Using Our Data With AmiBroker
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, Sectors and Watchlists) and provide Watchlist updates.
They also maintain each database for symbol and name changes, new listings, delistings etc.
Our integration scripts will ONLY work with AmiBroker version 5.30 or higher.
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.
There are separate integration scripts for each of our ASX, SGX, 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.
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 sectors/industries, 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.
On rare occasions there may be corruption in the AmiBroker database. To solve, you will rename the existing Amibroker database so it is set aside then install a fresh version. Please rename your existing AmiBroker database folder (eg. rename the folder ASX-PremiumData to ASX-PremiumData-BAD within the folder C:\Program Files\AmiBroker) then re-run ALL of the steps as shown above in installation. If you have any of your own watchlists, you should copy them across from the -BAD\Watchlists subfolder to the current database's Watchlist subfolder.
If that does not solve the problem, it may be related to the underlying price database that has become corrupted. Please follow the steps at Recovering from Data File Corruption.
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 maintance script to the Tools menu as follows:
How do I reorder the watchlists?
Using Windows Explorer, navigate to "C:\Program Files\AmiBroker\XXX-PremiumData\Watchlists" and edit the "index.txt" file.
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).
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, Sectors, Industries and Watchlists in an Exploration?
Due to the automated set of markets, groups, sectors, industries 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?
This is typically due to parts of the Windows 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");
Filter = InWatchListName("S&P 500");
How can I increase the scanning/backtest speed of AmiBroker?
- 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.
- 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.
- 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.
- 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.
- 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:
- Start Windows Explorer (or click your My Computer icon) and navigate to Drive C, Trading Data, Stocks, ASX.
- Delete the ETOs and/or Warrants Folder as preferred.
- Start Premium Data.
- Click the Configuration Tab.
- Ensure that "Warrants" and/or "Exchange Traded Options", as preferred, are unticked for both intraday and end of day.
- Click the Save button.
- Exit Premium Data.
- Start AmiBroker and click Tools > ASX-PremiumData. This will then remove the ETOs and/or Warrants from your AmiBroker database too.
I have a new computer. How can I transfer my AmiBroker database to another 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:
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 good books have been written on AmiBroker by Howard Bandy:
Introduction to AmiBroker, Quantitative Trading Systems and
Advanced AmiBroker. There are also some AmiBroker user forums available on the Internet -
AmiBroker Yahoo Group, The Chartist Forum (AmiBroker forum).
Should you require it, paid assistance from AmiBrokerCoding.Com is also available.