Amibroker FAQ

[tminus]

Hi, is there a way to open a particular chart always on the "Weekly" view, each time I click on a company from the analysis results table, it reverts back to the daily view.
I am using
TimeFrameSet( inWeekly );
in the code
the graph plots using weekly data but the time axis is still using the daily timeline
.

 

[tminus]

^ Choosing Weekly in the settings (for Periods) of the Analysis window, stops the chart switching to daily.
But is there a way to have that set in the code for a chart.

 

[xyz246]

Hi Guys, How do I make a scan for the following, whereby to scan stocks and place in separate columns based on the zscore calculation (zz):
> 0 and < 2 >2 and <5, >0 and <-2, >-2 and <-5

Tks



function zscore(price,Length)
{
av = MA(price,Length);
st = StDev(price,Length);
zs = (price - av) / st;
return zs;
}
zz= zscore(C,20);
Plot(C,"C",colorBlack,styleCandle);
Plot(zz,"z-score",colorDarkBlue,styleLine|styleOwnScale,-2,2);
Plot(0,"0",colorDarkGrey,styleDots|styleOwnScale,-2,2);
Plot(1,"1",colorDarkGreen,styleDots|styleOwnScale,-2,2);
Plot(-1,"-1",colorDarkGreen,styleDots|styleOwnScale,-2,2);

 

[howardbandy]

Hi xyz --

You probably want an Exploration, which will result in a table.

(Plots show up when you "Apply Indicator" to open a pane in the chart window to plot the indicator.
Scans are usually used to display lists of issues with action signals -- Buy or Sell -- for a short time period, such as today only.)

As a first cut, which puts all the zscores in a single column which you can sort by clicking the header of that column:

// ZScoreExplore.afl
//
// Run this as an Exploration
//
// Set the current symbol or use a watchlist
// Set a date range or use n last days
// Click Explore
//
// To sort, click the column header, ZScore

function zscore( price, Length )
{
av = MA( price, Length );
st = StDev( price, Length );
zs = ( price - av ) / st;
return zs;
}

zz = zscore( C, 20 );

Filter = 1;

AddColumn( zz, "ZScore", 10.4 );

//////////////// end ////////////////

Thanks,
Howard

 

[sparfarkle]

Hi Fellas,
Just wondering if anyone can tell me how to bring up OOS equity curves for previously saved walk forward test results on a portfolio level.
I worked out how to bring them up on current ongoing studies but once finished and closed i can't seem to find any way to bring it up again without doing the test again.

Thanks a lot,

Sparfarkle

 

[AlterEgo]

Hi Fellas,
Just wondering if anyone can tell me how to bring up OOS equity curves for previously saved walk forward test results on a portfolio level.
I worked out how to bring them up on current ongoing studies but once finished and closed i can't seem to find any way to bring it up again without doing the test again.

Thanks a lot,

Sparfarkle

I recently came across a method in the Amibroker Knowledge Base on how to create a copy of the portfolio equity to another symbol so you can keep it for future analysis. Will this help? See http://www.amibroker.com/kb/2006/03/11/how-to-create-copy-of-portfolio-equity/

 

[sparfarkle]

Thanks for the link AE,not quite what i was looking for but useful in itself.
My question relates to opening a previously saved walk forward study showing all the results but being unable to bring up an out of sample equity curve for it.

Sparfarkle

 

[PPC NO 1]

Can anyone please tell me whether the AlertIf function can be used for multiple stock symbols at the same time? If so, how can it be done? I have live data feed from IQFeed. Thank you.

 

[xyz246]

Hi Howard,
Thank you for your reply, you make it look so easy. I am attempting to learn.. from no experience in programming on and off for quite a while now between working etc. I have to learn to look outside the square, and tackle the problems from different angles, (I think.) Thank you again.

 

[tminus]

I am doing explorations on a specif set of date ranges, i.e. not upto the current date e.g. 1/10/2010 to 1/3/2011.
I am having trouble figuring out when we are at the last day of the exploration range, as Amibroker's barindex goes beyond the range.

As I plan to filter only the stocks I am currently holding (i.e. bought) and perform a rough profit calculation, so these values can be side by side in a table next to the indicator values I am testing.

