Amibroker FAQ

[sparfarkle]

Hi All,
I have just got the A/B trial version up and running but cant seem to get the watchlist function to work.
Is it disabled untill i purchase.

cheers
sparf

 

[captain black]

Hi All,
I have just got the A/B trial version up and running but cant seem to get the watchlist function to work.
Is it disabled untill i purchase.

cheers
sparf

As far as I know any database changes aren't saved in the trial version. Watchlists are stored with with the databases so I'm guessing any watchlist changes aren't saved either. If you have any questions related to watchlists then feel free to post them here and we'll try to answer them (or any other questions).

 

[sparfarkle]

Thanks C.B.,
Still gettin my head round the vast amount of resources available to A/B users.I am about to order H/Brandies A/B book now that ive had a look at the programme and look forward to a long learning curve.
Im sure the questions will come thick and fast and appreciate the input yourself and many others put into ASF.
With regard to the w/list facility,if i have a chart open and add to watchlist the only way i can see to open it to view its content is thru the symbol tag!!!

Hold everything. Just tried again and whatdoyano,there they are when i DOUBLE LEFT CLICK the watchlist tag

As i said A LONG LEARNING CURVE

Sparfarkle

 

[captain black]

Still gettin my head round the vast amount of resources available to A/B users.I am about to order H/Brandies A/B book now that ive had a look at the programme and look forward to a long learning curve.

Welcome aboard! (a bit of pirate humour there...)

Howard's book(s) are certainly worth a look at. The support page on the main amibroker website has most of the links you'll need to get started.

http://www.amibroker.com/support.html

In particular these pages:

http://www.amibroker.com/guide/tutorial.html
http://www.amibroker.com/guide/afl/afl_index.php?m=2
http://www.amibroker.com/library/ (once you purchase AB you'll be able to login to view the AFL library)

The AB users yahoo group is worthwhile joining too with the option of viewing messages online or having them sent to your email address (I prefer the latter)

http://finance.groups.yahoo.com/group/amibroker/messages/

Enjoy the journey...

 

[howardbandy]

One more question before I stop bothering AB gurus for sometime - assuming that I have a few "preferences" (i.e. expectancy, avg. winner, avg. loser) how does one define (in mathematical sense) an objective function (which, as per Howard explanation, is a single number encompassing all preferences)? Or does AB does it automatically and you just have to tell it which preferences you pick?

Thanks in advance

This is described in detail in Quantitative Trading Systems. There is an example of a custom objective function that does almost exactly what you ask about. See Custom Metrics, starting on page 317.

Thanks,
Howard

 

[sails]

I have just updated to the latest IB's TWS and now the SPI futures symbol of apu0-snfe-fut-aud is now invalid according to Amibroker. It's only futures - previous symbols for stocks are working fine.

I have the previous version of TWS on another PC and the original SPI code is working fine. So I'm thinking it's something new with the TWS upgrade.

I have looked through IB and AB help files with no luck. I have checked IB's release information, but couldn't find the July 2010 notes.

Does anyone know what the new IB code for futures might be with AB?

 

[Richard Dale]

TJ from AmiBroker mentioned that v907.0f beta and 906.9 appear to have issues inside the AmiBroker IB plugin and recommends you use the previous non-beta TWS version.

See:
http://finance.groups.yahoo.com/group/amibroker/message/150846
for the thread.

 

[sails]

Thanks, Richard. I use the browser based TWS and the upgrade was the latest recommended. I will revert back to the previous version as suggested.

In searching the AB site this morning, I noticed the good news that your Norgate data is now compatible with AB: http://www.premiumdata.net/support/amibroker.php

Sorry if that's old news - I have only just seen it today!

 

[AlterEgo]

Can anyone help me with this problem?

In a system back-test, how can I get the system to only enter a trade if the stock was one of the top 10 ranked by some criteria? PositionScore does not do what I want, as it causes the system to enter whatever buy signal that ranked highest. If I get a buy signal that ranks low (below 10 say) than I don’t want it to take that buy signal, even though it may be the highest ranked buy signal that occurred that day.

So to explain it another way, what I want to do is to run an exploration at night, pick the top 10 results from that exploration (which will be my watch list for the next day), and then only enter a trade the next day if a buy signal occurs intraday in one of those 10 stocks (ie. only enter trades from my watch list). How can I represent this in a system back-test?

thanks

 

[Seaking]

TJ from AmiBroker mentioned that v907.0f beta and 906.9 appear to have issues inside the AmiBroker IB plugin and recommends you use the previous non-beta TWS version.

