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In order to select certain range of dates in the historical chart, then scroll through the history of tickers, we can mark the range of dates we interested in using Range Markers (double-click on the chart or mark the bars and hit F12, SHIFT+F12).

Then, use View->Zoom->Range menu to zoom the chart to our range selection.

We can also assign a keyboard shortcut to View->Zoom->Range command or create a custom toolbar button to have it easily accessible (e.g. CTRL+SHIFT+R). This can be done in Tools->Customize (http://www.amibroker.com/guide/h_customizeui.html)

After we switch the symbol, in situations when the chart shifts e.g. due to different history length in those symbols – all we have to do is to hit CTRL+SHIFT+R to bring back the view to the range we wanted.

Browsing through the list of symbols can be automated further with scripts. Below is a sample auto-play script that will automatically browse through the list of symbols and will set the zoom to the dates we set in the code. All we need is just to start the script and watch it all switching automatically, without any manual actions required.

Here is a sample script that will browse through the list of symbols and set the zoom to show year 2010:

To use above code follow these steps:

1. Open Notepad
2. Copy-paste above the code
3. Save the file with .JS extension (which means that system will treat this as JScript code)
4. Make sure that AmiBroker is running with desired chart as active one
5. Double click on .JS file to execute the JScript code

IMPORTANT: if you are running 64-bit Windows and have BOTH 32-bit and 64-bit versions of AmiBroker installed the OLE scripts by default would only talk to 64-bit instance. To use 32-bit version instead you would need to follow advice given in this article: http://www.amibroker.com/kb/2015/01/12/ole-automation-scripts-with-32-and-64-bit/

It is worth noting that going through series of charts is not the only way to compare performance of various symbols over time. There are other dedicated built tools for comparing several securities (without switching symbols, but within one chart window), including Price (Foreign) and Relative Performance indicator. These functionalities are shown in the following video:
http://www.amibroker.com/video/TwoSymbolsOneChart.html

Filed by Tomasz Janeczko at 7:04 am under Charting
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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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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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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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The built-in Relative Performance chart displays symbol names colored respectively in the chart Title. However – it may be practical to display the symbol label next to the plotted line for easier identification. This can easily be done with PlotText or PlotTextSetFont function.

A sample code showing such modification is presented below. Font size of the labels can be changed through Parameters dialog.

Filed by Tomasz Janeczko at 4:35 pm under Charting
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AmiBroker allows to display the AFL-based chart output on the future blank bars area with use of XSHIFT argument of the Plot function. This functionality allows to move the particular chart by certain number of bars and place the output within the blank bars area (provided that we use positive value for XSHIFT, i.e. we are shifting the chart to the right).

The following code shows price chart with 20-period MA overlay and additionally – with the same 20-period MA shifted to the right.

However – there may be some situations where we not only want to shift the chart position, but actually calculate the position of the line on the blank bars, for example if we are producing an extension of the existing indicator line.

Let us consider a simple example, which draws a line connecting the last record of the input array with the value 50-bars ago, using LineArray() function.

The code is the following:

and the output looks like this:

LineArray function allows to calculate the extension automatically if we set EXTEND argument to True, however – all the calculations in AFL language are performed within the ‘real bars’ area, i.e. on the available elements of the array, between array item 0 until array item (Barcount-1).

To calculate and display the values that extend past the very last bar available in the array we will use technique explained below:

1. first we shift the input back (to the left) by N bars, so the real input data would occupy earlier part of the array and we would have extra bars at the end for the calculation of extended arrays
2. now we calculate the position of arrays on such shifted
3. shift the displayed output forwards with XSHIFT functionality of Plot function (so the calculated extensions would get aligned onto the blank bars as a result).

If our original input array contains 200 bars and the line was drawn between bar 150 and the bar 200, then our aim is to shift the array that way, so the line would occupy the bars between bar 140 and bar 190, while the remaining 10 bars at the end of the array could be used for calculating the extended part of the line. Then – using XSHIFT we could place the array back into its original position.

