Amibroker Afl Code May 2026
RSI_14 = RSI(14); VolumeSurge = V > MA(V, 50) * 1.5; Filter = RSI_14 < 30 AND VolumeSurge; AddColumn(C, "Close", 1.2); AddColumn(RSI_14, "RSI", 1.2); AddColumn(V, "Volume", 1.0); Run this on 5,000 stocks. AmiBroker will return a list of only those meeting the criteria. Exploration allows you to output historical values into a grid.
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) .
// --- Parameters --- Periods = Param("BB Periods", 20, 5, 50, 1); Width = Param("BB Width", 2.0, 1.0, 4.0, 0.1); ATRPeriod = Param("ATR Stop", 10, 5, 30, 1); // --- Calculations --- BBLower = BBandBot(C, Periods, Width); BBUpper = BBandTop(C, Periods, Width); TrendMA = MA(C, 200); ATR_Val = ATR(ATRPeriod); amibroker afl code
// Add custom metrics stats = bo.GetPerformanceStats(0); // 0 = Long positions maxDD = stats.GetValue("Max system % drawdown");
// --- Multi-Timeframe (Requires both charts open) --- TimeFrameSet(inHourly); // Switch to hourly HourlyTrend = MA(C, 50) > Ref(MA(C, 50), -1); TimeFrameRestore(); // Expand the hourly signal to 5-minute bars HourlyTrendExp = TimeFrameExpand(HourlyTrend, inHourly, expandFirst); RSI_14 = RSI(14); VolumeSurge = V > MA(V, 50) * 1
AFL is not just a scripting language; it is a vector-oriented analysis tool that allows you to test decades of data in milliseconds. Whether you are coding a simple moving average crossover or a complex neural network, understanding is the skill that separates profitable quants from perpetual tinkerers.
// --- Entry Conditions --- BuySignal = C < BBLower AND C > TrendMA; // Price below lower band but above 200 MA Buy = ExRem(BuySignal, SellSignal); // Remove consecutive buy signals Introduction: Why AFL is the Backbone of Quantitative
// --- Alerts --- AlertIf(Buy, "", "Buy Signal", 1); AlertIf(Sell, "", "Sell Signal", 2);