Amibroker FAQ

[lesm]

Also, i know this must sound like a stupid question, but is a beta version an 'untested' version of software?

I have version 4.90 of Amibroker. If i want the wizard, they recommend downloading the new 4.95 beta version complete with the wizard. What are the advantages or disadvantages of this compared with the just downloading the wizard add on?

I'll do some more digging and see if i can find the answers myself, but i thought someone may have been there already.

woo hoo, what a time saver, and a potentially great way to learn AFL!

I'm sooo excited, its like Christmas.

Cheers,

Can,

A beta version of software will have had a level of testing undertaken, but will not necessarily have been fully tested or had afull set of regression tests run against it. Hence, it may still have some as yet unknown bugs or errors in it.

If you want to run the wizard with AB 4.90 then you need to run it as a standalone application from within the installation directory (Program Files/AmiBroker). It cannot be run from within AB with versions earlier than 4.95 beta.

Below are the is the description/instructions from the AB Devlog web page:

"You can download stand-alone trial version from: http://www.amibroker.com/bin/acw1000beta.exe (After running setup, double click on AFLWiz.exe inside the installation directory). Trial version REQUIRES AmiBroker 4.90 or higher."

Using AB 4.95 beta, it can be run from within AB and it is located on the bottom of the Analysis Menu. Looks fairly basic, but for people learning AFL it would be of assistance.

Cheers.

 

[CanOz]

Can,

A beta version of software will have had a level of testing undertaken, but will not necessarily have been fully tested or had afull set of regression tests run against it. Hence, it may still have some as yet unknown bugs or errors in it.

If you want to run the wizard with AB 4.90 then you need to run it as a standalone application from within the installation directory (Program Files/AmiBroker). It cannot be run from within AB with versions earlier than 4.95 beta.

Below are the is the description/instructions from the AB Devlog web page:

"You can download stand-alone trial version from: http://www.amibroker.com/bin/acw1000beta.exe (After running setup, double click on AFLWiz.exe inside the installation directory). Trial version REQUIRES AmiBroker 4.90 or higher."

Using AB 4.95 beta, it can be run from within AB and it is located on the bottom of the Analysis Menu. Looks fairly basic, but for people learning AFL it would be of assistance.

Cheers.

Thanks mate...got it going now and only had it shutdown once, not sure why though...

Really opens your eyes up to AFL. I think using the wizard will be an art in itself for a few.

So far though its been good, i've managed to totally trash at least 4 of my ideas for systems based on indicators....should have listened.

I think i will concentrate on a system for stocks before i try futures.

The wizard will definately speed up my learning process of AFL.

Cheers and thanks,

 

[deftfear]

Does anyone know if amibroker is able to do a scan for a share price being above a 100 day ema, one macd line being above zero and another being below zero? I want a product that is able to do this scan, and can't work out if metastock or amibroker can do it. Any help would be greatly appreciated.

 

[deftfear]

Does anyone know if amibroker is able to do a scan for a share price being above a 100 day ema, one macd line being above zero and another being below zero? I want a product that is able to do this scan, and can't work out if metastock or amibroker can do it. Any help would be greatly appreciated.

I am also wanting to know if I can scan for stocks within about 2-3% above the 100 day ema. Is it also possible to change the macd setting from the standard 12,26 and 9?

 

[mrWoodo]

Hi Deftfear,
Amibroker can definitely do what you're after, in a couple lines of code. Your second post, re. changing macd settings, thats easy, time-period is a parameter which can be changed.

 

[CanOz]

Hi Deftfear,
Amibroker can definitely do what you're after, in a couple lines of code. Your second post, re. changing macd settings, thats easy, time-period is a parameter which can be changed.

Wow, i knew the answer to that too, i must be progressing after all!

Mr.Woodo, have you ever used beta versions before?

Cheers,

 

[mrWoodo]

Wow, i knew the answer to that too, i must be progressing after all!
Mr.Woodo, have you ever used beta versions before?

