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AmiBroker 4.90 new features overview

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Title: AmiBroker 4.90 new features overview


1
AmiBroker 4.90new features overview
  • by Tomasz Janeczko, Amibroker.com

2
AmiBroker 4.90 key improvements
  • new Fundamental Data support
  • new Web Research window
  • new Account Manager
  • new Bar Replay tool
  • new AFL functions (Text-To-Speech, FFT and
    others)
  • enhanced functionality in almost every area

3
Fundamental data support
  • new fundamental data fields in the Information
    window
  • automatic download from free Yahoo Finance site
  • access to fundamental data from AFL level

4
Fundamental data new fields
  • 32 new fundamental (editable) data fields in the
    Information window
  • 5 calculated fields (most popular stats P/E,
    P/BV, P/S, P/CF, DY)
  • current values only (no history)

5
Fundamental data automatic download
  • Yahoo Fundamental - Basic data source (free basic
    fundamental data, 200 symbols in one request) PS
    (ttm)EPS Est Current Year, EPS Est Next Year,
    EPS Est Next Quarter, PEG Ratio, Book Value,
    EBITDA, Sales Revenue, Dividend Pay date, Ex
    Dividend date, Dividend Per Share, 1yr Target
    Price, Shares Float, Shares Outstanding

6
Fundamental data automatic download (2)
  • Yahoo Fundamental - Extra data source (extended
    fundamental data, 1 symbol in one request)
    Forward P/E, PEG Ratio, Profit Margin, Operating
    Margin, RoA, RoE, Rev. (ttm), Qtrly Rev. Growth,
    Gross Profit, EBITDA, (Diluted) EPS, Qtrly Earn.
    Growth, BV, Op. CF, Free CF, Beta, Shares Out.,
    Float, Held by Insiders, Held by
    Institutions, Shares Short, Forward Annual
    Dividend Rate, Trailing Annual Dividend Rate,
    Dividend Date, Ex-Dividend Date, Last Split
    Factor, Last Split Date

7
Fundamentals access from AFL level
  • GetFnData("field") where "field" is any of the
    following fundamental data field supported.
    AddColumn( Close / GetFnData( "EPS" ) ,
    "Current P/E ratio" ) AddColumn( Close /
    GetFnData( "EPSEstNextYear" ) , "Est. Next Year
    P/E)

8
Fundamentals other data sources
  • ASCII importer (new field definitions)
  • OLE automation interface (new properties of Stock
    object)More information Users Guide
    Tutorial Using Fundamental Data

9
Web Research window
  • many pre-defined sites
  • user-definable sites
  • multiple on-line research windows open
    simultaneously
  • flexible auto-synchronization options

10
Web Research Pre-defined sites
  • Profile
  • News Commentary
  • Analyst opinions
  • Analyst estimates
  • SEC fillings
  • Insider transactions
  • Major holders
  • Competition / Industry

11
Web Research Navigation
12
Web Research user-definable sites
  • Tools-Customize, Web Pages tab

13
Web Research flexible auto-sync options
  • Don't sync - means that page should not be
    synchronized with currently selected symbol
  • Sync active - means that page should be
    synchronized ONLY when it is currently active or
    becomes active
  • Sync always - means that page is synchronized
    with currently selected symbol always, no matter
    if it is active or not.

14
New Account Manager - features
  • tracking history of all transactions
  • tracking open position unrealized profit
  • tracking account equity history
  • short and long trades, automatic handling of
    scaling in/out
  • unlimited number of accounts
  • per-account settings/commissions

15
AM Creation of new account
  • To create new account useFile - New
    Accountmenu or New toolbar button

16
AM Funding
  • Before you do any trading, you have to fund your
    account. To do so press "FUNDING" button on the
    account manager toolbar, then select "Deposit" as
    operation type, enter the DATE when you have
    funded your account and enter the amount.

17
AM Settings
18
AM Entering trades
19
AM Transaction log and position list
20
AM Saving and opening
  • To save edits made to account use File-Save (or
    File-Save As to save under new name).
  • To open account file, go to File-Open, in the
    File dialog, select "Account (.acx)" from "Files
    of type" combo-box, and select the account file
    you want to load.
  • You can create/open multiple accounts at once
    (just use File-New-Account, File-Open many
    times).

21
Bar Replay tool
  • great learning tool (you can use it to paper
    trade or to get familiar with the behaviour of
    any indicator)
  • develop and debug automated trading systems on
    recorded data
  • re-playing all symbols' data at once
  • fast scrolling
  • user-definable playback speed and interval

22
Bar Replay user interface
23
Bar Replay navigation
  • Rewind - goes to the beginning of the range
  • Back - goes one step Back
  • Stop - turns bar replay OFF (chart are not
    affected by bar reply)
  • Pause - pauses current playback or enters pause
    mode
  • Play - plays back bars history
  • Forward - goes one step Forward
  • End - goes to the end of selected range

24
New AFL functions
  • Say() - text-to-speech conversion
  • FFT()
  • SetChartBkGradientFill()
  • SetSortColumns()
  • GetPerformanceCounter()
  • RequestTimedRefresh()
  • and few others...

25
AFL Say()
  • added Text-To-Speech capability via Say() AFL
    function. Now AmiBroker can speak out loud any
    text.if( LastValue( Buy ) ) Say(Buy signal
    on Name() at Close ) This is
    controllable from formula level so you can make
    it to speak depending on market conditions,
    signals generated from your formula, etc.

26
AFL SetChartBkGradientFill ()
  • SetChartBkGradientFill( topcolor, bottomcolor,
    titlebkcolor default )
  • Enables background gradient color fill in
    indicators.
  • Please note that this is independent from chart
    background color (background color fills entire
    pane, gradient fill is only for actual chart
    interior, so axes area is not affected by
    gradient fill)

27
AFL FFT()
  • FFT( array, len 0 ) Performs FFT (Fast
    Fourier Transform) on last 'len' bars of the
    array, if len is set to zero, then FFT is
    performed on entire array. len parameter must be
    even.

28
AFL SetSortColumns
  • SetSortColumns( col1, col2, .... ) Automatically
    sort exploration result list. col1, col2, ...
    col10 -Column numbers are ONE-based. Positive
    number means sort ASCENDING, negative number
    means sort DESCENDING.

29
AFL SetSortColumns examples
  • // sort by 5th column in ascending order
    SetSortColumns( 5 ) // sort by 3rd column in
    descending order SetSortColumns( -3 ) // sort
    by 1st column (asc) AND
  • // then by 2nd column (desc) SetSortColumns(
    1, -2 )

30
AFL GetPerformanceCounter()
  • allows high-resolution performance timing
  • GetPerformanceCounter(True) for( i 0 i 1000 i ) k sin( i ) elapsed
    GetPerformanceCounter() "Time ms "elapsed

31
Other improvements
  • HoldMinDays / EarlyExitDays feature
  • 'Every tick' chart refresh capability added
    (Professional Edition only)
  • MDI Tabs added as UI enhancement.
  • OLE interface enhancements/additions
  • On-line knowledgebase and feedback center

32
Summary
  • New major upgrade of AmiBroker brings some key
    new features and improvements
  • The goal for 2007 is to provide one major upgrade
    per quarter, so version 5.00 before summer, and
    5.10 autumn, 5.20 winter.

33
Future improvements
  • new formula editor
  • new Automatic Analysis window design
  • Layout sharing
  • AFL code wizard

34
Thank You
  • For more information visit
  • http//www.amibroker.com
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