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 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.
// ----- 5. Remove Consecutive Duplicate Signals ----- Buy = ExRem(Buy, Sell); Sell = ExRem(Sell, Buy); Short = ExRem(Short, Cover); Cover = ExRem(Cover, Short);
Insert your code into the workspace and immediately click the Verify Syntax icon, represented by a green checkmark on the toolbar.
// Repaint Test Harness SetBarsRequired( 500, 500 );
Verification isn’t a one‑time step—it is an ongoing discipline that separates robust, professional systems from fragile, mistake‑prone scripts.
Using Param functions allows you to tweak variables (like moving average periods) without constantly editing the code.
If you are developing your own scripts, follow these steps to verify them:
: The AFL compiler reports zero errors and zero warnings.
Before running any script on a live account, you must scan for these common coding pitfalls: Look-Ahead Bias (Future Leakage)
// Check 3: Price for execution is known Assert( BuyPrice > 0, "Invalid buy price" );