AmiBroker 5.50
User’s Guide
Copyright (C)1995-2012 AmiBroker.com.
All rights reserved.
Table of Contents
Copyright .......................................................................1
Introduction ....................................................................2
About AmiBroker Editions ..................................................3
Quick Tour ................................................................4
Getting started ...........................................................9
Hardware requirements ..................................................9
Supported operating systems ............................................9
Installation and running ...............................................9
Getting help ..........................................................10
AmiBroker 32-bit vs 64-bit Compatibility Chart ........................12
Tutorial .......................................................................14
Basic operations .........................................................16
Adding a new symbol ...................................................16
Removing a symbol .....................................................16
Splitting a stock .....................................................16
Deleting quotation ....................................................16
Adding/removing symbol from favourites ................................17
Merging quotations of two symbols .....................................17
Beginners’ charting guide ................................................18
How to use drag-and-drop charting interface ..............................24
User interface customization .............................................33
Working with chart sheets and window layouts .............................42
Using layers .............................................................48
Using Web Research window................................................50
Using account manager....................................................55
Using fundamental data ...................................................60
Using New Analysis window................................................65
Introduction ..........................................................65
User interface ........................................................65
Metastock importer window.............................................71
How to get quotes from various markets ...................................75
How to set up AmiBroker with eSignal feed (RT version only) ..............77
How to set up AmiBroker with myTrack feed (RT version only) ..............79
How to use AmiBroker with external data source (Quote Tracker) ...........83
How to set up AmiBroker with IQFeed feed (RT version only) ...............85
How to use AmiBroker with Interactive Brokers TWS........................91
How to use AmiBroker with external DDE data source .......................98
How to work with Real-Time data plugins .................................105
How to use AmiBroker with external data source (Quotes Plus,
TC2000/TCNet/TC2005, FastTrack, Metastock) .............................109
How to update US quotes automatically using AmiQuote ....................112
How to download quotes manually using AmiQuote ..........................116
Understanding AmiBroker database concepts ...............................118
Background ...........................................................118
AmiBroker database structure .........................................118
What about the external data? ........................................119
Understanding categories ................................................121
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Tutorial
Working with sectors and industries ..................................123
Working with watch lists ................................................132
Understanding how AFL works .............................................140
Creating your own indicators ............................................145
Using graph styles, colors, titles and parameters in Indicators .........149
How to create your own exploration ......................................160
How to write your own chart commentary ..................................164
Using studies in AFL formulas ...........................................168
Back-testing your trading ideas .........................................170
Portfolio-level backtesting .............................................183
Reading backtest report .................................................196
How to optimize trading system ..........................................198
Walk-forward testing ....................................................208
Back-testing systems for futures contracts ..............................212
Pyramiding (scaling in/out) and mutliple currencies in the portfolio
backtester .............................................................216
Using formula-based alerts ..............................................221
Using interpretation window.............................................225
Multiple Time Frame support in AFL......................................226
Efficient use of multithreading .........................................232
Video Tutorials (on-line) ...............................................239
AmiBroker Reference Guide.....................................................240
Windows.................................................................241
Chart window pane....................................................243
Parameters window....................................................245
Data window..........................................................248
Study drawing tools ..................................................249
Line study properties window.........................................258
Text box properties window...........................................260
Formula Editor .......................................................262
Risk-Yield Map window................................................268
Place Order dialog ...................................................269
Database Settings ....................................................271
Intraday Settings window.............................................272
Preferences window...................................................276
Customize tools window...............................................289
Symbol tree window...................................................291
Information window...................................................293
Notepad window.......................................................296
Quote Editor window..................................................297
Symbol Finder window (F3) ............................................298
Assignment organizer window..........................................299
Composite recalculation window.......................................304
Categories window....................................................305
ASCII Import Wizard ..................................................307
Metastock importer window............................................308
Real-time quote window...............................................312
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Easy alerts window...................................................314
Bar Replay window....................................................319
Formula Editor .......................................................321
Quick review window..................................................325
Automatic analysis window............................................327
Filter settings window...............................................333
System test settings window..........................................334
System test report window............................................337
Commission window....................................................338
Commentary window....................................................346
Plugins window.......................................................351
Indicator Maintenance Wizard .........................................352
Log window...........................................................353
Using Web Research window...............................................354
Using account manager...................................................356
Menus...................................................................358
File menu............................................................359
Edit menu............................................................362
View menu............................................................364
Insert menu..........................................................368
Format menu..........................................................372
Symbol menu..........................................................373
Analysis menu........................................................376
Tools menu...........................................................377
Window menu..........................................................379
Help menu............................................................380
AFL Editor menu......................................................381
Automatic Analysis result list context menu..........................385
Chart context menu...................................................387
Layouts context menu.................................................389
Formula (chart) context menu.........................................390
Layers context menu..................................................392
Keyboard shortcuts ......................................................394
Import ASCII ............................................................396
How does it work? ....................................................396
Format definition commands...........................................396
Comments.............................................................412
Usage examples .......................................................412
Default behaviour ....................................................414
User-definable file types and formats ................................414
Ticker aliases .......................................................415
GICS categorisation ..................................................415
AmiBroker’s OLE Automation Object Model.................................416
Index of objects .....................................................416
ADQuotation ..........................................................417
ADQuotations .........................................................417
Analysis .............................................................417
AnalysisDoc ..........................................................419
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AmiBroker Reference Guide
AnalysisDocs .........................................................421
Application ..........................................................422
Window...............................................................423
Windows..............................................................423
Commentary...........................................................423
Document.............................................................424
Documents............................................................424
Market...............................................................424
Markets..............................................................425
Quotation ............................................................425
Quotations ...........................................................425
Stock................................................................425
Stocks...............................................................427
Practical Examples: ..................................................427
AmiQuote’s OLE Automation Object Model..................................429
Index of objects ........................................................429
Document.............................................................429
Technical analysis guide ......................................................431
Introduction ............................................................431
Basic tools .............................................................432
Price charts .........................................................433
Trend lines ..........................................................435
Moving averages ......................................................437
Regression channels ..................................................439
Fibonacci Retracement ................................................440
Fibonacci Time Zones.................................................441
Bollinger bands......................................................442
Indicators ..............................................................443
Accumulation/Distribution ............................................444
Advance-Decline line (AD-Line) .......................................445
ADX / Directional Movement Index .....................................446
CCI - Commodity Channel Index ........................................447
Chaikin Oscillator ...................................................448
MACD - Moving Average Convergence/Divergence .........................449
Money Flow Index .....................................................450
Negative Volume Index ................................................451
OBV - On Balance Volume..............................................452
Parabolic SAR (Stop-And-Reverse) .....................................453
RS - Relative Strength (comparative) .................................454
RSI - Relative Strength Index ........................................455
ROC - Price Rate Of Change...........................................457
Stochastic Slow......................................................458
TRIN - Arms Index ....................................................459
TRIX - TRIple eXponential ............................................460
Ultimate Oscillator ..................................................461
VAP - Volume At Price histogram ......................................462
Relative Performance chart ...........................................463
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