31.07.2021 Views

Ultimate Algorithmic Trading System

Using automated systems for trading in stock markets

Using automated systems for trading in stock markets

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

APPENDIX A

AmiBroker

Here is a brief list of token names (keywords and identifiers) that are used

internally in AmiBroker.

■ Keywords

The following is a subset of keywords:

■ buy—Defines ‘‘buy’’ (enter long position) trading rule.

sell—Defines ‘‘sell’’ (close long position) trading rule.

short—Defines ‘‘short’’ (enter short position – short sell) trading rule.

cover—Defines ‘‘cover’’ (close short position – buy to cover) trading rule.

buyprice—Defines buying price array (this array is filled in with the default

values according to the Automatic Analyser settings).

sellprice—Defines selling price array (this array is filled in with the default

values according to the Automatic Analyser settings).

shortprice—Defines short selling price array (this array is filled in with the

default values according to the Automatic Analyser settings).

coverprice—Defines buy to cover price array (this array is filled in with the

default values according to the Automatic Analyser settings).

exclude—If defined, a true (or 1) value of this variable excludes current symbol

from scan/exploration/backtest. They are also not considered in buy-and-hold

calculations. Useful when you want to narrow your analysis to certain set of

symbols.

293

The Ultimate Algorithmic Trading System Toolbox + Website: Using Today’s Technology to Help You Become a Better Trader. George Pruitt

© 2016 by George Pruitt. Published by John Wiley & Sons, Inc.

www.rasabourse.com

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!