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Using Our Data With AmiBroker

Overview
Requirements
Installation
FAQ

Overview

Norgate has developed an integration system for AmiBroker that creates a database for each of our data products. The integration scripts that we provide automatically populate a large number of useful Amibroker symbol lists (Markets, Groups and Watchlists) and provide Watchlist updates. They also maintain each database for symbol and name changes, new listings, delistings etc.

Requirements

Our integration scripts will ONLY work with AmiBroker version 5.60 or higher (6.00 or above HIGHLY recommended).
If you have an earlier version of AmiBroker, you can get the latest official release from the AmiBroker downloads area.

The integration scripts work with both the 32 and 64-bit versions of AmiBroker.

Please Note! You need to have Internet Explorer installed and functional on your machine, even if you don't use it as your default browser.

Installation

There are separate integration scripts for each of our ASX, US, Futures and Forex services. If you have subscribed to more than one service, then you will need to run each relevant script (this will not interfere with your existing AmiBroker workspaces - new ones will be created). Installers for the various integration scripts are available from our Downloads area.

Click on a link below to find instructions (and illustrations) on how to integrate our data with AmiBroker.

ASX Stocks
US Stocks
Forex
Futures

FAQ

What maintenance do I need to do each day/week?
Run the maintenance script (Tools > XXX-PremiumData) to pick up any code changes, name changes, new listings and delistings as well as changes to the index constituents and watchlists.
As the majority of the database maintenance is done over the weekend, we recommend that the maintenance script is run every Monday (as a minimum).

I seem to be missing some recently listed/changed symbols. What do I need to do to be able to see them?
Run the Maintenance as above.

My AmiBroker database is missing a lot of data (or seems to be corrupt). How can I fix this?
Run the maintenance script (Tools > XXX-PremiumData) to refresh the AmiBroker database.

If the AmiBroker database still appears to be corrupt, you can always create a fresh one. The instructions below refer to the US-PremiumData database but are equally applicable to any AmiBroker PremiumData database.

Show Instructions

My AmiBroker database is still not displaying charts after running the Tools > XXX-PremiumData maintenance script. How can I fix this?
In AmiBroker go File > Database settings and ensure that the Data source is set to "MetaStock data plug-in" (and not "local database") and Local Data Storage is disabled. If not, change them, click OK and then run Tools > XXX-PremiumData.

I am missing the Tools > XXX-PremiumData entry. How can I fix this?
Sometimes after upgrading (or reinstalling) AmiBroker, the Tools menu gets reset. You can manually add the symbol maintenance script to the Tools menu as follows:

ASX Stocks
US Stocks
Futures
Forex

When I run Tools > XXX-PremiumData, Internet Explorer opens a blank window and nothing happens. What should I do?
This issue can arise when there is a problem with Internet Explorer or some sort of so-called "browser helper object" has been installed into Internet Explorer (possibly by some sort of malware, spyware, adware or other "add-on"/toolbar that may have been inadvertently installed). Such add-ons interfere with the normal operation of Internet Explorer (which we use to display the status of the maintenance script).
Microsoft have details on how to fix this here.

How do I reorder the watchlists?
Using Windows Explorer, navigate to "C:\Program Files\AmiBroker\XXX-PremiumData\Watchlists" and edit the "index.txt" file. This must be done while AmiBroker is not running.
You can move your preferred watchlists to the top of the list (be sure to move the items and not copy them as the system cannot handle duplicate entries). Alternatively, if you just want to reorder the watchlists alphabetically, just delete the index.txt file.

The Dow Jones Industrial Average only shows a few days of data. How can I see more?
Prior to Amibroker v5.60 there was a bug in the MetaStock data plugin. To workaround this, click File -> Database Settings and set the number of bars to 31000.

How can I use Markets, Groups, and Watchlists in an Exploration?
Due to the automated set of markets, groups, and watchlists, it is now very easy to specify in an Exploration a filter to limit your scan to a specific set of securities.

Click here for some examples

I receive the error message "Automation server can't create object" or "Could not start initial objects" when trying to run the Tools > XXX-PremiumData from within AmiBroker. How do I fix this?
Firstly, make sure that Internet Explorer is installed in your machine and fully functional, even if you don't use it as your default browser.

Otherwise, this error may be due to parts of the Windows Operating System not being properly installed or modified by a badly behaving program. We have only seen this twice with Windows Vista users and we suspect it is due to a not-so-Vista-compatible piece of software interfering with the registry.

Here was how it was fixed

How do I access the watchlists in my AFL code?
You can reference the watchlists by name. To do this, put a filter into your scans/explorations with:
    Filter = InWatchListName("watchlist name here");
    for example:
    Filter = InWatchListName("S&P 500");

How can I increase the scanning/backtest speed of AmiBroker?

