Ultimate Algorithmic Trading System

FIGURE 4.2
The AmiBroker Editor window.
As you type the first line of code you will notice the words PositionSize and
MarginDeposit turn bold. If you didn’t capitalize the P or the S in the word
PositionSize, the editor will automatically do so after you type the last letter in
the word and hit the space bar. The editor is letting you know these are keywords
or tokens. And that you can’t use these for variable names. If you are looking for a
keyword or a function name, and you type what you think it is and it doesn’t turn
bold or change colors, then you know you have not used the correct word. The
editor can help you find the proper keyword or function name through its autocompletion
feature. Later we will develop an algorithm based on Bollinger Bands,
but for illustration purposes let’s assume you want to calculate an upper Bollinger
Band now, but don’t know the exact words for the function. You probably think
the function name starts with the letter ‘‘b,’’ so for now type the letter ‘‘b’’ after the
first line and press the <Ctrl> and <spacebar>. A list of keywords and functions
starting with the letter ‘‘b’’ will appear in your editor window (see Figure 4.3).
If you look down the list, you will see the name BBandTop. If you select and
double-click on the name, the function call will be automatically inserted into your
code. The more of the function name you type, the smaller the list of options will
appear after pressing <Ctrl> and <spacebar>. If you type BBand and hit the
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INTRODUCTION TO AMIBROKER’S AFL
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