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When we want to paint the background with custom colors to indicate certain states or conditions – we can use area plots style for this purpose. The code example presented below shows green background when Close stays above 50-period moving average and red when below MA-50.

However – by default both grid lines and the selector line would get covered by the area plot:

There is an easy fix for that – AmiBroker allows to specify the Z-axis position too, so we can shift the visibility and order of plots (including their position against grids and other elements) by means of Z-order argument of Plot function.

If we specify the Z-order argument to -1 that means we move the particular plot one level behind and this would also be located below the grids.

More information about use of Z-order can be found in the User’s Guide:
http://www.amibroker.com/guide/h_indbuilder2.html

Filed by Tomasz Janeczko at 10:23 am under Indicators
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Some of the symbols available from Interactive Brokers data-feed may be traded on multiple exchanges. In such case, when we enter the symbol to the database as:

INTC
GLD
CSCO

then we may see “Invalid symbol” message displayed by the Interactive Brokers plugin, as symbol SMART-STK-USD default format is not enough to uniquely identify the symbol. Therefore we would need to specify the primary exchange for the given symbol.

The primary exchange can be specified in the symbol using -!EXCHANGE suffix, so we can write the symbol like this

INTC-!NASDAQ

and it will instruct Interactive Brokers plugin to send NASDAQ as Primary Exchange for INTC to TWS.

We can however maintain similar ticker naming for all symbols in our database and use short names for all US symbols. To make it possible there is special dictionary (or translation table) for IB symbols that both plugin and IB automated trading interface use. In AmiBroker main folder there is a IBDictionary.txt file, which we can edit with any plain text editor (like Notepad) and provide symbol translations. It describes how symbols are translated before plugin communicates with TWS API.

The format of this file is CSV (comma separated values):

InputSymbol,OutputSymbol, comment (optional)

For example:

INTC,INTC-!NASDAQ, This is because INTC is now traded on multiple exchanges, so we need to set primary exchange
CSCO,CSCO-!NASDAQ, The same as above 
MSFT,MSFT-!NASDAQ
GLD,GLD-!ARCA

Filed by Tomasz Janeczko at 10:40 am under Data,Troubleshooting
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AmiBroker’s portfolio backtester allows to define stock ranking and selection criteria by means of PositionScore variable. This is explained in details in the following tutorial chapter:

http://www.amibroker.com/guide/h_portfolio.html

If PositionScore is not defined or it has the same value for two or more symbols, then AmiBroker will use the following rules:

1. transaction with greater PositionSize is preferred – the comparison method depends on the position sizing approach used in our code:
   • If we use SetPositionSize( dollarvalue, spsValue) – then $ value is compared.
   • If we use SetPositionSize( shares, spsShares) – then number of shares is used for comparison.
   • If we use SetPositionSize( perc, spsPercentOfEquity) – then % equity matters.
2. alphabetical order
3. long trades rather than short trades, if both occur at the same time for the same symbol.

Filed by Tomasz Janeczko at 9:59 am under General
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This Knowledge Base article: http://www.amibroker.com/kb/2014/09/26/closing-trades-in-delisted-symbols/ explains how to close trades in delisted symbols in regular backtest (to avoid holding delisted stocks in the trade list and have our max symbol limit impacted by those positions).

In rotational test however we cannot use Sell variable, because trades are driven by symbols’ ranking by PositionScore values. Therefore we would need to assign zero to PositionScore variable for the exit bars respectively – this will force exiting any positions held in given stock.

Note that we are adjusting the last bar index in case trade delays are set in the settings.

As in the regular test, we can also use DelistingDate information if we have it imported into Symbol ->Information window.

Filed by Tomasz Janeczko at 10:59 am under General
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NOTE: The codes presented below are for intraday data only.

The scenario is as follows: we are intraday traders and we want to limit the number of trades made per day per symbol.

To simulate such scenario in a backtest, we need to count the signals and remove them accordingly after we reach our limit. There are several methods to do so and the choice depends on the signals that our system generates.

If our trading signals come in a sequence like Buy-Sell-Buy-Sell (without repeated signals in between), then we could just count BUY signals since the beginning of the day and allow first N of these signals, where N is the number of trades we allow. This can be achieved with Sum function:

If the signals of the same type may get repeated and occur for example in sequence like Buy-Buy-Buy-Sell, then before counting the entry signals we would first need to remove redundant ones. This can be achieved with Equity( 1 ) function call, which will remove repeated signals the way backtester would handle them:

When our trading system uses complex trading rules so we don’t know the order of signals, we can use a loop to process signals and count trades.

Filed by Tomasz Janeczko at 6:23 pm under Backtest
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AmiBroker 6.00 has introduced support for matrices. After we create a matrics with Matrix function call:

then in order to access matrix elements, we need to use:
x = my_var_name[ row ][ col ]

However – if we want to populate a relatively large matrix with values generated in other programs, then it may not be very practical to do it by hand in the AFL code assigning individual elements like this:

What we can do in such case is to store the values in a text file that we could use as input, then read through the file using fgets function and populate Matrix elements using a looping code. A sample formula showing how to perform such task is presented below.

A sample text file for this example can be found here: http://www.amibroker.com/kb/wp-content/uploads/2015/10/samplematrix.txt

Filed by Tomasz Janeczko at 5:44 am under AFL
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