AmiBroker Usage

Database Settings

Database settings allow the user to configure the data, with options provided for:
Date Padding
Price Adjustment
To check the existing settings, or to change them, click File > Database settings > Configure.

Database Maintenance & Automation

Indicators & Functions

Database Maintenance & Automation

Database Maintenance

Database maintenance serves to:

• update symbol information (incorporate new symbols, handle symbol & name changes, remove delisted symbols
• refresh the "metadata" and "fundamentals" data displayed in the AmiBroker Information window
• add/refresh Watch Lists that have been created in the NDU Watch List Library
• remove symbols that have become redundant because a particular subscription has been allowed to lapse

When the Norgate Data plugin detects that any maintenance is required, you will see the message "MAINT" at the bottom right on the AmiBroker taskbar in the plugin status box -


If the MAINT message is shown, RIGHT CLICK on the plugin status box. A window will pop up, showing the progress of the maintenance routine.



Once the routine has completed, the box colour will turn to green and the plugin status box will change to "OK".



Database Maintenance can be run at any time, whether the message box shows MAINT or not, by right-clicking the plugin status box. For example, if you accidentally delete a symbol from the AmiBroker database, then running Database Maintenance will restore it.

If you create or modify a Watchlist in NDU's Watchlist Library, Database Maintenance must be run so that AmiBroker can pick up the new list or refresh the existing list.

Automating Database Maintenance

In AmiBroker v6.20 and above, you can use the Batch Processor feature (File > New > Batch > Insert) to:

1. call the NDU Trigger utility to run a background data update in NDU, and/or
2. run the Database Maintenance

c:\Program Files\Norgate Data Updater\bin\NDU.Trigger.exe UPDATE CLOSE WAIT

NorgateDatabaseMaintenance

After adding the batch commands, it would look like this:



If desired, you can then use AmiBroker's Scheduler (Tools > Scheduler), to run this Batch at your preferred time(s).

If you only want the Database Maintenance to run when the MAINT message is shown, use the following Data Plugin Command instead:

NorgateDatabaseMaintenanceIfRequired

Automating the Database Plugin Settings in Batch Mode

The NorgateData plugin settings for Date Padding and Price & Volume Adjustment can be configured via the Batch Processor feature in AmiBroker v6.20 and above, prior to running any scans or backtests by using the following Data Plugin commands:

NorgateSetPadding=None
NorgateSetPadding=MarketDays
NorgateSetPadding=AllWeekDays
NorgateSetPadding=CalendarDays

NorgateSetPriceAndVolumeAdjustment=None
NorgateSetPriceAndVolumeAdjustment=CapitalReconstructions
NorgateSetPriceAndVolumeAdjustment=CapitalReconstructionsAndSpecialDistributions
NorgateSetPriceAndVolumeAdjustment=All

Indicators & Functions

Indicators/Functions

To use any of the Norgate-provided functions, you will need to add the following line to the top of any AFL file you use for scanning/backtesting/indicator plots.

#include_once "Formulas\Norgate Data\Norgate Data Functions.afl"

Show full list of Indicators/Functions

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Name	Description
NorgateAllDividendsTimeSeries(dividend_type)	Provides an array of floats representing the dividend entitlement for the day
NorgateAssetID	Provides a string that uniquely identifies a security. The AssetID does not change over time and is unaffected by symbol or name changes
NorgateBusinessSummary	A brief description of the company's business operations
NorgateBusinessSummaryLastUpdate	Date at which the business summary was last updated
NorgateBusinessSummaryLastUpdateStr	Date at which the business summary was last updated as a string in the ISO standard YYYY-MM-DD format
NorgateClassification(classificationscheme)	Provides a string that shows the current classification of the current symbol for the given classification scheme
NorgateClassificationName	Provides a string that shows the current classification name of the current symbol for the given classification scheme
NorgateClassificationDescription	Provides a string that shows the current classification description of the current symbol for the given classification scheme
NorgateCurrentIndustryIndexSymbol	Returns an index symbol, if applicable
NorgateDividendYieldTimeSeries	Provides an array of floats representing the dividend yield for the day
NorgateFinancialSummary	A brief summary of the company's financials (as of the last fiscal year or the current fiscal year so far)
NorgateFundamentals(field)	Provides a float that shows the most recently-reported value of the given field
NorgateFundamentalsDate	Date at which the Fundamentals field was last reported
NorgateFundamentalsDateStr	Date at which the Fundamentals field was last reported as a string in the ISO standard YYYY-MM-DD format
NorgateIndexConstituentList	Provides a text list of parameters to be used for NorgateIndexConstituentTimeSeries, primarily for plotting on a chart
NorgateIndexConstituentTimeSeries(indexname)	Provides an array of floats that indicate whether the current security was in a given index on a given day (requires a Platinum or Diamond-level subscription)
NorgateIndexConstituentTimeSeriesOther(indexname,othersymbol)	Provides the same output as NorgateIndexConstituentTimeSeries, except that you can query a different symbol. Usually used in ranking functions in conjunction with SetForeign.
NorgateOriginalCloseTimeSeries	Provides an array of floats that provide the original unadjusted close
NorgateOriginalVolumeTimeSeries	Provides an array of floats that provide the original unadjusted volume
NorgatePaddingSetting	Provides a string that describes which padding setting is currently in use Values are: None, MarketTradingDays, AllWeekDays or EveryDay
NorgatePriceAndVolumeAdjustmentSetting	Provides a string that describes which price and volume adjustment settings are currently in use Values are None, Capital, CapitalSpecial or TotalReturn
NorgatePaddingStatusTimeSeries	Provides an array of floats that indicate whether the data is padded (1) or non-padded (0)

