Amibroker AFL Coding Webinar - 7th March 2015

1. Amibroker AFL Coding
Rajandran R
www.marketcalls.in

2. Disclaimer
▪ TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL AMOUNT OF
RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS
▪ PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE
RESULTS.
▪ AMIBROKER IS REGISTEREDTRADEMARK OF AMIBROKER.COM.
▪ WE ARE NEITHER ASSOCIATED WITHTHE ABOVETRADEMARK OWNERS
NOR DOWE REPRESENT THEM IN ANY MANNER. WE ARE NOT OFFERING
AMIBROKER PLATFORM FOR SALE ON OURWEBSITE / IN OUR OFFICE.
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3. About Me
▪ Running a Financial Start-up
▪ Author of www.marketcalls.in since Sep 2007
▪ Trading System Designer
▪ SystemTrader & Financial Blogger
▪ More www.marketcalls.in/about
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4. No Subjective Interpretation
▪ NoTrend Lines
▪ No Gann
▪ No Fibonacci
▪ No Elliot wave
▪ NoTrading Patterns
▪ No Divergence
▪ No News
▪ No Fundamentals
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5. Trading Analysis Software
Amibroker Metastock Ninjatrader
Esignal Multicharts
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6. Free Data Providers for Amibroker
Google Finance
(EOD, Intraday)
Yahoo Finance
(EOD, Intraday,
Fundamental)
ASCII
(csv, txt)
MSN Money
(EOD)
Quandl
(EOD)
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7. Subscription based Data Providers
Globaldatafeeds Neotradeanalytics
Esignal
(Platform + Data
feed)
DTN IQFeed
Interactive Brokers
(Brokerage + Data
feed )
CQG
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8. Why Amibroker?
▪ Ease of Use
▪ High Speed Execution
▪ Supports Autotrading (Symphony Fintech, Interactive Brokers)
▪ CustomTimeframe
▪ MultiTimeframe Support
▪ Backtesting Optimization Walk ForwardTesting
▪ Scanning and Exploration
▪ Custom Indicators (AFL Programming)
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9. Amibroker Formula Language (AFL)
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▪ AFL is Vector Programming Language
▪ Write your own Custom Indicators, Scanners, Exploration and custom
commentaries
▪ Write your ownTrading System Rules

10. AFL Tokens
▪ Identifiers
▪ Constants
▪ String – literals
▪ Operators
▪ Punctuators (Separators)
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11. Built-in Identifiers
Identifiers Abbreviation
Open O
High H
Low L
Close C
Volume V
OpenInt OI
Avg
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12. Comparison Operators
Symbol Meaning
< Less than
> Greater than
<= Less than or equal to
>= Greater than or equal to
== Equal to
! Not
!= Not Equal to
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13. Arithmetic and Logical Operators
Symbol Meaning
+ Addition
- Subtraction
* Multiplication
/ Division
% Modulus
^ Exponentiation
| & BitwiseOR BitwiseAND
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Symbol Meaning
NOT Logical NOT
AND LogicalAND
OR Logical OR

14. Sample Built-in Functions
▪ RSI(14) - 14 period RSI
▪ MACD() - Default MACD
▪ EMA(c,10) - 10 period EMA
▪ Ref(C, -1 ) - Previous Close Array
▪ MA(C,25) - 25 period Simple MA
▪ Cross(C, EMA(c10)) - Crossover Functions
▪ Barindex() - returns total number of bars (similar to Barcount)
More at http://www.amibroker.com/guide/a_funref.html
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15. Understanding Arrays
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16. AFL Arrays Example 1
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Day
1 2 3 4 5 6 7 8 9 10
1 Open 123 124 121 126 124 129 133 132 135 137
2 High 124 127 125 129 125 129 135 135 137 129
3 Low 120 121 119 120 121 124 130 128 131 127
4 Close 123 126 124 128 125 125 131 130 132 128
5 Volume 8310 3021 5325 2834 1432 5666 7847 555 6749 3456
6 Ref(C-1) NULL 123 126 124 128 125 125 131 130 132

17. Pattern Detection Functions
▪ Inside()
▪ Outside()
▪ GapUp()
▪ GapDown()
Gives a "1" or “True” when a
inside Pattern occurs.
Gives "0" or “False” otherwise.
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18. Plot Functions
▪ Plot()
▪ PlotOHLC()
▪ PlotShapes()
Demo
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19. Plot Arrows
/* Plot Buy and Sell SignalArrows */
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
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20. AFL Arrays Example 2
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Day
1 2 3 4 5 6 7 8 9 10
1 Open 123 124 121 126 124 129 133 132 135 137
2 BeginValue( Open ) 124 124 124 124 124 124 124 124 124 124
3 EndValue( Open ) 132 132 132 132 132 132 132 132 132 132
4 SelectedValue(Open ) 121 121 121 121 121 121 121 121 121 121
5 LastValue( Open ) 137 137 137 137 137 137 137 137 137 137
6 Close 122 126 123 128 125 125 131 130 132 128

