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Hello Everyone!
To give you an idea how the new analysis language will look like I
decided to give you the preliminary description
of this language. First part contains function list which will be supported.
In addition to those functions normal
mathematical notation will be supported so you can write expression like
this: 5 * (7 + close ) * macd()
Remember that attached list (in HTML format) is preliminary and chances are
that more functions will be added
(however already listed function will not disapear !)
Best regards,
Tomasz Janeczko
PS. Short "AmiBroker and ARexx for beginners" course will begin in next
week.
------------------------------------------------------------------------ZZZXXXZZZ
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<BODY bgColor=#e8e8e8>Hello Everyone!<BR><BR> To give you an
idea how the new analysis language will look like I<BR>decided to give you the
preliminary description<BR>of this language. First part contains function list
which will be supported.<BR>In addition to those functions
normal<BR>mathematical notation will be supported so you can write expression
like<BR>this: 5 * (7 + close ) * macd()<BR><BR>Remember that attached list (in
HTML format) is preliminary and chances are<BR>that more functions will be
added<BR>(however already listed function will not disapear !)<BR><BR>Best
regards,<BR>Tomasz Janeczko<BR><BR>PS. Short "AmiBroker and ARexx for
beginners" course will begin in next<BR>week.<BR>
<hr><center></center>
eGroup home: <a href="http://www.eGroups.com/list/amibroker";>http://www.eGroups.com/list/amibroker</a><br>
Free Web-based e-mail groups by <a href="http://www.eGroups.com";>www.eGroups.com</a><br>
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------=_NextPart_001_00DA_01BE418F.A355F1C0--
Title: AmiBroker 2.9 Analysis Language Reference
AmiBroker 2.9 Analysis Language Reference.
Function List
ABS
SYNTAX abs( DATA ARRAY )
FUNCTION Calculates the absolute value of the DATA ARRAY.
EXAMPLE The formula "abs( -10 )" will return +10; the formula "abs( 10 )" also returns +10.
ACCDIST
SYNTAX accdist()
FUNCTION Calculates the predefined Accumulation/ Distribution indicator.
HOLD
SYNTAX hold( EXPRESSION, PERIODS )
FUNCTION Extends a "true" result of EXPRESSION for the specified number of periods. This true result is held true over the number of periods specified even if a "false" result is generated.
EXAMPLE hold( cross(rsi(14),70),5 )
ATAN
SYNTAX atan( DATA ARRAY )
FUNCTION Returns the arc tangent of DATA ARRAY. The value is returned inradians
EXAMPLE The formula "atan( 10 0 )" returns PI/2.
SEE ALSO The cos() function (see Cosine) ; the sin() function (see Sine).
BARSSINCE
SYNTAX barssince( DATA ARRAY )
FUNCTION Calculates the number of bars (time periods) that have passed since DATA ARRAY was true.
EXAMPLE barssince( macd() < 0 )
BBANDBOT
SYNTAX bbandbot( DATA ARRAY, PERIODS, DEVIATIONS )
FUNCTION Calculates the bottom Bollinger Band of DATA ARRAY shifted downward DEVIATION standard deviations.
EXAMPLE bbandbot( close, 10, 2 )
BBANDTOP
SYNTAX bbandtop( DATA ARRAY, PERIODS, DEVIATIONS )
FUNCTION Calculates the bottom Bollinger Band of DATA ARRAY shifted upward DEVIATION standard deviations.
EXAMPLE bbandtop( close, 10, 2 )
CEIL
SYNTAX ceil( DATA ARRAY )
FUNCTION Calculates the lowest integer that is greater than DATA ARRAY.
EXAMPLE The formula "ceiling( 7.2 )" returns 8; the formula "ceiling(-7.2)" returns -7.
SEE ALSO The floor() function (see Floor); the int() function (see Integer).
CHAIKIN
SYNTAX chaikin( PERIODS )
FUNCTION Calculates the predefined Chaikin Oscillator.
CCI
SYNTAX cci( PERIODS )
FUNCTION Calculates the predefined Commodity Channel Index (Standard).
EXAMPLE cci( 14 )
COS
SYNTAX cos( DATA ARRAY )
FUNCTION Returns the cosine of DATA ARRAY. Assumes that the DATA ARRAY values are in degrees.
EXAMPLE cos( C )
SEE ALSO The atan() function (see Arc Tangent); the sin() function (see Sine).
