You don’t have to write everything from scratch. The AFL community is massive.
// Exploration shows data in a result list Filter = 1; AddColumn(Close, "Close"); AddColumn(RSI(14), "RSI");
AFL forces you to articulate your entire belief system. No fuzzy feelings. No "it felt like a top." You must encode even the exit. Even the stop. Even the position size. In doing so, you confront the ugliest parts of your trading psychology—the revenge trading, the diamond hands delusion, the refusal to take a small loss.
By default, AmiBroker analyzes all available historical bars. If your indicators only require the most recent few hundred bars to calculate properly, use SetBarsRequired( 200, 200 ) at the top of your code. This significantly speeds up rendering, optimization, and backtesting.
// Larry Connors' 2-period RSI system (simplified) RSI2 = RSI(2); Buy = RSI2 < 10 AND Close < MA(Close, 200); Sell = RSI2 > 70;
Would you like a deeper dive into any specific section, such as optimization techniques or writing robust backtesting templates?
Biztosan törölni szeretnéd?
You don’t have to write everything from scratch. The AFL community is massive.
// Exploration shows data in a result list Filter = 1; AddColumn(Close, "Close"); AddColumn(RSI(14), "RSI"); amibroker afl code
AFL forces you to articulate your entire belief system. No fuzzy feelings. No "it felt like a top." You must encode even the exit. Even the stop. Even the position size. In doing so, you confront the ugliest parts of your trading psychology—the revenge trading, the diamond hands delusion, the refusal to take a small loss. You don’t have to write everything from scratch
By default, AmiBroker analyzes all available historical bars. If your indicators only require the most recent few hundred bars to calculate properly, use SetBarsRequired( 200, 200 ) at the top of your code. This significantly speeds up rendering, optimization, and backtesting. No fuzzy feelings
// Larry Connors' 2-period RSI system (simplified) RSI2 = RSI(2); Buy = RSI2 < 10 AND Close < MA(Close, 200); Sell = RSI2 > 70;
Would you like a deeper dive into any specific section, such as optimization techniques or writing robust backtesting templates?