AmiBroker formula Language

kkseal · #**181** 26th December 2007, 02:58 PM

Quote:

Originally Posted by mishphar

Yes Kalyan u r correct but I am completely new for this programming it is not that I will grasp in one day everything I am trying at my best and reading now all the alf functions so it will take some time just u write the code once then i will try to practice next.
thnx for ur encouraging word.

Ok this once.

x = MA(AdvIssues(),10)/MA(DecIssues(),10);

BUY = x > 0.75 AND CROSS(RSI(8),30);
SELL = CROSS(0.5,x) OR CROSS(65,RSI(8));

FILTER = BUY OR SELL;

ADDCOLUMN(x, "Adv/Decl");
ADDCOLUMN(RSI(8), "RSI");

Since this is more relevant for trading Index you can expand the FILTER to the following

FILTER = (BUY OR SELL) AND StrFind(StrToUpper(NAME()), "NIFTY");

(However not sure about the last part - never used it before)

Regards,
Kalyan.

mishphar · #**182** 27th December 2007, 01:07 AM

thnx kalyan for the coding but the code doesn’t show any result neither any buy signal nor any sell but it's not a matter at list I know the procedure how to write the alf coding
thnx again

bvpraveen · #**183** 27th December 2007, 10:33 AM

Quote:

Originally Posted by mishphar

thnx kalyan for the coding but the code doesn’t show any result neither any buy signal nor any sell but it's not a matter at list I know the procedure how to write the alf coding
thnx again

Hi,

As Kalyan tells, just concentrate on knowing the main coding part in AFL. Colours, arrows, filter, etc are simple and can be added later.

You can look at this AFL skeleton code, which will help in the latter part mentioned above: http://www.traderji.com/82731-post93.html

Praveen.

kkseal · #**184** 27th December 2007, 02:00 PM

Mishphar,

There might be some issue with setting up the composites etc. I'll check it out and get back to you soon.

Don't worry, it'll work.

Regards,
Kalyan.

kkseal · #**185** 27th December 2007, 08:53 PM

Ok here we go. (The first 3 Steps invlve the necessary groundwork while the 4th step is the coding & execution)

STEP I : Seting IsIndex property for base Index

In symbols pane Select NIFTY (or whatever symbol name you have for the NIFTY index)
Goto Symbol->Information menu item and scroll down to Composites in the Information dialog box that appears. Set IsIndex property to 'yes'.

STEP II : Seting base Index for Composites

Open Categories window using Symbol -> Categories menu item.
Select NSE (or whatever mkt name you have) in Markets tab
In 'Base indexes for - Composites' combo enter NIFTY (or whatever symbol name you have for the NIFTY index)

STEP III : Calculating Adv/Decl composites

Choose "Symbol ->Calculate composites" menu item to open the Composites recalculation window
Check Number of advancing/declining issues. In 'Apply to' Select 'All quotes'and 'This market'->Select NSE (or whatever mkt name you have).
Click Calculate (this will take some time, you can however choose to use just the past 3/6/12 mths data. Enter the date range/no. of bars accordingly)

STEP IV: Coding & Executing

The Exploration code :

Quote:

x = MA(AdvIssues(),10)/MA(DecIssues(),10);

Buy = x > 0.75 AND Cross(RSI(8),30);
Sell = Cross(0.5,x) OR Cross(65,RSI(8));

Filter = (Buy OR Sell); //AND IsIndex();*

AddColumn(x, "Adv/Decl");
AddColumn(RSI(8), "RSI");
AddColumn( IIf( Buy, Asc("B"), Asc("S")), "Signal", formatChar );

Open Formula Editor using Analysis->Formula Editor menu, type the formula and choose Tools->Send to Automatic Analysis menu in Formula editor
To base your exploration on the most recent quote you should choose "n last quotations" and "n=1"
-------------
* If you include the IsIndex() flag and get no output for n=1, increase the value to 10,20,30. However this for testing only.

MISCELLANY :

You can include other tradable indices (like CNX IT, BANK NIFTY, CNX NIFTY Jr, CNX 100) in your Exploration by setting their IsIndex property to True as in Step I.
If you're using the ASCII Importer you can Calculate composites automatically while importing data by checking the 'calculate Composites' option in the Import dialog.
Check the EXREM function to remove excessive (consecutive buys or sells) signals.

Regards,
Kalyan.

mishphar · #**186** 28th December 2007, 01:29 AM

Yes Kalyan u r a genius I can’t believe that u hv so depth knowledge about Amibroker ok its fine but from to-day I will call u as my GURU may GOD blessed u
Thnx
mishphar

amitabha chatterjee · #**187** 28th December 2007, 01:35 PM

Hi,

I'm new to AMIBROKER. Recently I've found the metastock code for ELDER AUTO ENVELOPE. Can anyone plz convert it to AFL. Thanks
Regards

MS FORMULA

EMA:=Input("Base EMA",1,100,22);
Factor:=Input("Factor",1,50,27);
avg:=Mov(C,EMA,E);
csize:= Stdev(2*Max(Abs(H-avg) ,Abs(L-avg)) / avg,100)*Factor/10;
{Use 100 days for stable channel size - default is 2.7 std}
Csize:= ValueWhen(1,
DayOfWeek()<Ref(DayOfWeek() ,-1) OR (
DayOfWeek()=Ref(DayOfWeek(),-1) AND DayOfMonth() <> Ref(DayOfMonth(),-1))
,Ref(csize,-1));
{ This pegs the Stdev to last bar of week and only changes once per week}
csize:=LastValue(csize);
{fix to constant using last value}
channel:=csize*avg;
avg+channel/2;
avg-channel/2;
avg;

kkseal · #**188** 28th December 2007, 02:26 PM

Quote:

Originally Posted by mishphar

Yes Kalyan u r a genius I can’t believe that u hv so depth knowledge about Amibroker ok its fine but from to-day I will call u as my GURU may GOD blessed u
Thnx
mishphar

Thanks. But please don't fall prey to the far-too-common malady of guru-ism.

There's only one guru - KNOWLEDGE & only one genius - IT'S APPLICATION. (The rest is nothing more than disabling mental crutches)

For more ideas on marketwide composite indicators see the Market Internals thread by Sunil Saranjame (he has done it all in Excel without the help of Ami - which makes him a greater guru

)

To see how you can make composite indicators even out of stuff like the RSI, check the ADDTOCOMPOSITE function in Ami.

Regards,
Kalyan.

kkseal · #**189** 28th December 2007, 02:30 PM

And to see how you can free your mind from the 'sentinels' that strive to limit it, see 'The Matrix'

SRJC · #**190** 2nd January 2008, 08:19 PM

HI
I am having esignal data feed with Amibroker 5 trail version.
While stock charts are getting updated realtime, Futures/derivatives charts are not getting updated realtime.

Two Charts of nifty spot and nity futures enclosed

RMO Oscillator and 200 EMA are developed courtesy :=sSenior members of this Forum.

Any members have faced similar problems and what is the solution.

Thanks in advance

SRJC

Similar Threads for: AmiBroker formula Language
Thread	Thread Starter	Forum	Replies	Last Post
need help on formula	cmlee	MetaStock	23	8th October 2007 07:55 PM
Metastock ,Metatrader & Amibroker indicator formula	saji oommen	MetaStock	0	4th June 2006 06:35 PM
Metastock language help	Ropewalker	MetaStock	4	1st November 2005 09:16 PM
TradeStation & MetaStock Formula Language	bikertrader	MetaStock	4	10th December 2004 01:50 PM