Ultimate Algorithmic Trading System

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INTRODUCTION TO AMIBROKER’S AFL
FIGURE 4.16
Add item in AFL Code Wizard.
This is the AFL Code Wizard, and it’s a really cool way to create a trading
algorithm without having to create it from scratch. The interface is really quite
simple, so let’s start by first adding a long entry rule. Click on the words Enter
Long when … and then click on the pencil icon labeled Add Item (Figure 4.16).
This will put the following code in the Edit Rule section and also below the Enter
LongWhen....
Value of Close (now) is greater than 10
Now this is where things get really cool. You can click on the individual words in
the code and change them. Remember MySecondAlgo was a dual moving average
crossover. Click on the words Value of. A list of different functions will appear in
the pane below the Edit Rule pane. Figure 4.17 shows where the list is located.
Click in the pane and select MA - Simple Moving Average. The words
15-bar moving average of will take place of Value of.
15-bar moving average of Close (now) is greater than 10
Now click on the number 10 and go back down to the same pane we selected the
first MA and select MA again. The code will change to:
www.rasabourse.com