  1. Put your data on a SSD drive (or purchase a SSD drive to replace your main system drive). Your exploration will run approximately 8 times quicker.
  2. Prevent your virus scanner from performing real-time scanning of both AmiBroker Database and the actual data storage locations (e.g. C:\Program Files\AmiBroker\ASX-PremiumData and C:\Trading Data). Since there are no executable programs in these folders, scanning them is superfluous. Your exploration will run approximately 2 times quicker.
  3. Click Tools > Preferences then click on the Data tab. If you increase the In-memory cache size to 20000 (max symbols) that should cover growth in this area for a while. 20000 is the maximum limit within AmiBroker. The Max MegaBytes can also be increased. Perhaps try increasing this to 1000MB (if you have at least 2GB of RAM) and increase further if you have more RAM. The 64 bit version of AmiBroker allows you to increase this to many Gigabytes - 4000MB is a good choice if you have the RAM to spare. There are just over 37000 symbols in the US listed+delisted database right now back to 1950, taking up around 1900MB of storage space, so if you have the RAM you may be able to bump up the values to accomodate these sizes. This will cause the second and subsequent backtest/scan to perform at lightning-quick pace.
  4. For most trading systems/scans you do not need the full data history for any given security. This can be set in File -> Database Settings. For example, if your scans only require the last year of trading history, try changing the number of bars to 300. When you wish to perform backtesting, remember to increase this level.
  5. Use the a 64 bit operating system and the 64 bit version of AmiBroker. Our own tests have shown the 64 bit version to increase performance by 30%. Note: This requires you to have purchased or upgraded to the AmiBroker Professional Edition.

How do I speed up scans/explorations of the Australian Stock Exchange database?
The ASX database contains a lot (20,000+) of exchange traded options (ETOs) and Warrants (3000+). If you don't trade them and don't need the ETO and/or Warrant data we recommend you remove it with the following steps:

  1. Start Windows Explorer (or click your My Computer icon) and navigate to Drive C, Trading Data, Stocks, ASX.
  2. Delete the ETOs and/or Warrants Folder as preferred.
  3. Start Premium Data.
  4. Click the Configuration Tab.
  5. Ensure that "Warrants" and/or "Exchange Traded Options", as preferred, are unticked for both intraday and end of day.
  6. Click the Save button.
  7. Exit Premium Data.
  8. Start AmiBroker and click Tools > ASX-PremiumData. This will then remove the ETOs and/or Warrants from your AmiBroker database too.

How can I transfer my AmiBroker database to a new computer?

Show transfer steps

How do I setup ASX Delisted stocks?

Show ASX Delisted Stock Setup

How do I backtest on delisted data?

Assuming you have purchased your delisted data installed and updating within the Premium Data program, follow these steps:

For ASX Stocks:

For US Stocks:

After running a backtest I still have an open position in a delisted stock. How can I get my backtest to exit this position?

Sometimes when you are backtesting with data that includes delisted stocks, you end up with an open position that is never closed. Here is some code that should be added to your trading system to simulate exiting the position on the final bar:

Show code

My futures data keeps showing non-trading days such as holidays and weekends. How can I remove them?

In AmiBroker there is an option under the View menu to "Pad non-trading days". If you uncheck this your charts will go back to normal.

When backtesting Futures, I receive the error message "not entered because requested size is less than minshares/minposvalue" or "not entered because of insufficient funds or wrong position size/value". How do I fix this?

Futures can only be traded in whole contracts (i.e. "round lots"), so the RoundLotSize in AmiBroker is set to 1 (unlike stocks where RoundLotSize=0). Backtests on Futures can be quite sensitive to this setting.

Here are some things that you can check:
Do you have enough equity to cover the margin required for a round lot?
What is your base currency set to (Tools > Preferences > Currencies)? If your base currency is different to the currency of the Futures contract then your available equity may have been reduced due to the currency conversion.

When backtesting, Error 47 occurs. I am using SetForeign/RestorePriceArrays.

When SetForeign is used, AmiBroker needs to keep the contents of the foreign symbol referenced in SetForeign in its in-memory cache. If the number of foreign symbols accessed exceeds the cache size then error 47 will be given. You should increase the In-memory cache size in Tools -> Preferences -> Data. Ensure that the max symbols and max megabytes has enough size to cache all symbols. You can monitor the usage of the cache by clicking Tools -> Performance Monitor.

Where can I get help on using AmiBroker?
For help with using AmiBroker see the AmiBroker website. The AmiBroker staff are also quick to respond to support emails.
Some great books have been written on trading systems that use AmiBroker as the underlying anlaysis software by Howard Bandy.
There are also some AmiBroker user forums available on the Internet - AmiBroker Yahoo Group and the Unofficial AmiBroker Users Forum. Other generic forums also have threads on AmiBroker coding including: Aussie Stock Forums (Software and Data), EliteTrader and Trade2Win.
Should you require it, paid assistance is also available from AmiBrokerCoding.Com, TheChartist and Alvarez Quant Trading.