Dashed lines in the above chart show the shifted positions of the input array and calculated LineArray before using XSHIFT (i.e. on the bars that were used for actual calculations)

Filed by Tomasz Janeczko at 4:45 pm under Charting
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The default backtest report shows total Net Profit figure, which includes both trading profits and interest earnings. With Custom Backtest procedure we can easily isolate these components by summing up profits and loses from individual trades, then subtracting trading gains from the Net Profit and report them as separate metrics.

After backtest is run, we can see our custom metrics in the backtest report.

More information about creating custom metrics can be found in the manual:
http://www.amibroker.com/guide/a_custommetrics.html

Filed by Tomasz Janeczko at 12:18 am under Custom Backtest
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After Optimization process has found optimum values for parameters of our trading system, typically we want to use optimum values in subsequent backtesting or explorations. In order to achieve that, we need to manually update default_val (second) argument of Optimize function with the values obtained from the optimization report.

The arguments of Optimize function are shown below (note second parameter marked in dark red color – this is the default value parameter we will be changing after optimization run):

some_var = Optimize( "description", default_val, min_val , max_val, step );


Let us consider the following example formula used for optimization process:

If we perform Optimization process and check the results (for this example we use Net Profit as the optimization target), we can see that the best results use Periods = 6 and Level = 126.

Now in order to run backtest and obtain exactly the same results as in the respective line of the above Optimization results, we need to enter the values into default argument, so the modified code will look like this:

Now we can use the code with modes other than Optimization and the formula will use optimized values we retrieved from the results.

Filed by Tomasz Janeczko at 5:20 am under General
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By default, the Plot function draws the graph for all visible bars. In some situations however, we may want to draw some selected bars, leaving remaining chart space unaffected.

To achieve that – we simply assign Null value for the bars that we want to skip. Our graph will just be drawn for the non-null bars.

This simple example draws candlesticks only on Mondays and leaves empty all the other days.

The following example shows how to restrict the visibility to last N bars. The code defines a custom function, which can be called later on for the arrays we want to show only partially.

In the above chart both Moving average (red line) and yellow shading area have been restricted to last 10-bars only.

In a similar way we can restrict the visibility to most recent day only in intraday chart:

Other practical implementations of such technique is presented in these formulas:
http://www.amibroker.com/kb/2007/03/24/how-to-plot-a-trailing-stop-in-the-price-chart/
http://www.amibroker.com/kb/2014/10/10/how-to-draw-regression-channel-programatically/

Filed by Tomasz Janeczko at 5:45 am under Indicators
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The Filter window in the Analysis screen allows us to define a filter for symbols according to category assignments, for example watchlist members (or a result of mutliple criteria search).

The filter allows us to select one watch list for “inclusion” and one for “exclusion”. To include members of more than one watchlist, we can not simply pick them both in the Filter window – we need to combine these symbols together in another dedicated watchlist storing symbols from both lists.

Let us say we want to run a test on members of List 1 and List 2. To combine these watchlists together we need to follow the instructions below.

1. Click on List 1, then in the bottom part of the Symbols window mark all tickers. A multiple selection is done by clicking on first and last item in the list while holding down the Shift key. We may also select all symbols by clicking on any symbol and pressing Ctrl+A key.

   

2. Now click on the selection with right mouse button and choose Watch list->Add selected symbol(s)

   

3. Pick an empty watchlist that we will use to combine our tickers (e.g. List 5 ) and confirm to add multiple symbols:

   

4. Repeat the above steps 1-3 with List 2 members
5. Now we can pick List 5 in the Filter window and run the test on all the tickers

   

An alternative solution to this is to filter out unwanted symbols in the code. In this case AmiBroker would need to run analysis for all tickers (so Apply to would need to be set to All symbols) and apply filtering while executing your formula. To do so you may use code like this for backtesting (filtering Buy signals):

or code like this in exploration (adding extra condition to Filter variable):

Please keep in mind that filtering in the code is significantly slower. Using this method AmiBroker needs to read the data for all tickers, prepare arrays, then evaluate the formula and verify the condition – so using Filter window and the first approach will be faster, as the filtering is done before the formula execution, saving lots of time required for data retrieval and AFL execution.

Filed by Tomasz Janeczko at 4:21 am under Analysis
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