{

 case "Profit Table": 

         DisplayProfitTable();  

         break;

 case "Yearly Profits": 

         DisplayYearlyProfits();

         break;

 case "Avg. Monthly Profits": 

         DisplayMonthlyProfits();

         break;

}

CheckSymbol();

Figure 1. Profit chart in table mode

Figure 2. Profit chart in yearly mode

Figure 3. Profit chart in monthly mode

Filed by Tomasz Janeczko at 6:34 pm under AFL, Indicators
5 Comments

July 17, 2007

How to detect the divergences

There are many different ways to check for divergences. One of the simplest is to use Rate of change indicator and EXPLORATION feature of Automatic Analysis window:

- Analysis -> Formula Editor
- enter:

// 5 day rate of change of close PriceUp = ROC( C, 5 ) > 0 ; // 5 day rate of change of MACD histogram MacdUP = ROC( MACD() - Signal(), 5 ) > 0; BullishDiv = NOT PriceUP AND MACDUp; BearishDiv = PriceUP AND NOT MACDUp; Filter = BullishDiv OR BearishDiv; AddColumn( BullishDiv, "Bullish Divergence", 1.0, colorDefault, IIf(BullishDiv, colorGreen, colorDefault ) ); AddColumn( BearishDiv , "Bearish Divergence", 1.0, colorDefault, IIf(BearishDiv , colorRed, colorDefault) );

- Tools -> Send to Auto-analysis
- Apply to: All Symbols, N last quotations = 1
- press EXPLORE

Tools -> Send to Auto-analysis- Apply to: All Symbols, N last quotations = 1- press EXPLORE

A different approach can use linear regression instead:

// 10 day linear regression slope of close PriceUp = LinRegSlope( C, 10 ) > 0 ; // 10 day linear regression slope of MACD histogram MacdUP = LinRegSlope( MACD() - Signal(), 10 );

Filed by support at 6:54 pm under AFL, Indicators
No Comments

March 26, 2007

How to chart spreads?

To create a spread chart (and other multi-security indicators / statistics etc.) one can use FOREIGN function which allows to refer to other symbols than currently selected:

It’s necessary to do the following:
- Analysis -> Formula Editor
- enter the formula:


spread = Foreign( "ticker1", "C") - Foreign( "ticker2", "C");

Plot( spread, "spread", colorRed);

- Tools -> Apply Indicator
(replace ticker1, ticker2 with actual symbol names)

Filed by support at 7:58 am under AFL, Indicators
1 Comment

March 24, 2007

How to plot a trailing stop in the Price chart

In this short article we will show how to calculate and plot trailing stop using two different methods. (more…)

Filed by support at 11:06 am under Indicators, Systems
6 Comments

March 17, 2007

How to fill the area between two lines with a solid color

This example shows how to fill the area between Bollinger Bands with a solid color. (more…)

Filed by support at 9:01 pm under AFL, Indicators
4 Comments

March 15, 2007

Calendar day index

Someone asked me recently how to count calendar days (not bars) that passed since first available quote. Here is a sample formula that shows how to do that. (more…)

Filed by Tomasz Janeczko at 3:15 pm under AFL, Indicators
5 Comments

September 1, 2006

Price chart with independent style

If one wants to display a Candlesticks in one chart pane and Bars in another one, then it’s necessary to use a formula which does not read the settings from: View -> Price Chart Style.

The following custom Price formula allows to achieve this: (more…)

Filed by support at 9:54 am under AFL, Indicators
No Comments

August 9, 2006

AmiBroker for FOREX

Here is an article that tells you everything you need to know about using AmiBroker for trading FOREX markets. (more…)

Filed by support at 2:56 am under AFL, AmiQuote, Data, Indicators, Systems
3 Comments

How to display arrows for trades generated in backtest?

In order to display trade arrows, first of all - it’s necessary to enable the arrows for particular chart. To do so - right-click on the chart pane of your choice, choose: Parameters -> Axes&Grid, then set: Show trading arrows to YES, as shown in the screenshot. (more…)

Filed by support at 2:54 am under Indicators, Systems
5 Comments

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