Making use of Historical Index Constituents

To determine whether a stock was in a particular index on a given date, use the function NorgateIndexConstituentTimeSeries by adding it to your "Buy" condition:

AND NorgateIndexConstituentTimeSeries("index symbol or index name")

The index symbol or index name must be wrapped in "quotes". For example:

AND NorgateIndexConstituentTimeSeries("S&P 500")

If you wish to stipulate membership of one index but not of another, use (for example) -

AND NorgateIndexConstituentTimeSeries("$XAO") AND NOT NorgateIndexConstituentTimeSeries("$XTO")

When using the NorgateIndexConstituentTimeSeries function to run a back-test against a particular index, we recommend referencing the Watch List that contains the current and past constituents for that index (specify this Watch List in the Analysis Filter window). This will provide a faster result than running the test against all symbols.

Note: You will need either a Platinum or Diamond level package subscription to access Historical Index Constituents, as only these packages include delisted stocks.

Making use of Historical Index Constituents during ranking

A further advanced function exists that allows you to reference an alternative symbol rather than using the current symbol. This would normally be used in ranking mechanisms that use StaticVars in conjunction with SetForeign.

NorgateIndexConstituentTimeSeriesOther("index symbol or name","symbol")

Determining when a US stock was listed on a major exchange

Some US stocks have had periods where they were not listed on a major exchange and traded via OTC/Pink Sheets.

In backtesting, you can elect to only trigger a trade if the stock was listed on a major exchange (NYSE, Nasdaq, NYSE American, NYSE Arca, Cboe BZX, IEX) on the signal date by adding the function NorgateMajorExchangeListedTimeSeries to your "Buy" condition:

AND NorgateMajorExchangeListedTimeSeries()

You could also incorporate this indicator in code used to plot a histogram, ribbon, or to modify candle/bar colours to signify major exchange vs OTC trading periods.

Determining whether a date has been padded

If you have the database configured to allow Date Padding, then you may wish to use the function NorgatePaddingStatusTimeSeries in your backtest to determine whether the data on a specific date has been padded or not (so as to avoid entering or exiting a position on a date where the stock did not actually trade).

You can do this by incorporating the following into your code:

paddingstatus = NorgatePaddingStatusTimeSeries();

Referencing the Original Unadjusted Close and Volume

Depending on your plugin configuration settings for Price & Volume Adjustment, the price and volume data may be adjusted to account for the effect of capital events and dividends.

If your trading system needs to reference the original unadjusted closing price of a security, use the function shown below.

oc = NorgateOriginalCloseTimeSeries();

Likewise, if you need to reference the unadjusted volume, use:

ov = NorgateOriginalVolumeTimeSeries();

Accessing Dividends

The Aux2 field shows any dividends that have not been accounted for in the price data by the "Price Adjustment" method. If all types of dividends and distributions have been accounted for, and you still wish to view a dividend entitlement for a particular day, you can use the following function to determine whether there was a dividend entitlement on that day:

NorgateAllDividendsTimeSeries(dividend type)

• 1 = Ordinary Dividends,
• 2 = Special Dividends, or
• 3 = Total Dividends.

If there are multiple dividends on any given day, they will be summed.

This indicator may be useful for detecting dividend timing or simply as a visual indicator on a chart to show that a dividend entitlement occurred on a particular day.

