Amibroker Afl Code

You will write 1,000 lines of AmiBroker AFL code and 999 of them will have bugs initially. Here is the professional debug workflow:

And here is where the abyss opens. You write a system. You backtest. The equity curve rises like a prayer. You add parameters—length of moving average, RSI threshold, stop-loss percentage. You optimize. The curve becomes vertical. You are a god.

But AFL, in its cruel honesty, offers a function called WalkForward() or prompts you to use out-of-sample testing. Most ignore it. They fall into the curvature of overfitting, worshipping the ghost of past volatility. The deep truth: AFL does not judge your logic. It merely executes it. You can code a system that wins 99% of the time in-sample and loses everything live. The language is innocent. The trader is the fool.

Let’s assemble a complete, tradeable strategy. This is a Volatility Breakout with RSI Filter.

Logic:

//==========================================
// COMPLETE AMIBROKER AFL CODE - Breakout System
// Author: Professional Trader
//==========================================
// --- Inputs ---
DonchianPeriod = Param("Donchian Period", 20, 5, 50, 1);
RSILen = Param("RSI Length", 14, 5, 30, 1);
RSI_Threshold = Param("RSI Min", 50, 30, 70, 1);
ExitMAPeriod = Param("Exit MA Period", 10, 5, 50, 1); amibroker afl code
// --- Indicators ---
DonchianHigh = HHV(H, DonchianPeriod);
DonchianLow = LLV(L, DonchianPeriod);
RSIval = RSI(RSILen);
ExitMA = MA(C, ExitMAPeriod);
// --- Entry Conditions ---
BuyTrigger = Cross(C, DonchianHigh);
TrendFilter = RSIval > RSI_Threshold;
Buy = BuyTrigger AND TrendFilter;
// --- Short Conditions (Optional) ---
ShortTrigger = Cross(DonchianLow, C);
ShortFilter = RSIval < (100 - RSI_Threshold);
Short = ShortTrigger AND ShortFilter;
// --- Exits ---
Sell = Cross(ExitMA, C);  // Price closes below MA
Cover = Cross(C, ExitMA);  // Price closes above MA for shorts
// --- Position Sizing (Risk 1% of equity) ---
RiskPercent = 1;
StopLossATR = 2;
ATRval = ATR(14);
PositionSize = -RiskPercent * (C / StopLossATR / ATRval); You will write 1,000 lines of AmiBroker AFL
// --- Plotting for Chart Analysis ---
Plot(C, "Price", colorWhite, styleCandle);
Plot(DonchianHigh, "Upper Band", colorBlue, styleLine);
Plot(DonchianLow, "Lower Band", colorBlue, styleLine);
Plot(ExitMA, "Exit MA", colorOrange, styleLine);
PlotShapes(Buy * shapeUpArrow, colorGreen, 0, L, -20);
PlotShapes(Sell * shapeDownArrow, colorRed, 0, H, 20);
PlotShapes(Short * shapeDownArrow, colorPink, 0, H, -20);
PlotShapes(Cover * shapeUpArrow, colorLightGrey, 0, L, 20);
// --- Exploration for Scanning ---
Filter = Buy OR Short;
AddColumn(C, "Close", 1.2);
AddColumn(RSIval, "RSI", 1.2);
AddColumn(IIf(Buy, "BUY", IIf(Short, "SHORT", "")), "Signal", 1.0);
// --- Backtest Settings ---
SetPositionSize(1, spsShares); // 1 share for testing
SetOption("InitialEquity", 100000);
SetOption("FuturesMode", False);
SetOption("PriceBoundChecking", True);

Copy this code into AmiBroker (Analysis -> Formula Editor) and press Backtest. You will see a full equity curve, drawdown, and trade list.

---

// Section 1: Parameters (User adjustable)
MAfastPeriod = Param("Fast MA Period", 10, 2, 50, 1);
MAslowPeriod = Param("Slow MA Period", 30, 10, 200, 1);
// Section 2: Calculate Indicators
FastMA = MA(C, MAfastPeriod);
SlowMA = MA(C, MAslowPeriod);
// Section 3: Define Signals
Buy = Cross(FastMA, SlowMA);
Sell = Cross(SlowMA, FastMA);
// Section 4: Visualization
Plot(C, "Price", colorBlack, styleCandle);
Plot(FastMA, "Fast MA", colorGreen, styleLine);
Plot(SlowMA, "Slow MA", colorRed, styleLine);
PlotShapes(Buy * shapeUpArrow, colorBrightGreen, 0, Low, -15);
PlotShapes(Sell * shapeDownArrow, colorRed, 0, High, -15);

This is the "Hello World" of AmiBroker AFL code. It works, but it is not profitable. Let’s move to advanced logic.

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for(i=20; i<BarCount; i++)
if(C[i] > C[i-1]) Buy[i] = 1;