What's new in latest version?

Highlights of version 5.20

Smart (non-exhaustive) trading system optimization

AmiBroker now ships with 3 non-exhaustive, evolutionary optimization algorithms:
SPSO (Standard Particle Swarm Optimizer)
TRIBES (Advances Particle Swarm)
CMA-ES (Covariance Matrix Adaptation Evolutionary Strategy
Support for market-neutral, long-short balanced strategies via MaxOpenLong/MaxOpenShort control and separate long/short rankings in the backtester
Performance optimizations in chart drawing engine - charts are orders of magnitude faster when number of bars displayed is much greater than number of pixels.
Log window implemented - allow tracing and run-time error reporting
QuickAFL implemented in the Automatic Analysis - speeds up backtests, optimization and explorations by factor of 2 or more (if range is less than all quotations). (Note: in order to enable it you need to check "Use QuickAFL" box in the Automatic Analysis setttings).
Multiple-segment Volume-At-Price charts (via PlotVAPOverlayA function)
32-bit AmiBroker is now LARGEADDRESSAWARE, i.e. can now use upto 4GB of RAM
Built-in Quarterly and Yearly intervals
Automatic summary rows in the explorations (via AddSummaryRows AFL function)
Charting enhancements and improvements

better handling of drawing tools
better magnet mode
Fibonacci timezones now include lines 144 and 233
zooming via scroll bar improved

Range bars now use per-symbol TickSize as a unit
new AFL functions:
GetChartBkColor
CategorySetName
PlotVAPOverlayA
AddSummaryRows
DaysSince1900
OptimizerSetEngine
OptimizerSetOption
StrCount
AFL performance improvements in LinearReg, LinRegSlope, LinRegIntercept, TSF and StdErr, Day(), Month(), Year(), DaysSince1900(), DayOfWeek(), DayOfYear() functions (order of magnitude faster)
Improved AFL functions: queued Say() command (text-to-speech), improved StrExtract() - can now refer to items counting from the end
real-time data plugins updated (IB version 1.2.4, eSignal version 1.9.0), IBController updated to support latest changes in data sources

Highlights of version 5.10

Automatic Walk-Forward testing (trading system optimization and validation technique)
Floating windows (TRUE multi-monitor charting capability)
ability to "undock" (or "float") the chart window and move it to separate monitor.
All layout code is also updated to correctly save and restore multi-monitor chart setups
http://www.amibroker.com/video/FloatAndLink.html
Symbol and Interval linking
multiple charts can now be linked by symbol and/or by interval using easy-to-use color-coded links
AFL Code Profiler - shows code analysis with detailed per-function timing report (AFL Editor: Tools->Code Check & Profile menu)
Real-time quote window improvements
- re-ordering of symbols in the RT quote using drag-and-drop
- direct type-in symbols into RT quote window
- ability to separate groups of symbols by inserting empty line
- faster refresh and multi-stage background color fading on quote change
new/improved AFL functions
- (new) SetBarFillColor
- (improved) GetCursorXPosition
- (improved) GetCursorYPosition
- (improved) GetCursorMouseButtons
- (improved) SetChartOptions
- (improved) SetOption
- (improved) Status
Improved speed of backtesting/optimization (up to 2x in some cases as compared to v5.00)
improved chart crosshairs - no flicker, work faster and can be switched on/off globally
track more foreign markets: now you can define rates for up to 20 currencies (different than base currency) for multiple currency backtesting in the preferences window.

new backtester modes: backtestRegularRaw2 and backtestRegularRaw2Multi
new FindSignal method of backtester object
3D optimization chart animation is now smoother (100fps)
unlimited nesting of #include and #include_once statements
Improved scaling of semi-log charts, MDI tab order saved in the layout, improved bug reporting, high resoltion Vista icon added, other fixes and improvements

Highlights of version 5.00

New Watchlist system featuring:
- unlimited number of watch lists
- lists keep original order in which symbols were added (still can be sorted alphabetically on-demand)
- new AFL function to refer to watch lists by name
Support for AFL Code Wizard - brand new automatic formula creation program for people without any programming experience. For more information about AFL Code wizard see this introductory video: http://www.amibroker.com/video/amiwiz/AFLWiz1.html
AFL engine enhancements
- new flow control statements: switch /case / break / continue
- new compound assignment operators: +=, -=, *=, /=, %=, &=, |=
- new functions: GetPlaybackDateTime(), PopupWindow(), Mersene Twister Random Number Generator mtRandom(), and others
New dedicated memory heap allocators for quotes and trading system signals resulting in ability to run much longer optimizations than ever without getting out-of-memory messages
Two new backtester modes (available using SetBacktestMode function) allowing handling of unfiltered (raw) entry signals
User-definable 5-tier commission schedule in the backtest (Automatic Analysis / Settings)
Chart template sharing
now you can save the chart as "Chart Template, Complete (*.chart)" that stores all layout AND referenced formulas in SINGLE file that can be sent to your friend and entire chart will be restored on any computer with ease, without need to copy individual formulas.
New-Look charts - divider lines between panes are now single pixel and no borders around charts giving cleaner, larger and more readable chart display and printout
Custom Range Bars (supported in the charts and via TimeFrameSet())
New Low-level graphics interface (23 new AFL functions)
HTML Import in Automatic Analysis
Full screen Anti-Aliasing in 3D optimization chart viewer (beautifully smooth 3D charts and improved readability)
Enhanced Real-Time Quote window display (faster updates, dual-color change marks)
Control of Time Shift in the ASCII importer

Highlights of version 4.90:

new Fundamental data support including
- automatic download from free Yahoo Finance site
- access to fundamental data from AFL level
- new fundamental data fields in the Information window
new Web Research window
- user-definable sites
- multiple on-line research windows open simultaneously
- flexible auto-synchronization options
new Account Manager
- 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
new Bar Replay tool - great learning tool, featuring
- re-playing all symbols' data at once
- fast scrolling
- user-definable playback speed and interval
added Text-To-Speech capability via Say() AFL function. Now AmiBroker can speak out loud any text, for example it can say "Buy 100 shares of AAPL at 91". This is controllable from formula level so you can make it to speak depending on market conditions, signals generated from your formula, etc.
added ability to fill indicator background with gradient color - via SetChartBkGradientFill AFL function.
new Fast Fourier Transform function
automatic exploration result sorting from AFL level - via SetSortColumns AFL function.
high-resolution performance timing added via GetPerformanceCounter, per-chart timed refreshes via RequestTimedRefresh
HoldMinDays / EarlyExitDays feature in the backtester
'Every tick' chart refresh capability added (Professional Edition only)
MDI Tabs added as UI enhancement.
OLE interface enhancements/additions

Detailed Change Log

CHANGES FOR VERSION 5.20.0 (as compared to 5.19.0)

AFL: new function StrCount( "string", "substring" )

Function returns integer which is number of times substring was found in string. It is case sensitive.
The function can be used for example to count the number of commas in comma-separated list

tickers = "AAPL,MSFT,INTC";

numtickers = 1 + StrCount( tickers, "," );
AFL: StrExtract( "string", item ) now accepts negative item values allowing to address items counting from the END of the list

tickers = "AAPL,MSFT,INTC";
"The last item is " + StrExtract( tickers, -1 );

printf("listing from the end of the list:\n");

for( item = -1; ( sym = StrExtract( tickers, item ) ) != ""; item-- )
{
printf( sym + "\n" );
}
minor fixes

CHANGES FOR VERSION 5.19.0 (as compared to 5.18.0)

Internal log window deletes all items if "!CLEAR!" text is outputted (FC 1552)
Example:
_TRACE("!CLEAR!"); // this clears the internal log window.
_TRACE("First line after clear");
SetOption("RefreshWhenCompleted", True) added. This performs View->Refresh All once AFTER AA operation is completed

Under normal circumstances it is not needed to use that because AmiBroker refreshes ticker tree if necessary,
for example if use AddToComposite. It may be useful if you however use OLE automation inside AA and you don't want to trigger too many refreshes using RefreshAll().
This only works in Automatic Analysis, when used in indicator code it has no effect.
Sometimes AddSummaryRows was not working when AB.RefreshAll() was used in the formula. Fixed now. (FC1550)
Date time calendar disappeared when streaming update arrived. Fixed now. (FC 1572)
Equity ticker symbols (~~~EQUITY, BESTEQUITY, ISEQUITY, OSEQUITY) marked with special flag so they are not used (skipped) in backtest
Fib Timezones tool now displays lines 144 and 233 too. (FC20)
math functions (sin,cos,log, ...) added to profiler reporting (array versions only)
RT quote and log window tab sheet drag-drop marker is visible again
Y-axis scale labels do not overlap even if chart is very compressed

CHANGES FOR VERSION 5.18.0 (as compared to 5.17.1)

AFL: CategorySetName() function

CategorySetName( name, category, number )
Function sets the name of category (group,market, watch list, industry)

Arguments;
name - a new name for the category (in case of watch lists it has to be unique)
category - type of category, one of the following: categoryMarket, categoryGroup, categorySector, categoryIndustry, categoryWatchlist
number - the number (index) of the category 0.255 for market, group industry, 0..32 for sectors, 0...unlimited for watch lists
Please note that the function will also create watch list of given index if one does not exist.
Added protection against trying to use 3d graph on non-exhaust optimization
ParamToggle default value not shown after "Reset all" in AA [#52129]. Fixed
added <= 0 check for log10 calls to protect from FPU exceptions when using log chart scale
Added error message that prevents from running "Current symbol" backtest on IS/OOS/Best equity special tickers
Added symbol validity check in backtest "Apply To: Current symbol"
In detailed log mode the backtester now reports reason why trade is not entered
Line studies were not visible on Yearly and Qtrly charts. Fixed
Progress window does not steal focus from active window (prevents some random crashes when "run every" is used)
When "run every" is used progress window is displayed minimized when AA is minimized

CHANGES FOR VERSION 5.17.1 (as compared to 5.17.0)

In 5.17.0 "Current symbol" selection in AA always used first symbol in the database. Fixed.

