AmiBroker 5.93.0 BETA Read Me

March 8, 2015 0:27

THIS IS A BETA VERSION OF THE SOFTWARE. EXPECT BUGS !!!

Backup your data files and entire AmiBroker folder first!

INSTALLATION INSTRUCTIONS

IMPORTANT: This archive is update-only. You have to install full version 5.90 first.

Just run the installer and follow the instructions.

Then run AmiBroker. You should see "AmiBroker 5.93.0 BETA" written in the About box.

See CHANGE LOG below for detailed list of changes. Note that only changes that affect end-user directly are listed here. Internal code changes/refactoring is usually not mentioned.

CHANGE LOG

CHANGES FOR VERSION 5.93.0 (as compared to 5.92.0)

• AFL Editor provides precise positioning of cursor for errors that occur within argument list of function calls
• AFL: Error 5 (incorrect type of argument in function call) is now much more precise: it tells what function expects and what type is actually found
• AFL: Low Level Gfx: GfxSelectStockObject() added - allows to select so called "stock" GDI objects such as Hollow brush (that allow to draw empty circles, polygons and so on)
  Available stock objects:

  WHITE_BRUSH 0
  LTGRAY_BRUSH 1
  GRAY_BRUSH 2
  DKGRAY_BRUSH 3
  BLACK_BRUSH 4
  NULL_BRUSH 5 (the same as hollow brush)
  HOLLOW_BRUSH 5
  WHITE_PEN 6
  BLACK_PEN 7
  NULL_PEN 8
  OEM_FIXED_FONT 10
  ANSI_FIXED_FONT 11
  ANSI_VAR_FONT 12
  SYSTEM_FONT 13
  DEVICE_DEFAULT_FONT 14
  SYSTEM_FIXED_FONT 16
  DEFAULT_GUI_FONT 17

  Example circle with hollow interior:

  GfxSelectPen( colorOrange, 4 );
  GfxSelectStockObject( 5 ); // hollow brush
  GfxCircle(100, 100, 20 );

• AFL: Low-Level Gfx: GfxSelectHatchBrush( color, style )
  Supported hatch styles:

  HS_HORIZONTAL 0 /* ----- */
  HS_VERTICAL 1 /* ||||| */
  HS_FDIAGONAL 2 /* \\\\\ */
  HS_BDIAGONAL 3 /* ///// */
  HS_CROSS 4 /* +++++ */
  HS_DIAGCROSS 5 /* xxxxx */

  Hatch color is specified by color parameter, hatch background is specified by current background color
  see: GfxSetBkColor()

  GfxSelectPen( colorOrange, 4 );
  GfxSetBkColor( colorLightGrey );
  GfxSelectHatchBrush( colorBlue, Param("Hatch pattern", 5, 0, 5 ) );
  GfxCircle(100, 100, 20 );

  
  

• AFL: Low-level Gfx: GfxSetZOrder now supports using z-order outside -5...+5 range, but displays a warning 903 in the editor about possible decrease in performance
• AFL: Percentile() function now supports variable period and has default value for rank = 50 (such param gives median with average of upper/lower median for even periods)
  
  Note that Percentile is very computation intensive function (it involves re-sorting arrays every bar)
  and variable-period version (if you call it with period being ARRAY) runs slower than scalar version

  bi = BarIndex();
  x = Percentile( Close, bi, 50 );
  Plot( x, "Cumulative 50% Percentile", colorRed );
  Plot( Close, "Price", colorDefault, styleCandle );

• AFL: XYAddChartPoint has new parameter (linecolor)
• AFL: XYChartSetAxis now supports the following styles: styleLine, styleDots, styleHistogram, styleThick and combinations of those styles. Multiple lines are possible - to start a new line call add a NULL point - XYAddChartPoint( chartname, "", Null, Null );
  
  chartname="example";

  XYChartSetAxis(chartname, "[x]", "[sinx/x]", styleLine | styleDots ); // bar style
  for( x = -10; x < 10; x += 0.2 )
  {
  y = sin(x ) / x;
  XYChartAddPoint( chartname, "", x, y, colorGreen, colorRed );
  }
  
