Ultimate Algorithmic Trading System

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AMIBROKER
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roundlotsize—Defines round lot sizes used by backtester (see explanations
below). Automatic Analysis (new in 4.10).
ticksize—Defines tick size used to align prices generated by built-in stops (see
explanations below). (Note: It does not affect entry/exit prices specified by
buyprice / sellprice / shortprice / coverprice.)
pointvalue—Allows to read and modify future contract point value (see
backtesting futures). CAVEAT: this AFL variable is by default set to 1 (one)
regardless of contents of Information window UNLESS you turn ON futures
mode (SetOption(‘‘FuturesMode’’, True )).
margindeposit—Allows to read and modify future contract margin (see
backtesting futures).
positionsize—Allows control dollar amount or percentage of portfolio that is
invested into the trade (more information available in the ‘‘Tutorial: Backtesting
Your Trading Ideas’’).
positionscore—Defines the score of the position. (More details: ‘‘Tutorial:
Portfolio Backtesting.’’) Automatic analysis.
numcolumns—Exploration only: defines the number of your own columns
(excluding predefined ticker and date columns) and assigns the column value to
the variable.
filter—Exploration only: controls which symbols/quotes are accepted. If ‘‘true’’
(or 1) is assigned to that variable for given symbol/quote, it will be displayed in
the report. So, for example, the following formula will accept all symbols with
closing prices greater than 50: filter = close > 50;.
■ Flow Control Structures
Here are some identifiers to help you control program flow:
Loops:
do (part of do-while statement)
while
for
Conditional execution / Flow control:
if (part of if-else statement)
else (part of if-else statement)
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