Using New Analysis window

Introduction

New Analysis window, introduced in version 5.50 (initially in 5.41.0 BETA), brings the following improvements over the old Automatic Analysis:

• multi-threaded operation = speed - New Analysis window uses all available CPUs/cores to execute formulas in many threads in parallel, providing significant speedups. For example, on a 4-core Intel i7 that can run up to 8 threads, it can run up to 8 times faster than the old Analysis window. Exact speedup depends on the complexity of the formula (the more complex it is, the more speedup is possible) and the amount of data processed (RAM access may not be as fast as the CPU, thus limiting possible speed gains).
  
• non-blocking operation - You can now view, scroll, and sort results of the analysis while they are still generated. Also, as the user interface thread is not used for processing for the most part, charts and other GUI-driven program parts are much more responsive than with the old automatic analysis.
  
• multiple instances - You can run more than one instance of New Analysis at a time, so you can run many scans, backtests, explorations, or optimizations in parallel without waiting for one to complete.
  
• slicker user interface - New Analysis window can act as a tabbed document, can be floated, and buttons can be rearranged for a better workflow. There is much more space for the result list, and extra information about execution is provided on the new "Info" tab. Also, Walk-Forward results are now displayed within the New Analysis window to reduce clutter.

User interface

You can open New Analysis window in a number of ways:

1. Click on the New Tab (+) button and select New Analysis
   
   
   
   or
   
2. File -> New -> New Analysis menu
   
   or
   
3. Analysis -> New Analysis menu
   
   or
   
4. Right-click on the formula in the Charts window and select Analysis
   
   
   
   
   or
   
5. From the Formula Editor, press the Send to Analysis button
   
   

The user interface for the New Analysis window is functionally similar to the old automatic analysis and looks as follows:

Basic operations

Selecting the symbol to apply analysis to.

Click on the drop-down arrow in the Apply to combo box to select the operation mode: All symbols / Current symbol / Filter

Defining a Filter

If Apply To is set to Filter, the Analysis window will be run on the symbols that match the filtering criteria, which are definable in the Filter Settings window. To open the Filter Settings window, press the Filter button

Defining the Date/Time Range

Click on the drop-down arrow in the Range combo box to select the range selection mode: All symbols / N recent bar(s) / N recent day(s) / From-To dates

The 'N' can represent any number. For example, to define a range of 15 recent days, select 1 recent day(s) first, and then type 15 and press ENTER. You will see the text automatically update to 15 recent day(s). Remember, you don't need to type the whole thing; just a number is sufficient.

Viewing Reports / Running the Report Explorer

To view the report from the last backtest, click on the Report button. To run the Report Explorer, use the Report button's drop-down menu as shown below

Changing Settings / Options

To change backtester settings, click on the Settings button. To turn on or off additional options like:

• Sync chart on select
• Wait for backfill
• Auto repeat Scan/Explore
• Auto repeat interval

click on the drop-down arrow on the Settings button to display the menu as shown below

Auto-repeat interval can be entered in the Interval field. Note that plain numbers (like 5) represent minutes. To get seconds, you need to enter 5sec or 5s and press ENTER

Running a Walk-Forward Test

Click on the arrow on the Optimize button to display the menu as shown below and select Walk-Forward

The results of the Walk-Forward test will be displayed in the Walk Forward tab (see bottom of the Analysis window).

Displaying the 3D Optimization Chart

To display the 3D Optimization Chart, first run an optimization that has exactly two optimization parameters, and then click on the arrow on the Optimize button to display the menu as shown above and select 3D Optimization Chart.

Displaying Equity Charts

Equity charts (portfolio and individual) can be added to chart windows using Portfolio Equity / Individual Equity options as shown above.

Exporting and Importing the Result List

To export data to a CSV file or an HTML file, use the File -> Export HTML/CSV menu (from the main window). To import a previously exported HTML file, use File -> Import HTML... as shown in the picture below. Note that these menu items appear only if you have the New Analysis window active.

Running a sequence of actions

In addition to comprehensive batch capabilities, AmiBroker 6.40 brings the ability to run sequences of actions within the Analysis window alone.

This new feature is not intended to replace batches, but to augment the available choices and allow "quick hacking" so you can run sequences directly in the Analysis window without resorting to using full-fledged batches.

There is a new #pragma sequence(list of actions) statement that will define a sequence of actions to be performed, and a toolbar button "Run Sequence" to allow you to run a sequence of actions via a single click.

This allows you to, say, create composites and later run an exploration that uses those composites, all via a single click on the "Run Sequence" button

The code that uses #pragma sequence looks like this:

// the statement below defines sequence of actions
#pragma sequence(scan,explore)

if( Status("action") == actionScan )
{
   AddToComposite( .. );
   StaticVarAdd(...);
   _exit(); // quick exit in scan mode
}

Filter = ...
AddColumn( ... ); // exploration code that can use composites / static vars created in scan step