CHANGES FOR VERSION 5.17.0 (as compared to 5.16.0)

Log Window implemented

Log window (View->Log) allows to view:
edit-time errors displayed during formula check
run-time errors that occur when formula is running (not edited)
_trace command output within AmiBroker (without using 3rd party debug view)
To perform tasks such clearing the output, copying, changing settings use right - mouse click over the log window list.
Double click on the error line brings up the editor, so you can fix the error easily.

While "edit-time" error list is cleared automatically each time you check the syntax in the editor, the run-time error list is NOT cleared, so all errors remain listed, even if they are fixed already, unless you manually clear the list.

Note that _TRACE output is by default directed to outside debugger (like DebugView), in order to enable internal display you need to switch appropriate option in the Tools->Preferences->AFL You can choose to display internally / externally or in both places.
Internal _trace has much lower performance penalty (order of magnitude) than external, but that is achieved by the fact that
internal log window is refreshed only when application is not busy. It is appropriate for some uses, but you may prefer more immediate
refresh offered by DebugView.
Zooming via Scroll bar improved. Now it works with wider range of zoom factors and also does not disable scoll bar when all quotes are visible. As accessibility feature, you can temporarily DISABLE zoom via scroll bar by pressing and holding down CTRL key.
Added extra protection against going out of drawing array bounds in GetNextDrawing
when broker.master file was loaded, some symbol temporary data were read from non-zeroed memory, fixed now
fixed display glitch that occurred on some bars when logarithmic scale was used and chart was drawn using compression (2x more bars than pixels)
When application is closed in Minimized state, the x,y co-ords of main window are not stored
styleHistogram chart when drawn in compressed mode could fail to display some negative spikes (below base level) in 5.16. Fixed.
inQuarterly and inYearly higlighted in AFL editor now
SetBarFillColor could not make candle with same body and outline color. Fixed now.
Fixed handling Null in styleArea chart (Null was ignored in 5.16)
32bit AmiBroker is now compiled with LARGEADDRESSAWARE flag, that allows it to use 3GB on 32 bit Windows versions that have /3GB boot flag enabled and 4GB on 64 bit Win
First sorted column is drawn with darker color now (as in Windows explorer)
Layouts are displayed in alphabetical order now (previously they were sorted only if files were stored on NTFS partition)
When from-to range of backtest was small, AB sometimes allocated too large cache for portfolio backtest than necessary. Now it is fixed and should provide speed up for short range backtests.

CHANGES FOR VERSION 5.16.0 (as compared to 5.15.0)

If in-memory cache was too small, it could happen that Walk-Forward kept old equity values in ~~~BESTEQUITY. Fixed now.
AFL: Faster LR. Added constant-period version of linear regression calc - reduces complexitiy from O(N^2) to O(N)

Constant-period LinearReg, LinRegSlope, LinRegIntercept, TSF and StdErr functions execute now order(s) of magnitude faster.
AFL: new GetChartBkColor function

Returns RGB color value of chart background. Sample code:
SetChartBkColor( ParamColor("Color", ColorRGB( 255, 255, 255 ) ) );

rgb = GetChartBkColor();

red = ( rgb & 255 );
green = floor( (rgb/256) & 255 );
blue = floor( rgb/(256*256) );

Title="R="+ red + " G=" + green + " B=" + blue;
Candlestick style switches back to bar chart when number of bars displayed is twice the number of screen pixels
eSignal plugin 1.9.0 (fixes to problem with RT update of certain foreign future markets such as NSF)
IBController 1.2.0
- following TWS API changes ignoreRth and rthOnly flags are removed and replaced with single flag: outsideRTH
- IBc now allows to define which error codes should be ignored using File->Error code ignore list
- upgraded to use latest TWS API 9.41 (tested with latest TWS 885.7, requires at least 879)
Improved speed of Day(), Month(), Year(), DaysSince1900(), DayOfWeek(), DayOfYear() functions on intraday data (upto 20x faster)
Improved speed of DayOfWeek(), DayOfYear(), DaysSince1900() on EOD data (upto 2x faster)
Optimized chart drawing for large number of bars, upto 10x faster when more than 70000 bars are visible on screen

The drawing algorithm switches to optimized drawing mode when just one line draw per horizontal pixel is performed if there are 2x or more bars than screen pixels.
Say() function has now ability to queue speak requests

Say( "Text", purge = True );
when purge is set to True (the default) - any call to Say() purges all previous speak requests (queued or in-progress) and speaks
specified text immediatelly.

when purge is set to False - speak request is queued and will be spoken right after previous requests are done.

Also now Say() function returns the NUMERIC value that indicates how many speak requests are pending
0 - ERROR - speech engine not installed or not working properly
1 - currently requested text is spoken now (queue was empty)
2 or more - queue was not empty and previous request(s) will be completed prior to speaking currently specified text

CHANGES FOR VERSION 5.15.0 (as compared to 5.14.0)

SetForeign called multiple times with "tradeprices" parameter set to True freed memory only partially. Now fixed.
Equity() function does not cause exception when running backtest with QuickAFL enabled
Equity() function does not require all past bars anymore when used in AA
OptimizerSetEngine("") in some circumstances selected random plugin. Fixed now.
When user has aborted optimization during in-sample step, the previously used opt params were not freed. Fixed.
Implemented command line parameter that allows to specify the database to load at startup. /database "the path to the database here"
In some places C-runtime mktime() was used leading to problems with dates prior to 1970. Fixed now.
During custom backtester phase the ~~~EQUITY ticker is protected from flushing out of cache (it could only happen if using OLE to access quotes inside CB proc)
Now ~~~BESTEQUITY, ~~~ISEQUITY, ~~~OSEQUITY are not flushed out from the cache during WF even if cache is small (ensures no missing parts in IS/OOS chart)
Single-symbol optimization now also uses QuickAFL (when enabled). Requirements for the first symbol are calculated in setup phase. To get "most safe" requirement estimation, the setup phase uses maximum values of opt params.

CHANGES FOR VERSION 5.14.0 (as compared to 5.13.0)

added support for Quarterly and Yearly intervals in all parts of the program
- new menu items under View interval
- new AFL constants inQuarterly, inYearly
- Yearly and Quarterly charts compression
- updated TimeFrame functions
Changes to drawing made in v5.13 caused improper drawing lines located PAST the last available quote (trendlines and pitchforks) when timestamping method was "START TIME of interval". This is fixed now.
Fixed AddSummaryRows so 'onlycols' parameter default (zero) is applied properly
Implemeted "Select all" via Ctrl-A keyboard shortcut for all list (result list in AA for example)
Mouse cursor shape (moving/sizing) reflects the selected study priority when more than one study exists under mouse position
new multiple Volume At Price charts at user-defined points via new PlotVolumeOverlayA function

PlotVAPOverlayA( segments, lines = 300, width = 80, color = colorLightGrey, vapstyle = 4);
segmens - is an array which holds 0 and 1 (False/True) values, where 1 indicates starting/ending point of each VAP segment

AmiBroker will draw as many segments as there are '1' in the array. Note that minimum segment length is 2, so if entire array is filled with 1-s only,
it won't draw anything. In other words, there must be zeros (at least one) between 1's.

