Presentation on theme: "New developments in AmiBroker"— Presentation transcript:
1New developments in AmiBroker New developments in AmiBrokerby Tomasz Janeczko, Amibroker.com
2AmiBroker 4.80 key improvements AmiBroker 4.80 key improvementsDuring this presentation I will show you features that are either already existing in most recent BETA version or coming up very shortly.First let us take a look at quick summary of some key improvements that new versions bring.The most visible change is of course brand new fully customizable user interface. Second thing that is also very noticable is better performance of entire program. There are also lots of small and not-so-small enhancements throughout enitre program that I will list later on.And finally there is also something which sets new standards in technical analysis software: 64 bit version of AmiBroker.All thease things are available right now (in current BETA).In addition to that there are several on-going developments that will either appear in the future official 4.80 version or shortly afterwards. I will talk about them a bit later.brand new fully customizable User Interfacemuch better performanceenhanced functionality in almost every area64 bit version available
3UI improvements Advanced nested docking Sliding Auto-hide panes UI improvementsA new user interface brings some useful features hidden behind such cryptic names as: ....But do not worry, I will just show you what each name is really about.Advanced nested dockingSliding Auto-hide panesTear-off tabsTear-off color pickerAdvanced customizable toolbars and menusThemed appearance
4UI: Advanced nested docking UI: Advanced nested dockingAdvanced nested docking algorithm allows complete freedom in arranging your workspace area. Each docking window (such as symbol tree, layers list, chart tree, notepad, interpretation window) can be docked to any side of the main application frame or can be organized to form a group as shown in this example. Actually docking mechanism was already available in previous versions but now it is more flexible and easy to use.
5UI: Advanced nested docking UI: Advanced nested dockingTo make it easier to dock window into desired position these small images called “docking stickers” are displayed during dragging the docking window.Arrow-like stickers allow to dock to any side, while central sticker allows to dock a window as a tab.
6UI: Sliding auto-hide panes UI: Sliding auto-hide panesIn the past some people were hiding workspace panel completely because they wanted to get more space for charts. But now new feature called “auto-hide panes” comes to help. The little “pinup” icon in the caption bar of the docking window allows to enable auto-hide feature. Once it is activated, docking windows slide to the edge of the screen and make room for the chart. What is cool about it, is that to see given window it is enough just to move the mouse to the edge and the window will slide back allowing you to make selection. Once you click on the chart it hides again automatically.
7UI: Tear-off tabsThird thing worth mentioning is the fact that workspace tabs now can be re-organized freely by simply dragging them. So you can have for example interpretation window and notepad window dragged to single tab row together with symbol list. You can also tear-off any tab and dock it separately or undock it completely and make it floating window.Note that in current BETA tear-off functionality works for these docking workspace windows only. In a later, official version it will allow dragging chart sheet tabs as well.
9UI: Advanced customizable toolbars & menus UI: Advanced customizable toolbars & menusNew user interface now allows also complete customization of menus and toolbars. This is not limited to just arranging them. You can also define completely new menus and toolbar buttons and assign actions to them. New toolbars also adopt themselves to the screensize so if there is not enough space for all buttons they get hidden but you can still access them using so-called chevron menu.
10UI: Adding/removing buttons UI: Adding/removing buttonsThe chevron menu makes it also easy to just turn on/off built-in buttons. All you need to do is to pull down chevron menu and mark checkboxes for toolbar buttons you want to see on the screen and you can uncheck those buttons which are not useful for you.
11UI: Editing buttonsNew user interface allows also to add your own buttons or modify existing buttons including their graphical look using built-in image editor.To access this feature, right-click the toolbar button you want to edit, while you are in customization mode, and pick Edit Button Image option. You can also rename, delete, copy and paste buttons between toolbars.
12As a finishing touch of your user interface customization process you can pick up different “theme” from the customization dialog to suit your personal taste.Some may consider all this user interface customization stuff not really important but I think that lots of you will actually love the ability to make AmiBroker’s interface matching your personal preference.What is also good is that the improvements do not end on the user interface. In fact there are plenty of improvements to core (or back-end) functionality.UI: Themed appearanceOffice 2000themeOffice 2003themeWhidbeytheme
13Performance improvements While we are at it. During recent months I spent some very long hours tweaking AFL engine down to assembly language level to make it faster. The most commonly used array operations were hand optimized to gain maximum speed and as a result they are now upto 480% faster than in old versions.Now in an isolated case of code doing only arithmetic operations AFL can perfrom between 400 and 600 millions of floating point operations per second.Since arithmetic and logical operations do not really constitute 100% of your formula this translates to something about 30-70% average speed increase of entire formula execution, noting the fact that more complex formulas gain usually more than simple ones.In addition to AFL engine improvements also the database operation speed was improved especially when handling very long intraday data.Lastly, the startup time has been decreased by a factor of 10 using some ‘smart’ formula loading technique.Performance improvementsAFL engine: basic array arithmetic and logical operations upto 480% faster (addition, subtraction, multiplication, division, modulus, AND/OR/NOT)Database: much faster handling of very long intraday data (> quotes per symbol)startup time decreased 10x (on low end machines from 10s to below 1 second)
14Charting improvements Charting improvementsThere are also several improvements in charting department, including:16 million colors in charts (also in AA) ColorRGB/ColorHSBnew chart styles - ‘cloud’ chartXshift feature added to Plot() allowing displaced plotsauto-wrap of chart titleY axis can now be scaled in fractions
15Charting improvements (cont) Charting improvements (cont)In addition to that, ability to control background color on chart-by-chart basis from formula level has been added as well as new useful PlotText function.Let me show you a couple of practical applications of these new features.background color control from formula levelnew PlotText function
16Charting: New ‘cloud’ style and true color palette New cloud style allows to draw regions between two lines filled with user-defined color like shown here Ichimoku cloud.Coupled with recently added 16 million color capability it allows to plot multiple moving average rainbow charts.As you can see it in the middle pane there are hundreds of moving averages plotted with rainbow colors making it easy to determine the trend direction using multiple smoothing periods at once. Moving averages with shortest periods appear in red color while longer averages are green and blue.In the bottom pane you can see the how RSI or Stochastic overbuy/ovesell levels can be highlighted using new cloud style coupled with ability to define clipping region.Charting: New ‘cloud’ style and true color palette
17Charting: X-shift and title auto-wrap Charting: X-shift and title auto-wrapA new X-shift parameter added to Plot function now allows to plot for example displaced moving averages past the last bar of data.This is useful also for plotting price projections into the future from formula level.Another useful thing is automatic wrapping of title text, so it does get truncated if it is too long and it also frees you from worrying about inserting new lines characters in user defined title texts.To enable automatic wrap you just go to Parameters window, Axes and Grid tab.
