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Ultimate Algorithmic Trading System

Using automated systems for trading in stock markets

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This time click on is greater than and slide down to the function pane. You will

notice that the list of functions has now changed to just three options:

1. Is greater than

2. Is less than

3. Is equal to

Select is less than.

Click on the number 10 and slide down again to the function pane and select

MA—Simple Moving Average.

■ Click on 15-bar moving average of and change the period to 30.

If you click on the Auto-generated Formula tab, you should now see the

following code:

Buy = MA( Close , 15 ) > MA( Close , 30 );

Sell = 0;

Short = MA( Close , 15 ) < MA( Close , 30 );

Cover = 0;

Now if you are testing a stock, you can send this directly to AmiBroker and

have it Backtest or Scan. Before we test it, go ahead and save it somewhere as

MySecondAlgoWizard. Assuming a stock database is loaded in AmiBroker, click

on the Exclamation mark to send it to AmiBroker (see Figure 4.19).

If you switch back to AmiBroker, you will be presented the Automatic Analysis

dialog with your newly designed formula loaded. This dialog looks like the one in

Figure 4.20.

From here, you can click on Back Test, Scan, Optimize, Explore, etc. If

you are testing a futures market, it is better to click on the icon that is right

137

INTRODUCTION TO AMIBROKER’S AFL

FIGURE 4.19

Click the exclamation point to send your request to AmiBroker.

www.rasabourse.com

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