Amibroker FAQ

village idiot · 21 April 2013

ok amibroker gurus, i would like some help please.

in the following equity line chart in a report in amibroker;

1. how can i get it to plot the y axis on a log scale like the ones in unholy grails?

2. for some reason the x axis scale is not evenly spaced - in whatever afl i use the 2010 / 2011 period always is condsierably wider than other years. could it be that there are just many more trades in that period and each 'tick' is a trade rather than unit of time? in UG they all appar to be evenly spaced.

thanks

trash · 21 April 2013

village idiot said:
ok amibroker gurus, i would like some help please.

in the following equity line chart in a report in amibroker;

1. how can i get it to plot the y axis on a log scale like the ones in unholy grails?

2. for some reason the x axis scale is not evenly spaced - in whatever afl i use the 2010 / 2011 period always is condsierably wider than other years. could it be that there are just many more trades in that period and each 'tick' is a trade rather than unit of time? in UG they all appar to be evenly spaced.

thanks

View attachment 51879

1. right-click the chart and got to 'Parameters' -'Axes&Grid' and in category 'Type' choose Logarithmic

or if you always want it to show logarithmic by default then add this line

SetChartOptions( 0, chartShowArrows | chartShowDates | chartLogarithmic ); to the code

2. yes, that seems to be the case

village idiot · 21 April 2013

trash said:
1. right-click the chart and got to 'Parameters' -'Axes&Grid' and in category 'Type' choose Logarithmic

or if you always want it to show logarithmic by default then add this line

SetChartOptions( 0, chartShowArrows | chartShowDates | chartLogarithmic ); to the code

2. yes, that seems to be the case

thanks for your reply trash.

however, both of those methods only seem to work with the chart shown in the chart window in the main screen, if that makes any sense, not the equity chart in the report produced when you run a backtest.

trash · 22 April 2013

village idiot said:
thanks for your reply trash.

however, both of those methods only seem to work with the chart shown in the chart window in the main screen, if that makes any sense, not the equity chart in the report produced when you run a backtest.

Change to this line then

SetChartOptions( 1, chartShowArrows | chartShowDates | chartLogarithmic );

in the Portfolio Equity code of the Report Charts folder and logarithmic display will work as default one in report chart also

village idiot · 22 April 2013

trash said:
Change to this line then

SetChartOptions( 1, chartShowArrows | chartShowDates | chartLogarithmic );

in the Portfolio Equity code of the Report Charts folder and logarithmic display will work as default one in report chart also

ok , that works now, thanks v much for your help

trash · 22 April 2013

village idiot said:
ok , that works now, thanks v much for your help

In case you haven't found out yourself yet .. you can add any custom charting afl to the Report Charts folder and it will be displayed in the charts category of the final report. For example you could add a code for run-up equity in contrast to already available underwater equity and so on.

village idiot · 22 April 2013

No, i did not know that, but now you have pointed it out there are some useful applications

for instance, adding a 'buy and hold' comparison to the equity chart (here represented by XJO)...

or comparing the dd to XJO drawdown ..

and many more hours of fun to be had....

cheers

trash · 23 April 2013

village idiot said:
No, i did not know that, but now you have pointed it out there are some useful applications

for instance, adding a 'buy and hold' comparison to the equity chart (here represented by XJO)...

View attachment 51889

or comparing the dd to XJO drawdown ..

View attachment 51890

and many more hours of fun to be had....

cheers

Yeah, either add code to existing code or add individual code so that you have additional charts one below the other one.

KLAHHANE · 24 April 2013

kaveman said:
I am always happy to help anyone with writing AFL for AB. I am a regular in the AB yahoo group, AB website forum, RC and other places.

Kaveman,

I see you are fairly active on the AmiBroker Yahoo Group and was wondering if you offer programming - I'm pretty sure it would have to use AmiBroker's Low Level Back Testing Approach + / or Custom DLL / Plug-In to do this:

Inputs:

AcctValue-RT $ 500,000
%Leverage 150%
#Strategies 4 Equal Weight
MaxPositions 8 Per Strategy
Portfolio Max%DD 10.0% Stops Hit @ Once (All Strategies & Symbols)

Portfolio Calculations:

BuyingPower $ 750,000(AcctValue-RT*Leverage)
$PerStrategy $ 187,500(BuyPower/#Strategies)
$PerSymbol $ 23,438 ($PerStrategy/MaxPositions Per Strategy)
Strategy Max%DD 2.5% (PortfolioMax%DD/#Strategies)
Ticker Max%DD 0.3% (StrategyMax%DD/#MaxPositions)=BaseFF%Risk

Constrain Symbol Level Position Size to Lesser of:
1) $PerSymbol (Notional Value)
2) Ticker Max%DD (Symbol Fixed Fractional (FF) %Bet Size

Constrain Symbol Exposure so that the "Net" $PerSymbol & "Net" Ticker%DD are Limited (This is similar to Constraining Multiple Signals "in the same direction" by the same Symbol across Multiple Strategies).
*Net = Long-Short

Can this be done with AmiBroker & / or with Custom Add-On Programming?

