Trading software / platforms / Trading Platforms

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AmiBroker

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HOw I hooked on to Amibroker?
I was looking for 2 nd system to confirm the VP signals for entry/exit. In that way looking for reliable one , happen to see RMO system of metastock. since it is expensive looking for other systems who implemnted RMO , in the search found RMO for NinjaTrader and AmiBroker . explored both got interested in AmiBroker . Looked at AB code on S&C mag posts code looks better , digged deeper found gold . AB is as good as Metastock .
- Really AB founders seems to followed Metastock powerful language ( array copy etc..) with buitin buy, sell variables and explorations.
- Mr. K confirmed this he is said MS has 'unique toos' ( metastocktools.com , RMO etc..) and backtesting is lot easier.. same applied to AB ..
- Glad I got AB , other reason I got stuck with worden stockfinder lots of code in too many windows.. no programmable way of doing system testing..
This Yahoo forum has 1000 posts per month for per month so Very active Amirbroker forum, do search example 'fopen' to find code issues.
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asr: this Thomos posted lots of posts since 2002 in EFL library .. so he started, his patternexplorer was listed on amibroker 'links' section so genuine ..
Hello,
after all the years i have a new website:
PatternExplorer.com
Regards
Thomas
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asr: AB pros
1) built-in backtest modes
BACKTEST MODES: AmiBroker 5.0 offers 6 different backtest modes:
regular mode (backtestRegular)
regular raw mode (backtestRegularRaw)
regular raw + multiple positions mode (backtestRegularRawMulti)
regular raw2 mode (backtestRegularRaw2)
regular raw2 + multiple positions mode (backtestRegularRaw2Multi)
rotational trading mode (backtestRotational)

1.2 : look at this candle stick commentary program and profit analyzer programs , with commentary program they have incorporated original authors 'english' like pattern text into programming.

2) simple compact code , see reserved words buy, sell , buyprice etc.
BuyPrice = IIF( dayofweek() == 1, HIGH, CLOSE );
// on monday buy at high, otherwise buy on close

3. trailing stops, dynamic stops
4. position sizing etc..
5. USING POSITION SCORE -- see this section great

6. Referencing multiple symbol data in one chart (relative performance charts, spreads, composites, artificial data)

7. Chart Playback (Bar Replay tool allows to playback charts using historical data, great tool for learning and paper-trading)

8. Low-level gfx example: Yearly/monthly profit chart
( wow look at this line below from this page, so as your you CODE the GUI here ..)
type = ParamList("Chart Type", "Profit Table|Yearly Profits|Avg. Monthly Profits", 0 );
- much lower level functions
- asr: Wow , this is giving complete widows GDX functions

9. How to spread charts

New AmiBroker Development Kit
newly introduced features of AmiBroker 5.27 such as 64-bit date/time resolution, floating point volume/openint fields, new auxilliary data fields and extended symbol information fields
- The documentation and samples covers writing indicator (AFL function) plugins, data plugins and optimizer plugins.
-The package is provided for native code developers (mainly C/C++) wanting to write their own plugin DLLs.

REading ASCII data
- FILE REad and write inside indicator , great example
http://www.amibroker.com/library/detail.php?id=794&hilite=fgets
- Ascii Data ( some 3.2 version )
- this is Latest assic data reading ( see fundamental data )http://www.amibroker.com/guide/d_ascii.html
- reading IB trade file and display BUY & SELL at BAR Level

CHANGES IN VERSION 5.27.0 (as compared to 5.26.0):
http://www.amibroker.com/devlog/
- two new auxilliary data fields per bar (internally, not yet exposed)
100 new user-defined fundamental data fields (internally, not yet exposed)
support for GICS (internally, not yet exposed)

- since they have Developer Kit to extend the software , may be we an write a C/C++ code todo Read and write ( ask freelance coder or indian programmer or ask in forum )
- asr: what is important for US is to
a) 'read VP Data from files' and ( even NT does not have this at this Time )
b) 'Write Data to files' (export) to give our customers .
If we have this we can Use Amibroker since it has
c) great 'portifolio testing' and ( beats Ninja trader , NT needs lot of progamming for this)
d) cheap progrmmers ( indian AB progrmmers as I noted)
e) customization with AB developer KIT in C++ ( beats NT )
f) Replay mode seems beat paid Esignal
g) have spread/ratio etc. to plot OIL/EURO/SP

Formula editor

----------we will pros/cons of each with respect to my use:

seems good source to evaluate different platforms code:
BUILDING A TRADING TEMPLATE
asr: Esignal seems week in this portifolio testing , so they gave some other indicator for this month to hide their weakness

Trader Studio:
TradersStudio now also supports custom data fields for ASC files, you now can support beyond the standard, date,time,open,high,low,close,V,OI and add fields produced by screens or fundamental information. These fields are fully accessible from TradersStudio® Basic™. Another new feature is that data can be added to sessions, and new quick charts using drag and drop.

Ninja trader:
- extra data columns ( fundamental data):
Date(tab)open(tab)high(tab)low(tab)close(tab)volum e(tab)fundamental1(tab)fundamental2.....
Date(tab)open(tab)high(tab)low(tab)close(tab)volum e(tab)fundamental1(tab)fundamental2.....
..............
..............

would that be possible in NT7. What other possibilities of working with historical fundamental data exist?

- data import in NT6
- reading data files issue: I can easily write something to convert comma-delimited to semicolon-delimited. But there's nothing I can do if my data consists of something other than open, high, low, close, volume. If I have spot closing prices, or number of advancing issues, or declining volume, or open interest, or continuous-contract data for futures, there's no way to read it in properly unless I fake extra columns.

- forum posts
- programmer guide ( good dir structure )
- what is new in Version 5.1
- Market Replay

Esignal:
- one premium indicator ( got in email from esiganl )

- The ability to create your own studies and modify existing ones
- Back testing and "replay" to test your strategies ( REPLY is not available in TS or other places , see how backtest works )
- High-end charting with 100s of technical indicators
- 100s of pre-written trading strategies included free

product: eSignal OnDemand: $24.95/month

eSignal OnDemand is delayed snapshot data offered in 2 different regional packages -- all exchanges in a region, all regions (North / South America, Europe / Middle East / Africa, Asia / Pacific Rim).
- Includes our Advanced Charting package, 100s of world indices and an unlimited number of symbols.
- Annual pre-paid rate is not available for eSignal OnDemand. This service is not available for use with third party software applications. No exchange fees apply.
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- These are Official Esignal team coded Strategies ( not backtest), ESignal Strategies are like 'Paint' (of Worden) or 'Studies' of TS.
asr: look CCI for little complex example ..

TrendLine: developed in 2010
MBF recent one

- Candle Stick Patterns: Bearish Harmani , Bearish Engulfing

Esignal Back Testing code
some Back Test code here , it looks like C
Questions but no answers
Batch BackTest question