The end goal is plot these on a scatter diagram (by cut and pasting the table into Excel) and see if there are correlations.

I can't use backtest to calculate individual profits because then I lose the indicator values.

Thanks

 

[tminus]

I am currently manually writing the date in code to signal this
EndExp = 1110304; //1/3/2011
EndExpBar = IIf( BarIndex() == ValueWhen(EndExp == DateNum(), BarIndex()),1, Null) ;

 

[Synergy]

Couple of beginner questions...

Is there a way to specify a specific range? Rather than just 'last x bars', I want the average of the bars between 20 and 3 days ago. It can be done by summing the last 20, and subtracting the last 3, and taking the average, but I'm wondering if theres aneater way.

Also, I see there is a lowest and highest function. Is it possible to get the 2nd lowest, or the sum of the top 5 highest?

 

[colion]

Couple of beginner questions...

Is there a way to specify a specific range? Rather than just 'last x bars', I want the average of the bars between 20 and 3 days ago. It can be done by summing the last 20, and subtracting the last 3, and taking the average, but I'm wondering if theres aneater way.

Also, I see there is a lowest and highest function. Is it possible to get the 2nd lowest, or the sum of the top 5 highest?

Remember that MA() is an array. So,

X = Ref( MA( C, 17 ), -3 );

 

[captain black]

Amibroker 5.43.0 Beta was released earlier this morning and introduces multi-threaded Backtesting. A quick test of one of my systems shows backtesting speed reduced from 17 seconds down to 8 seconds

The next step will be the implementation of multi-threading for optimisation/ walk-forward analysis. Tomasz seems particularly receptive to any suggestions at the moment regarding these changes so it would be a great opportunity for anyone with an interest in this area to test the current Betas and provide some feedback via the Yahoo list or direct to Tomasz.

 

[pavilion103]

Is there any way at all to get up a New High-New Low indicator which tells how many companies on the All Ords have made new highs/lows on any particular day?

I'm not too optimistic that there is but thought I would ask just incase.

 

[captain black]

Is there any way at all to get up a New High-New Low indicator which tells how many companies on the All Ords have made new highs/lows on any particular day?

The Add to composite function would probably be the best way of creating a custom indicator to show those values. A couple of links below. The 2nd link has links to several AFL library formulas with some good examples. eg. 52 week new high/low etc.

http://www.amibroker.com/guide/a_addtocomposite.html

http://www.amibroker.com/guide/afl/afl_view.php?name=addtocomposite

 

[pavilion103]

The Add to composite function would probably be the best way of creating a custom indicator to show those values. A couple of links below. The 2nd link has links to several AFL library formulas with some good examples. eg. 52 week new high/low etc.

http://www.amibroker.com/guide/a_addtocomposite.html

http://www.amibroker.com/guide/afl/afl_view.php?name=addtocomposite

Thanks, that is exactly what I'm after.
However, I am having difficulty applying this as an indicator. I opened the second link you posted to use as the indicator and followed the instructions in the first link but I cannot get my head around it.
Is there a simple way to explain this for someone who isn't all that savvy with Amibroker or coding?

 

[captain black]

There's an Add-to-composite tutorial in the 3rd party support area of Amibroker that may help. (nb. this link will open a PDF file)

http://www.amibroker.org/3rdparty/IntroToAtc.pdf

 

[pavilion103]

There's an Add-to-composite tutorial in the 3rd party support area of Amibroker that may help. (nb. this link will open a PDF file)

http://www.amibroker.org/3rdparty/IntroToAtc.pdf

Thanks, I had a play around with that.
I've got the ~NewHighNewLowIndex to show up under Groups --> Composites (253). In the screenshot below you can see that it comes up in the top window. The highlighted day shows -549 which coincides with the low of the market so it is obviously correct.

My queston is: How is this made into an indicator (in bar or line format), which can be opened at the same time as other price charts?

 

[CanOz]

Can anyone tell me how to enter ASX stock symbols into Amibroker while using Interactive Brokers data? Eg. WBS-ASX-STK??? obviously not as that doesn't work, but it should be something like that.

Cheers,


CanOz