====== AmiBroker ====== All base con **AmiBroker 5.7** refer: * https://www.amibroker.com/kb/toc/ * http://www.marketcalls.in/category/amibroker ===== AmiBroker Formula(AFL file) ===== refer: * AFL Functions Tutorials: * http://www.amibroker.com/guide/h_understandafl.html * https://www.amibroker.com/guide/a_funref.html * http://jbmarwood.com/amibroker-afl-collection/ * http://www.asxmarketwatch.com/ * AFL files: * http://www.wisestocktrader.com/ * https://algoji.com/latest-amibroker-afl/ * http://www.inditraders.com/amibroker/129-amibroker-simple-useful-codes.html ==== Understanding how AFL works ==== === Introduce AFL === One of **most important aspects** of AFL is that it is **an array processing language**. It operates on arrays (or rows/vectors) of data. This way of operation is quite** similar to the way how popular spreadsheets work (like Microsoft Excel)**. Anyone familiar with MS Excel should have no trouble quickly picking up AFL. - In fact all the examples in this article were all created using MS Excel. === Array in AFL === Arrays in AFL: An array is simply a list (or row) of values. In some books it may be referred to as a vector. Each numbered row of values in the example represents an individual array. Amibroker has stored in its database **6 arrays for each symbol**. One for **opening price**, one for the **low price**, one for the **high price**, one for the **closing price** and one for **volume** (see the rows labelled 1-5 below) and one for **open interest**. These can be referenced in AFL as **open, low, high, close, volume, openint or o, l, h, c, v, oi**. | ^Bar^1^2^3^4^5^6^7^8^9^10^ |1|Open|1,23|1,24|1,21|1,26|1,24|1,29|1,33|1,32|1,35|1,37| * **Sum 2 arrays**:


MyVariable = ( High + Low )/2;

| ^Bar^1^2^3^4^5^6^7^8^9^10^ |1^High (built-in array) |1,24|1,27|1,25|1,29|1,25|1,29|1,35|1,35|1,37|1,29| |2^Low (built-in array) |1,20|1,21|1,19|1,20|1,21|1,24|1,30|1,28|1,31|1,27| |3^High+Low (temporary array created during evaluation)|2,44|2,48|2,44|2,49|2,46|2,53|2,65|2,63|2,68|2,46| |4^( High+Low ) /2 (gets assigned to MyVariable) |1,22|1,24|1,22|1,245|1,23|1,265|1,325|1,315|1,34|1,23| * **Moving averages, conditional statements**: Let us now consider the following code:


Cond1 = Close > MA( Close, 3 );
Cond2 = Volume > Ref( Volume, -1 );
Buy = Cond1 AND Cond2;
Sell = High > 1.30;

| ^Day^1^2^3^4^5^6^7^8^9^10^ |1^Open|1,23|1,24|1,21|1,26|1,24|1,29|1,33|1,32|1,35|1,37| |2^High|1,24|1,27|1,25|1,29|1,25|1,29|1,35|1,35|1,37|1,29| |3^Low|1,20|1,21|1,19|1,20|1,21|1,24|1,30|1,28|1,31|1,27| |4^Close|1,23|1,26|1,24|1,28|1,25|1,25|1,31|1,30|1,32|1,28| |5^Volume|8310|3021|5325|2834|1432|5666|7847|555|6749|3456| |6^Ref( Volume, -1 ) (temporary array created during eval)|Null|8310|3021|5325|2834|1432|5666|7847|555|6749| |7^MA( Close, 3 ) (temporary array created during eval)|Null|Null|1,243|1,260|1,257|1,260|1,270|1,287|1,310|1,300| |8^Cond1 = Close < MA(close,3) (gives 1 (or true) if condition met, zero otherwise)|Null|Null|1|0|1|1|0|0|0|1| |9^Cond2 = Volume > Ref(volume,-1)|Null|0|1|0|0|1|1|0|1|0| |10^Buy = Cond1 AND Cond2|Null|Null|1|0|0|1|0|0|0|0| |11^Sell = High > 1.30|0|0|0|0|0|0|1|1|1|0| === Conditional Funcion and Loop === Conditional Function:


IIF(condition, truepart, falsepart)

Loop:


Period = ... some calculation

vaexp[ 0 ] = Close[ 0 ]; // initialize first value

for( i = 1; i < BarCount; i++ )
{
  // calculate the value of smoothing factor
  Factor = 2/(Period[ i ] + 1 );

  // calculate the value of i-th element of array
  // using this bar close ( close[ i ] ) and previous average value ( vaexp[ i - 1 ] )
  vaexp[ i ] = Factor * Close[ i ] + ( 1 - Factor ) * vaexp[ i - 1 ];
}

=== Add Condition to scaning stocks === Edit 1443-double-top-and-bottom-detection.afl to add condition for scanning: change original code


doubletop = PK AND abs( peakdiff - 1 ) < validdiff AND (Xpk1 -Xpk2)>mindistance AND High > HHV( Ref( H, fwdcheck ), fwdcheck - 1 ); 
doubleBot=tr AND abs( troughdiff - 1 ) < validdiff AND (Xtr1 -Xtr2)>mindistance AND Low < LLV( Ref( L, fwdcheck ), fwdcheck - 1 );

to add condition **Volume > 100000** for scanning


doubletop = PK AND abs( peakdiff - 1 ) < validdiff AND (Xpk1 -Xpk2)>mindistance AND High > HHV( Ref( H, fwdcheck ), fwdcheck - 1 ) AND Volume > 100000; 
doubleBot=tr AND abs( troughdiff - 1 ) < validdiff AND (Xtr1 -Xtr2)>mindistance AND Low < LLV( Ref( L, fwdcheck ), fwdcheck - 1 ) AND Volume > 100000;

=== Exploration stocks with Filter in AFL === refer: https://www.amibroker.com/guide/h_exploration.html One of the most useful features of the **Analysis window is called "Exploration"**. Basically, an exploration works in a similar way to scan but instead of **looking for and reporting just buy/sell signals** it allows you to generate customizable screening (or exploration) report that can give you **much more information than simple scan**. * **Volume** >= 100000:


Filter = Volume >= 100000;

* **Close** <= 5:


Filter = Close <= 5;

* Both conditions above


Filter = Volume >= 100000 AND Close <= 5;

==== Run Analysic ==== Basic steps: - Step1: Goto Amibroker **Analysis->New Analysis** and select Apply to **All Symbols** and Range **From-To dates** - Step2: Select Formula from **AmiBroker\Formulas\Exploration\** - Step3: Click **Scan** or **Explore** or **Backtest** to see results * **Scan** -> run from date to dates in form * **Explore** -> run from date to dates in form * **Backtest** -> run from begin time of market to current date - Step4: click button **Report** to see summary of Analysic Configure **Filter** for stocks which you want to run analysic: - Step1: click icon below to display filter window: {{:my:amibroker-filter-select.png|}} - Step2: select List stocks was included in filter, in below case was list **MyStocks**: {{:my:amibroker-filter-window.png|}} ==== Favorite Analysics ==== * 1443-double-top-and-bottom-detection.afl * 2464-bollinger-band-squeeze-highlighter-and-exploration.afl