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amibuider is being release as beta
so expect bugs
amibuider is a afl builder
that create a afl that will cross
all valid combination.
It then produces a win/loss
spreadsheet based on target signal
if you are looking for a signal that came in 10 times and didnt fail
to give you 3% in 3days win/loss (100%win)
this will find it.
the comment field of the afl should start with
//incude and end with //stop
for all the item you want to include in the binary table (valid
combination).
also filter and f1=filter must be included in all afl.
for example the afl of
Filter=Close<20 AND Close>5 AND MA(Volume,5)>50000;
f1=Filter;
cline=MA(High,2);
cline2=EMA(cline,3);
MAopen=MA(O,3);
//include
//maopen
//ref(close,-1)
//STOCHd(5)
//stochk(5)
//cline
//cline2
//stop
will produce the following
Filter=Close<20 AND Close>5 AND MA(Volume,5)>50000;
f1=Filter;
cline=MA(High,2);
cline2=EMA(cline,3);
MAopen=MA(O,3);
//include
//maopen
//ref(close,-1)
//STOCHd(5)
//stochk(5)
//cline
//cline2
//stop
b1=maopen>ref(close,-1);
b2=maopen<ref(close,-1);
b3=CROSS(maopen,ref(close,-1));
b4=CROSS(ref(close,-1),maopen);
b5=maopen>STOCHd(5);
b6=maopen<STOCHd(5);
b7=CROSS(maopen,STOCHd(5));
b8=CROSS(STOCHd(5),maopen);
b9=maopen>stochk(5);
b10=maopen<stochk(5);
b11=CROSS(maopen,stochk(5));
b12=CROSS(stochk(5),maopen);
b13=maopen>cline;
b14=maopen<cline;
b15=CROSS(maopen,cline);
b16=CROSS(cline,maopen);
b17=maopen>cline2;
b18=maopen<cline2;
b19=CROSS(maopen,cline2);
b20=CROSS(cline2,maopen);
b21=ref(close,-1)>STOCHd(5);
b22=ref(close,-1)<STOCHd(5);
b23=CROSS(ref(close,-1),STOCHd(5));
b24=CROSS(STOCHd(5),ref(close,-1));
b25=ref(close,-1)>stochk(5);
b26=ref(close,-1)<stochk(5);
b27=CROSS(ref(close,-1),stochk(5));
b28=CROSS(stochk(5),ref(close,-1));
b29=ref(close,-1)>cline;
b30=ref(close,-1)<cline;
b31=CROSS(ref(close,-1),cline);
b32=CROSS(cline,ref(close,-1));
b33=ref(close,-1)>cline2;
b34=ref(close,-1)<cline2;
b35=CROSS(ref(close,-1),cline2);
b36=CROSS(cline2,ref(close,-1));
b37=STOCHd(5)>stochk(5);
b38=STOCHd(5)<stochk(5);
b39=CROSS(STOCHd(5),stochk(5));
b40=CROSS(stochk(5),STOCHd(5));
b41=STOCHd(5)>cline;
b42=STOCHd(5)<cline;
b43=CROSS(STOCHd(5),cline);
b44=CROSS(cline,STOCHd(5));
b45=STOCHd(5)>cline2;
b46=STOCHd(5)<cline2;
b47=CROSS(STOCHd(5),cline2);
b48=CROSS(cline2,STOCHd(5));
b49=stochk(5)>cline;
b50=stochk(5)<cline;
b51=CROSS(stochk(5),cline);
b52=CROSS(cline,stochk(5));
b53=stochk(5)>cline2;
b54=stochk(5)<cline2;
b55=CROSS(stochk(5),cline2);
b56=CROSS(cline2,stochk(5));
b57=cline>cline2;
b58=cline<cline2;
b59=CROSS(cline,cline2);
b60=CROSS(cline2,cline);
g1=b1*1;
g2=b2*10;
g3=b3*100;
g4=b4*1000;
g5=b5*10000;
g6=b6*100000;
g7=b7*1000000;
g8=b8*10000000;
g9=b9*1;
g10=b10*10;
g11=b11*100;
g12=b12*1000;
g13=b13*10000;
g14=b14*100000;
g15=b15*1000000;
g16=b16*10000000;
g17=b17*1;
g18=b18*10;
g19=b19*100;
g20=b20*1000;
g21=b21*10000;
g22=b22*100000;
g23=b23*1000000;
g24=b24*10000000;
g25=b25*1;
g26=b26*10;
g27=b27*100;
g28=b28*1000;
g29=b29*10000;
g30=b30*100000;
g31=b31*1000000;
g32=b32*10000000;
g33=b33*1;
g34=b34*10;
g35=b35*100;
g36=b36*1000;
g37=b37*10000;
g38=b38*100000;
g39=b39*1000000;
g40=b40*10000000;
g41=b41*1;
g42=b42*10;
g43=b43*100;
g44=b44*1000;
g45=b45*10000;
g46=b46*100000;
g47=b47*1000000;
g48=b48*10000000;
g49=b49*1;
g50=b50*10;
g51=b51*100;
g52=b52*1000;
g53=b53*10000;
g54=b54*100000;
g55=b55*1000000;
g56=b56*10000000;
g57=b57*1;
g58=b58*10;
g59=b59*100;
g60=b60*1000;
g61=Ref(HHV(H,3),3);
g62=Ref(LLV(L,3),3);
g63=Max(Ref(Open,1),Close);
g64=Min(Ref(Open,1),Close);
g65=g1+g2+g3+g4+g5+g6+g7+g8;
g66=g9+g10+g11+g12+g13+g14+g15+g16;
g67=g17+g18+g19+g20+g21+g22+g23+g24;
g68=g25+g26+g27+g28+g29+g30+g31+g32;
g69=g33+g34+g35+g36+g37+g38+g39+g40;
g70=g41+g42+g43+g44+g45+g46+g47+g48;
g71=g49+g50+g51+g52+g53+g54+g55+g56;
g72=g57+g58+g59+g60;
addcolumn(g65,"g65",1);
addcolumn(g66,"g66",1);
addcolumn(g67,"g67",1);
addcolumn(g68,"g68",1);
addcolumn(g69,"g69",1);
addcolumn(g70,"g70",1);
addcolumn(g71,"g71",1);
addcolumn(g72,"g72",1);
addcolumn(g61,"g61",1.2);
addcolumn(g62,"g62",1.2);
addcolumn(g63,"g63",1.2);
addcolumn(g64,"g64",1.2);
NumColumns=12;
This will execute and create a binary table in a excel spreadheet
of win/loss ratio.
it will also create a reduce afl with buy +sell signals and a buy
sell list.
the program will also scan multiple buy/sell list
just click on one of the buy scanlist you created
and it will scan all the bull/sells in that directory.
The slowest part of this program is AMI.
Now if any c programmer want to convert the vb source code
contact me at nickhere@xxxxxxxxx
I will send it to him
with c you can access ami arrays and functions.
and avoid passing the binary value via the export funtion.
-- In amibroker@xxxxxxxxxxxxxxx, amibroker@xxxxxxxxxxxxxxx wrote:
>
> Hello,
>
> This email message is a notification to let you know that
> a file has been uploaded to the Files area of the amibroker
> group.
>
> File : /aflbuider.zip
> Uploaded by : nickhere <nickhere@xxxx>
> Description : builds afl to achieve selected target price
>
> You can access this file at the URL
>
> http://groups.yahoo.com/group/amibroker/files/aflbuider.zip
>
> To learn more about file sharing for your group, please visit
>
> http://help.yahoo.com/help/us/groups/files
>
> Regards,
>
> nickhere <nickhere@xxxx>
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