Can you or anybody you know be hired to help?

Thanks,

Karl
Skype: dental.search
Gmail: rotationfactor

Gringotts Bank · 24 April 2013

KLAHHANE said:
Kaveman,

I see you are fairly active on the AmiBroker Yahoo Group and was wondering if you offer programming - I'm pretty sure it would have to use AmiBroker's Low Level Back Testing Approach + / or Custom DLL / Plug-In to do this:

Inputs:

AcctValue-RT $ 500,000
%Leverage 150%
#Strategies 4 Equal Weight
MaxPositions 8 Per Strategy
Portfolio Max%DD 10.0% Stops Hit @ Once (All Strategies & Symbols)

Portfolio Calculations:

BuyingPower $ 750,000(AcctValue-RT*Leverage)
$PerStrategy $ 187,500(BuyPower/#Strategies)
$PerSymbol $ 23,438 ($PerStrategy/MaxPositions Per Strategy)
Strategy Max%DD 2.5% (PortfolioMax%DD/#Strategies)
Ticker Max%DD 0.3% (StrategyMax%DD/#MaxPositions)=BaseFF%Risk

Constrain Symbol Level Position Size to Lesser of:
1) $PerSymbol (Notional Value)
2) Ticker Max%DD (Symbol Fixed Fractional (FF) %Bet Size

Constrain Symbol Exposure so that the "Net" $PerSymbol & "Net" Ticker%DD are Limited (This is similar to Constraining Multiple Signals "in the same direction" by the same Symbol across Multiple Strategies).
*Net = Long-Short

Can this be done with AmiBroker & / or with Custom Add-On Programming?

Can you or anybody you know be hired to help?

Thanks,

Karl
Skype: dental.search
Gmail: rotationfactor

amibrokercoding.com

$110 an hour. Not bad, when you consider what goddamn dentists charge eh?

RutheezKey · 24 April 2013

codefortraders.com

He will only bill you for the hours that he works on the project. That is the only "guarantee" you will receive. He is honest, but problem solving can get expensive.

chops_a_must · 24 April 2013

You can try elance or something if you wanted to pay.

wombat40 · 25 April 2013

Hi blokes,
my new amibroker 5.63 seems to have the chart background as dark grey now..im use to white..ive tried changing it using preferences but no joy..
does anyone know how to change it back to standard white?

salamat....

joshsmi · 26 April 2013

wombat40 said:
Hi blokes,
my new amibroker 5.63 seems to have the chart background as dark grey now..im use to white..ive tried changing it using preferences but no joy..
does anyone know how to change it back to standard white?

salamat....

Go to Tools - Preferences - Axes/Grid and un-check Alternate background fill
then go to Preferences - Colors - Background and choose white color.

wombat40 · 26 April 2013

Ta josh.

Gringotts Bank · 26 April 2013

Hi Guys, Can I get some help with volume-at-price please?

I'm interested in looking at making the highest volume price from the previous period (say a month) the trigger price.

_SECTION_BEGIN("VAP");
segments = IIf( Interval() < inDaily, Day(), Month() );
segments = segments != Ref( segments , -1 );

CanOz · 8 May 2013

Would anyone have a simple scan that i can use for a three bar inside bar pattern? Just interested in scanning my futures data for current patterns where yesterday is the second inside day.

Cheers,

CanOz

captain black · 8 May 2013

CanOz said:
Would anyone have a simple scan that i can use for a three bar inside bar pattern? Just interested in scanning my futures data for current patterns where yesterday is the second inside day.

Cheers,

CanOz

Found this link in my library CanOz:

http://www.traders.com/index.php/sa...ps/395-amibroker-three-bar-inside-bar-pattern

Needs a cleanup but should work as a basic scan.

CanOz · 8 May 2013

captain black said:
Found this link in my library CanOz:

http://www.traders.com/index.php/sa...ps/395-amibroker-three-bar-inside-bar-pattern

Needs a cleanup but should work as a basic scan.

Yup, thats it...i just need to add another condition to make one more inside bar...

Thanks Captain!

captain black · 8 May 2013

CanOz said:
Yup, thats it...i just need to add another condition to make one more inside bar...

Thanks Captain!

No probs, hth

There is an AFL function for an inside bar, might make the code a bit tidier.

http://www.amibroker.com/guide/afl/afl_view.php?id=74

(OT: enjoying your posts on your futures trading CanOz, too busy to post much myself but enjoying reading what you're up to )

Amibroker FAQ

village idiot

trash

village idiot

trash

village idiot

trash

village idiot

trash

KLAHHANE

Gringotts Bank

RutheezKey

chops_a_must

Printing My Own Money

wombat40

joshsmi

wombat40

Gringotts Bank

CanOz

Home runs feel good, but base hits pay bills!

captain black

CanOz

Home runs feel good, but base hits pay bills!

captain black

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