Hi Canaussieuck, just checked out the last few posts, I didn't realise this new functionality is out. I've tried heaps of beta software, but not Amibroker so can't tell if there's any issues. Will try to give it a whirl this week, let us know how you go with the wizard! I don't know if I would use it, I work with code/writing software all day so am comfortable with a blank editor.

 

[GreatPig]

I'm currently using 4.94 beta and have had a few issues. Only one seems to be a bug though, the others are feature changes that I just don't like.

The (presumed) bug is that I suddenly get stocks disappearing from my watchlists occasionally. I'll just start it up one day and a watchlist will be missing a stock or two (they'll still be in the database, just gone from the watchlist).

I'll try the 4.95 beta version.

GP

 

[lesm]

I'm currently using 4.94 beta and have had a few issues. Only one seems to be a bug though, the others are feature changes that I just don't like.

The (presumed) bug is that I suddenly get stocks disappearing from my watchlists occasionally. I'll just start it up one day and a watchlist will be missing a stock or two (they'll still be in the database, just gone from the watchlist).

I'll try the 4.95 beta version.

GP

GP,

I ran into with the 4.94 beta. Even re-importing the stock codes into the existing list still didn't work, as they were gone the next time you started AB.

I found that if you loaded the stock code list into a new watchlist that the problem didn't recur.

I am now using the 4.95 beta and need to check if this still occurs.

Cheers.

 

[deftfear]

Looks like I'll have to look at getting it then, thanks for your response mrwoodo.

 

[deve]

Hi

Another Amibroker question - had a look but couldn't find an answer

It seems that volume is limited to 2147483647 in Amibroker.

I'm looking at some charts with higher volume than that so I'm wondering what my options are.

a) to somehow strike off a few zeros from my volume? (how would I do that)

b) wait for Amibroker to raise its volume limit (what chance of this occurring soon?

c) something else?

Any tips would be appreciated

Thanks
Steve

 

[rub92me]

You're looking at stocks/futures that trade more than 2 billion units a day? I think your only option would be to edit the data at the source and then reimport...

 

[telstrareg]

Started playing around with my first backtests in Ami. I noticed that by default the backtester will not initiate a new long until a previous long position has been closed. Ie you can only have one open position at a time. Anyone know how to get around this?

 

[GreatPig]

Are you talking about one long position in total, or one long position per stock?

If the former, then you need to set the PositionSize variable to limit how much capital is applied to each purchase. Buy default it will apply all available funds to each purchase, meaning you'll only end up with one position at a time. You can set a dollar figure by using a positive number, or a percentage of equity by using a negative number. For example, PositionSize = 10000 would use $10K for every purchase, while PositionSize = -10 would use 10% of equity (that's current equity at the time of the trade, not initial equity).

If you mean the latter, then you have to use the sigScaleIn (and possibly sigScaleOut) variable to pyramid a position. That's a bit more advanced though, and requires version 4.70 or later. For more information, look in AmiBroker help under Tutorial -> AmiBroker Formula Language -> Pyramiding/Scaling and Multiple Currencies.

Cheers,
GP

 

[telstrareg]

Are you talking about one long position in total, or one long position per stock?

If the former, then you need to set the PositionSize variable to limit how much capital is applied to each purchase. Buy default it will apply all available funds to each purchase, meaning you'll only end up with one position at a time. You can set a dollar figure by using a positive number, or a percentage of equity by using a negative number. For example, PositionSize = 10000 would use $10K for every purchase, while PositionSize = -10 would use 10% of equity (that's current equity at the time of the trade, not initial equity).

If you mean the latter, then you have to use the sigScaleIn (and possibly sigScaleOut) variable to pyramid a position. That's a bit more advanced though, and requires version 4.70 or later. For more information, look in AmiBroker help under Tutorial -> AmiBroker Formula Language -> Pyramiding/Scaling and Multiple Currencies.

