Amibroker FAQ

[beamstas]

Order options? Looking to use automatic systems run through IB, so suggestions for what is needed and what is not?

Need Amibroker (professional?).
Don't need Amiquote?
Need AFL Code wizard?

You need pro for real time, standard for EOD. Standard can handle down to 1min bars but only 10 at a time, pro can have as many as you want down to tick.

Don't need amiquote if you have real data.. Amiquote just grabs yahoo cr@p

Don't need th AFL code wizard, it's a waste of time and money

 

[Mr J]

Just the professional version? Thanks. I'd love to be able to automate my strategy and remove any inconsistency of my own trading.

Out of interest, do you monitor your systems while they're running, or are you comfortable with 'fire and forget'?

 

[beamstas]

Just the professional version? Thanks. I'd love to be able to automate my strategy and remove any inconsistency of my own trading.

Out of interest, do you monitor your systems while they're running, or are you comfortable with 'fire and forget'?

Mr J, i don't trade intra, i just fire off any trades EOD (about this time actually).

There are many ways to go about it.

You can auto send on amibrokers end and then auto transmit from ib's end and be in the market without having to do a thing,

If you are less confident you can send the trades automatically and then manually transmit from ib,

Both options are fairly simple and i could help you set it up if you ever need it.

I would not be worried about the actual sending of trades, it works fine, even position sizing is pretty simple as you can grab your net lqd value from IB and position size off that in your code. The biggest worry i'd have with doing it is data, you need very accurate data as you'll be relying on it 100%.

Brad

 

[NAsX]

Hi guys, just wondering does anyone know how to change the text size when inserting text onto a chart? I don't seem to be able to find any option to change them, and the default is way to small.

Thanks

 

[RazzaDazzla]

Mr J, i don't trade intra, i just fire off any trades EOD (about this time actually).

There are many ways to go about it.

You can auto send on amibrokers end and then auto transmit from ib's end and be in the market without having to do a thing,

If you are less confident you can send the trades automatically and then manually transmit from ib,

Both options are fairly simple and i could help you set it up if you ever need it.

I would not be worried about the actual sending of trades, it works fine, even position sizing is pretty simple as you can grab your net lqd value from IB and position size off that in your code. The biggest worry i'd have with doing it is data, you need very accurate data as you'll be relying on it 100%.

Brad

Beamstas,

This sounds very exciting stuff! Setting up a trading system with AmiBroker and having it create your orders and then auto transmit them to IB. Should take the emotion out of trading. If you've got any words of wisdom or know of any good tutes on getting this setup, that would be great. Maybe if you've got the time, you could start a "beamstas guide to automating AmiBroker" I'm sure there'd e many eager readers.

You also mention reliability of data. In your experience, what have you found to be the most reliable and accurate data? And hopefully the best value for money too.

 

[kjkjkj]

Hi all,

I want to design a intraday emini future day trading system that trade from 9:40am to12am EST every day and hence need to backtest in that time period. Does anyone have the code or know how to do this with backtesting in Amibroker?

Thanks in advance.

KJ

 

[howardbandy]

One posting is usually enough

Howard

 

[liquidmaker]

Hello,

I have a question for Howard Bandy but anyone can answer i suppose.

I think i am a smart enough fellow, i have a masters in finance and pharmacy degree. I am looking to advance my trading however i need some help on how to set up a system to identify stocks.

All i want to do initially is set up is a system on the american markets that will locate stocks with momentum on increasing volume, rather than scanning thousands of charts. I would in the future then hope to advance to incorporate moving averages and other indicators into my scan.

So my questions are what is the best way to do this.

Do i need to buy a book on quantitative analysis? Become more proficient with excel? How can i achieve my goals...

Can i use amibroker or is e-signal better or is it easier to buy a $3000 share finder package?

Help would be greatly appreciated

Liquid

 

[wayneL]

Hello,

I have a question for Howard Bandy but anyone can answer i suppose.

I think i am a smart enough fellow, i have a masters in finance and pharmacy degree. I am looking to advance my trading however i need some help on how to set up a system to identify stocks.

All i want to do initially is set up is a system on the american markets that will locate stocks with momentum on increasing volume, rather than scanning thousands of charts. I would in the future then hope to advance to incorporate moving averages and other indicators into my scan.

So my questions are what is the best way to do this.

Do i need to buy a book on quantitative analysis? Become more proficient with excel? How can i achieve my goals...

Can i use amibroker or is e-signal better or is it easier to buy a $3000 share finder package?

Help would be greatly appreciated

Liquid

Amibroker will do this without even breaking into a sweat.

Once you learn the program language, it's easy peasy to look for whatever parameters you can dream up.

 

[liquidmaker]

Hey wayne,

Thought it might..

Any hints on the best way to learn programming language for a beginner.

Enrol in a course? Or buy a book?

If its a book which ones would you recommend??

I see howard bandy has one on the amibroker website, would that do the trick?

Liquid

 

[wayneL]

Hey wayne,

Thought it might..

Any hints on the best way to learn programming language for a beginner.

Enrol in a course? Or buy a book?

If its a book which ones would you recommend??

