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AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com
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AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Mar 26, 2015

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Page 1: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

AmiBroker 4.90new features overview

by Tomasz Janeczko, Amibroker.com

Page 2: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

AmiBroker 4.90 key improvements:

new Fundamental Data supportnew Web Research window new Account Managernew Bar Replay toolnew AFL functions (Text-To-Speech,

FFT and others)enhanced functionality in almost every

area

Page 3: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Fundamental data support

new fundamental data fields in the Information window

automatic download from free Yahoo Finance site

access to fundamental data from AFL level

Page 4: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Fundamental data: new fields

32 new fundamental (editable) data fields in the Information window

5 calculated fields (most popular stats: P/E, P/BV, P/S, P/CF, DY)

current values only (no history)

Page 5: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Fundamental data: automatic download

Yahoo Fundamental - Basic data source (free basic fundamental data, 200 symbols in one request): PS (ttm)EPS Est Current Year, EPS Est Next Year, EPS Est Next Quarter, PEG Ratio, Book Value, EBITDA, Sales Revenue, Dividend Pay date, Ex Dividend date, Dividend Per Share, 1yr Target Price, Shares Float, Shares Outstanding

Page 6: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Fundamental data: automatic download (2)

Yahoo Fundamental - Extra data source (extended fundamental data, 1 symbol in one request): Forward P/E, PEG Ratio, Profit Margin, Operating Margin, RoA, RoE, Rev. (ttm), Qtrly Rev. Growth, Gross Profit, EBITDA, (Diluted) EPS, Qtrly Earn. Growth, BV, Op. CF, Free CF, Beta, Shares Out., Float, % Held by Insiders, % Held by Institutions, Shares Short, Forward Annual Dividend Rate, Trailing Annual Dividend Rate, Dividend Date, Ex-Dividend Date, Last Split Factor, Last Split Date

Page 7: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Fundamentals: access from AFL level

GetFnData("field") where "field" is any of the following fundamental data field supported.

AddColumn( Close / GetFnData( "EPS" ) , "Current P/E ratio" ); AddColumn( Close / GetFnData( "EPSEstNextYear" ) , "Est. Next Year P/E”);

Page 8: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Fundamentals: other data sources

ASCII importer (new field definitions)OLE automation interface (new

properties of Stock object)

More information: User’s Guide: Tutorial: Using Fundamental Data

Page 9: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Web Research window

many pre-defined sites user-definable sites multiple on-line research windows

open simultaneously flexible auto-synchronization options

Page 10: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Web Research: Pre-defined sites

Profile News & Commentary Analyst opinions Analyst estimates SEC fillings Insider transactions Major holders Competition / Industry

Page 11: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Web Research: Navigation

Page 12: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Web Research: user-definable sites

Tools->Customize, “Web Pages” tab

Page 13: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Web Research: flexible auto-sync options

Don't sync - means that page should not be synchronized with currently selected symbol

Sync active - means that page should be synchronized ONLY when it is currently active or becomes active

Sync always - means that page is synchronized with currently selected symbol always, no matter if it is active or not.

Page 14: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

New Account Manager - features

tracking history of all transactions tracking open position unrealized

profit tracking account equity history short and long trades, automatic

handling of scaling in/out unlimited number of accounts per-account settings/commissions

Page 15: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

AM: Creation of new account

To create new account use

File -> New Account

menu or New toolbar button

Page 16: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

AM: Funding

Before you do any trading, you have to fund your account. To do so press "FUNDING" button on the account manager toolbar, then select "Deposit" as operation type, enter the DATE when you have funded your account and enter the amount.

Page 17: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

AM: Settings

Page 18: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

AM: Entering trades

Page 19: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

AM: Transaction log and position list

Page 20: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

AM: Saving and opening To save edits made to account use File-

>Save (or File->Save As to save under new name).

To open account file, go to File->Open, in the File dialog, select "Account (*.acx)" from "Files of type" combo-box, and select the account file you want to load.

You can create/open multiple accounts at once (just use File->New->Account, File->Open many times).

Page 21: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Bar Replay tool

great learning tool (you can use it to “paper trade” or to get familiar with the behaviour of any indicator)

develop and debug automated trading systems on recorded data

re-playing all symbols' data at once fast scrolling user-definable playback speed and

interval

Page 22: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Bar Replay: user interface

Page 23: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Bar Replay: navigationRewind - goes to the beginning of the

rangeBack - goes one step Back Stop - turns bar replay OFF (chart are

not affected by bar reply) Pause - pauses current playback or

enters pause modePlay - plays back bars history Forward - goes one step Forward End - goes to the end of selected range

Page 24: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

New AFL functions

Say() - text-to-speech conversion FFT() SetChartBkGradientFill() SetSortColumns() GetPerformanceCounter() RequestTimedRefresh() and few others...

Page 25: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

AFL: Say() added Text-To-Speech capability via Say

() AFL function. Now AmiBroker can speak out loud any text.

if( LastValue( Buy ) )

Say(”Buy signal on “ + Name() + “ at “ + Close );

This is controllable from formula level so you can make it to speak depending on market conditions, signals generated from your formula, etc.

Page 26: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

AFL: SetChartBkGradientFill ()

SetChartBkGradientFill( topcolor, bottomcolor, titlebkcolor = default ) Enables background gradient color fill in

indicators. Please note that this is independent from

chart background color (background color fills entire pane, gradient fill is only for actual chart interior, so axes area is not affected by gradient fill)

Page 27: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

AFL: FFT()

FFT( array, len = 0 )

Performs FFT (Fast Fourier Transform) on last 'len' bars of the array, if len is set to zero, then FFT is performed on entire array. len parameter must be even.

Page 28: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

AFL: SetSortColumns

SetSortColumns( col1, col2, .... ) Automatically sort exploration result list. col1, col2, ... col10 -Column numbers are ONE-based. Positive number means sort ASCENDING, negative number means sort DESCENDING.

Page 29: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

AFL: SetSortColumns examples

// sort by 5th column in ascending order SetSortColumns( 5 )

// sort by 3rd column in descending order SetSortColumns( -3 )

// sort by 1st column (asc) AND // then by 2nd column (desc)

SetSortColumns( 1, -2 );

Page 30: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

AFL: GetPerformanceCounter()

allows high-resolution performance timing

GetPerformanceCounter(True);

for( i = 0; i < 1000; i++ ) { k = sin( i ); }

elapsed = GetPerformanceCounter(); "Time [ms] = "+elapsed;

Page 31: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Other improvements

HoldMinDays / EarlyExitDays feature 'Every tick' chart refresh capability

added (Professional Edition only) MDI Tabs added as UI enhancement. OLE interface

enhancements/additions On-line knowledgebase and feedback

center

Page 32: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Summary

New major upgrade of AmiBroker brings some key new features and improvements

The goal for 2007 is to provide one major upgrade per quarter, so version 5.00 before summer, and 5.10 autumn, 5.20 winter.

Page 33: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Future improvements

new formula editornew Automatic Analysis window

designLayout sharing AFL code wizard

Page 34: AmiBroker 4.90 new features overview by Tomasz Janeczko, Amibroker.com.

Thank You

For more information visit:http://www.amibroker.com