Cheers,
GP

I was talking about multiple longs on a single currency. eg an indicator like MFI might signal several long entries before a sell condition came along. so for example you might have 3 longs all initiated at different times which would then be closed simultaneously by the next sell signal.

Yes and the position sizing issue is obviously quite important for when I start doing serious testing, if for no other reason than it's totally unclear what Amibroker's default settings are during backtesting!

I have a long, long road ahead of me

 

[telstrareg]

profit based sell rule

I understand how to write buy/sell rules based on technical indicators. However, could someone explain how to write a sell condition that is based solely on percent profit and not on a technical indicator? I tried running a backtest with a technical 'buy=' condition, but without a 'sell=' condition, and just specifying a profit target in the settings, but the backtester won't run. error "missing short/cover variable assignment"

 

[Slick Rick]

Hi All,

I recently downloaded the trial version of Amibroker (v 4.90), but can't seem to load historical ASX data into the program.

2005-2007 EOD Data was downloaded from www.float.com.au and has been extracted into one folder. The data is daily files in csv format.

Using the import wizard, the fields are defined as;
Ticker, YMD, Open, High, Low, Close, Volume

Seperator is Comma(,), Group 255, Log Errors, Auto add new symbols, allow negative prices.

When I select a symbol after the data has been loaded, the graph is blank and says "Not enough data available. To plot chart 3 bars are needed, 0 bars in 'XXX'."

Not sure what I'm doing wrong?

Most grateful for any help.

 

[telstrareg]

Hi All,

I recently downloaded the trial version of Amibroker (v 4.90), but can't seem to load historical ASX data into the program.

2005-2007 EOD Data was downloaded from www.float.com.au and has been extracted into one folder. The data is daily files in csv format.

Using the import wizard, the fields are defined as;
Ticker, YMD, Open, High, Low, Close, Volume

Seperator is Comma(,), Group 255, Log Errors, Auto add new symbols, allow negative prices.

When I select a symbol after the data has been loaded, the graph is blank and says "Not enough data available. To plot chart 3 bars are needed, 0 bars in 'XXX'."

Not sure what I'm doing wrong?

Most grateful for any help.

if the data is in multiple files, you have to make sure you select all the files in a folder and not just one when you import. Ami connects all the data across multiple files. also make sure the fields in the drop downs match the order of those in the csv

 

[CanOz]

I'm trying this ZIGZAG indicator as an exercise from Bandy's book, but i can't get the arrows or the line to plot on the chart...any guesses why?

// zigzag.afl
PricePoint = C;
Percentage = 10;
Z = Zig(pricepoint,percentage);
Buy = Z<=Ref(Z,1) AND Z<=Ref(Z,-1);
Sell = Z>=Ref(Z,1) AND Z>=Ref(Z,-1);
Short = Sell;
Cover = Buy;

Plot(C,"C", colorBlack,styleCandle);
Plot(Z,"Z", colorRed,styleLine);
PlotShapes(shapeUpArrow*Buy,colorBrightGreen);
PlotShapes(shapeDownArrow*Sell,colorRed);


Cheers,

 

[wayneL]

I'm trying this ZIGZAG indicator as an exercise from Bandy's book, but i can't get the arrows or the line to plot on the chart...any guesses why?

// zigzag.afl
PricePoint = C;
Percentage = 10;
Z = Zig(pricepoint,percentage);
Buy = Z<=Ref(Z,1) AND Z<=Ref(Z,-1);
Sell = Z>=Ref(Z,1) AND Z>=Ref(Z,-1);
Short = Sell;
Cover = Buy;

Plot(C,"C", colorBlack,styleCandle);
Plot(Z,"Z", colorRed,styleLine);
PlotShapes(shapeUpArrow*Buy,colorBrightGreen);
PlotShapes(shapeDownArrow*Sell,colorRed);


Cheers,

Canoz,

You know that the zigzag function is dynamic don't you?