Accessing Dividend Yield

To access the dividend yield, incorporate the following into your code:

dividendyield = NorgateDividendYieldTimeSeries();

Accessing Fundamentals

AmiBroker has a number of in-built data fields related to fundamentals, as described here which are populated by Norgate and can be accessed by the in-built GetFnData function.

Norgate also provides a wider range of fundamental fields (some companies have up to 140 fundamental fields). To access this data, call the following function

NorgateFundamentals(fundamental_field)

For example, to determine the most recently reported trailing twelve month payout ratio you would incorporate the following into your formula:

ttmpr = NorgateFundamentals("ttmpayrat");

Fundamental data is often released after the fact ("delayed") and does not always relate to the date of the current price bar. More information on this topic can be found here.

In order to determine the date that the fundamental data applies to, you can use the following functions:

• NorgateFundamentalsDate() - uses the AmiBroker date format, and
• NorgateFundamentalsDateStr() - date is returned as a string in the ISO standard YYYY-MM-DD format.

For example, to see the date to which the trailing twelve month payout ratio relates to, use:

ttmprdate = NorgateFundamentalsDate("ttmpayrat");

Accessing Sector/Industry Classification

Functions in this area can be used to reveal the classification ID, the classification name or the classification description for a given stock under a supported classification scheme.

Please note: Not all stocks are necessarily classified.

Supported classification schemes are -

• TRBC (Thomson Reuters Business Classification)
• GICS

The following examples refer to TRBC:

trbccode = NorgateClassification("TRBC");
trbc = NorgateClassificationName("TRBC");
trbcdescription = NorgateClassificationDescription("TRBC");

For Nasdaq:AAPL this would return -

• trbccode: 5710601010
• trbc: Computer Hardware (NEC)
• trbcdescription: The Computer Hardware activity consists of companies engaged in assembling and manufacturing computers, computer hardware and computer peripherals. The industry includes storage devices, circuit boards, keyboards, printers, monitors, pointing devices, Webcams and PC cameras, as well as ATM machines. This activity also includes wholesalers of computer goods.

To obtain a classification at a different level, you can use NorgateClassificationAtLevel, NorgateClassificationNameAtLevel and NorgateClassificationDescriptionAtLevel. Detailed descriptions are typically only available at the lowest level of the classification. For example, to obtain the 2nd level of the TRBC classification you would use:

trbccodeAtLevel2 = NorgateClassificationAtLevel("TRBC",2);
trbcAtLevel2 = NorgateClassificationNameAtLevel("TRBC",2);
trbcdescriptionAtLevel2 = NorgateClassificationDescriptionAtLevel("TRBC",2);

For Nasdaq:AAPL this would return -

• trbccodeAtLevel2: 5710000000
• trbcAtLevel2: Technology Equipment
• trbcdescriptionAtLevel2: Technology Equipment

Determining the Sector/Industry Index symbol for the current security

To retrieve the industry index symbol for the current security, you can use the NorgateIndustryIndex function as follows:

indexsymbol = NorgateIndustryIndex("<index family>", <level> ,"<index type>");

indexsymbol = NorgateIndustryIndex("$SP1500",4,"PR");

Please note: indexsymbol will return "n/a" if:

1. the current security is not a member of the specified index family
2. the current security is not classified
3. the relevant index does not currently exist at the given level due to a lack of eligible constituents.

To circumvent condition (1), you can determine a “corresponding” Industry Index symbol. For instance, the security of interest may not be a member of the S&P 1500 (and therefore not a member of the S&P 500), but you may wish to track it alongside an S&P 1500 or 500 Sector/Industry Index nevertheless. To accomplish this, use the NorgateIndustryIndexCorresponding function in place of the NorgateIndustryIndex function described above. For example:

indexsymbolcorresponding = NorgateIndustryIndexCorresponding("$SP1500",4,"PR");

Business and Financial Summary

There are several functions related to Business and Financial summaries of companies such as NorgateBusinessSummary(), NorgateBusinessSummaryLastUpdate(), NorgateFinancialSummary(), NorgateClassificationName(<classification scheme>) and NorgateClassificationDescription(<classificationscheme>).

One useful place to display this information is AmiBroker's Interpretation window (the Interpretation window appears if it is ticked under the AmiBroker > Window menu).

Norgate has pre-built a formula to add these business summaries to the Interpretation window. To incorporate this formula file, right click anywhere on a price chart, select "Edit formula .." and then copy/paste the following code so as to append it after the formula:

#include_once "Formulas\Norgate Data\Business and Financial Summary.afl"

For example, here is the Business and Financial Summary for NYSE:GE