Integrating Amibroker with Python COM Server

Why Python?
Building complex trading systems requires advanced mathematical models, which can be challenging to design using Amibroker alone. However, with the help of Python, it is possible to build intricate mathematical models more efficiently. Python is an open-source language, similar to C and C++, with a wealth of third-party modules available for financial computing and statistical modeling. These modules, such as numPy, sciPy, and pandas, can be utilized to develop complex models with ease. To learn more about these statistical packages, a quick search online will provide further information.

So if we are able to Integrate Amibroker with Python then probably it is like creating a gateway towards accessing complex mathematical models in Amibroker

What is Python COM Server?

COM (Component Object model) is used to enable interprocess communication and dynamic object creation in a large range of programming languages. Using Python COM we can create an interface between Amibroker and Python where Amibroker passes the variable and the complex computation is done with the help of python programming. The Python COM Server communicates with the Amibroker OLE object for interprocess communication as shown below.

Installing Python
1)Download Python 2.7 Version for Windows and Install Python2.7
2)Set the Environmental Variable,Now Goto Start->My Computer ->Right Click and Select Properties->Advance Settings ->Goto Advance Tab and in System Variable enter the Variable Name : PYTHONPATH and variable value <strong>C:\Python27\Lib;C:\Python27\DLLs;C:\Python27\Lib\lib-tk;</strong>

Integrating Amibroker with Python COM Sever

Here I am going to demonstrate the AFL code by Bruce Peterson on Integrating Amibroker with Python using the IIR Filter example. IIR stands for Infinite impulse response (IIR) is a property applying to many linear time-invariant systems most commonly used in digital and electronic filters.

Steps to Follow

1)Copy iir.py Python Code and store it locally to \\python2.7\\bin\\ folder

# iir.py python file

import pythoncom
from win32com.server.exception import COMException
import win32com.server.util
import win32com.client.dynamic
import win32gui
import random


class PythonUtilities(object):
    _public_methods_=['IIR2']

    #
    # Use pythoncom.CreateGuid() 2/1/08
    #               
    _reg_clsid_="{25F32489-9E84-4D9F-8AEB-44DC9B528405}"
    _reg_desc_ =   "Utilities for Extending Amibroker AFL"
    _reg_progid_ = "PyAFL"
    _readonly_attrs_ = ['revision']

   # class attributes can be defined and used to transfer values from AFL

    _public_attrs_=['NDepVar','ArrayLen','ProbArray',
                    'X_Open','X_High','X_Low','X_Close',
                    'X_Volume','X_OI','Log']

    Log=""  # Log may be a  string use to pass text to AFL
    
    def IIR2(self,InList,coef0,coef1,coef2):
        # example infinite impulse response filter from Amibroker docs
        #
        self.revision="version 1"
        OutList=[]
##
##        print type(InList),type(coef0)
##        print coef0,coef1,coef2
##        
        InList=list(InList)
        
        if len(InList)==0:
            return OutList
        OutList=InList[0:2]
        for index in range(2,len(InList)):    
            OutList.append(coef0*InList[index]+coef1*InList[index-1]+coef2*InList[index-2])
        OutList.append(0)
        if OutList is None:
            return
        else:
            return OutList
 
    
        
if __name__=='__main__':
    print "Registering COM Server "
    import win32com.server.register
    win32com.server.register.UseCommandLine(PythonUtilities)

# uncomment out if you want to unregister com server 

##    from win32com.server.register import UnregisterServer
##    UnregisterServer(PythonUtilities._reg_clsid_)
##    print "Com server unregistered."    

#############################################End Python Code
####################################

2)And execute the file with the command python iir.py as shown below

3)Copy the Python AFL.afl file and paste the file in \\Amibroker\\Formulas\\Basic Charts Folder

//Python AFL.afl
_SECTION_BEGIN("Candles");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
_SECTION_END();


_SECTION_BEGIN("IIR");
MyObj=CreateObject("PyAFL");  // link to python com server

Coef0=Param("Coef0",0.2,-5,5);
Coef1=Param("Ceof1",1.2,-5,5);
Coef2=Param("Coef2",-0.4,-5);

// COM object interface cannot deal with null value, set to zero to be sure

Close=Nz(Close);

 // use IIR2 method in com server to calculate smoothed value

SmValue = MyObj.IIR2(Close,Coef0,Coef1,Coef2);


Plot(C,"Close",Color=colorBlue,style=styleLine);
Plot(SmValue,"IIR2 smooth",colorGreen,styleLine|styleThick);

_SECTION_END();


_SECTION_BEGIN("DEMA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Plot( DEMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") ); 
_SECTION_END();

4)Open a New Blank Chart and apply Python AFL.afl to it. You should be able to see IIR(Infinite Impulse Response) and DEMA lines over the Candlesticks where the IIR is computed with the help of Python COM as shown below