Code Verified: Amibroker Afl

This is the most powerful debugging tool in AFL. It prints text to the "Trace" window in the Code Editor. This allows you to see variable values for a specific bar or specific conditions.

How to use:

// Example: Verify why a Buy signal triggered
Buy = Cross(C, MA(C, 20));
if (SelectedValue(Buy))
// This prints to the Log window when you click on a bar where Buy is true
    printf("Buy Signal Date: %s, Close: %g, MA Value: %g", 
           DateTimeToStr(SelectedValue(DateTime())), 
           SelectedValue(C), 
           SelectedValue(MA(C, 20)));

Search for these patterns:

AFL check snippet:

// Verified: No look-ahead
Buy = Cross( MACD(), Signal() ); // OK, uses current bar only

// NOT verified (look-ahead) Buy = Ref( Cross( MACD(), Signal() ), -1 ); // Signals based on NEXT bar? Wait: Ref(..., -1) is past? No: Ref(array, -1) is PREVIOUS bar. Ref(..., +1) is future. Be careful.

Professional verifiers add timestamps:

StaticVarSet("LastSignalTime", LastValue(DateTime()));

If the stored time is later than the bar being processed, you have a leak.


Verified AFL code is crucial for effective and reliable trading strategy development in AmiBroker. By following best practices for verification, users can ensure their indicators and strategies perform as expected, leading to more accurate backtesting and live trading results. Always ensure to document and understand your code thoroughly to make modifications and debugging easier.

[Title Suggestion]: Verified AFL Trading Strategy – [Insert Strategy Name, e.g., EMA Cross with RSI Filter] 1. Strategy Overview

[Briefly explain how the code works, e.g., "This strategy enters long when the 50-period EMA crosses above the 100-period EMA while the RSI is above 50"]. Timeframe: [e.g., 5-minute, Daily, Weekly]. Asset Class: [e.g., Equities, Forex, Indices]. 2. Verified AFL Code Always use code blocks ( ) when posting on the AmiBroker Forum to ensure it is readable and easy for others to copy.

/* Verified Strategy: [Strategy Name] Requirements: License Verified Badge */

SetChartOptions(0, chartShowDates); _SECTION_BEGIN("Trading Logic");

// Variables MA_Fast = MA(C, 50); MA_Slow = MA(C, 100); RSI_Val = RSI(14);

// Entry and Exit Conditions Buy = Cross(MA_Fast, MA_Slow) AND RSI_Val > 50; Sell = Cross(MA_Slow, MA_Fast) OR RSI_Val < 30;

// Visuals Plot(MA_Fast, "EMA 50", colorGreen, styleLine); Plot(MA_Slow, "EMA 100", colorRed, styleLine); PlotShapes(Buy * shapeUpArrow, colorGreen, 0, Low); PlotShapes(Sell * shapeDownArrow, colorRed, 0, High); amibroker afl code verified

_SECTION_END(); Use code with caution. Copied to clipboard 3. Verification Status My account has the "License Verified" Backtest Results:

[Optional: Briefly mention if you have run a backtest and any key findings]. Important Posting Tips Get the Badge:

On the official AmiBroker forums, you must have the "License Verified" badge to create new topics or ask questions. You can verify your license through the AmiBroker Members Zone Show Your Work:

When asking for help, always post the code you have already tried rather than just a description. This makes it easier for the community to debug. Formatting:

Use the "Prettify" feature in the AmiBroker AFL Editor before pasting to ensure consistent indentation.

AmiBroker Formula Language (AFL) is a powerful tool, but a "verified" tag on code is the difference between a winning strategy and a blown account. Why Verification Matters

Backtest Accuracy: Prevents "survivorship bias" and "look-ahead" errors.

Execution Safety: Ensures logic doesn't trigger ghost trades.

Performance Stability: Confirms the math holds up across different market cycles. Core Verification Checklist 💡 The "Must-Haves" for Professional Code

Syntax Check: Passes AmiBroker’s built-in Check Selection tool (Shift + F6).

No Future Leaks: Logic never references tomorrow's data to trade today.

Robust Error Handling: Includes SetChartOptions and SetTradeDelays to define environment rules.