18Charting: Background color & Y-axis in fractions
20AFL improvements / new functions AddToComposite support for custom backtestnew hyperbolic functions: tanh, sinh, coshStrToUpper, StrToLowerGetRTDataForeignGetCursorXPosition/GetCursorYPositionDateTimeToStr/StrToDateTimeTimeFrameModeAlmostEqual
21OLE automation improvements New object: Window (ActiveWindow)new function allowing automatic/batch saving charts in PNG/GIF format (allows easy web publications) - ExportImageother new functions: MoveWindow, SelectedTab, LoadTemplate, SaveTemplate, ZoomToRange
22Backtester improvements Custom backtest procedures fully support multiple positions on the same symbolReports now include custom parameters
23Real-time functionality improvements new Interactive Brokers plugin featuring 30 / 180 DAY 1-minute bar backfillnew IQFeed plugin with much improved stability thanks to IQAPI 4.1.x.xnew Easy alerts feature (coming soon)user-definable filtering in Times&Sales window (coming soon)
24Other improvementsTimeFrame functionality: new compression: N-Volume barsASCII importer improvements: import of tick dataImport wizard allows easy entering of extra commands, file dialogs allow now upto files to be selected at once
2564 bit technology (AMD x64 / Intel EMT64 ) AmiBroker is first among technical analysis platforms to offer 64 bit versions nowAmiBroker and AmiQuote source code was updated to fully conform with 64 bit (x64) technology, while keeping compatibility with 32 bit so BOTH versions are produced from the same source code base.
26Benefits of 64 bit version: on average 25% faster executionhuge physical memory supported - upto 1 TB (terabyte) - that’s 1024 gigabyteshuge addressable (virtual) memory - upto 16 TBready for the future
27Disadvantages of 64 bit version: runs only on 64 bit version of Windows (currently Windows XP Pro x64, Windows 2003 x64)requires 64 bit CPU (Athlon 64, Intel EMT64)loads only 64 bit DLLs - so all old plugins need to be recompiled to 64 bit
2864-bit: Current availability AmiBroker v4.77 Std/Pro x64 - nowAmiQuote v1.82 x64 - now64 bit plugins:IB (Interactive Brokers) - nowMS (Metastock) - March 30DDE - March 30QT (QuoteTracker) - March 30
2964-bit: Where can I get it?There is a AmiBroker 4.77 x64 BETA version available now for download from: Again: it requires 64 bit processor AND 64 bit Windows.
3064-bit: What to do with old data vendor sw? There are lots of programs (like FastTrack) that are 32 bit only now and that may or may not move to 64 bit in near future.Best solution: convince data vendor to release 64 bit API :-)Possible workaround: 64bit DLL /32bit EXE bridge communicating with 64 bit AmiBroker using TCP/IP
31SummaryNew major upgrade of AmiBroker brings some key improvements and opens it for a new 64 bit technology setting new standards for technical analysis softwareIf you are buying a new machine anytime near, make sure to buy 64 bit capable CPU AND 64 bit of Windows (it will run all your 32 bit programs BUT... if you have ANY 16 bit program that you use it will NOT run on Win64)
32Future improvements Multi-threaded optimizer HoldMinBars feature in rotational backtesterNew account manager (multiple acc.)Layout sharingAFL code wizardnew design of automatic analysis/formula editOn-line knowledge baseOn-line suggestion tracker with voting capability
33Multi-threaded optimizer Support for multiple-core / multiple-CPU computers by using multiple-threading in optimizer.Optimization speed increase for dual-core CPU can reach 2x
34HoldMinBars feature in rotational backtester per-symbol user definable minimum number of bars to hold positionper-symbol user definable penalty in percent for early exit
35Layout sharingXML-based export of formulas/layouts to allow people to share their layouts in an easy way
36AFL code wizardThe user interface driven tool for creation of AFL formulas for people without coding expericence.
37New design of automatic analysis/formula edit A kind of “integrated environment” for AFL development with tabbed interface allowing multiple editor window, multiple AA result lists.
38On-line servicesKnowledge base - categorized / searchable database of answers to many common questions that arise frequently (the idea is to post answer to the knowledge base, instead to the mailing list - on the mailing list I would give only the link to the KB article)suggestion tracker with voting capability
39For more information visit: http://www.amibroker.com Thank YouFor more information visit: