SharedAFL — reusable AmiBroker AFL plumbing

Canonical shared libraries extracted from the ORB strategy. New strategies should #include these with absolute paths (AmiBroker resolves relative includes against its Formulas folder, not the including file).

Layout

SharedAFL/
  lib/                  AFL_Lib_*.afl plumbing modules
  Strategy_Template.afl thin harness — copy, rename StrategyCode, replace SIGNAL
  docs/                 contracts and usage notes
  README.md

Libraries

File	Role
AFL_Lib_SessionTime.afl	RTH session math, day boundaries, time filters
AFL_Lib_VwapBands.afl	RTH VWAP + SD bands, prior-day references
AFL_Lib_DailyContext.afl	daily EMAs, Average Daily RTH Volume
AFL_Lib_UniverseRank.afl	daily Top-N cross-sectional gate (adapter inputs)
AFL_Lib_PositionSizing.afl	SizingRiskQty() / SizingFinalQty() (scalar)
AFL_Lib_RealizedPL.afl	static-var realized P/L tracking
AFL_Lib_ChartOverlays.afl	band plots, markers, GFX info box, IbLogEvt()
AFL_Lib_IBEngine.afl	live IB execution behind a documented signal contract

Include path

#include "g:\OneDrive\01_TRADING\AFL_DEV\SharedAFL\lib\AFL_Lib_SessionTime.afl"

Optional: junction AmiBroker\Formulas\Include\SharedAFL → this lib\ folder so formulas appear in AmiBroker's browser while Git still owns the source.

New strategy workflow

1. Copy ..\AFL_DEV\_StrategyScaffold to a new folder under AFL_DEV and rename it (e.g. MyIdea). Run git init in the copy.
2. Set a unique StrategyCode in Strategy.afl (namespaces static vars).
3. Satisfy each lib's REQUIRES / signal contract before the #include.
4. Replace only the SIGNAL section.
5. Generate and run backtests via the scaffold's tools/ harness (see _StrategyScaffold\README.md).
6. Before accepting any SharedAFL change, re-run the ORB regression gate (RESULT: IDENTICAL) from the ORB repo.

Compat shims

ORB\lib\ORB_Lib_*.afl are thin redirects into this tree so old absolute paths keep working. Prefer AFL_Lib_* in new code.

Merge bar for lib changes

Treat SharedAFL like a product: small changes, header contracts intact, and the ORB golden trade-list regression still green before merging.