Below is a standard AFL template for a simple Relative Strength Index (RSI) strategy.
Multiple values over time (e.g., RsiVal = RSI(14); ). Common Array Operators
The Ultimate Guide to AmiBroker AFL Code: Architecture, Syntax, and Advanced Optimization
: Establishes your base currency starting amount.
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The Optimize() function drives parameter search:
: The mathematical definitions (e.g., EMA or Supertrend ).
Creating Hull of RSI Based Trend Trading System using Amibroker
volatility = ATR(10) / C; posSize = 10000 / volatility; // Inverse volatility sizing sig.PosSize = posSize;
AFL includes an "Optimizer" that allows traders to find the best parameters for their strategies (e.g., finding whether a 10-day or 20-day moving average works better). However, AmiBroker emphasizes the importance of Walk-Forward Testing and Monte Carlo simulation to ensure that the strategy is robust and not merely "curve-fitted" to historical noise. Conclusion
AFL comes with hundreds of pre-defined functions for technical analysis. These range from simple moving averages to complex statistical tools: Simple Moving Average. RSI(Periods): Relative Strength Index. StochD(Period, KPeriod, SPeriod): Stochastic Oscillator.
The single most important concept to grasp about AFL is that it is an . This means operations are performed on entire datasets (arrays) of price data all at once, rather than one bar at a time, making it exceptionally fast.
: Right-click on a blank chart and select your saved formula from the Indicators menu to see it in action.
is the proprietary scripting language used by Amibroker — a popular technical analysis and backtesting platform for traders and investors. AFL allows users to create custom indicators, trading systems, scans, and explorations without needing external programming tools.
// Calculate Moving Averages ShortMA = MA(Close, ShortPeriod); LongMA = MA(Close, LongPeriod);
// Step 1: Switch to Weekly timeframe array context TimeFrameSet( inWeekly ); WeeklyMA = MA( Close, 20 ); // 20-week Moving Average TimeFrameRestore(); // Step 2: Restore back to Daily context // Step 3: Expand the weekly array to align with daily bars ExpandedWeeklyMA = TimeFrameExpand( WeeklyMA, inWeekly, expandLast ); // Step 4: Use in daily system conditions Buy = DailyCondition AND ( Close > ExpandedWeeklyMA ); Use code with caution.
As you grow more advanced, you will need to customize how AmiBroker handles capital allocation and complex logic. Portfolio Simulation Settings
SetBacktestMode( backtestRotational ); LevyPeriod = Optimize( "LevyPeriod", 130, 50, 250, 10 ); CastOutRank = Optimize( "CastOutRank", 230, 100, 300, 10 ); MaxPositions = 10; SetOption( "MaxOpenPositions", MaxPositions ); SetOption( "WorstRankHeld", CastOutRank ); SetPositionSize( 10, spsPercentOfEquity ); LevyRS = Close / MA( Close, LevyPeriod ); SpyClose = Foreign( "SPY", "C" ); MarketOK = MA( SpyClose, 5 ) > MA( SpyClose, 200 ); Illiq = High == Low; Summe_Illiq = Sum( Illiq, 20 ); StockOK = Summe_Illiq <= 3; PositionScore = IIf( MarketOK AND StockOK, Max( LevyRS, 0 ), 0 );