CROSS
SYNTAX cross( DATA ARRAY 1, DATA ARRAY 2 )
FUNCTION Plots a "+1" on the day that DATA ARRAY 1 crosses above DATA ARRAY 2. Otherwise, "0" is plotted.
If you want to know when DATA ARRAY 1 crosses below DATA ARRAY 2, use the formula "cross( DATA ARRAY 2, DATA ARRAY 1)"
EXAMPLE cross( close, mov(close,9,e) )
CUM
SYNTAX cum( DATA ARRAY )
FUNCTION Calculates a cumulative sum of the DATA ARRAY from the first period in the chart.
EXAMPLE The formula "cum( 1 )" calculates an indicator that rises one point for each day since the beginning of the chart; the formula "cum( C )" calculates the cumulative total of all closing prices from the beginning of the chart.
SEE ALSO The sum() function (see Summation).
EXP
SYNTAX exp( DATA ARRAY )
FUNCTION Calculates e raised to the DATA ARRAY power.
SEE ALSO The log() function (see Logarithm (natural)).
FLOOR
SYNTAX floor( DATA ARRAY )
FUNCTION Calculates the highest integer that is less than DATA ARRAY.
EXAMPLE The function "floor( 13.9 )" returns 13. The formula "floor( -13.9 )" returns -14.
SEE ALSO The ceiling() function (see Ceiling); the int() function (see Integer).
FRAC
SYNTAX frac( DATA ARRAY )
FUNCTION Eliminates the integer portion of DATA ARRAY and returns the fractional part.
EXAMPLE The formula "frac( 10.7 )" returns 0.7; the formula "frac(-19.8 )" returns -0.8.
SEE ALSO The int() function (see Integer).
GAPDOWN
SYNTAX gapdown()
FUNCTION Plots a "+1" on the day a security's prices gap down. Otherwisea "0" is plotted. A gap down occurs if yesterday's low is greater than today's high.
GAPUP
SYNTAX gapup()
FUNCTION Plots a "+1" on the day a security's prices gap up. Otherwise a"0" is plotted. A gap up occurs if yesterday's high is less than today's low.
HIGHEST
SYNTAX highest( DATA ARRAY )
FUNCTION Calculates the highest value in the DATA ARRAY since the first day loaded in the chart (PERIODS includes the current day).
EXAMPLE The formula "highest( rsi(14) )" returns the highest Relative Strength Index value since the first day loaded in the chart ; "highest ( close )" returns the highest closing price since the first day loaded in the chart.
SEE ALSO The hhv() functiHighest High Value ; the llv() function (see Lowest Low Value); the lowest() function (see Lowest).
HIGHESTBARS
SYNTAX highestbars( DATA ARRAY )
FUNCTION Calculates the number of periods that have passed since the DATA ARRAY’s highest value. This includes all data loaded in the chart.
EXAMPLE The formula "highestbars( close )" returns the number of periodsthat have passed since the closing price reached its highest peak.
HHV
SYNTAX hhv( DATA ARRAY, PERIODS )
FUNCTION Calculates the highest value in the DATA ARRAY over the preceding PERIODS (PERIODS includes the current day).
EXAMPLE The formula "hhv( CLOSE, 5 )" returns the highest closing price over the preceding five periods; "hhv(H,7)" returns the highest high price over the preceding seven periods.
SEE ALSO The Stochastic Oscillator example (see Stochastic Oscillator); the llv() function (see Lowest Low Value).
HHVBARS
SYNTAX hhvbars( DATA ARRAY, PERIODS )
FUNCTION Calculates the number of periods that have passed since the DATA ARRAY reached its PERIODS period peak.
EXAMPLE The formula "hhvbars( close,50 )" returns the number of periods that have passed since the closing price reached its 50-period peak.
IIF
SYNTAX iif( CONDITION DATA ARRAY, THEN DATA ARRAY, ELSE DATA ARRAY )
FUNCTION A conditional function that returns the second parameter (THEN)if the conditional expression defined by the first parameter is true; otherwise, the third parameter is returned (ELSE).
EXAMPLE The formula "if(1<2,3,4)" will always return the value three.
SEE ALSO The On Balance Volume example (see On Balance Volume); The Indicator Builder Tutorial (see Indicator Builder Tutorial). For more details on using the iif() function, see The iif() function.
INSIDE
SYNTAX inside()
FUNCTION Plots a "+1" when an inside day occurs. An inside day occurs when today's high is less than yesterday's high and today's low is greater than yesterday's low. A range is determined by the first Inside Day and is only broken by a Rally, Reaction, or Outside day.
