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AmiBroker 4.90 new features overview

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

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AmiBroker 4.90 new features overview

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  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: User’s 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 orderSetSortColumns( 5 ) // sort by 3rd column in descending orderSetSortColumns( -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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