Simplest example:

Plot(C, "Close", colorBlack, styleCandle ); segments = IIf( Interval() < inDaily, Day(), Month() ); // draw daily or monthly VAP segments depending on display interval segments = segments != Ref( segments , -1 ); PlotVAPOverlayA( segments );

More complex example:
_SECTION_BEGIN("Price"); SetChartOptions(0,chartShowArrows|chartShowDates); _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); _SECTION_END(); _SECTION_BEGIN("VAP"); segments = IIf( Interval() < inDaily, Day(), Month() ); segments = segments != Ref( segments , -1 ); PlotVAPOverlayA( segments , Param("Lines", 300, 100, 1000, 1 ), Param("Width", 80, 1, 100, 1 ), ParamColor("Color", colorGold ), ParamToggle("Side", "Left|Right" ) | 2 * ParamToggle("Style", "Fill|Lines", 0) | 4*ParamToggle("Z-order", "On top|Behind", 1 ) ); Plot(segments, "", colorLightGrey, styleHistogram | styleOwnScale ); _SECTION_END();
QuickAFL can now be used in Automatic Analysis (Settings: General: "Use QuickAFL" - check this box) - this can speed up explorations, scans and backtests by factor of 2+ if range is less than "all quotations"

More on QuickAFL feature here: http://www.amibroker.com/kb/2008/07/03/quickafl/
Range Bars compression now uses TickSize as "1R step". TickSize defined in the Symbol Information, if its value is zero, then 1R would be equivalent to 0.01 movement (for backward compat)
selecting date in multiple linked charts is now faster because redraw is not made when selected line in higher compressed interval remains in place
selector line in linked charts works OK now, regardless of selected time compression timestamping method
SetBarsRequired accepts now values -2 in special meaning: reference ALL bars

So
SetBarsRequired( -2, -2 ); // require ALL past and future bars - this turns OFF quickAFL
(Note that in pre 5.14 versions, such combination does NOTHING, and with those versions one needed
to write SetBarsRequired( 1000000, 1000000 ) to achieve the same effect)

For readability sbrNoChange (-1) and sbrAll (-2) constants were added so you can write:

SetBarsRequired( sbrAll, sbrAll );
Sometimes progress bar did not show the name of optimization engine used. Now it is fixed
Status("ActionEx") provides more codes than Status("action") to detect special executions states

Status("ActionEx") provides more detailed information about action that triggered AFL execution. Note that 5 first codes are the same as Status("action") but scope is limited to 'core'
meaning (see notes below).
Possible values
1 - actionIndicator - when indicator is being repainted
2 - actionCommentary (NOTE: commentary only, not interpretaion nor tooltip)
3 - actionScan - when AA Scan is performed
4 - actionExplore - when AA exploration is performed
5 - actionBacktest (NOTE backtest only, no optimization)
8-9 - reserved for future use
10 - actionExAAShowArrows - when AA "Show arrows" command is used
11 - actionExAAParameters - when AA "Parameters" dialog is displayed/updated
12 - actionExEditVerifyFormula - when AFL editor verifies syntax
13 - actionExOptimizeSetup - when Optimize() parameters are read (to setup optimization engine)
14 - actionExOptimizeBacktest - when Backtest is performed as a part of optimization process
15- actionExOptimizePortfolio - when portfolio-backtest phase (CUSTOM backtester) is performed as a part of optimization process
16 - actionExTooltip - when tooltip for given chart is being displayed/updated
17 - actionExInterpret - when the Interpretation window is being updated
18 - actionExInit - when AA needs to initialize QuickAFL bars required information and/or formula contains functions changing general AA options
NOTE: for backward compatiblity with all formulas you have written already, the codes for Status("action") did NOT change .
Streaming chart update could stall if trend line handle was clicked in attempt to resize and released in the very same position (without moving the mouse). Now it is fixed.
TimeFrameMode() now supports mode == 4 - which expresses RANGE bars in TickSize units (as opposed to mode 3 that uses dollars for backward compatiblity)
when display chart timing option is turned on and RT stream is active the application STATUS BAR now displays TOTAL time for all charts, it should be BELOW 1 second for RT trading

CHANGES FOR VERSION 5.13.0 (as compared to 5.12.2)

Main app window maximize state on 2nd monitor is saved OK now.
Trendlines drawn in smaller interval (such as 1-minute), was moved one bar in higher interval (such as 5 minute) if compressed intraday timestamps ware set to START time of interval or FIRST tick
The left-hand handle moved to the next bar when it was off-screen and right-hand handle was adjusted by the user. Now it is fixed. (FC#890)
When drawing is clicked without moving the mouse, the co-ordinates stay untouched ( snap is not activated until you move the mouse)
AFL: AddSummaryRows changed

AddSummaryRows( flags, format = 0, onlycols = 0, ...)
AddSummaryRows automatically adds "summary" row(s) to the exploration output.
the flags parameter can be combination of the following
1 - add TOTAL row
2 - add AVERAGE row
4 - add MIN row
8 - add MAX row
16 - add COUNT row

format - defines the numeric formating in WriteVal style so 1.2 for example means 2 decimal digits.
If default value of zero is used (or parameter not specified) the default formatting of "maximum precision"
is used - upto 15 digits are printed

onlycols - defines for which columns you want to display summary row values.
Note that if you do not specify any columns - ALL will be printed.

If you are using onlycols, you can define upto 10 columns, columns, like
in SetSortColumns are numbered starting from 1. For example:

AddSummaryRows( 1, 1.2, 3, 5, 7, 9 );

Display sum for columns: 3, 5, 7, and 9.

Generally you should call this funciton only once, using combination of flags desired.
But it is possible to call AddSummaryRows multiple times and the result will be "accumulation" (i.e. bitwise OR)
in case of "flag" parameter. format and onlycols are always overwritten by last call.

Example:

Filter=1;
AddColumn(V, "Volume" );
AddSummaryRows( 31, 1.2 ); // add Total, Average, Min, Max, and Count rows (1+2+4+8+16)=31 - with two decimal places
summary rows are added at the top of the list
Handles from selected study line are respected (i.e when study is already selected, and multiple studies exists under "click" point, the selection does not change) (FC#726)
Magnet mode can be asynchronously (temporarily) toggled by holding SHIFT key while drawing. Toggle means that if you are in magnet mode and hold down shift it will turn it off and vice versa
Magnet mode implemented for horizontal price levels and working correctly now (stay horizontal) (FC#728)
During optimization Progress bar shows engine ID, opt. target, best value, step and best combination of parameters found upto "now". These figures are refreshed every second.
Optimization (in non-WF mode) results are sorted by optimization target column (too)
New optimization engine added: CMAE (Covariance Matrix Adaptation Evolutionary Strategy) optimizer plug-in

CMA-ES (Covariance Matrix Adaptation Evolutionary Strategy) is state-of-the-art non-exhaustive optimizer.
For scientific background see:
http://www.bionik.tu-berlin.de/user/niko/cmaesintro.html
According to scientific benchmarks outperforms nine other, most popular evolutionary strategies (like PSO, Genetic and Differential evolution).
http://www.bionik.tu-berlin.de/user/niko/cec2005.html
The CMAE.DLL plugin implements "Global" variant of search with several restarts with increasing population size
CMAE.DLL comes with FULL SOURCE CODE (inside "ADK" folder)

By default number of runs (or restarts) is set to 5.
It is advised to leave the default number of restarts.
You may vary it using OptimizerSetOption("Runs", N ) call, where N should be in range 1..10.
Specifying more than 10 runs is not recommended, although possible.
Note that each run uses TWICE the size of population of previous run so it grows exponentially.
Therefore with 10 runs you end up with population 2^10 greater (1024 times) than the first run.

There is another parameter "MaxEval". The default value is ZERO which means that plugin will automatically calculate MaxEval required. It is advised to NOT to define MaxEval by yourself as default works fine.

The algorithm is smart enough to minimize the number of evaluations required and it converges VERY fast to solution point, so usually it finds solutions way faster than other strategies.

It is normal that the plugin will skip some evaluations steps, if it detects that solution was found, therefore you should not be surprised that optimization progress bar may move very fast at some points. The plugin also has ability to increase number of steps over initially estimated value if it is needed to find the solution. Due to its adaptive nature, the "estimated time left" and/or "number of steps" displayed by the progress dialog is only "best guess at the time" and may vary during optimization course.

To use CMA-ES optimizer, you just need to add one line to your code:

OptimizerSetEngine("cmae");

This will run the optimization with default settings which are fine for most cases.

It should be noted, as it is the case with many continouos-space search algorithms, that decreasing "step" parameter in Optimize() funciton calls does not significantly affect optimization times. The only thing that matters is the problem "dimension", i.e. the number of different parameters (number of optimize function calls). The number of "steps" per parameter can be set without affecting the optimization time, so use the finest resolution you want. In theory the algorithm should be able to find solution in at most 900*(N+3)*(N+3) backtests where "N" is the dimension. In practice it converges a LOT faster. For example the solution in 3 (N=3) dimensional parameter space (say 100*100*100 = 1 million exhaustive steps) can be found in as few as 500-900 CMA-ES steps.
New optimization engine added: "Tribes" adaptive PSO optimizer implemented

Tribes is adaptive, parameter-less version of PSO (particle swarm optimization) non-exhaustive optimizer.
For scientific background see:
http://www.particleswarm.info/Tribes_2006_Cooren.pdf
In theory it should perform better than regular PSO, because it can automatically adjust the swarm sizes and algorithm strategy to the problem being solved.

Practice shows that its performance is quite similar to PSO.

To find solutions significantly faster I can recommend CMA-ES (Covariance Matrix Adaptation Evolutionary Strategy) algorithm instead.

The Tribes.DLL plugin implements "Tribes-D" (i.e. dimensionless) variant. Based on http://clerc.maurice.free.fr/pso/Tribes/TRIBES-D.zip by Maurice Clerc. Original source codes used with permission from the author

Tribes.DLL comes with FULL SOURCE CODE (inside "ADK" folder)

Supported parameters:
" MaxEval" - maximum number of evaluations (backtests) per run (default = 1000).
OptimizerSetOption("MaxEval", 1000 );
You should increase the number of evaluations with increasing number of dimensions (number of optimization params).
The default 1000 is good for 2 or maximum 3 dimensions.

"Runs" - number of runs (restarts). (default = 5 )
You can leave the number of runs at default value of 5.

By default number of runs (or restarts) is set to 5.

