Knowledge Base

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

If we are backtesting the intraday strategy and we do not want to keep open positions overnight - then it’s necessary to force closing all the open positions before the session end. In order to code it in AFL - the easiest is to use TimeNum() function for that purpose. (more…)

Filed by support at 5:19 am under AFL, Systems
No Comments

The following code shows how to use separate trading rules for several symbols included in the same backtest. (more…)

Filed by support at 6:55 am under AFL, Systems
No Comments

The order stops are triggered in the backtest is the following:
 - Fixed Ruin stop (loosing 99.96% of the starting capital)
 - Max. loss stop
 - Profit target stop
 - Trailing stop
 - N-bar stop* (see below)

In versions 4.61 and higher: you can decide if N-BAR stop has the lowest or the highest priority. (more…)

Filed by support at 6:48 am under AFL, Systems
No Comments

In order to automatically change a property for many symbols - instead of manual action in Symbol -> Information dialog one can use OLE automation.
For example - to unmark “Use only local database” option for all the symbols, it’s enough to run such SCAN: (more…)

Filed by support at 10:03 am under AFL
3 Comments

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

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

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

In the March 2006 “Letters to S&C” section I found the following request:

“I am looking for and add-on […] that would enable me to build an equity curve from buy/sell signals that the trader directly draws over the price graph of a commodity; for example, using specific active vertical lines. Such a software would be of great help for discretionary traders to validate their semiautomatic systems. — PH CHAMBAULT”

And I just thought that it would be nice example of using AFL’s Equity() function and ParamTrigger()

(more…)

Filed by Tomasz Janeczko at 9:06 am under AFL, Indicators
6 Comments

NOTE: THIS ARTICLE IS NOW OUTDATED AS AMIBROKER SUPPORTS NEW BACKTEST MODE THAT HANDLES THIS NATIVELY http://www.amibroker.com/f?setbacktestmode

The sample code below shows how to use custom portfolio backtester procedure to change the way backtester works. Normally buy is matched against sell and redundant buy signals between initial buy and matching sell are removed as shown in the picture there:
http://www.amibroker.com/gifs/bt_regular.gif

The procedure below changes this behaviour and allows to use redundant signals (they are not removed).

(more…)

Filed by Tomasz Janeczko at 5:50 am under AFL, Custom Backtest
15 Comments