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A quick Amibroker Review
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A quick Amibroker Review

  #31 (permalink)
Elite Member
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it is a very different platform than MC. everything about it is different from how it handles data to customization to charting etc. it took me a long time to get up to speed with it. In fact, i downloaded a trial a year ago, tried it for a bit and got so frustrated i punted. This time i bought it so it would force me to dig in and figure it out.

It is the only platform i know of that allows me to do basic scans for equities from the universe of 6500 US equities VERY QUICKLY. And you can flip 100 charts in like five minutes. I believe you can do this with Tradestation (the scanning).....but for various reasons i am not interested in going back to TS.

The language is so simple it is almost confusing when coming from easy language or Ninja. That has been very hard for me.

As i said earlier i doubt i will ever use the charts for anything other than quick looks at scan results.

One other challenge is that i cannot find the "cult following" for the platform that greatly helps the learning curve. (Big Mikes is pretty much a Ninja Support forum and the Tradestation forums can basicly teach you MC). There is a Yahoo group for Amibroker but it is really clunky.



teyano View Post
@badabingbadaboom We're both with Tomasz Janeczko have in common the same name and the nationality

My question was referring rather to an overall obstacles that may occur when switching form Multicharts to Amibroker.

Tomasz


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Last edited by greenroomhoo; June 30th, 2013 at 10:28 PM. Reason: more to say
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  #32 (permalink)
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i dont know. you can look at tick charts but I dont know about the backtesting. I will say the email support is pretty responsive....



Big Mike View Post
AmiBroker looks interesting to me. I've just purchased the professional package bundle, and will try and spend some time with it soon to see how it stacks up. My biggest interest is the portfolio level backtesting.

But my biggest concern is the handling of tick level data in backtests and optimizations, as it is extremely unclear as to whether or not this is really supported. I often test years of tick data per instrument at a time. I am not concerned about system resources, as my workstation has 32GB of ram. I am instead concerned about accuracy and simply whether or not it will work with that much data at once. I googled and read forums but was unable to find any hint of an answer, so thought I would give it a shot myself.

Mike


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  #33 (permalink)
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Big Mike View Post
But my biggest concern is the handling of tick level data in backtests and optimizations, as it is extremely unclear as to whether or not this is really supported. I often test years of tick data per instrument at a time. I am not concerned about system resources, as my workstation has 32GB of ram. I am instead concerned about accuracy and simply whether or not it will work with that much data at once. I googled and read forums but was unable to find any hint of an answer, so thought I would give it a shot myself.

Mike

Yes, it is supported to backtest/optimize tick data i.e. bid/ask combined.

If you import external tick data and want to import all tick (meaning ticks that have duplicate time stamps) you need to activate $TICKMODE 1 in the import wizard command or your self-created format file. But that 's all explained in the ASCII import section of the help file. Maybe I will upload an example today or tommorrow how to import bid/ask data. Or just ask their support channel if you're stuck.

BTW as for latest development you can check out this site AmiBroker DevLog
Current beta read me AmiBroker 5.66.0 BETA Read Me


Last edited by badabingbadaboom; July 1st, 2013 at 10:49 AM.
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  #34 (permalink)
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greenroomhoo View Post
There is a Yahoo group for Amibroker but it is really clunky.

The yahoo forum is mainly used via your email client. It was wished by more users to have this solution than having a standard forum so it was a democratic decision and has been discussed many times on the yahoo list. But there are quite a few AmiBroker forums/threads around the world also.

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  #35 (permalink)
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Just remembered that Howard Bandy who has written a few books about trading system development and Amibroker released a free e-book called "Introduction to AmiBroker" a few months ago. It can be downloaded here Introduction to AmiBroker — Home Page in the book section. It's kept very basic and just scratches the surface but for beginners it's a good additional help.

There is also the users' knowledge base AmiBroker Users? Knowledge Base and as that site tells you it contains entries by more experienced AB users.

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  #36 (permalink)
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Instead of solid candle fill you can also make gradient candle fill etc. But of course that's just a negligible gimmick that doesn't make money.