INT
SYNTAX int( DATA ARRAY )
FUNCTION Removes the fractional portion of DATA ARRAY and returns the integer part.
EXAMPLE The formula "int( 10.7 )" returns 10; the formula "int(-19.8 )" returns -19.
SEE ALSO The ceiling() function (see Ceiling); the floor() function (seeFloor); the frac() function (see Fraction).
LASTVALUE
SYNTAX lastvalue(DATA ARRAY)
FUNCTION This function loads an entire data array with the last calculated value of the specified DATA ARRAY. The result of this function can be used in place of a constant in any function argument.
If DATA ARRAY is undefined (e.g., only 100-days loaded and you request the last value of a 200-day moving average) then the lastvalue function returnszero.
Since this function loads an entire data array with the last value of another array, it allows a formula to look into the future. This is unacceptablefor most indicators, but is very beneficial for things like pattern recognition.
EXAMPLE The formula mov(close,lastvalue(fml("Determine Periods")),s) calculates a moving average using the number of periods returned by the indicator named "Determine Periods".
LOG
SYNTAX log( DATA ARRAY )
FUNCTION Calculates the natural logarithm of DATA ARRAY.
SEE ALSO The exp() function (see Exponent).
LOWEST
SYNTAX lowest( DATA ARRAY )
FUNCTION Calculates the lowest value in the DATA ARRAY since the first day loaded in the chart (PERIODS includes the current day).
EXAMPLE The formula "lowest( rsi(14) )" returns the lowest Relative Strength Index value since the first day loaded in the chart; "lowest ( close )" returns the lowest closing price since the first day loaded in the chart.
SEE ALSO The hhv() function (see Highest High Value ); the llv() function (see Lowest Low Value); the highest() function (see Highest).
LOWESTBARS
SYNTAX lowestbars( DATA ARRAY )
FUNCTION Calculates the number of periods that have passed since the DATA ARRAY’s lowest value. This includes all data loaded in the chart.
EXAMPLE The formula "lowestbars( close )" returns the number of periods that have passed since the closing price reached its lowest point.
LLV
SYNTAX llv( DATA ARRAY, PERIODS )
FUNCTION Calculates the lowest value in the DATA ARRAY over the preceding PERIODS (PERIODS includes the current day).
EXAMPLE The formula "llv( CLOSE, 14 )" returns the lowest closing price over the preceding 14 periods.
SEE ALSO The Stochastic Oscillator example (see Stochastic Oscillator); the hhv() function (see Highest High Value ).
LLVBARS
SYNTAX llvbars( DATA ARRAY, PERIODS )
FUNCTION Calculates the number of periods that have passed since the DATA ARRAY reached its PERIODS period trough.
EXAMPLE The formula "llvbars( close,50 )" returns the number of periods that have passed since the closing price reached its 50 period trough.
MACD
SYNTAX macd(PERIOD1,PERIOD2)
FUNCTION Calculates the predefined MACD indicator.
EXAMPLE The formula "macd()" returns the value of the MACD indicator (i.e., the solid line). The formula "ema(macd(),9)" returns the value of the MACD's signal line (i.e., the dotted line).
SIGNAL
SYNTAX signal(PERIOD1,PERIOD2,SIGNAL PERIOD)
FUNCTION Calculates the predefined Signal line of MACD indicator.
EXAMPLE
MAX
SYNTAX max( DATA ARRAY, DATA ARRAY )
FUNCTION Returns the largest of the two parameters.
EXAMPLE The formula "max( CLOSE, 10 )" returns either the closing price or 10, whichever is greater. The formula "max(-14, 13)" always returns 13.
MIN
SYNTAX min( DATA ARRAY, DATA ARRAY )
FUNCTION Returns the smallest of the two parameters.
EXAMPLE The formula "min( CLOSE, 10 )" returns the closing price or 10, whichever is less. The formula "min(-14, 13)" always returns -14.
SEE ALSO The max() function (see Maximum).
MFI
SYNTAX mfi( PERIODS )
FUNCTION Calculates the predefined Money Flow Index.
EXAMPLE mfi( 14 )
SEE ALSO The rsi() function (see Relative Strength Index (RSI)).