To use Tribes optimizer, you just need to add one line to your code:

OptimizerSetEngine("trib");

OptimizerSetOption("MaxEval", 5000 ); // 5000 evaluations max

CHANGES FOR VERSION 5.12.2 (as compared to 5.12.0)

In 5.12.0 BETA the walk-forward test was stopping after first in-sample cycle. Now it is fixed.
AddSummaryRows total did not include the very first item. Fixed.

CHANGES FOR VERSION 5.12.0 (as compared to 5.11.1)

ADK: A new interface for external optimization engines, see optimizer.html
Added two example non-exhaustive optimizers: Standard Particle Swarm Optimizer (spso), and Monte Carlo (random pick) optimizer( moca)

Note that BOTH optimizers are provided for demonstration purposes.
Particularly Monte Carlo optimizer is meant as a "the most trivial and simple" or even "dumb" example of optimizer DLL coding.
It works by randomly picking parameter combinations without ANY additional logic. The results are thus random
and most probably sub-optimum.
On the other hand Standard Particle Swarm Optimizer is based on SPSO2007 code that is supposed to produce
good results provided that correct parameters (i.e. Runs, MaxEval) are provided for particular problem.
Picking correct options for the PSO optimizer can be tricky therefore results may significantly vary from case to case.

The source codes for both optimizers are OPEN and provided as illustration how to implement optimizer engines using
" simple" and "advanced" methods as described in optimizers.html file. You can find full source codes inside "ADK" subfolder.

In the future, I will provide more robust non-exhaustive optimizers using various methods.

Example code for Standard Particle Swarm Optimizer:
(finding optimum value in 1000 tests within search space of 10000 combinations)

OptimizerSetEngine("spso");
OptimizerSetOption("Runs", 1 );
OptimizerSetOption("MaxEval", 1000 );

sl = Optimize("s", 26, 1, 100, 1 );
fa = Optimize("f", 12, 1, 100, 1 );

Buy = Cross( MACD( fa, sl ), 0 );
Sell = Cross( 0, MACD( fa, sl ) );

Example Code for Monte Carlo optimizer:
(finding sub-optimum value in 1000 test within search space of 10000 combinations)

OptimizerSetEngine("moca");
OptimizerSetOption("NumSteps", 1000 );

sl = Optimize("s", 26, 1, 100, 1 );
fa = Optimize("f", 12, 1, 100, 1 );

Buy = Cross( MACD( fa, sl ), 0 );
Sell = Cross( 0, MACD( fa, sl ) );
Increased limit of optimization parameters to 100
AFL: new OptimizerSetOption("name", value ) function

The function set additional parameters for external optimization engine. The parameters are engine-dependent.
For example SPSO optimizer supports "Runs" (number of runs) and "MaxEval" (maximum evaluations (tests)per single run) parameters. Monte Carlo optimizer supports "NumSteps" (number of steps) parameter.
AFL: new OptimizerSetEngine("name") function

The function selects external optimization engine defined by name. For demonstration two engines are provided: Standard Particle Swarm Optimizer ("spso") and Monte Carlo (random pick) optimizer ("moca")

Example:
OptimizerSetEngine("moca");
ADK: new example C++ source codes: PSOSample, MOCASample
AFL: AddSummaryRows( flags )

AddSummaryRows automatically adds "summary" row(s) to the exploration output.
the flag parameter can be combination of the following
1 - add TOTAL row
2 - add AVERAGE row
4 - add MIN row
8 - add MAX row
16 - add COUNT row
You can call AddSummaryRows multiple times and the result will be "accumulation" (i.e. bitwise OR)

Example:

Filter=1;
AddColumn(V, "Volume" );
AddSummaryRows( 31 ); // add Total, Average, Min, Max, and Count rows (1+2+4+8+16)=31

summary rows are added at the top of the list

CHANGES FOR VERSION 5.11.1 (as compared to 5.11.0)

Fixed problem with Walk Forward picking sometimes not the best parameter when thousand separator was used and metric values were greater than 1000

CHANGES FOR VERSION 5.11.0 (as compared to 5.10.1)

Backtester: Implemented SeparateLongShortRank

To enable separate long/short ranking use:
SetOption("SeparateLongShortRank", True );
When separate long/short ranking is enabled, the backtester maintains TWO separate "top-ranked" signal lists, one
for long signals and one for short signals. This ensures that long and short candidates are independently even if position score
is not symetrical (for example when long candidates have very high positive scores while short candidates have only fractional negative scores).
That contrasts with the default mode where only absolute value of position score matters, therefore one side (long/short) may completely dominate ranking if score values are asymetrical.

When SeparateLongShortRank is enabled, in the second phase of backtest, two separate ranking lists are interleaved to form final signal list by
first taking top ranked long, then top ranked short, then 2nd top ranked long, then 2nd top ranked short, then 3rd top ranked long
and 3rd top ranked short, and so on... (as long as signals exist in BOTH long/short lists, if there is no more signals of given kind, then
remaining signals from either long or short lists are appended)

For example:
Entry signals(score):ESRX=Buy(60.93), GILD=Short(-47.56), CELG=Buy(57.68), MRVL=Short(-10.75), ADBE=Buy(34.75), VRTX=Buy(15.55), SIRI=Buy(2.79),

As you can see Short signals get interleaved between Long signals even though their absolute values of scores are smaller than corresponding scores of long signals. Also there were only 2 short signals for that particular bar so, the rest of the list shows long signals in order of position score

Although this feature can be used independently, it is intended to be used in combination with MaxOpenLong and MaxOpenShort options.
Backtester: MaxOpenLong/MaxOpenShort implemented

MaxOpenLong - limits the number of LONG positions that can be open simultaneously
MaxOpenShort - limits the number of SHORT positions that can be open simultaneously
Example:
SetOption("MaxOpenPositions", 15 );
SetOption("MaxOpenLong", 11 );
SetOption("MaxOpenShort", 7 );

The value of ZERO (default) means NO LIMIT. If both MaxOpenLong and MaxOpenShort are set to zero (
or not defined at all) the backtester works old way - there is only global limit active (MaxOpenPositions) regardless of type of trade.

Note that these limits are independent from global limit (MaxOpenPositions).
This means that MaxOpenLong + MaxOpenShort may or may not be equal to MaxOpenPositions.

If MaxOpenLong + MaxOpenShort is greater than MaxOpenPositions
then total number of positions allowed will not exceed MaxOpenPositions, and individual long/short limits will apply too.
For example if your system MaxOpenLong is set to 7 and maxOpenShort is set to 7 and MaxOpenPositions is set to 10
and your system generated 20 signals: 9 long (highest ranked) and 11 short, it will open 7 long and 3 shorts.

If MaxOpenLong + MaxOpenShort is smaller than MaxOpenPositions (but greater than zero), the system won't be able to
open more than (MaxOpenLong+MaxOpenShort).

Please also note that MaxOpenLong and MaxOpenShort only cap the number of open positions of given type (long/short).
They do NOT affect the way ranking is made. I.e. by default ranking is performed using ABSOLUTE value of positionscore.

If your position score is NOT symetrical, this may mean that you are not getting desired top-ranked signals from one side.
Therefore, to fully utilise MaxOpenLong and MaxOpenShort in rotational balanced ("market neutral") long/short systems
it is desired to perform SEPARATE ranking for long signals and short signals.
To enable separate long/short ranking use:
SetOption("SeparateLongShortRank", True );
Added ability to running Walk forward test from OLE, using Optimize(3)

Analysis.Optimize( mode )
when mode == 3 it runs walk forward test
AB = new ActiveXObject("Broker.Application");
AA = AB.Analysis;
AA.Optimize(3);
AFL: DaysSince1900() function

It returns the number of days that passed since January 1st, 1900, counting from 1. January 1, 1900 is serial number 1, and January 1, 2008 is serial number 39448 because it is 39,448 days after January 1, 1900. Technically is equal to Windows OLEDATE and Excel's DATEVALUE function.

The function can be used for calculations that involve calendar days as opposed to trading days and replaces previously proposed AFL solution
http://www.amibroker.com/kb/2007/03/15/calendar-day-index/

Now RefDays can be implemeted as follows:

SetBarsRequired( 365, 0 ); function RefDays( Array, Days ) { td = DaysSince1900(); result = Null; if( Days < 0 ) { for( i = BarCount -1; i >= -Days; i = i - 1 ) { backday = td[ i ] + Days; // Days is negative for( j = -Days/2; j < i; j++ ) { if( td[ i - j ] <= backday ) { result[ i ] = Array[ i - j ]; break; } } } } return result; } Plot( C, "C", colorRed ); Plot( Ref( C, -252 ), "Close 252 bars back", colorBlue ); Plot( RefDays( C, -365 ), "Close 365 days back", colorGreen );

CHANGES FOR VERSION 5.10.0 (as compared to 5.09.0)

Small improvement in axis font positioning - based on TEXTMETRIC
Removed 1-pixel rendering overlap in multi-colored chart titles when ClearType was enabled
Hi-Res (256x256) alpha Vista icon
Quote array now uses HeapRealloc instead of HeapAlloc/HeapFree combination
Fixed rare crash @433F58
Fixed account manager updating cash after exiting short trade
Web Browser window does not flicker anymore when resizing

CHANGES FOR VERSION 5.09.0 (as compared to 5.08.0)

MDI Tab order is now saved in the layout
Added interface to BugslayerUtil.dll for optional call stack / symbol dump report in crash recovery window
Now in the bottom of the crash report there is a detailed call stack and CPU register state. This should allow quicker/easier fixes of any crashes
New fields in Status() function: pxchart*

Status("pxchartleft") - returns x-coordinate of top-left corner of chart area
Status("pxcharttop") - returns y-coordinate of top-left corner of chart area
Status("pxchartright") - returns x-coordinate of bottom-right corner of chart area
Status("pxchartbottom") - returns y-coordinate of bottom-right corner of chart area
Status("pxchartwidth") - returns width chart area (right-left)
Status("pxchartheight") - returns width chart area (bottom-top)
Chart co-ordinates are useful because they automatically take into account selected axis font size, whenever date axis is on or off
and other settings (New Look chart style)
All co-ordinates are in screen pixels. Note that top, left coordinates may not be zero as chart rectangle is smaller than underlying window because there is an extra space (padding) around chart.

