Ultimate Algorithmic Trading System

to the user. Instead of having to retype different values for avgLen every time you
want to test a different value, you can simply change it at the Analysis phase. I will
show how easy this is a little later. Go ahead and finish typing in the rest of the code
and go under the File menu and save it to your Desktop or a folder on the C drive
as MyFirstAlgo. Now you need to check the syntax to make sure you have typed
everything properly. Click on the AFL Check icon (see Figure 4.5).
If you type everything in correctly, then nothing will happen. If you mistyped a
word, you might get something like Figure 4.6. If this happens, just make sure you
have everything typed properly and then hit the icon again. After the syntax has
been properly checked (compiled), click on the Send To Analysis window icon
(see Figure 4.7).
This will create an Analysis tab in the AmiBroker program. I have continuous
crude oil data plotted in the first chart. If you don’t have crude oil data, don’t
worry, just create a chart of something. I inform AmiBroker to apply MyFirstAlgo
to the current data by using the dropdown menu in the top-left corner (Figure 4.8).
Before we click on the BackTest icon, go ahead and click on the Parameters icon.
It’s the icon that looks like an old equalizer (Figure 4.9).
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FIGURE 4.5
The AFL Check icon.
INTRODUCTION TO AMIBROKER’S AFL
FIGURE 4.6
An error warning.
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