MA
SYNTAX ma( DATA ARRAY, PERIODS)
FUNCTION Calculates a PERIODS moving average of DATA ARRAY
EMA
SYNTAX ema( DATA ARRAY, PERIODS)
FUNCTION Calculates a PERIODS exponential moving average of DATA ARRAY
NVI
SYNTAX nvi()
FUNCTION Calculates the predefined Negative Volume Index.
SEE ALSO The pvi() function (see Positive Volume Index).
OBV
SYNTAX obv()
FUNCTION Calculates the predefined On Balance Volume indicator.
SEE ALSO The example formula (see On Balance Volume).
PVI
SYNTAX pvi()
FUNCTION Calculates the predefined Positive Volume Index.
SEE ALSO The nvi() function (see Negative Volume Index).
PREC
SYNTAX prec( DATA ARRAY, PRECISION )
FUNCTION Truncates DATA ARRAY to PRECISION decimal places.
EXAMPLE The formula "prec( 10.12981, 2 )" returns 10.120. The formula "prec( 10.12981, 4 )" returns 10.12980. Small binary rounding errors may cause some minor distortion in the decimal portion of any number stored in a computer.
ROC
SYNTAX roc( DATA ARRAY, PERIODS)
FUNCTION Calculates the PERIODS rate-of-change of DATA ARRAY expressed as percentage.
EXAMPLE The formula "roc( CLOSE, 12, PERCENT )" returns the 12-period percent rate-of-change of the closing prices.
REF
SYNTAX ref( DATA ARRAY, PERIODS )
FUNCTION References a previous or subsequent element in a DATA ARRAY. A positive PERIOD references "n" periods in the future; a negative PERIOD references "n" periods ago.
EXAMPLE The formula "ref( CLOSE, -12 )" returns the closing price 12 periods ago. Thus, you could write the 12-day price rate-of-change (expressed in points) as "C - ref( C, -12 )." The formula "ref( C, +12 )" returns the closing price 12 periods ahead.
RSI
SYNTAX rsi( PERIODS )
FUNCTION Calculates the predefined RSI indicator.
EXAMPLE rsi( 14 )
ROUND
SYNTAX round( DATA ARRAY )
FUNCTION Rounds DATA ARRAY to the nearest integer.
EXAMPLE The formula "round( +10.5 )" returns +11. The formula "round( -10.4 )" returns -10.
SEE ALSO The ceiling() function Ceiling; the floor() function Floor; theint() function Integer.
SIN
SYNTAX sin( DATA ARRAY )
FUNCTION Returns the sine of DATA ARRAY. This function assumes that the DATA ARRAY values are in degrees.
EXAMPLE You can plot a sine wave using the formula "sin(cum(5))." Increasing the value in this formula (i.e., "5") will increase the frequency of the sine wave.
SEE ALSO The atan() function (see Arc Tangent); the cos() function (see Cosine).
SQRT
SYNTAX sqrt( DATA ARRAY )
FUNCTION Calculates the square root of DATA ARRAY. The square root of a negative number always returns a zero result.
EXAMPLE The formula "sqrt( 16 )" returns 4.
SEE ALSO The Standard Deviation example formula (see Standard Deviation).
STOCH
SYNTAX stoch( %K PERIODS, %K SLOWING )
FUNCTION Calculates the predefined Stochastic Oscillator.
EXAMPLE The formula "stoch( 5, 3 )" returns the value of a 5-period %K slowed 3-periods.
SEE ALSO The Stochastic example formula (see Stochastic Oscillator).
SUM
SYNTAX sum( DATA ARRAY, PERIODS )
FUNCTION Calculates a cumulative sum of the DATA ARRAY for the specifiednumber of lookback PERIODs (including today).
EXAMPLE The formula "sum( CLOSE, 12 )" returns the sum of the preceding 12 closing prices. A 12-period simple moving average could be written "sum(C,12) / 12."
SEE ALSO The cum() function (see Cumulate).
TRIX
SYNTAX trix( PERIODS )
FUNCTION Calculates the predefined TRIX indicator.
EXAMPLE trix( 12 )
ULTIMATE
SYNTAX ultimate( CYCLE1, CYCLE2, CYCLE3 )
FUNCTION Calculates the predefined Ultimate Oscillator indicator using the three cycle lengths supplied as parameters. Note that each of the three parameters must be greater than the preceding parameter or an error messagewill be displayed (e.g., "ult( 5, 5, 5)" is not valid).
EXAMPLE The formula "ult( 7, 14, 21 )" returns the default Ultimate Oscillator.
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