Why Python?
To Create Complex Trading Systems we need to have a complex mathematical models and designing a highly complex mathematical models in amibroker is not so easy. However we can still build complex mathematical models with the help of Python. Python is a open source language similar to C,C++ and it has tons of open source their party modules for financial computings and implementing statistical models. Some of the third party modules use to build complex stuff are numPy,sciPy,pandas. You can google more to know about these statistical packages.
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 a 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.
If you would like to know more about python COM server then access this python COM server tutorial for better explanation
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 C:\Python27\Lib;C:\Python27\DLLs;C:\Python27\Lib\lib-tk;
Intetrating Amibroker with Python COM Sever
Here Iam going to demonstate the AFL code by Bruce Peterson on Integrating Amibroker with Python using 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)Download Python-AFL Set and Unzip it
2)Copy the file iir.py to \\python2.7\\bin\\ folder. 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
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
Related Readings and Observations
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do you offer advisory services. i mean buy sell calls. or whom would you recommend
We are not offering any trading recommendations rather than Educational Content and our own observations on markets.
Hi rajendran sir .I am u r big fan. Watching u r live chart for 1 year learnt lot from it. your free live site is not working today 10-04-2014.kindly resolve them sir…
Check now it is rectified.
excellent knowledge and explanation . how can i contact ?
you can write a mail to rajandran@marketcalls.in
Hi, thanks for the post.
I am only able to return string or number back to amibroker. Not able to return the list.
Kindly help. Below is my python return function
outlist = 140
return outlist # it works
outlist = [140,141]
return outlist # Amibroker shows error
I am plotting outlist[0] in both cases.
ignore above comment..its solved..thanks anyway.
Does this Python Integration thing Work with AmiBroker 5.6???? Looking for an affirmative reply!!!!!!!!!
Yes it works on all Amibroker Versions
Thnx for your prompted reply, Bro……..
how do i copy that iir.py file into the Python bin folder pls? I can’t see a bin folder. Only Python27/ DLLS, DOX, Include, Lib, libs, scripts, tcl and Tools. Python2.7 is an application without a bin folder… thank you
Create a bin folder inside your Python27 folder. As simple as that.
brilliant -- thank you!
Recd error “Import Error : No module named pythoncom”
Solution here http://stackoverflow.com/questions/4145079/importerror-no-module-named-pythoncom
Now an error “No Module named Numpy”
You need to Install the following Python Libraries.
— numpy-MKL-1.8.2.win-amd64-py2.7.exe
— statsmodels-0.7.0-4b55fa4.win-amd64-py2.7.exe
— pandas-0.13.0.win-amd64-py2.7.exe
— patsy-0.2.1-1_py27.exe
— python-dateutil-1.5.win-amd64-py2.7.exe
— scipy-0.14.0.win-amd64-py2.7.exe
Now where do I get it? Would it be available as a single package, or each needs to be downloaded differently?
go thro the tutorial to install the dependencies http://www.marketcalls.in/python/install-quantopian-zipline-windows.html
But not sure why you are getting numpy error. Anyways we are not using numpy in this tutorial.
May I use Anaconda Python Package instead of Python 2.7 for Windows?
I am sorry. I am not familiar with Windows.
In the code:
_reg_clsid_=”{25F32489-9E84-4D9F-8AEB-44DC9B528405}”
Where do I get this id?
Havent tested with Anaconda Python but if it supports com server then possibly you can do that. I had choosen the id as random however you can use the function
_reg_clsid_ = pythoncom.CreateGuid()
so that the system chooses new GUID for you 🙂
Hi Mr Rajendran
Im getting Com/Handle object is null in the AFL at this line SmValue = MyObj.IIR2(Close,Coef0,Coef1,Coef2);
Ensure that the python COM is registered else you will get such errors.
Hi Rajendran,
Even after registering python com server, I am still getting the error
Com/Handle object is null in the AFL at this line SmValue = MyObj.IIR2(Close,Coef0,Coef1,Coef2); Please help.
I am also getting the same error, even after following all the process.