Ultimate Algorithmic Trading System

FIGURE 4.3
The AFL Editor’s auto-completion tool.
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INTRODUCTION TO AMIBROKER’S AFL
keyboard sequence, only two options will appear: BBandBot and BBandTop.
If you still can’t find the name of the keyword or function, then you will have to
use the trial-and-error method and keep typing different words or take the time and
look up the keyword in the AFL Language Reference under the Help menu. Delete
whatever you typed as the second line and let’s continue with the first algorithm. As
you type the second line of code and type the keyword Optimize it will turn blue
and right after you type the left parentheses a small box will open up right under
your cursor (Figure 4.4).
The box is helping you by providing a template of what the function Optimize
is expecting (this is called the informal parameter list). If a word turns blue, the
editor is letting you know the keyword is a built-in function. This line of code links
the source code with the AmiBroker optimizer. This is how I was able to do all
those cool optimizations in Chapter 3. The function Optimize wants you to provide
a name inside quotes, a default value for the variable avgLen, a min value, a
max value, andastep value. When you optimize the variable avgLen it will
start out at the min value and increase each iteration by the step value until it
reaches the max value. If you don’t run the optimizer, the variable will assume the
default value. The AFL editor has all these helpers or tips for all of the built-in
functions. You will notice another helper window pop up as you type the keyword
Param. The Param function acts similarly to the Optimize function. Instead of
providing an interface to the optimizer, the Param function provides an interface
FIGURE 4.4
AFL Editor function helper.
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