New features in AmiBroker 4.90

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

Transcript of New features in AmiBroker 4.90

Page 1: New features in AmiBroker 4.90

AmiBroker 4.90new features overview

by Tomasz Janeczko, Amibroker.com

Page 2: New features in AmiBroker 4.90

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

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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

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Fundamental data: new fields32 new fundamental (editable) data

fields in the Information window5 calculated fields (most popular

stats: P/E, P/BV, P/S, P/CF, DY)current values only (no history)

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Fundamental data: automatic downloadYahoo 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

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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

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Fundamentals: access from AFL levelGetFnData("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”);

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Fundamentals: other data sourcesASCII importer (new field definitions)OLE automation interface (new

properties of Stock object)

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

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

open simultaneously flexible auto-synchronization options

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Web Research: Pre-defined sites

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

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Web Research: Navigation

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Web Research: user-definable sites Tools->Customize, “Web Pages” tab

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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.

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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

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AM: Creation of new accountTo create new

account use

File -> New Account

menu or New toolbar button

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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.

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AM: Settings

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AM: Entering trades

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AM: Transaction log and position list

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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).

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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

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Bar Replay: user interface

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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

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

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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.

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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)

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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.

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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.

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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 );

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AFL: GetPerformanceCounter()

allows high-resolution performance timing

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

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

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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

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SummaryNew 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.

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Future improvementsnew formula editornew Automatic Analysis window

designLayout sharing AFL code wizard

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Thank You

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