// Test code:
Title = StrFormat("left=%g, top=%g, right=%g, bottom=%g, width=%g, height=%g", left=Status("pxchartleft"), top=Status("pxcharttop"), right=Status("pxchartright"), bottom=Status("pxchartbottom"), Status("pxchartwidth"), Status("pxchartheight") ); GfxSetOverlayMode(1); GfxRectangle(Left,top, right, bottom);

============ Overlay sample ================
_SECTION_BEGIN("GfxOverlaySampleNew"); function GetVisibleBarCount() { lvb = Status("lastvisiblebar"); fvb = Status("firstvisiblebar"); return Min( Lvb - fvb, BarCount - fvb ); } function GfxConvertBarToPixelX( bar ) { lvb = Status("lastvisiblebar"); fvb = Status("firstvisiblebar"); pxchartleft = Status("pxchartleft"); pxchartwidth = Status("pxchartwidth"); return pxchartleft + bar * pxchartwidth / ( Lvb - fvb + 1 ); } function GfxConvertValueToPixelY( Value ) { local Miny, Maxy, pxchartbottom, pxchartheight; Miny = Status("axisminy"); Maxy = Status("axismaxy"); pxchartbottom = Status("pxchartbottom"); pxchartheight = Status("pxchartheight"); return pxchartbottom - floor( 0.5 + ( Value - Miny ) * pxchartheight/ ( Maxy - Miny ) ); } Plot(C, "Price", colorBlack, styleHistogram ); GfxSetOverlayMode(0); GfxSelectSolidBrush( colorRed ); GfxSelectPen( colorRed ); AllVisibleBars = GetVisibleBarCount(); fvb = Status("firstvisiblebar"); for( i = 0; i < AllVisibleBars ; i++ ) { x = GfxConvertBarToPixelX( i ); y = GfxConvertValueToPixelY( C[ i + fvb ] ); GfxRectangle( x-1, y-1, x + 2, y+1 ); } //SetChartBkGradientFill( ColorRGB(200,200,200), ColorRGB( 255,255,255) ); _SECTION_END();
OLE: Name property is now writable, allowing switchin currently selected symbol for the document

Example (JScript):
AB = new ActiveXObject("Broker.Application");
AB.ActiveDocument.Name = "MSFT"; // change the symbol for current document to "MSFT"

CHANGES FOR VERSION 5.08.0 (as compared to 5.07.0)

Walk-Forward: "Easy" mode divided into two submodes: EOD and Intraday
Easy EOD mode assumes that you are using EOD data for walk-forward.
Easy Intraday mode assumes that you are using Intraday data for walk-forward
The difference is that in EOD mode the END date of previous period and START date of next period are the same - thus avoiding gap
between periods. Intraday mode set START date of the next period as NEXT DAY after END of previous period. That guarantees
that boundary day is not counted twice when testing on intraday data.
SetOption("GenerateReport", value )
New option added to SetOption call
" GenerateReport" - 0/1/2
By default backtest reports are generated ONLY for portfolio backtests and for individual backtests if individual reporting is turned on in the settings. Reports are disabled for optimization.
Now with the SetOption() function you can either supress report generation for backtests or enable report generation during certain optimization steps, all from code level.
SetOption("GenerateReport", 0 ); // suppress generation of report
SetOption("GenerateReport", 1 ); // force generation of full report
SetOption("GenerateReport", 2 ); // only one-line report is generated (in results.rlst file) viewable as single line in Report Explorer
Total chart redraw time is calculated properly if multiple documents and charts are open that results in smoother performance and no update lockup
When custom color palette is changed, any old RGB color that is not present in changed palette is matched to closest "standard" color
Bugfix: when crosshair was enabled and moved OUTSIDE chart windows, then CPU usage was high. Now it is fixed
Walk-Forward: when starting date is the last day of the month and step is n-month then it is treated as special case
AmiBroker now detects that start day is the last day of the month and moves the window to the last day of NEXT month, even if it is shorter.
That addresses the problem when one starts with January 31 and wants to step by one month - > since there is NO February 31, previous version
moved to March 3rd. Now it detects that it is last day of the month and moves to Feb 28 (or 29). Then in next step it will move to March 31.

CHANGES FOR VERSION 5.07.0 (as compared to 5.06.0)

a bugfix in 5.06 affected Foreign() function so it did not load the data on very first access - now fixed. This fixes also huge drawdown numbers that occurred on open positions at the end of trade list if cache size was small
AFL: SetChartOptions has now 2 more parameters that allow to set custom scaling
SetChartOptions( Mode = 0, Flags = 0, gridFlags = chartGridMiddle, ymin = 0, ymax = 0 )
new ymin, ymax parameters specify Y-axis minimum and maximum values for custom scaling.
If you specify any values that meet the condition ymin < ymax, AmiBroker will turn OFF automatic scaling and use specified min/max values
for Y scale. Note that Mode argument controls when these settings are applied (0 - only when new chart is created, 1 - always), when modes 2 and 3 are used - scaling is not changed.
bugfix: in 5.06.0 deleting the very first symbol raised exception, now it is fixed
bugfix: rarely when trade profits gone to absurd levels (for example if user switched off price checking and used zero as entry price), AmiBroker would crash when generating profit distribution chart, now it is fixed
Crosshair moves way faster and flicker is practically eliminated
Crosshair state is global now and saved between sessions
Crosshair works now in floating windows and in inactive windows too
IS, OOS, BEST equity tickers are now put into group 253 and market 253 (composites)

CHANGES FOR VERSION 5.06.0 (as compared to 5.05.1)

Walk Forward: now you can select "trading days" instead of calendar days as step unit. Currently it is using simplified method: Mon-Fri as a trading days
Walk Forward settings: fixed lockup (due to infinite loop) when step was set to zero, also added other checks for invalid entries
RT Quote window: now symbols can be re-arranged by drag-and-drop (simply click on the symbol, hold and drag to re-arrange order)
RT Quote window: faster refreshes and multi-step color fading
RT Quote window: added ability to type-in multiple symbols directly (instead of selecting one by one or via existing watch list)
RT Quote window: added ability to insert EMPTY line (to separate symbol groups)
Preferences / Currencies: now you can define upto 20 currencies for multiple-currency backtesting
New FindSignal function in Backtester object (custom backtester procedure) allowing fast lookups for signals matching given symbol
bo = GetBacktesterObject();
bo.FindSignal( bar, symbol, type )
where
bar is a bar number
symbol is ticker symbol
type represents type of signal to find: 0 - both entries and exits, 1 - only entries, 2 - only exits

The function finds for first matching signal that has fPrice != -1 (different than -1). If 0 is used as type, and entry and exit is on the same bar then entry signal will be returned. Note: fPrice = -1 is a special marker meaning that given signal should be ignored.
Internal symbol pointers stay the same when new symbols are added or deleted. This addresses exceptions when using AddToComposite during backtests among other things
This fixes: FC#1101, exceptions when using AddToComposite inside CBT and exceptions occuring sometimes with COM when adding / removing symbols
Floating panes are now "sticky" that makes it easier to arrange the workspace
Charts: ability to hide vertical quote marker
The control over vertical quote marker is given now via
Parameter dialog -> Axes & Grid -> Vert. quote marker: Show/Hide
And programmatically via SetChartOptions function:
SetChartOptions( 2, chartHideQuoteMarker );
Bugfix: when "pad and align" was used in AA and reference symbol did not have all trading days, the data used for very first symbol in the watch list under test could have been unaligned for the very first AA run, subsequent runs were OK)
Alert Output column sizes / layout are now preserved between sessions
Added two new backtest modes: backtestRegularRaw2 and backtestRegularRaw2Multi that do not remove excess EXIT signals
The common thing between Raw and Raw2 modes is that they both do NOT remove excess ENTRY signals.
The difference is that Raw modes remove excess EXIT signals, while Raw2 do NOT.
In Raw2 modes all exit signals (even redundant ones) are passed
to second phase of backtest just in case that you want implement strategy that skips first exit. Lets suppose that you want to exit on some condition from first phase but only in certain hours or after certain numbers of bars in trade or only when portfolio equity condition is met. Now you can do that in raw2 modes.
Note that Raw2 modes can get significantly slower when you are using custom backtester code that iterates thru signals as there can be zillions of exit signals in the lists even for symbols that never generated any entry signals, therefore it is advised to use it only when absolutely necessary. Raw2 modes are also the most memory consuming.
Note also that if you run the system WITHOUT custom backtest procedure there should be no difference between Raw and Raw2 modes (other than speed & memory usage) as first matching exit signal is what is used by default.
3D chart viewer: process priority is now set to IDLE
3D chart viewer: animation is now smoother (upto 100fps vs 25fps)

