Australian (ASX) Stock Market Forum


  1. jasf020205

    Amibroker AFL Code - Keep Stoch RSI Crossover Signal Valid Until K Crosses 50

    Question for Amibroker users: I am coding a system to backtest. One of the signals is a crossover of the K & D lines of the Stochastic RSI. I want the signal to be valid until the K reaches a certain threshold. (E.g. There is a cross down in the overbought region (K>80) and this signal should...
  2. edctk

    Computing Trend Quality in Amibroker

    Hi guys, Came across below from Market Index's ASX Top 5 Strategy Whitepaper. I'm trying to find out how to we compute the trend quality in Amibroker to filter out stocks with "bad" quality trend as shown on the left graph? I'm thinking using a Linear Regression Slope might help but not sure...
  3. B

    Problem with plotting Max Stop

    im currently trying out some strategies through Backtesting to see what the results are like. i plotted the stop losses to make sure that what i expect to happen is actually happening. i came across something strange. can anyone tell me why i get the dog leg in the Max Stop Loss plot? this isnt...
  4. V

    ASX 200 Monthly Momentum Strategy - Review and Insights

    Hi All, I have attached the strategy backtest report from Amibroker for a monthly strategy I am working on. Whilst the results look promising, I wanted to get feedback on the stats, where you see issues. I am concerned about the Monte carlo analysis. I donot fully understand on how to...
  5. P

    Amibroker plugin

    Hi all I've been searching for a (cheap) plugin. I know i could use IB plugin but that unfortunely has 30 days of backfill. Norgate does not have UK stock data. Ive been looking at a plugin for Investing.Com...
  6. D

    Amibroker Perth

    Hi all Anyone in Perth currently using or exploring Amibroker as a backtesting platform. Keen to meet up and discuss if you are. Have made a start myself, seems pretty decent. Thanks
  7. 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...
  8. 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...
  9. 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...
  10. 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...
  11. 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..
  12. 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...
  13. 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
  14. 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
  15. 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...
  16. 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...
  17. 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...
  18. 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 -...
  19. 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...
  20. 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...