Amibroker Afl Code Review

A typical AFL script consists of several standard variables and functions that define the logic: Buy/Sell/Short/Cover

No AFL script is ever finished. Markets evolve. Volatility regimes shift. The beautiful mean-reversion system of 2019 gets crushed in 2020. The trend follower that thrived on QE gets chopped to pieces in a range-bound market. So you return to the editor. You tweak. You add a volatility filter. You test. You cry. You delete 500 lines and start over. amibroker afl code

This snippet combines volatility, momentum, and volume into one normalized "deep feature" value. A typical AFL script consists of several standard

: Testing a strategy against historical data to determine its profitability and risk. Automation : Sending signals to execution platforms for Algo trading Key Components of an AFL Script The beautiful mean-reversion system of 2019 gets crushed

// --- Walk Forward Settings --- OptimizeInSample = Param("In Sample Years", 5, 1, 20, 1); OptimizeStep = Param("Step Years", 1, 1, 5, 1); SetOption("Optimization", "WalkForward"); SetOption("OptimizationInSample", OptimizeInSample * 252); // Trading days SetOption("OptimizationStep", OptimizeStep * 252);

if (Buy AND currentPos == 0)

// Plot signals on price chart PlotShapes(IIf(Buy, shapeUpArrow, shapeNone), colorGreen); PlotShapes(IIf(Sell, shapeDownArrow, shapeNone), colorRed);