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In order to automatically change a property for many symbols – instead of manual action in Symbol -> Information dialog one can use OLE automation.
For example – to unmark “Use only local database” option for all the symbols, it’s enough to run such SCAN:

– Analysis -> Formula Editor:
– enter:

– Tools -> Send to Auto-analysis
– Apply to: All Symbols, N-last quotations = 1
– press SCAN

The other example shows how to rename all the symbols and replace .TO suffix with -TC (this may be useful when we want to use the existing historical data with a new datasource which uses a different symbology).

– Analysis -> Commentary
– enter:
AB = CreateObject("Broker.Application");
sts = AB.Stocks();
Qty = sts.Count;
for( i = Qty - 1; i >= 0; i = i - 1 )
{
 st = sts.Item( i );
 Ticker = st.Ticker;
 printf("changing " + ticker + "\n" );
 Length = StrLen(Ticker );
 if( StrFind(ticker, ".TO") )
      st.Ticker = StrLeft( ticker, Length-3)+"-TC";


– press APPLY
– use: VIEW -> Refresh All to see the changes in the symbol tree.

CAVEAT: The commentary formula above iterates through ALL SYMBOLS in the database, therefore, if your database is big (has more than 100 symbols) it may be SLOW, and you may experience “not responding” message, but it is NORMAL. It does not mean that program has stopped working. It just means that it has not completed iteration yet. In that case just WAIT and don’t touch it.

Filed by AmiBroker Support at 10:03 am under Data
3 Comments

If one wants to display a Candlesticks in one chart pane and Bars in another one, then it’s necessary to use a formula which does not read the settings from: View -> Price Chart Style.

The following custom Price formula allows to achieve this: (more…)

Filed by AmiBroker Support at 9:54 am under Indicators
Comments Off on Price chart with independent style

In order to display trade arrows, first of all – it’s necessary to enable the arrows for particular chart. To do so – right-click on the chart pane of your choice, choose: Parameters -> Axes&Grid, then set: Show trading arrows to YES, as shown in the screenshot. (more…)

Filed by AmiBroker Support at 2:54 am under Backtest,Indicators
5 Comments

In the March 2006 “Letters to S&C” section I found the following request:

“I am looking for and add-on […] that would enable me to build an equity curve from buy/sell signals that the trader directly draws over the price graph of a commodity; for example, using specific active vertical lines. Such a software would be of great help for discretionary traders to validate their semiautomatic systems. — PH CHAMBAULT”

And I just thought that it would be nice example of using AFL’s Equity() function and ParamTrigger()

(more…)

Filed by Tomasz Janeczko at 9:06 am under Indicators
6 Comments

NOTE: THIS ARTICLE IS NOW OUTDATED AS AMIBROKER SUPPORTS NEW BACKTEST MODE THAT HANDLES THIS NATIVELY http://www.amibroker.com/f?setbacktestmode

The sample code below shows how to use custom portfolio backtester procedure to change the way backtester works. Normally buy is matched against sell and redundant buy signals between initial buy and matching sell are removed as shown in the picture there:
http://www.amibroker.com/gifs/bt_regular.gif

The procedure below changes this behaviour and allows to use redundant signals (they are not removed).

This is done by changing Buy array values from “true” to sigScaleIn (this prevents redundant signals from being removed because scale-in marks are kept untouched) and modifying standard procedure to treat scale-in signals as normal buys (no scaling).

Note that there are many ways to achieve the same effect. The technique presented here was choosen because it is easy-to-use (does not require changes in your core trading system code – all it needs is to plug-in the custom backtest part). Longer implementation would be required if you do not want to (ab)use scaling signals.

One thing worth mentioning is the fact that since scaling-in signals do not store position score this example formula does not support ranking of signals according to user-defined scores.

Filed by Tomasz Janeczko at 5:50 am under Custom Backtest
Comments Off on Using redundant signals for entries

Here is a sample that shows how to create custom metric based on per-trade statisitics.
In this example we will calculate the average value of MAE (maximum adverse excursion) from all trades.
(more…)

Filed by Tomasz Janeczko at 3:20 pm under Custom Backtest
Comments Off on Adding custom metric: Average adverse excursion

As you know Portfolio backtester creates special ticker “~~~EQUITY” which holds portfolio-level equity of the system under test. Some may find it useful to save this equity into another symbol after backtest for future analysis and/or comparison. Good news is that it is possible to do that automatically using custom backtester procedure and AddToComposite function. The formula below shows how.
(more…)

Filed by Tomasz Janeczko at 2:32 pm under Custom Backtest
3 Comments

The following code sample shows how to get date/time (X co-ordinate) and value (Y co-ordinate) of starting and ending point of manually drawn study.
(more…)

Filed by Tomasz Janeczko at 6:34 am under Indicators
Comments Off on Getting X, Y co-ordinates of Study()

Here is an example that shows how to code rotational trading system with rebalancing. The system buys and shorts top 20 securities according to absolute value of positionscore (user definable – in this example we used 20 day rate-of-change) – each at 5% of equity then each day it rebalances existing positions to 5% if only the difference between current position value and “ideal” value is greater than 0.5% and bigger than one share.

Note that this code sample uses Custom Backtester interface that is documented here.

Filed by Tomasz Janeczko at 3:50 pm under Custom Backtest
Comments Off on Re-balancing open positions

Here is sample technique that allows to prevent exiting position during first N bars since entry. The implementation uses loops that checks for signals in Buy array and if it finds one it starts counting bars in trade. During first N bars all sell signals are then removed (set to zero) only once counter reaches user-defined limit sell signals are accepted.
(more…)

Filed by Tomasz Janeczko at 9:15 am under Backtest
Comments Off on Preventing exit during first N bars