21. Lowest/Highest Functions
▪ LLV()
▪ HHV()
▪ Lowest()
▪ Highest()
▪ LLV(C,10)
▪ HHV(c,10)
▪ Lowest( RSI(14))
▪ Highest( MFI(14) )
DEMO
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22. Alerts (in built and 3rd Party)
▪ SoundAlert
▪ Voice Alert
▪ Email Alert
▪ Alertif() , say() functions
▪ Twitter Alert [tweetymail]
▪ Trade Sender
▪ Push Bullet [http api]
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23. Param Control Functions
▪ Param()
▪ Paramcolor()
▪ Paramstr()
▪ ParamTime()
▪ ParamDate()
▪ ParamField()
▪ ParamTrigger()
▪ ParamList()
▪ ParamToggle()
▪ ParamStyle()
DEMO
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24. Built-in Trading Logic Identifiers
▪ Buy
▪ Sell
▪ Short
▪ Cover
DEMO
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25. Simple Exploration
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Filter =1;
AddColumn(RSI(10),"RSI", 1.2);
AddColumn(EMA(C,10),"EMA10",1.2);
AddColumn(v,"volume",1);

26. Understanding different IF Functions
▪ IF
▪ IIF
▪ WriteIF
▪ If(buy[barcount-1] == true)
▪ Color =
iif(RSI(14)>70,colorgreen,colorred)
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27. Multitimeframe Functions
SwitchingTimeframe
• TimeFrameSet
• TimeFrameRestore
Compress/Expand
• TimeFrameCompress
• TimeFrameExpand
Access DiffTimeframe
• TimeFrameGetPrice
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28. Multimeframe Getprice
TimeFrameGetPrice( "O", inWeekly, -1 ) // gives you previous week Open price
TimeFrameGetPrice( "C", inWeekly, -3 ) // gives you weekly Close price 3 weeks ago
TimeFrameGetPrice( "H", inWeekly, -2 ) // gives you weekly High price 2 weeks ago
TimeFrameGetPrice( "O", inWeekly, 0 ) // gives you this week Open price.
TimeFrameGetPrice( "H", inDaily, -1 ) // gives previous Day High when working on intraday data
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29. Components of Trading System
Initial
Parameters
Trading
Logic
Position
Size
Signals &
Alerts
Dashboard
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30. Simple Trading System
SetTradeDelays(1,1,1,1);
SetPositionSize(100,spsShares);
par1 = param("par1",10,1,50,1);
par2 = param("par2",15,1,50,1);
sema = EMA(C,par1);
lema = EMA(C,par2);
Buy = Cross(sema,lema);
Sell = Cross(lema,sema);
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31. Position Size & Trade Delay
▪ SetTradeDelays(1,1,1,1); //Trade Delay of 1 Bar
▪ SetPositionSize( 100, spsShares ); // 100 shares by default
▪ SetPositionSize( 10, spsPercentofEquity ); //Percentage Equity
▪ SetPositionSize( 100000, spsValue ); // Fixed Amount
http://www.amibroker.com/kb/2014/10/12/position-sizing-based-on-
risk/
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32. Equity Curve
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33. Backtesting
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34. Trading System Design Cycle
Analysis
Design
ImplementTesting
Evaluate
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35. Time Based Trading Rules
▪ Timenum() Function
▪ Mostly Rules for Intraday
DEMO
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36. Foreign Functions
▪ Retrieve Data from other
Symbols
DEMO
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37. Offers to Webinar Participants
Globaldatafeeds
▪ Take Data Subscription of NSE
MCX NSE FX
www.marketcalls.in/services
Contact Customer Support
09738383344
SupportTimings – (9a.m – 6p.m)
Mon - Fri
Tradejini ( Discount Broker )
▪ Get 50% of Brokerage Reversal
upto your purchased product
▪ Rs 20 Per Order
▪ Trade in NSE, BSE, MCX, MCX-
SX
▪ Nest/NowTradingTerminal
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38. Recommended Trading Books
Beginners
• Introduction to Amibroker – 2nd Edition – Howard Bandy
• Amibroker User Guide
Intermediate
• QuantitativeTrading Systems – Howard Bandy
• ModellingTrading System Performance – Howard Bandy
Experts
• Mean ReversionTrading Systems – Howard Bandy
• QuantitativeTechnical Analysis – Howard Bandy
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39. AFL Library & Forums
▪ Amibroker Library
www.amibroker.com/library
▪ Marketcalls Library
www.marketcalls.in/library
▪ Wisestocktrader Library
www.wisestocktrader.com
▪ AmibrokerYahoo Groups
▪ Traderji Forum
▪ Inditraders Forum
▪ Marketcalls Community
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40. Questions
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41. ThankYou
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