Ultimate Algorithmic Trading System

AddColumn(myRSI,"RSI");
AddColumn(myStoch,"StochD");
AddColumn(C,"Close");
AddColumn(C>myMovAvg,"C>MAV(19)");
AddColumn(C,"Close",format= 1.4);
296
AMIBROKER
The code snippet starts out by assigning MACD, RSI, StochD, and MAV values
to four user-defined variables: myMACD, myRSI, myStoch, and myAvg. These
variables are then used in the AddColumn function along with a descriptive name.
AddColumn can take a variable number of parameters, but most of the time you
will only need to pass two or three. The first parameter is the name of the array that
you want to print and the second parameter is a string that will be printed as the
column heading. The third and optional parameter is the format the array will be
printed out in. Figure A.1 shows the printout of this particular exploration.
Notice how the first ‘‘Close’’ column only shows two decimal places, whereas
the second ‘‘Close’’ column has been formatted to show four. The AddColumn
capability is very powerful because it is so easy to print out the internal workings
of your algorithm. This tool comes in really handy when a trading algorithm isn’t
performing the way you intended—just print out the values that make up the criteria
of your buy / sell / short / cover logic. Remember to include Filter = 1 at the
top of your code listing. This informs AmiBroker to go ahead and allow values to be
printed out in a spreadsheet format in the Results window.
FIGURE A.1
Results of an exploration with three parameters.
www.rasabourse.com