Knowledge Base

Here is a sample that shows how to create custom metric based on per-trade statisitics.
In this example we will calculate the average value of MAE (maximum adverse excursion) from all trades.
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Filed by Tomasz Janeczko at 3:20 pm under AFL, Custom Backtest
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When you are using intraday database daily candles are usually constructed by time-compression of intraday (for example 1-minute data). AmiBroker offers lots of flexibility when it comes to defining intraday-to-daily time compression.
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Filed by support at 7:31 pm under Data
3 Comments

As you know Portfolio backtester creates special ticker “~~~EQUITY” which holds portfolio-level equity of the system under test. Some may find it useful to save this equity into another symbol after backtest for future analysis and/or comparison. Good news is that it is possible to do that automatically using custom backtester procedure and AddToComposite function. The formula below shows how.
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Filed by Tomasz Janeczko at 2:32 pm under AFL, Custom Backtest
3 Comments

The following code sample shows how to get date/time (X co-ordinate) and value (Y co-ordinate) of starting and ending point of manually drawn study.
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Filed by Tomasz Janeczko at 6:34 am under AFL, Indicators
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Here is an example that shows how to code rotational trading system with rebalancing. The system buys and shorts top 20 securities according to absolute value of positionscore (user definable - in this example we used 20 day rate-of-change) - each at 5% of equity then each day it rebalances existing positions to 5% if only the difference between current position value and “ideal” value is greater than 0.5% and bigger than one share.
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Filed by Tomasz Janeczko at 3:50 pm under AFL, Custom Backtest, Systems
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Here is sample technique that allows to prevent exiting position during first N bars since entry. The implementation uses loops that checks for signals in Buy array and if it finds one it starts counting bars in trade. During first N bars all sell signals are then removed (set to zero) only once counter reaches user-defined limit sell signals are accepted.
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Filed by Tomasz Janeczko at 9:15 am under AFL, Systems
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The easiest way to export quotes to CSV file is to use the below formula from Automatic Analysis window:
(Analysis -> Automatic Analysis)
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Filed by Tomasz Janeczko at 8:56 pm under AFL, Data, Explorations
8 Comments

UPDATE April 2, 2008: We received the following information from eSignal:
” It wasn’t our intention to have this product be made compatible with 3rd party software[...] The new version of LiveCharts uses a different method of exporting data and it will no longer work with AmiQuote starting the week of April 14th, 2008.”

This effectivelly means that the instructions below will become obsolete April 14th, 2008.

You can use your Livecharts ($9.95/month) subscription to feed AmiQuote with real time data from Lycos. However, there is one extra step involved in order to make it work.
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Filed by Tomasz Janeczko at 8:41 pm under AmiQuote
1 Comment

To have custom title in the indicator window, you can define Title variable within the indicator’s code, e.g:
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Filed by Tomasz Janeczko at 8:34 pm under AFL, Indicators
2 Comments