  XYChartAddPoint( chartname, "", Null, Null ); // add a NULL point to begin new line
  
  for( x = -10; x < 10; x += 0.2 )
  {
  y = sin( 2 * x ) / x;
  XYChartAddPoint( chartname, "", x, y, colorOrange, colorBlue );
  }

• Backtest: Buy-And-Hold simulation is performed and its statistics are calculated and included in the Backtest Report.
  This feature in worst case (single symbol test) may add upto 30% to backtest time. In portfolio case the impact is negligible.
  The Buy-and-Hold calculations are turned OFF when detailed reports are not generated, for example during optimizations, so there is no slow down,
  unless you turn on report generation during optimization SetOption("GenerateReport", 1 )

  You can turn it off from Settings, Reporting

  Buy-and-hold simulation uses current symbol when doing single-symbol backtests/optimization.
  When doing portfolio backtest for more than one symbol, it uses "Portfolio B&H symbol" as a benchmark for buy and hold.

• Backtest: Report : numerical values don't get wrapped when report window is made small
• Backtester: implemented user-definable interest on account margin loans, charged when net cash balance drops below zero. Margin rate (0..100%) is definable in Analysis Settings.
  Margin Rate is added ON TOP of interest rate defined in the settings.
  So if interest rate is set to 0.1% and Margin rate is 1%, then effective margin loan rate is 1.1%.
  It also works with dynamic Interest rate, so if you define dynamic Interest Rate symbol
  then Margin Rate is added ON TOP current value taken from dynamic Interest Rate

  Current rates used are listed in the Detailed Log

• Backtester: implemented variable interest rate earnings
  To use variable interest rate:

  1. Add a symbol that will hold interest rates. It does not need to have quotes every day,
  you can have only quotes on days when interest rate changes.
  Interest rates should be expressed in PERCENTS. So if interest is 5% you should enter 5 in "close" price field for particular date

  2. Enter the rate symbol into "Dynamic interest symbol" in the Settings.

  3. Enter "Fixed interest rate" in the Settings. It will be used for days PRIOR to very first date available in intrest rate symbol.

• Backtester: interest earnings on positve cash balance and deductions on margin loans are now reported in detail in "Detailed log" mode every day
• Filter window enhanced. Now you can select multiple categories of the same type (for example even 7 different watch lists) and combine them using "OR" (match ANY), or "AND" (match ALL)
• UI: Commentary: added marquee progress bar to give visual clue to the user when formula is being executed
• UI: Deletion of symbols is now confirmed with better looking task dialog that has explicit button "Yes, delete permanently" to avoid user mistakes
  

CHANGES FOR VERSION 5.92.0 (as compared to 5.91.1)

• Analysis: Exploration's XYChart now allows bar style in addition to point style.
• AFL: New argument for XYChartSetAxis("chartname", "xaxis", "yaxis", chartStyle = 0 )
  Note that XY chart styles are different than regular chart styles and only two are supported at the moment: 0 (default) - point style, 1 - bar style (new)

  Example of bar style usage (this is EXPLORATION code):

  chartname = "example";
XYChartSetAxis( chartname, "[x]", "[sinx/x]", 1 ); // bar style
for ( x = -10; x < 10; x += 0.2 )
{
     y = sin( x ) / x;
     XYChartAddPoint( chartname, "", x, y, colorGreen );
}

  Second example:
  
  chartname = "gaussian";
XYChartSetAxis( chartname, "[x]", "[gaussian]", 1 );
for ( x = -3; x < 3; x += 0.125 )
{
     y = exp( - x ^ 2 );
     XYChartAddPoint( chartname, "", x, y, IIf( abs( x ) <= 1, colorGreen, colorRed ) );
}
  

  Bar style is useful for displaying probability distribution charts
  
  