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Last edited by badabingbadaboom; July 1st, 2013 at 06:03 PM.
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  #37 (permalink)
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Big Mike View Post
But my biggest concern is the handling of tick level data in backtests and optimizations, as it is extremely unclear as to whether or not this is really supported. I often test years of tick data per instrument at a time. I am not concerned about system resources, as my workstation has 32GB of ram. I am instead concerned about accuracy and simply whether or not it will work with that much data at once. I googled and read forums but was unable to find any hint of an answer, so thought I would give it a shot myself.

Mike

To use that much of tickdata, there must be something tweaked in the registry as far as I know.
The path should be HKEY_CURRENT_USER\Software\TJP\Broker\Settings
The entry should be MaximumNumberOfBars
I think the entry must be generated by hand I have done that for exactly the same reasons.
But I do not have so much tickdata.

Where have you got that much tickdata ? Which vendor sells so much ?

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  #38 (permalink)
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FB2012 View Post
To use that much of tickdata, there must be something tweaked in the registry as far as I know.
The path should be HKEY_CURRENT_USER\Software\TJP\Broker\Settings
The entry should be MaximumNumberOfBars
I think the entry must be generated by hand I have done that for exactly the same reasons.
But I do not have so much tickdata.

Where have you got that much tickdata ? Which vendor sells so much ?

Only if you use real-time data plugins and you want more than max 500,000 bars then you have to add that registry "easter egg"! If you use local data base in data base setting 'source' then that registry setting is not needed because then bars are not limited to 500k but unlimited.

tip: for backtesting/optimization create a separate off-line date base because if you trade intra-day no one uses a tick data base or 1-minute data base with bars going back to 2005 or whatever. That's insane.

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  #39 (permalink)
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FB2012 View Post
To use that much of tickdata, there must be something tweaked in the registry as far as I know.
The path should be HKEY_CURRENT_USER\Software\TJP\Broker\Settings
The entry should be MaximumNumberOfBars
I think the entry must be generated by hand I have done that for exactly the same reasons.
But I do not have so much tickdata.

Where have you got that much tickdata ? Which vendor sells so much ?

I did that already.

I have many, many, many years of data on-hand (shared in Elite section), and also IQFeed provides 120 days of backfill as of today.

I made a new thread for the problem:
https://futures.io/amibroker/27908-amibroker-iqfeed-historical-tick-data.html

Mike

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  #40 (permalink)
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follow up on amibroker


The learning curve remains steep but i am slowly climbing it and as i have invested lots of time in it I really am amazed at what it can do.

It is really hard to get comfortable with coming from Ninja/MC etc. but if you really want to backtest ideas quickly it is vastly superior. One caveat - I am beyond searching for grails and indicator combinations and autotrading strategies. I simply use backtesting to measure edges (or mostly lack thereof). I also only use Amibroker for that (backtesting and scanning stocks).

To that end i ran a bunch of backtests on all equities (6000 +) going back to the mid 90s last weekend. Each backtest takes about a minute (maybe a bit less) to run on that huge data size. Just great if you want to quickly bounce an idea off the platform.

Every night I have amiquote download all the updated data for each equity. That takes some time. Then i run my scan for swing trading equities (takes 30 seconds). I get my 50-100 hits and can scroll those charts in about 10 minutes. That may generate 5 or so i want to look at more closely, which i do in Ninja. The scan to analysis in Ninja takes about....15-20 minutes TOTAL.

Previously i just had about 500-1000 pre-loaded in the Ninja Analyzer. This regularly bogged down the application (crashed it). I also had to "pre choose" which securities i watched. that took many hours to figure out. Now i just run my scan against all equities.

Bravo Amibroker.

PS - i still dont like the charting enough to use it much other than quick culling of the herd. And contrary to how the support group voted for its Yahoo email type forum -- i find it so difficult to user i dont even bother with it.

My trading is like my avatar: Big, Hairy, and Full of S$&T.
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