Introduction to AmiBroker: Advanced Technical Analysis Software for Charting and Trading System Development

$26.77

  • Format: PDF
  • Pages: 608
  • Published Date: 2008
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Description

Introduction to AmiBroker is intended to be a tutorial. Topics included and detail covered involved compromises between elementary and advanced, narrow and broad, superficial and in-depth. Those chosen are practical examples of tasks that you will be performing regularly. For additional tutorials, watch the on-line tutorial videos, available at http://www.amibroker.com/tutorials. For a more complete reference, see the AmiBroker User’s Guide and the AmiBroker Reference, both available at http://www.amibroker.com.

This book is task oriented, rather than software oriented. Many operations can be performed in more than one way. When making a choice, clarity was chosen over efficiency. This book is not intended to be read cover-to-cover, as a novel would be read. It is intended to be a series of tutorials and reminders covering operation of AmiBroker. The examples use a lot of screen capture images, annotated with numbered steps, highlights, and arrows. The book includes reference to all the functions, indicators, and tools documented in the User’s Guide and in the Help system.

Introduction:

SECTION I- G ETTING STARTED. An overview of AmiBroker – its features and capabilities. Tutorials describing the installation of AmiBroker, setting up databases using free end-of-day and intraday data, setting up databases using subscription end-of-day data (for US and Australian markets), and setting up databases using subscription real-time data. There are ten examples of useful things you can do with AmiBroker in just a few minutes, even if you are using the trial version. These range from manipulating the charts to applying on-screen indicators to testing and optimizing trading systems. Everything is laid out, click-byclick, with screen captures to illustrate each step.

SECTION II – CHARTING. Each of the menus and toolbars that work with charting is expanded and explained. TOPICS INCLUDE:

  • Displaying charts.
  • Adding visual studies, such as trendlines, to a chart.
  • Adding formulas and technical indicators to a chart.
  • Using parameters with indicators.

SECTION III – ANALYSIS. The Analysis section begins with a short introduction to technical analysis and trading system development. That is followed by an introduction to AFL – AmiBroker Formula Language, including its structure and syntax. AFL is used to write code to create your own custom charts and trading systems. This section is part tutorial, part programming manual, part reference manual. The use of the Automatic Analysis tools, including backtest, optimization, and walk forward validation, are explained. Several ready-to-use programs you can use as starting points for your own system development are included.

AmiBroker has so much to offer that this book could easily have been expanded by several hundred pages. Readers looking for coverage of topics such as the Custom Backtester, Dynamic Data Exchange, lowlevel graphics, scripting, and the Automated Trading Interface will have to wait for another book. Readers looking for coverage of topics such as different types of trading systems, trading system testing, trading system validation, and the creation of C ++ routines and Dynamic Link Libraries are referred to the author’s companion book, Quantitative Trading Systems.

Contents:

  • Overview of AmiBroker
  • Installation
  • 30 Minutes to Useful Results
  • AmiBroker Chart Structure
  • The GUI – Graphical User Interface
  • Technical Analysis
  • Trading System Development
  • AFL – AmiBroker Formula Language
  • Analysis
  • Write It Yourself