Ultimate Algorithmic Trading System

FIGURE 4.17
The AFL Code Wizard ‘‘Edit Rule’’ dropdown list.
15-bar moving average of Close (now) is greater than 15-bar
moving average of Close now
Well, this won’t do. The 15-bar moving average of Close will never be greater
than the 15-bar moving average of Close. Click on the number 15 in the second
moving average phrase and slide down to the pane right beside the pane with the list
of functions (see Figure 4.18). Change the period from 15 to 30. The code in the
Edit Rule should now read:
15 -bar moving average of Close (now) is greater than 30 -bar
moving average of Close now
So the rules for entering a long position are now defined. Buy when the 15-bar
moving average (fast) is greater than 30-bar moving average (slow). As you point and
click the AFL code equivalent is created simultaneously. The AFL code equivalent
thus far is:
135
INTRODUCTION TO AMIBROKER’S AFL
MA( Close , 15 ) > MA( Close , 30 )
If you want to see what is going to be ported in the AFL Editor, click on the
tab labeled Auto-generated Formula. The tab is to the right of the Design
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