I see howard bandy has one on the amibroker website, would that do the trick?

Liquid

I've not read Howards book, but have heard great reports. If I was starting over, that's what I think I would do.

Cheers

 

[Wysiwyg]

Any hints on the best way to learn programming language for a beginner.

Liquid

There is a program called AFL Wizard which simplifies setting up your system.
You don`t need any programming skills to begin with.

 

[daveM]

Hey wayne,

Thought it might..

Any hints on the best way to learn programming language for a beginner.

Enrol in a course? Or buy a book?

If its a book which ones would you recommend??

I see howard bandy has one on the amibroker website, would that do the trick?

Liquid

I have one of Howards books....... I feel it to be excellent as it does a nice job of introducing a person to AB.... I think he has a new one out, more advanced than the original, as there have been some additions to the program since the first book. The first book has great explanations of the AFL coding, the thing he omitted is the holy grail system..............

I have a C++ text book also....... Amibroker language is based on C++, I think you can find C++ on line free, you would need a compiler and an editor if you plan to write code in C++.

The syntax in C++ needs some amount of study..... you will probably make many syntax errors when you start to code.

Trading systems are supposed to bring great profits, they therefore require great amounts of study, learning to use the AFL code is the first step to making your trading plan automated.

 

[Chorlton]

Hi All,

I'm currently having a problem with performing a scan/explore in AB and would really appreciate any help, as I’m now completely stuck!!

What I want to do is use the FILTER function to filter for stocks which are currently IN a trade and report those stocks together with the current value of the initial stop in the results pane of the Explorer window.

To give some background to the issue, the AFL code for my system consists of a large number of loops, which are necessary to monitor various aspects of my system on a bar-by-bar basis. These mini-loops are contained within one main loop where the body of the code resides.

2 variables named “inbuy” and “BuyTrailLevel” reside within one of the inner loops and are used to monitor whether a trade is open or not and the current trailing stop level respectively.
The current values of these variable are then passed to 2 different variables which reside outside of this inner loop but still within the main loop. These variables are named "InBuyTrade" & “BuyTrailPrice” respectively.

When I plot the value of "InBuyTrade" on my chart, the value of 1 appears when the trade is open and a 0 at all other times, which is correct. In addition, when I plot the value of BuyTrailPrice, this is also correct, when compared to the actual chart.

Consequently, I thought that if I use the variable “InBuyTrade” to filter against (ie. Filter = InBuyTrade) then only those stocks which have open trades would be shown in the results pane of the Explorer.

However, when I run the exploration I receive no results even though there are many stocks in my watch-list which have open trades.

The code I have for the Filter is:

Filter = InBuyTrade ;
AddTextColumn(FullName(), "Description",1.2, colorBlue, colorDefault, width = 225);
AddColumn(BuyTRailPrice, "Trailing Stop", 1.4);


I am assuming that the problem occurs because the Filter function is trying to access variables within a loop???

As a result, if anyone can help out I would really appreciate it, as I am not sure how to proceed...

Thanks in advance,

 

[howardbandy]

Hi Chorlton --

When in AmiBroker, click Help and search for either Filter or Exploration. There is a good description of the exploration process.

To debug an exploration, try setting Filter = 1; and nLast Days to 1. Let everything come through for the most recent day. You can see what all of your AddColumn statements do.

Then set the date range for the results you want to see and run it again. You will get entries for every day in your range.

Exploration, like most of AmiBroker, does not care whether the result you are displaying came from a calculation that was done in a loop or in a native AmiBroker statement.

Thanks,
Howard

 

[Chorlton]

Hi Chorlton --

When in AmiBroker, click Help and search for either Filter or Exploration. There is a good description of the exploration process.

To debug an exploration, try setting Filter = 1; and nLast Days to 1. Let everything come through for the most recent day. You can see what all of your AddColumn statements do.

Then set the date range for the results you want to see and run it again. You will get entries for every day in your range.

Exploration, like most of AmiBroker, does not care whether the result you are displaying came from a calculation that was done in a loop or in a native AmiBroker statement.

Thanks,
Howard

Hi Howard,

Many Thanks for the advice...

 

[Chorlton]

Changing colour of the Grid and Axis


Hi All,

Just a Quick question.

Is it possible to change the colour of the Grid and Axis in one particular sheet only?

I know one can change the colour on all sheets using Tools - Preferences - Colour, but I would like to use different colours for different sheets.

Thanks in advance,

 

[Kryzz]

this might seem like a stupid question and i'm sure it is, q: how do I see more to the right of the chart, ie, so i have more blank chart space? I've scrolled all the way to the right and looked in view settings, couldn't see anything though.

ie, i would like to have the H&S pattern in the middle of my chart

cheers.

 

[wayneL]

this might seem like a stupid question and i'm sure it is, q: how do I see more to the right of the chart, ie, so i have more blank chart space? I've scrolled all the way to the right and looked in view settings, couldn't see anything though.

ie, i would like to have the H&S pattern in the middle of my chart

cheers.

Tools/Preferences/Charting/Blank Bars in Right Margin

 

[Kryzz]

success, cheers wayne