Australian (ASX) Stock Market Forum


  1. Trav.

    AmiBroker and Fundamental Scan

    I am looking at creating a scan in AmiBroker using Fundamental Data provided by Norgate and having no real idea about FA I was hoping that we could pool our knowledge together and create a basic scan that can be incorporated into our own system. So far I have the following information extracted...
  2. N

    Fixed fractional position sizing in algo trading?

    Hello, I have a question I'm hoping to understand. With discretionary trading, you can use fixed fractional position size by calculating the risk because you already know where to put your stop loss based on previous support lines. E.g. Calculate so you put your positions to risk 1% of your...
  3. D

    RASI adjusted indicator for Amibroker

    Hi! I am trying to program this indicator RASI ajusted for NYSE index, but there is no way that crossing over 0 will match stockcharts. Do you know what it can be? I did severals tests without exit...
  4. TraderJimmy

    Amibroker Optimisation gave unexpected results - Mean Reversion?

    I am doing some Amibroker testing, mostly to learn AFL, and I got some results that have confused me. I copied some code from a website to test the optimisation function and I thought it was testing an MA Crossover strategy, ie. buy when the shorter MA crosses up over a longer MA - indicating an...
  5. Dominover

    Amibroker Data Providers?

    For ASX Data, what's the lowest cost intraday live data available? The last I looked into this and looking around this forum and the web I was looking at $160 per month.. That seems horrendously expensive. Are there cheaper for live ASX data for stocks and ETF's? I am in Australia..
  6. Dominover

    Linking Amibroker with Interactive Brokers data?

    There are some instructions on the internet on how to link Amibroker with Interactive Broker's Trader Work Station to gain access to the live data provided by IB. Most of the posts are getting a little old so I wanted to hear from someone who has been implementing this recently or is still...
  7. Linus van Pelt

    Amibroker: Explore generates Sells with no previous Buy

    Hi, My current AFL generates Sells during Explore without a previous Buy. Is this just how AB / Explore works, or is there a way to only generate Sells if the share has already been bought (and still owned). See attached screenshot. Thanks, Linus
  8. Linus van Pelt

    Amibroker: How to sort date columns in chronological order?

    Hi, I'm backtesting a system, here is a code excerpt: In all cases, the first column in SetSortColumns is a Date column. However, this sorts in character order, not chronological order. See attached screenshot. Thanks, Linus
  9. M

    Amibroker / Norgate ASX Data - How to find strongest sectors?

    Hi all I have Amibroker and am using Norgate ASX Data . Im confused as to the correct filter settings to use when doing an exploration of ASX Indexes and or Sectors, say for example, to find the sector that has is hitting new highs etc. The code for the xploration is easy but i cant figure our...
  10. B

    Amibroker AFL colors the Price (red or green) depends on yesterday Price

    Hello, I tried to use the If....else...statement to for the DD variable in the below code to change of current price to either red or green depends on its current value to yesterday closing price. However, it have no luck so far. The below is a piece of code that I tried to work on. Will you...
  11. M

    Amibroker Systems using ASX & US data - confused about 1 day difference

    Hi all Im playing around with Amibroker systems trading ASX stocks but the system also references $SPX (S and P 500 index). My system gets the signals and then buys on open the next day. Can someone verify for my very confused brain, that i would need to run the scan or explorations looking...
  12. Trav.

    AmiBroker - CBT Help

    All, I was hoping that someone could provide assistance in helping with coding up some CBT code so I can trace what Market Regime is in use when Buy Signal is initiate and then once this is working I can leverage of the code to add more data points. Code located here -...
  13. Trav.

    Amibroker System Backtesting

    For those interested I ran an optimisation on my PositionSize for one for my strategies I am playing with and bellow are the results. Before Fixed PositionSize is 10k After is a mixture of 5k to 15k and definitely not what I would have expected VolatileBear, 15000 QuietBear, 5000 QuietBull...
  14. Trav.

    AmiBroker Tips and Tricks

    Sharing a couple of things that I learnt today and should be part of your backup, as I have learnt the hard way ( as usual ) - When creating your own snippets of code Amibroker creates a new file C:\Program Files\AmiBroker\UserSnippets.xml - When creating notes for each stock Amibroker stores...
  15. W

    Multi system analysis - Amibroker

    I wanted to see how my systems would perform if I were to run them at the same time and see if I would be better off to do so. And I thought I would share this with others as well. First: there is a tutorial here, . Please note...
  16. S

    Amibroker AFL... What's the difference?

    Hello all, I have tested the below two sellif statements (separately)...otherwise the code is identical in the Amibroker AFL. What I am trying to understand is why the back test result is substantially different using the two statements. Obviously they are processing the exit conditions...
  17. qldfrog

    XAO backtest benchmarks for 2018-2020

    Dear all system builders, I toyed with the idea of having a repository of backtest or even paper/real trading results for various recent periods, to use as a rating/grading tool when developing systems of your own; what to beat, what to aim for or reaching for the sky; Ideally if backtesting...
  18. Austwide

    Amibroker's AFL and Amiquote

    I went to purchase Amibroker Premium, but until I start using it I am not sure if the AFL and Amiquote options are useful. AFL looks like I would use it initially at least. Amiquote, I will be getting ASX data from Norgate and currently only trade ASX. Amiquote may be of use if I did start...
  19. R

    Amibroker vs. Insight Trader

    In preparation for my foray into trading i am tryjng to determine which software to buy. My approach will be primarily technical with short to medium term trades. I'm looking at two products Amibroker and Insight Trader. By chance is anyone is familiar or have used the two packages I'd...
  20. W

    Amibroker Coding - Please help :(

    Please help. I'm trying to simply make a buy strategy if the current bar closes below 75% of the previous bar. My code below does not work and would appreciate your guidance please. priorday = Ref(c, -1); calculate = (-.25 * priorday); buy = calculate