Optimization Ready: Uses variables that can be tuned without breaking the core logic. Anatomy of Verified AFL A reliable snippet usually follows this structural flow:

System Settings: Defines capital, commissions, and slippage. Indicators: The technical "engines" (e.g., EMA, RSI). Entry/Exit Logic: Clear Buy, Sell, Short, and Cover arrays. This is the most powerful debugging tool in AFL

Risk Management: Hard-coded stops or dynamic trailing exits.

Visuals: Clean Plot functions for manual verification on charts. How to Self-Verify

The Bar-by-Bar Test: Use the "Bar Replay" tool to see if signals appear as expected.

Parameter Stress: Change periods (e.g., from 14 to 20); the system should shift, not crash.

Out-of-Sample Testing: Run the code on data it hasn't "seen" before to prove it isn't overfitted.

If you have a specific indicator or strategy in mind, I can help you draft or audit the logic to ensure it meets these standards. To get started on your code, tell me:

The indicator or logic you're using (e.g., MACD crossover, Mean Reversion) Your preferred timeframe (e.g., Intraday, EOD)

Specific risk rules you want to automate (e.g., 2% stop loss)

In AmiBroker, "verified" AFL (AmiBroker Formula Language) code refers to scripts that have passed the internal Syntax Checker

and are ready for execution in charting, backtesting, or automated trading

. Ensuring your code is verified is the first step toward building a reliable quantitative system. 1. What is Verified AFL Code?

AFL is a high-level array-based language similar to C and JScript, but optimized for financial data . Code is considered verified when: Syntax is Correct

: No missing semicolons, unmatched brackets, or misspelled reserved words Logic is Valid

: Variables are defined before use, and function arguments match the expected types. Compiler Approval

: The "Verify Syntax" button in the Formula Editor returns "No errors found." 2. Core Components of Professional AFL Scripts // Example: Verify why a Buy signal triggered

To move beyond basic indicators to a "verified" professional trading system, your AFL should include these key modules: The Signal Logic : Defining Price and Volume Checks : Ensuring signals occur only when liquidity exists. Risk Management ApplyStop() to automate stop-losses and profit targets. Exploration Metadata : Defining AddColumn() to make the code usable in the Analysis window 3. Verification & Debugging Workflow

AmiBroker provides specific tools to ensure your code is technically sound before you put capital at risk: Syntax Highlighter

: Uses color coding to identify keywords, strings, and comments instantly. The Error Window

: When verification fails, AmiBroker highlights the exact line and column where the error occurred. The DebugView

: A separate utility (usually from Microsoft) that allows you to use the

function to see what’s happening inside your code while it runs in real-time. 4. Sample Verified Template: RSI Breakout

Here is a basic verified template that you can copy into the AmiBroker Formula Editor

// Verified RSI Strategy Template 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 ) ) ));

// Strategy Parameters period = Param("RSI Period", 14, 2, 50, 1 ); buyLevel = Param("Buy Threshold", 30, 1, 50, 1 );

// Signal Logic rsiVal = RSI( period ); Buy = Cross( rsiVal, buyLevel ); Sell = Cross( 70, rsiVal );

// Verification for Exploration Filter = Buy OR Sell; AddColumn( rsiVal, "RSI Value", 1.2 ); AddColumn( Buy, "Buy Signal", 1.0 );

// Visuals Plot( C, "Close", colorDefault, styleCandle ); PlotShapes( IIf(Buy, shapeUpArrow, shapeNone), colorGreen, 0, L, -15 ); Use code with caution. Copied to clipboard debug a specific error you're getting in your AFL editor, or should we look at optimizing a backtest


AmiBroker's AFL (AmiBroker Formula Language) is a powerful, array-based language for backtesting and automated trading. However, its flexibility and unique execution model (bar-by-bar vs. array) create significant risks: look-ahead bias, repainting signals, data-snooping errors, and execution slippage. This paper presents a verification framework comprising static analysis, runtime assertion checking, and post-execution validation. We introduce a set of canonical verification patterns, a taxonomy of common AFL bugs, and a reproducible methodology to ensure that backtest results map faithfully to live trading performance.


Verified code avoids for() loops where array processing would suffice. It uses static variables (StaticVarGet/Set) sparingly.

To ensure your code is robust and verified for long-term use, follow these standards:

Barrierefreiheit

Inhalts- und Navigationshilfen

Farbanpassungen

Textanpassungen

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