CHANGES FOR VERSION 5.05.1 (as compared to 5.05.0)

Walk Forward AA Settings: added error message when start date > end date
Walk Forward AA Settings: added "preview" list - showing all IS and OOS segments with dates

CHANGES FOR VERSION 5.05.0 (as compared to 5.04.2)

Walk Forward: "Easy" mode in the settings implemented - it sets "out-of-sample" parameters automatically based on in-sample settings
GetCursorMouseButtons new flag = 8 - means that current chart just received mouse click

///////////////////////////////////////////////// // Low-level graphic + Interactive GUI control sample // This example shows: // 1. how to draw "buttons" // 2. how to handle mouse clicks // 3. how to implement event call-backs /////////////////////////////////////////////////// Version( 5.04 ); // requires 5.04 or higher //////////////////////////////////////////////////// // Part 1: DRAWING TABLE OF BUTTONS ////////////////////////////////////////////////// GfxSetOverlayMode( 2 ); // formatted text output sample via low-level gfx functions CellHeight = 20; CellWidth = 100; GfxSelectFont( "Tahoma", CellHeight/2 ); GfxSetBkMode( 1 ); function PrintInCell( string, row, Col ) { GfxDrawText( string, Col * CellWidth, row * CellHeight, (Col + 1 ) * CellWidth, (row + 1 ) * CellHeight, 0 ); } GfxSelectPen( colorBlue ); for( i = 0; i < 10 && i < BarCount; i++ ) { for( k = 0; k < 5; k++ ) { PrintInCell( "Button " + i + "," + k, i, k ); } GfxMoveTo( 0, i * CellHeight ); GfxLineTo( 5 * CellWidth, i * CellHeight ); } GfxMoveTo( 0, i * CellHeight ); GfxLineTo( 5 * CellWidth, i * CellHeight ); for( Col = 1; Col < 6; Col++ ) { GfxMoveTo( Col * CellWidth, 0); GfxLineTo( Col * CellWidth, 10 * CellHeight ); } ///////////////////////////////////////////////////////// // Part 2: MOUSE BUTTON CALL BACKS ////////////////////////////////////////////////////////// Title=""; function DrawButton( px, py, Clr1, Clr2, text ) { Col = floor( px / CellWidth ); Row = floor( py / CellHeight ); GfxGradientRect( Col * CellWidth, row * CellHeight, (Col + 1 ) * CellWidth, (row + 1 ) * CellHeight, Clr1, Clr2 ); PrintInCell( text + " " + row + "," + Col, row, Col ); } function OnLMouseButton(x, y, px, py) { _TRACE("LButton x = " + DateTimeToStr( x ) + " y = " + y ); DrawButton( px, py, ColorHSB( 50, 255, 255 ), ColorHSB( 90, 255, 255 ), "just clicked" ); } function OnRMouseButton(x, y, px, py) { _TRACE("RButton x = " + DateTimeToStr( x ) + " y = " + y ); } function OnMMouseButton(x, y, px, py) { _TRACE("MButton x = " + DateTimeToStr( x ) + " y = " + y ); } function OnHoverMouse(x, y, px, py) { _TRACE("LButton x = " + DateTimeToStr( x ) + " y = " + y ); DrawButton( px, py, ColorRGB( 230, 230, 230 ), ColorRGB( 255, 255, 255 ), "mouse over" ); } function OnLButtonIsDown(x, y, px, py) { _TRACE("LButton x = " + DateTimeToStr( x ) + " y = " + y ); DrawButton( px, py, ColorHSB( 190, 255, 255 ), ColorHSB( 210, 255, 255 ), "down" ); } ///////////////////////////////////////////////////////// // Part 3: GENERAL PURPOSE EVENT HANDLER (reusable! - may be put into "include" file) //////////////////////////////////////////////////////// function EventHandler() { local b, x, y, px, py; b = GetCursorMouseButtons(); // retrieve co-ordinates in date/value units x = GetCursorXPosition(0); y = GetCursorYPosition(0); // retrieve co-ordinates in pixel units px = GetCursorXPosition(1); py = GetCursorYPosition(1); if( b & 8 ) // flag = 8 is set when window just received mouse click { // not-null means clicked in THIS (current) window if( b & 1 ) OnLMouseButton( x, y, px, py ); if( b & 2 ) OnRMouseButton( x, y, px, py ); if( b & 4 ) OnMMouseButton( x, y, px, py ); } else { if( b == 0 ) OnHoverMouse( x, y, px, py ); // no button pressed if( b == 1 ) OnLButtonIsDown( x, y, px, py ); // button pressed } } EventHandler(); RequestTimedRefresh( 1 );
GetCursorXPosition/GetCursorYPosition return non-null values when mouse is over the current chart regardless if it was clicked or not
BUGFIX: trend line sometimes moved to the right edge when drawing/moving them while two charts were opened in different periods
Selector line is not drawn (does not blink) when GfxOverlayMode is set to 2
Walk Forward document can now be closed and/or hidden during WF (it is not re-opened constantly)

CHANGES FOR VERSION 5.04.2 (as compared to 5.04.1)

New log scale (5.04.1) was not working nicely for small dynamic range charts - chart looked compressed. Fixed now.
Chart Periodicity on MDI tab is now updated when switching
Trendlines work fine with thick and dotted styles again (broken in 5.04)
AFL: GetCursorXPosition/GetCursorYPosition functions changed
1. The functions now by default return NULL (empty value) if mouse is OUTSIDE the current window
2. New "mode" parameter controls what values are returned

GetCursorXPosition( mode = 0 )
GetCursorYPosition( mode = 0 )

mode = -1 - (old compatibility mode) - x - value gives X-coordinate in DateTime format. y - value gives PRICE. Values are reported no matter where is the mouse (i.e. may refer to window different than current if mouse is outside current window).
mode = 0 - (default) x - value gives X-coordinate in DateTime format. y - value gives PRICE. Returns NULL if mouse is outside current window
mode = 1 - x, y - are mouse coordinates expressed in screen PIXELS. Returns NULL if mouse is outside current window

CHANGES FOR VERSION 5.04.1 (as compared to 5.04.0)

WF: Settings "Optimization target" combo box shows all built-in fields now
WF: now combined in-sample and out-sample equities are available by ~~~ISEQUITY and ~~~OSEQUITY composite tickers
(consecutive periods of IS and OOS are concatenated and scaled to maintain continuity of equity line - this approach assumes that you generally speaking are compounding profits)
To display IS and OOS equity you may use for example this:
PlotForeign("~~~ISEQUITY","In-Sample Equity", colorRed, styleLine); PlotForeign("~~~OSEQUITY","Out-Of-Sample Equity", colorGreen, styleLine); Title = "{{NAME}} - {{INTERVAL}} {{DATE}} {{VALUES}}";
WF: in-sample best uses "first best" result consistenly instead of quicksort (that did not prevent original order)
WF: the output window is re-open when user closes it during Walk Forward optimization
Log chart scaling enhanced to handle nicely extreme dynamic range

CHANGES FOR VERSION 5.04.0 (as compared to 5.03.0)

AFL Formula Editor: Copy-paste does not "eat" last character
AFL Formula Editor: Edit->Prettify Selection function added
Calling Activate() method of Window object does not maximize MDI window any more
Print Preview works fine now with floating windows
Walk-Forward Optimization implemented (v1)

CHANGES FOR VERSION 5.03.0 (as compared to 5.02.2)

Fixed: Pane/Template options do not work on floating window
Added: Interval linking
New linking settings are now saved in layouts and restored properly
(re-)added: Cursor linking - selector line moves together in symbol and/or linked charts
Removed File->New->Linked chart (new linking replaces this functionality)
Fixed: Layouts with old-style linked charts are now automatically converted into new scheme when loading layout

CHANGES FOR VERSION 5.02.2 (as compared to 5.02.1)

fixed problem with c-like multi-line comments /* */ that appeared in 5.02.1 beta

CHANGES FOR VERSION 5.02.1 (as compared to 5.01.1)

Implemented Unlimited nesting of #include and #include_once
True multi-monitor support. Chart windows can now be floated (outside main application frame) and moved to different monitors
Implemented new way of symbol-linking of charts (the button next to scrollbar allows to choose linked group (1-9))
Fixed crash when attempting to backtest on empty watch list (bug introduced in 5.01)
AFL: SetBarFillColor( colorarray ) allows to independently control candlestick, bar, cloud, and area chart fill color
OLE: when Broker.Application reference count drops to zero and AB was not running prior to CreateObject() then the AB is closed
Implemented workaround to Windows XP list view drawing bug (MS KB813791)
Floating pane title is synchronized now (5.02.0 fix)

CHANGES FOR VERSION 5.01.1 (as compared to 5.01.0)

fixed loading of customized toolbars
toolbar customizations are now stored in Broker.exe-CommandBars51 (number increased) to isolate new betas and old versions

CHANGES FOR VERSION 5.01.0 (as compared to 5.00.0)