• AFL: SetChartBkColor did not change the background behind X-axis text. Fixed.
• AFL: WriteVal/NumToStr has now new roundAndPad parameter that controls whenever function rounds output beyond 7th significant digit (and pads the rest with zeros), By default rounding is OFF now because it was off in 5.90 and earlier and rounding introduced in 5.91 could confuse old time users
• AFL: WriteVal/NumToStr will display Warning 506 if specified format exceeds maximum IEEE precision (7 significant digits) and roundAndPad option is turned off
• Analysis: 3D optimization chart was not available after Individual (MT) Optimization. Fixed.
• Analysis: a faster Export to CSV routine in 5.91.0 caused memory leak. Fixed.
• Analysis: Export to CSV could run out of memory when exporting more than 2GB. Fixed.
• Log window shows correct path when using "Check AFL syntax" in the editor, especially helpful if error is inside #included file
• Log window: double clicking on error line brings up AFL editor and scrolls to error line / column automatically
• PersistentVars.bin loading moved to AFTER CWD fix (prevents problem with deleting persistent variables when program is started with incorrect working directory)
  

CHANGES FOR VERSION 5.91.0 (as compared to 5.90.1)

• AFL/Charts: GfxSetCoordsMode( 1 ) now works with logarithmic scale too.
• AFL: added "Warning 505. Division by zero" (level 2 warning). It detects divison by zero in arrays too and prints which array element was zero
• AFL: failed COM type conversion is reported as a regular error within editor/log window instead of displaying message box
• AFL: new field in SetOption("WarningLevel", x ); -- allows to change warning level. Level 1 is default for all AFL executions with exception of AFL editor and commentary where warning level is set to 4
  Warning Level
  1 - report only level 1 warnings (502- too much plots)
  2 - report level 1 and 2 warnings (above plus assignment within conditional, division by zero, threadsleep period too long)
  3 - report level 1, 2 and 3 warnings (above plus createobject/createstaticobject )
  4- report all warnings (default for the AFL editor)
  
• AFL: new function AddRow("text") to add a raw text row to the exploration (allows outputing things without respecting Filter and without being limited to number of bars). This function is preliminary and its parameters are subject to change.
  
  SetOption("NoDefaultColumns", True );
Filter = 1;
AddColumn( Close, "Column1" );
AddColumn( Null, "Column2" );

for( i = 0; i < 10; i++ )
{
 AddRow( StrFormat( "row %g\tsecond column", i ) );
}
  
• AFL: new functions SparseCompress( query_points, data ) /SparseExpand( query_points, data )
  
  only_when = ( Month() % 2 ) == 0; // even months only

x = SparseCompress( only_when, Close ); // compact sparse data

y = MA( x, 10 ); // regular calculation

y = SparseExpand( only_when, y ); // expand sparse data

Plot( C, "Price", colorDefault, styleBar );
Plot( y, "Sparse MA from even months", colorRed );


function SparseCompressEquiv( sparse_array, data_array )
{
   result = Null;
  
   j = BarCount - 1;
   for( i = BarCount - 1; i >= 0; i-- )
   {
     if( sparse_array[ i ] ) result[ j-- ] = data_array[ i ];
   }
  
   return result;
}

function SparseExpandEquiv( sparse_array, data_array )
{
   result = Null;
  
   j = BarCount - 1;
   for( i = BarCount - 1; i >= 0; i-- )
   {
     if( sparse_array[ i ] ) result[ i ] = data_array[ j-- ];
   }
  
   return result;
}
• AFL: NumToStr protected against user error of specifying precision higher than provided by IEEE standard (display never exceeds 7 significant digits, rest is padded with zeros)
• AFL: the engine displays more verbose error in case when GetArraySymbolCopy fails
• Analysis: CSV Export speeded up 100+ times. Now exporting large files takes seconds instead of hours. Export speeds on ordinary hard disks > 80MB/sec
• Charts: Interval Lock added (so now you can lock symbol or interval or both)
• Commentary window - warning level raised to 4 (report all warnings in commentary window)
• Sort() could crash with IndexMode = True and start parameter was greater than zero. Fixed.
• When chart pane is being resized/dragged, real-time chart refreshes are temporarily held to prevent disappearing of tracking rectangle
  

If you experience any problem with this beta version please send detailed description of the problem (especially the steps needed to reproduce it) to support at amibroker.com