: Screening thousands of symbols to find those meeting specific criteria, like a Volume-based signal Backtesting
Control backtester behavior programmatically:
AFL serves as the engine for four primary functions within the AmiBroker platform : AFL Reference Manual - AmiBroker
: The syntax is similar to C and JScript, making it accessible to those with prior programming experience.
Do you need help with or custom indicators ? amibroker afl code
is a powerful, array-based scripting language specifically designed for trading system development in AmiBroker. It excels at:
// 1. Setup Parameters for User Customization FastPeriod = Param("Fast EMA Period", 12, 2, 50, 1); SlowPeriod = Param("Slow EMA Period", 26, 10, 200, 1); // 2. Define Technical Indicators FastEMA = EMA( Close, FastPeriod ); SlowEMA = EMA( Close, SlowPeriod ); // 3. Define Entry and Exit Rules (Signals) Buy = Cross( FastEMA, SlowEMA ); // True (1) when Fast EMA crosses above Slow EMA Sell = Cross( SlowEMA, FastEMA ); // True (1) when Fast EMA crosses below Slow EMA Short = 0; // Deactivating short selling for this long-only system Cover = 0; // 4. Graphical Display and Charting Plot( Close, "Price Chart", colorDefault, styleCandle ); Plot( FastEMA, "Fast EMA (" + FastPeriod + ")", colorGreen, styleLine | styleThick ); Plot( SlowEMA, "Slow EMA (" + SlowPeriod + ")", colorRed, styleLine | styleThick ); // 5. Visualizing Buy and Sell Arrows on the Chart PlotShapes( IIf( Buy, shapeUpArrow, shapeNone ), colorGreen, 0, Low, -15 ); PlotShapes( IIf( Sell, shapeDownArrow, shapeNone ), colorRed, 0, High, -15 ); Use code with caution. Key Functions Explained
Related search suggestions (If you want, I can run searches for these terms next:)
if(C[i] > C[i-1]) Buy[i] = 1;
What specific logic do you want to implement? (e.g., Mean Reversion, Momentum, MACD/RSI)
While array operations are preferred, sometimes you need to look at specific historical sequences where arrays fall short (e.g., trailing stops or path-dependent logic). For this, you write a for loop.
// Constants True, False, Null, EndValue, LastValue
Never optimize over the entire dataset.
You assign values using the = operator (e.g., my_var = Close; ). 3. Creating Custom Indicators (Visualizing Data)
Below is a systematic setup incorporating entry logic, exit logic, and portfolio position sizing rules.
This finds stocks that have gained more than 3% in the last 5 days on above-average volume.