Tweaks in backtester for improved performance
Portfolio backtester on average 2x faster for both multiple and single-security tests (some trivial, frequently trading systems may observe upto 5x speedup on multiple securities during long analysis periods). Note that AFL engine speed has NOT changed as compared to 5.00. Speed increase comes from backtester tweaks alone, so the longer AFL code is the less speed-up you will see, because backtester processing would account for smaller part of overall execution time.
Tweaks in quote handling for improved performance
Code profiler - shows code analysis with detailed per-function timing report. Available from AFL Editor: Tools->Code Check & Profile menu

CHANGES FOR VERSION 5.00.0 (as compared to 4.99.0)

Database Purify: Date column type in set correctly now so clicking on column sorts by date instead of by alpha (FC#1130)
Elapsed/estimated time is updated constantly when running long optimizations (FC#1107)
Extra characters in the title occuring when using dynamic color with Null values in Plot() statements. Fixed. (FC#1129)
Fixed saving of new commission table (FC#1122)
In some cases slider did not allow to reach the upper margin of Param() when step was decimal fraction like 0.1 due to floating point rounding. Now it addressed. (FC#1155)
Price Chart Style is now saved in a layout/template (FC#1039)
When Find/Replace dialog is still open while Formula Editor is closed it does not cause exception anymore

CHANGES FOR VERSION 4.99.0 (as compared to 4.98.0)

A warning added when closing the last chart window
Fixed possible stack overflow when using ASCII importer for files without extension but with . (dot) in a path (directory) name
TimeFrameMode(3) (range mode) was not functional in 4.98, now it is fixed
Fixed calculation of profit of leveraged instruments denominated in non-base currency when dynamic fx rate was used
Private heap allocator implemented for quotes and for trading signals
This should resolve problem of getting "out of memory" problem that could occur during very long optimizations due to poor handling of virtual memory in Windows.

CHANGES FOR VERSION 4.98.0 (as compared to 4.97.0)

N-tick intervals from View->Intraday menu are enabled again in tick databases (were disabled in 4.97 only)
AFL: Status() function: 2 new fields added

" axisminy" - retrieves the minimum (bottom) value of Y axis (indicators only)
" axismaxy" - retrieves the maximum (top) value of Y axis (indicators only)

Example 1:

Title = "Axis Min Y = " + Status("axisminy") + "Axis Max Y = " + Status("axismaxy");

Example 2:

SetChartOptions( 3, 0, ChartGridMiddle ); axismin = Status("axisminy"); axismax = Status("axismaxy"); Plot( C, "Price", colorBlack, styleBar ); // draw exactly 5 grid lines for( i = 0; i < 5; i++ ) { y = axismin + i * (axismax - axismin)/4; PlotGrid( y, colorRed ); }
HTML export / import now store extra information about the kind of file exported so when you export optimization result and re-import it later you will be able to use optimization graph (FC#: 1029)
HTML import: sometimes when importing large files duplicate rows appeared at the end - now it is fixed (FC#1024)
Fixed formatting of numeric values above 100000 after HTML import when comma used as thousands separator (FC#: 1029)
Added protection against using file-system reserved characters (*?#:|></"\) in watch list names
Implemented 5-tier commission schedule table in backtester (AA->Settings: Commission table : DEFINE...) (FC#270)
Account Manager: commission was not subtracted from equity when scaling-in position that was open in previous amibroker run, now it is fixed
Fixed problem with "Use only local database for this symbol" being set to "yes" during loading of the database with absent broker.master file

CHANGES FOR VERSION 4.97.0 (as compared to 4.96.0)

Range Bar compression implemented now (FC#: 210, 1041,897,284)

Range Bars are price-driven bars, with each bar having a required minimum high-low range. Source data are consolidated into one bar until the range requirement is reached, then a new bar is started. It works best with tick data that have only one price per data point. You can use it with other base time intervals as well, but please note that if single source bar H-L range exceedes desired range, the output will be single bar that has range higher than requested. In other words source bars exceeding desired range won't be splitted into several range bars. For example if you use 1 minute bars and there is $3 dollar movement and you have selected $1 range bars it won't be splitted into 3 bars. Instead you will get single bar with original $3 range.This is so because AB has no idea what happened *inside* the bar. Prices could move first downwards and later upwards or opposite or zigzaging several times or making any other pattern inside bar and this information is not available from source bar that only has OHLC prices. Note that range bar compression is not standarised. Some other softwares may attempt to split to several artificial bars when range is exceeded, but we belive it is wrong since it is based on assumptions about price action inside bar that may and usually are wrong.

Range bars can now be selected as custom compression from Tools->Preferences->IntradayRange bars are also available via TimeFrameMode() function

TimeFrameMode( 3 ); // turn on range bars TimeFrameSet( 1.5 ); // set compression to 1.5$ range bar
Mersene Twister MT19937 random number generator added
Two new AFL functions:

mtRandom( seed = Null ) - returns single random number (scalar) in the range [0,1)
mtRandomA( seed = Null ) - returns array of random numbers in the range of [0,1)

seed is random generator seed value. If you don't specify one, the random number generator
is automatically initialized with current time as a seed that guarantees unique sequence

Both functions use Mersene Twister mt19973ar-cok algorithm.
(Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura.)

Mersene Twister is vastly superior to C-runtime pseudo-random generator
available via Random() function.

It has a period of 219973 = approx 2.9*106012 For more information visit:
http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html

See also:
M. Matsumoto and T. Nishimura, "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator", ACM Transactions on Modeling and Computer Simulation, Vol. 8, No. 1, January 1998, pp 3--30.
AFL: PopupWindow() function added (FC#: 840)
SYNTAX:
PopupWindow( bodytext, captiontext, timeout = 5, left = -1, top = -1 );

bodytext - the string containing the text of the window body
caption - the string containing the text of window caption
timeout - auto-close time in seconds (default 5 seconds)
left - top-left corner X co-ordinate (default = -1 -means auto-center)
top - top-left corner Y co-ordinate (default = -1 - means auto-center)

Example code:
if( ParamTrigger("Display Popup Window", "Press here" ) ) { PopupWindow("Current time is: " + Now(),"Alert", 2, 640*mtRandom(), 480*mtRandom()); }
ASCII Importer: $TIMESHIFT option added (FC# 1094)
Added ability to time-shift data at the time of the import.

$TIMESHIFT shift_in_hours

For example:

$TIMESHIFT 2

will import with date/time stamps shifted 2 hours forward

$TIMESHIFT -11.5

will import with date/time stamps shifted 11 and half hour backward

Please note that only INTRADAY data (with TIME component provided) are shifted. EOD data (without time field) are unaffected.]
AFL: GetPlaybackDateTime() (FC#: 837)
pt = GetPlaybackDateTime(); // new function to retrieve playback position date/time, //returns zero if bar replay is NOT active if( pt ) { Title = "Playback time: " + DateTimeToStr( pt ); } else { Title = "Bar Replay not active"; }
It returns zero if bar replay is not active.
Fixed lockup when bar replay was attempted on base time interval = tick
Fixed passing IDispatch parameters to OLE/COM method calls
Fixed error message typo in SetCustomBacktestProc (FC: 1085) "exit" vs "exist"
3D optimization chart viewer: added 4x4 Full Screen Anti-Aliasing for beautifully smooth 3D charts and improved readability
4x4 Full-Screen Anti-Aliasing (FSAA) feature is available only on graphic cards that support this in hardware (all NVidia GeForce cards, and most recent graphic cards that have 3D acceleration). It is not available for low-end graphic cards sometimes found in the cheapest notebooks.
If FSAA is not supported by the hardware View->Anti-aliasing menu item will be disabled (grayed).
If FSAA is supported in hardware then it will be turned on by default.
Note that animation speed with FSAA turned on may be lower on slower graphic cards. If speed is not acceptable you can turn off anti aliasing by unchecking View->Anti-aliasing menu (or turning off "A" button in the toolbar) of 3D chart viewer (O3G.exe).

