Amibroker Afl Code -

Introduction: Why AFL is the Backbone of Quantitative Trading In the world of retail algorithmic trading, few platforms offer the perfect blend of power, speed, and customization like AmiBroker . For over two decades, professional traders and hobbyists alike have relied on AmiBroker for backtesting, scanning, and real-time trading. The secret sauce behind this dominance is AFL (AmiBroker Formula Language) .

Whether you are trading futures, forex, or a basket of tech stocks, mastering gives you a direct line to the market’s hidden inefficiencies. amibroker afl code

// Add custom metrics stats = bo.GetPerformanceStats(0); // 0 = Long positions maxDD = stats.GetValue("Max system % drawdown"); Introduction: Why AFL is the Backbone of Quantitative

// 5-min Entry logic Buy = Cross(RSI(14), 30) AND HourlyTrendExp; Sell = Cross(80, RSI(14)); Whether you are trading futures, forex, or a

Buy = C > MA(C, 20); // Buy when price above 20 MA Sell = C < MA(C, 20); // Sell when price below 20 MA When you run this in AmiBroker’s Analysis window, the software interprets the Buy array (1 for True, 0 for False) and executes trades. Let's move beyond the basics. Below is a complete Mean Reversion + Trend Filter system. The "Bollinger Band Bounce" Strategy This code buys when price touches the lower band in an uptrend.

// --- DDE Output to Excel/Trading Bridge --- if (Buy) { fdde = DDEInitiate("Excel", "Sheet1"); DDEPoke(fdde, "R1C1", "BUY"); DDEPoke(fdde, "R1C2", Symbol()); DDEPoke(fdde, "R1C3", WriteVal(C)); DDETerminate(fdde); } Even experienced users write buggy code. Here is your AFL debugging toolkit. 6.1 The _TRACE() Function Prints values to the log window (View -> Log).

SetCustomBacktestProc(""); if (Status("action") == actionPortfolio) { bo = GetBacktestObject(); bo.Backtest(); // Run standard backtest first