See:
http://finance.groups.yahoo.com/group/amibroker/message/150846
for the thread.

Anyone still having issues with this upgrade. I have managed to get everything to back-fill except for SNFE

 

[Richard Dale]

TJ announced new version of IB plugin here:
http://finance.groups.yahoo.com/group/amibroker/message/150951

If you need support on it, you're better off contacting support@amibroker.com

 

[CamKawa]

If you need support on it, you're better off contacting support@amibroker.com

On a slightly different topic I've tried contacting AB support about a problem I'm having with "AmiBroker Auto-Trading interface for Interactive Brokers", but they haven't got back to me even after I sent them a reminder email. I’ve waited a couple of weeks now and have given up hope. How are they going at AB at the moment? Are they not talking to anyone or is it just me?

 

[Seaking]

TJ announced new version of IB plugin here:
http://finance.groups.yahoo.com/group/amibroker/message/150951

If you need support on it, you're better off contacting support@amibroker.com

Issue solved

From support: . I am now getting "INVALID SYMBOL" error with Interactive Brokers as a data source

You need to upgrade IB plugin to most recent version http://www.amibroker.com/ib.html

If you are using only US-symbols, than you don't need to do anything more
than upgrading the plugin.

If you are using instruments denominated in other currencies, you need to add currency code to the symbol.

 

[Seaking]

On a slightly different topic I've tried contacting AB support about a problem I'm having with "AmiBroker Auto-Trading interface for Interactive Brokers", but they haven't got back to me even after I sent them a reminder email. I’ve waited a couple of weeks now and have given up hope. How are they going at AB at the moment? Are they not talking to anyone or is it just me?

Could be just you.. The answer to my query was in the automated response to my initial support email, then within a few hours I had a real person response and also a reply from TJ to a message I sent via AB Yahoo Group.

Gotta be happy with that sort of tech support..

 

[NAsX]

Hi guys, just wondering if anyone else is having problem with AmiQuote 1.95 (the yahoo data downloader) crashing under Windows 7?

 

[Andruha]

Hi guys, just wondering if anyone else is having problem with AmiQuote 1.95 (the yahoo data downloader) crashing under Windows 7?

HI NAsX

Not sure where you've got ver. 1.95 - I've downloaded the latest from AB website and the version there is 2.12. I'm running Win7 64 bit ultimate on my laptop and have no issues with it...

 

[adt100]

Simple question I think for someone kind enough to answer. How do I unlink the windows so that when overlay a system on one window (for example) it doesnt overlay on them all? Been trying to figure this out for a while now and it is starting to bug me! Thanks

 

[australindgirl]

Equity Curve After Backtest

Hi there,

I would like to generate an equity curve for my "trading account" after I run a backtest. I am running a backtest over a watchlist (just say all ASX200 stocks) for the last 10 years. The backtest runs fine, and I get a detailed trade list which is what I"ve chosen in the Reports tab. However, when I click on Equity -> Portfolio Equity I get a little pane at the bottom of whatever chart is open saying "ERROR: Formula finle not found or empty - no chart to display".

Do I need to add something to my backtest formluae to get an equity curve to generate?

Thanks!

 

[australindgirl]

Captain Black wrote:

Personally I've found CAR/MDD as a target metric works well for both systems I trade

What does this metric tell you (I know what the forumlae is), but am interested in your interp.

What's the minumum for this metric that you would target before you consider it a robust and profitable system?

Thanks Captain!

 

[captain black]

Equity Curve After Backtest

Hi there,

I would like to generate an equity curve for my "trading account" after I run a backtest. I am running a backtest over a watchlist (just say all ASX200 stocks) for the last 10 years. The backtest runs fine, and I get a detailed trade list which is what I"ve chosen in the Reports tab. However, when I click on Equity -> Portfolio Equity I get a little pane at the bottom of whatever chart is open saying "ERROR: Formula finle not found or empty - no chart to display".

Do I need to add something to my backtest formluae to get an equity curve to generate?

Thanks!

You can add a portfolio equity chart to any chart pane. Many ways to do this; one way is to open the Formula Editor. Click on File --> Open. Navigate to the "Equity" folder under the "Formulas" folder. Click on "Portfolio" then click "Open". This opens the Portfolio Equity AFL in the editor. Then click on "Tools" --> "Apply Indicator" and the Portfolio Equity indicator is shown in the current chart pane. Each time you run a backtest the portfolio equity chart will update.