AmiBroker Systems & Indicators

Software Introduction

AmiBroker is written in C++ (compiled to machine code), the same language in which operating systems are written. It runs natively on the CPU without need of any kind of virtual machine or byte-code interpreter, unlike Java or .NET programs. The fact that the CPU runs native machine code allows achieving maximum execution speed. The AFL language can process as much as 166 million data bars per second on 2GHz CPU, see this for details.

The AmiBroker code has been hand optimized and profiled to gain maximum speed and minimize size. Small code runs many times faster because it is able to fit into CPU on-chip caches. Full setup program with example databases and help files is just about 6 (six) megabytes, half of that is documentation and data. The executables alone (.exe and .dll libraries) are just 3.5 MB. In today’s world of bloatware we are proud to deliver probably the most compact technical analysis application.

Software Benefits

• Test your trading system on multiple securities using realistic account constraints and common portfolio equity.
• Trade portfolios to decrease risk/reward ratio.
• Find out how changing the number of simultaneous positions and using different money management affects your trading system performance.
• Use current portfolio equity (sum of cash and all simultaneously opened positions value) to calculate new trade size, or use any other position sizing method by specifying dollar value or number of contracts/shares.
• Position size can be constant or changing trade-by-trade.
• You can change built-in report charts, create your own equity, drawdown charts, create your own tables in the report, add custom metrics.
• Prepare yourself for difficult market conditions.
• Check worst-case scenarios and probability of ruin.
• Take insight into statistical properties of your trading system

Software Features

• System Design & Testing
  • True Portfolio-Level Backtesting
  • Dynamic portfolio-level position sizing
  • Blazing fast speed
  • Multiple symbol data access
  • Multiple time-frames and multiple currencies in one system
  • Scaling in/out (pyramiding) and rebalancing
  • Scoring & ranking
  • Rotational trading
  • Flexible built-in stops
• Optimization & Validation
  • True Portfolio-Level Optimization
  • Exhaustive or Smart Optimization
  • Fast! and eye-pleasing
  • Monte Carlo Simulation
  • Walk-Forward testing
• Charting
  • Object-oriented Drawing tools
  • Drag-and-drop indicator creation
  • Referencing multiple symbol data in one chart
  • Chart Playback
  • Symbol & Interval linking
  • Instant switching of intervals
  • Excel-like, multiple chart sheets
• Real-time features
  • Multiple data-source support
  • Multi-page Real-Time quote window
  • Unlimited Time Sales windows
  • High-Low rank bar charts
  • Bid-Ask trend indicator
• Programming features
  • Fast array and matrix processing
  • Concise language means less work
  • Built-in debugger
  • State-of-the-art code editor
  • Multi-threading

Who Is This Software For?

• Traders who want to take advantage of technology.
• Traders who have different demands in trading.