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(only Australian Edition by B. Rockefeller, Ken Henderson, Larry Lovrencic)
by George Pruitt (@george.p.pruitt)
An integration of explanation and tutorial, this guide takes you from utter novice to out-the-door trading solution as you learn the tools and techniques of the trade (using multiple popular software packages).
Chapter 4 starts the section that highlights different testing/trading software platforms that can either be purchased or leased. AmiBroker is introduced in this chapter and the most important components of a trading platform are highlighted: integrated development environment and its associated scripting/programming language, individual market and portfolio testing, and algorithm performance metrics.
Chapter 9 utilizes the portfolio-level testing capabilities of AmiBroker to demonstrate different money
and portfolio management techniques.
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About my book, https://harriman-house.com/trading-systems2 - There are two trading systems for AmiBroker discussed. One for single markets and one for
portfolios of stocks. The corresponding AmiBroker afl-codes are free, you can copy/paste them from here https://urban-stocks.com/en/codes
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I can highly recommend this book. I really love the Howard Bandy books too, but these are quite concentrated around mean reversion systems with low exposure to the markets. Urban's book has a broader set of trading systems (beginning of month, bollinger band breakout) applied to FX as well as stocks. Next to this it provides many very useful and practical details on how to further improve an idea, based upon a basic entry rule (LUXOR system), a step by step process which is very useful to follow step by step.
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Urban hold a webinar for the AmiBroker Canada usergroup where he explained the two main codes from his book TRADING SYSTEMS. The webinar was recorded and can be seen here: https://www.youtube.com/watch?v=bCc7IYGoj6w
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This is actually the book that opened my eyes to amibroker and got me into systematic trading, it is a great read and one of the most valuable purchases I've made in trading education.
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Also available on Amazon
https://www.amazon.com/Weekend-Trend-Trader-Nick-Radge-ebook/dp/B00F4P0OWA
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Beginner's Guide To AmiBroker AFL Programming (free)
This is what I have been looking for for a long time, a book on AFL coding that is not about systems but pure coding with exercises and numerous examples.
UPDATE: Amazon link is broken, but here is another working link: https://nhadaututhanhcong.com.vn/wp-content/uploads/2021/01/Beginners-Guide-To-AmiBroker-A-AJAN-K-K.pdf
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Agree EJSM , I use this book more as a quick reference guide for looking up particular functions in AFL and find the illustrations, examples and question- solutions very informative (ToC). This contrasts to the official AB online manual/guide that is very technical at first glance and for a newbie like me. But I find the AFL Library links from these pages useful when I’m looking for some specific application of an TA indicator, but I can quickly get lost in a rabbit hole and then forget why I went there originally when trying to learn AFL functions.
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There is one and only reference of AFL functions and that is the AmiBroker manual.
By category:
https://www.amibroker.com/guide/a_catfunref.html
Alphabetical:
https://www.amibroker.com/guide/a_funref.html
and general AFL docs
https://www.amibroker.com/guide/a_language.html
I think there is a bug in code for Bollinger Band System (chapter 9), as listed in Codes. Can anyone please confirm it?
I have commented the part i think is wrong, and added the correction next.
//BuyPrice=SellPrice=Open; /* Buy and Sell on the next days open;
BuyPrice=SellPrice=Ref(Open,1); /* Buy and Sell on the next days open;
Thanks
harsha
No there is no bug. You should NOT use Ref(). The code in the book is correct. It will use next day open just because it EXECUTES the trade NEXT day.
Thank you @Tomasz .
Does the same code still hold good, for Backtests & Optimization runs ?
When i was looking at BackTest results, the code would take Open price of stocks ,on the day the signal was generated. (and not the next day)
I don't know what codes you are referring to but using Ref() to shift prices and assign that to *price variables is WRONG.
If you want to take trade next day, you should move / delay signals (NOT prices), or just use SetTradeDelays function AFL Function Reference - SETTRADEDELAYS
You should NOT touch *price arrays.