Amibroker Afl Code -
if (Sell AND currentPos == 1) { currentPos = 0; StaticVarSet("MyPosition", 0); } Using AmiBroker’s DDE or COM interface , you can bridge to Interactive Brokers, Tradier, or a custom API.
// 5-min Entry logic Buy = Cross(RSI(14), 30) AND HourlyTrendExp; Sell = Cross(80, RSI(14)); amibroker afl code
// --- DDE Output to Excel/Trading Bridge --- if (Buy) { fdde = DDEInitiate("Excel", "Sheet1"); DDEPoke(fdde, "R1C1", "BUY"); DDEPoke(fdde, "R1C2", Symbol()); DDEPoke(fdde, "R1C3", WriteVal(C)); DDETerminate(fdde); } Even experienced users write buggy code. Here is your AFL debugging toolkit. 6.1 The _TRACE() Function Prints values to the log window (View -> Log). if (Sell AND currentPos == 1) { currentPos
// --- Exploration for Equity Curve Analysis --- SetBarsRequired(500, 0); Equity = Foreign("~~~EQUITY", "C"); // Internal equity array MonthlyReturn = (Equity - Ref(Equity, -20)) / Ref(Equity, -20) * 100; Filter = 1; AddColumn(MonthlyReturn, "20-Period Return %", 2.2); AddColumn(Stdev(MonthlyReturn, 20), "Volatility", 2.2); Backtesting is where AFL truly shines. The default settings are good, but professional optimization requires custom metrics. 4.1 Custom Backtest Interface (CBI) You can override AmiBroker’s core logic using SetCustomBacktestProc . posSize = 10000 / volatility
// Adjust position sizing based on volatility for (sig = bo.GetFirstSignal(); sig; sig = bo.GetNextSignal()) { if (sig.IsEntry() AND sig.Symbol == "SPY") { volatility = ATR(10) / C; posSize = 10000 / volatility; // Inverse volatility sizing sig.PosSize = posSize; } } } Avoid curve-fitting. This snippet sets up WFO parameters:
// --- Walk Forward Settings --- OptimizeInSample = Param("In Sample Years", 5, 1, 20, 1); OptimizeStep = Param("Step Years", 1, 1, 5, 1); SetOption("Optimization", "WalkForward"); SetOption("OptimizationInSample", OptimizeInSample * 252); // Trading days SetOption("OptimizationStep", OptimizeStep * 252); AmiBroker is not just for EOD (End of Day) trading. It supports real-time feeds via Plugin (e.g., IB, eSignal, Forex). 5.1 Real-Time AFL Logic To run code every second, use StaticVar and StaticVarGet to preserve variables between bars.
// --- Alerts --- AlertIf(Buy, "", "Buy Signal", 1); AlertIf(Sell, "", "Sell Signal", 2);