CHANGES FOR VERSION 4.96.0 (as compared to 4.95.0)

HTML Import to AA result list implemented (FC#579)
Note that this feature is intended to import only HTML files exported by AmiBroker. The HTML parser used is specifically written for this particular purpose and expects certain layout of HTML file. HTML files saved by other programs can not be imported. Use Automatic Analysis -> File -> Import to access this feature.
Account manager: added "per-trade" commission setting (FC#: 973)
Two new backtester modes that do not remove redundant signals (FC#: 105)
- RAW MODE: signal-based backtest, redundant (raw) signals are NOT removed, only one position per symbol allowed:
- RAW MODE WITH MULTIPLE POSITIONS - signal-based backtest, redundant (raw) signals are NOT removed, MULTIPLE positions per symbol will be open if BUY/SHORT signal is "true" for more than one bar and there are free funds, Sell/Cover exit all open positions on given symbol, Scale-In/Out work on all open positions of given symbol at once.
AFL: new function SetBacktestMode( mode )
Sets working mode of the backtester:
// default, as in 4.90, regular, signal-based backtest, redundant signals are removed SetBacktestMode( backtestRegular ); // signal-based backtest, redundant (raw) signals are NOT removed, only one position per symbol allowed SetBacktestMode( backtestRegularRaw ); // signal-based backtest, redundant (raw) signals are NOT removed, // MULTIPLE positions per symbol will be open if BUY/SHORT signal is "true" for more than one bar and there are free funds // Sell/Cover exit all open positions on given symbol, Scale-In/Out work on all open positions of given symbol at once. SetBacktestMode( backtestRegularRawMulti ); // rotational trading mode - equivalent of EnableRotationalTrading() call SetBacktestMode( backtestRotational );
AA window: custom draw buttons (with arrows) are redrawn on killfocus event to prevent flickering
Fix: when symbol is deleted from database it is removed from all new watchlists as well
Attempt to assign value to the element of the array named the same as the function inside the function declaration produces error 33 now instead of crash (FC#: 1011)
Clicking RMB->Watchlist->Remove inside watch list node was removing symbol from all watch lists. Now it is fixed.
Fixed cell text truncation that could happen randomly when using HTML export
Position of compound drawings (retracements/cycles) is updated correctly now when "Properties" dialog was choosen from without selecting the drawing via LMB click
Stops were reset to default values (from settings) when custom backtest routine was stored in separate file (not embedded or included in the formula). Now it is fixed

CHANGES FOR VERSION 4.95.0 (as compared to 4.94.0)

Added support for AFL Code Wizard (Analysis->AFL Code Wizard menu and toolbar button)

AFL Code Wizard is a new add-on for AmiBroker. It allows creation of trading system formulas without ANY programming experience. It is available for purchase for $49 one-time fee. Further upgrades are free. AmiBroker comes with trial version that has all functionality *including* export of auto-generated AFL formula to AmiBroker. The only missing feature in trial version of AFL COde wizardis saving the project in .awz format.

To run it select Analysis->AFL Code Wizard menu.

AFL Code Wizard instructional video can be found at: http://www.amibroker.com/video/amiwiz/AFLWiz1.html
Symbol Tree->Right click->Watch List->Type In works from any node now (FC#991)
Filter window supports more than 256 watchlists (FC#1006)
Aliases are properly recognized when adding symbols to new watchlists

CHANGES FOR VERSION 4.94.0 (as compared to 4.93.0)

AFL: 23 new low-level graphic functions allowing Windows GDI-like painting
Completely new low-level graphic AFL interface allows complete flexibility in creating any kind of user-defined display.

The interface mimics closely Windows GDI API, with same names for most functions for easier use for GDI-experienced programmers. The only differences are:
1. compared to Windows GDI all functions are prefixed with 'Gfx'
2. pen/brush/font creation/selection is simplified to make it easier to use and you don't need to care about deletion of GDI objects
3. Three overlay modes are available so you can mix low-level graphics with regular Plot() statements
(mode = 0 (default) - overlay low-level graphic on top of charts, mode = 1 - overlay charts on top of low-level graphic, mode =2 - draw only low-level graphic (no regular charts/grid/titles/etc))

Low-level graphics tutorial: http://www.amibroker.com/guide/h_lowlevelgfx.html

Available low-level gfx functions (click on the links for detailed explanation):
GfxMoveTo( x, y ) http://www.amibroker.com/f?gfxmoveto
GfxLineTo( x, y ) http://www.amibroker.com/f?gfxlineto
GfxSetPixel( x, y, color ) http://www.amibroker.com/f?gfxsetpixel
GfxTextOut( "text", x, y ) http://www.amibroker.com/f?gfxtextout
GfxSelectPen( color, width = 1, penstyle = penSolid ) http://www.amibroker.com/f?gfxselectpen
GfxSelectSolidBrush( color ) http://www.amibroker.com/f?gfxselectsolidbrush
GfxSelectFont( "facename", pointsize, weight = fontNormal, italic = False, underline = False, orientation = 0 ) http://www.amibroker.com/f?gfxselectfont
GfxRectangle( x1, y1, x2, y2 ) http://www.amibroker.com/f?gfxrectangle
GfxRoundRect( x1, y1, x2, y2, x3, y3 ) http://www.amibroker.com/f?gfxroundrect
GfxPie( x1, y1, x2, y2, x3, y3, x4, y4 ) http://www.amibroker.com/f?gfxpie
GfxEllipse( x1, y1, x2, y2 ) http://www.amibroker.com/f?gfxellipse
GfxCircle( x, y, radius ) http://www.amibroker.com/f?gfxcircle
GfxChord( x1, y1, x2, y2, x3, y3, x4, y4 ) http://www.amibroker.com/f?gfxchord
GfxArc( x1, y1, x2, y2, x3, y3, x4, y4 ) http://www.amibroker.com/f?gfxarc
GfxPolygon( x1, y1, x2, y2, ... ) http://www.amibroker.com/f?gfxpolygon
GfxPolyline( x1, y1, x2, y2, ... ) http://www.amibroker.com/f?gfxpolyline
GfxSetTextColor( color ) http://www.amibroker.com/f?gfxsettextcolor
GfxSetTextAlign( align ) http://www.amibroker.com/f?gfxsettextalign
GfxSetBkColor( color ) http://www.amibroker.com/f?gfxsetbkcolor
GfxSetBkMode( bkmode ) http://www.amibroker.com/f?gfxsetbkmode
GfxGradientRect( x1, y1, x2, y2, fromcolor, tocolor ) http://www.amibroker.com/f?gfxgradientrect
GfxDrawText( "text", left, top, right, bottom, format = 0 ) http://www.amibroker.com/f?gfxdrawtext
GfxSetOverlayMode( mode = 0 ) http://www.amibroker.com/f?gfxsetoverlaymode
AFL: Two new fields in Status() functions: pxwidth and pxheight (
Status("pxwidth") - gives pixel width of chart window (useful for low level graphics functions that operate on pixels)
Status("pxheight") - gives pixel height of chart window
Better scaling and no more black rectangle on the bottom in images created via Edit->Image->Copy / Export
"New Look" charts (switchable via Tools->Preferences "Charting") - give cleaner, larger and more readable chart display and printout
Printing/copy-metafile function uses now Enhanced Metafile format that handles clipping regions (styleClipMinMax)

CHANGES FOR VERSION 4.93.0 (as compared to 4.92.0)

Fixed exception that maight occur when copying to clipboard very long lines from AA result list
CategoryGetName() now returns empty string for non-existing categories instead of some uninitialized (random) string
Fixed exception when trying to apply commentary on blank chart pane
AFL editor fix: right Alt + z does not trigger 'undo' anymore (allows to enter Polish z (z-dot-above) letter)
Fixed exception occuring when Symbol Information was edited at the same time while first auto-analysis was run
Fixed bar replay not functioning when viewing interval was the same as base time interval and set to less than 5 minute, mixed mode was off, and no afterhours/weekend filtering was enabled (FC#: 899)
Fix: defined FXRate for the very first symbol in the database is used correctly now (FC#: 975)
When LoadFormula() method of Analysis object is called parameters are reset now (FC#: 958)
Ability to export Chart in "portable" format so you can distribute chart templates to others and they will be restored together with all linked formulas (FC#: 96)
This feature is available from RIGHT CLICK on chartTemplate->Save...Template->Load...
menus.

In addition to old local template format a new one is added with .chart extensionthat keeps not only window sizes and formula references (paths) but also formulas themselves,so all you need to do is to save your chart into one file (Chart Template, Complete *.chart)and copy that file onto different computer and chart will be recreated with all formulas linked to it.

To Save chart into new format do the following:

1. Click with RIGHT MOUSE button over the chart and select Template->Save...

2. In the file dialog, "Files of type" combo select "Chart Template, Complete (*.chart)"

3. Type the file name and click Save.

To load previously saved complete chart do the following:

1. Click with RIGHT MOUSE button over the chart and select Template->Load...

2. In the file dialog, select previously saved *.chart file and press "Open"

Note: The procedure AmiBroker does internally is as follows: When you save the chart into new format it saves XML file with:

a) names of all sheets, panes, their sizes, locations and other settings
b) paths to all formulas used by all panes
c) the text of formulas themselves

When you load the chart in new format AmiBroker:
a) sets up the sheets/panes according to information stored in the file
b) for each formula stored in the file it checks if the same formula exists already on target computer:
- if it does not exist - it will create one
- if it exists and the contents is identical to the formula stored in .chart file it will do nothing
- if it exists and the contents is different then it will create NEW formula filewith _imported.afl suffix (so old file is not touched) and will reference the pane to the _imported.afl formula instead.

IMPORTANT NOTE: if you use any #include files AmiBroker will store the contentsof include files as well inside chart file and will attempt to recreate them on target machine.Please note that in case of includes it will check if it exists and if it is different.If both conditions are met (different file exists already) it will ask to replace or not.If you choose to replace - it will replace and make backup of existing one with .bak extensionIf you are using any files in "standard include files and include them using <> braces, AmiBroker will restore files in target machine standard include folder as well evenif the standard include folder path is different on the source machine).

Note also - that this functionality is a bit experimental and pretty complex internally. There may be some bugs even though it was tested on number of different setups. Feedback is welcome. It is intended to be used to port charts between different computers. For storing layouts/templates on local computer you should rather use old formats as they consume much less space (they store only references,not the formulas themselves). One may however use new format for archiving purposes as itkeeps formulas and all references in one file that is very convenient for backups.

CHANGES FOR VERSION 4.92.0 (as compared to