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New version of Auto-trading interface – IBc 1.2.0 BETA

A new IBController (auto-trading interface) version 1.2.0 BETA has been released. It is available for download from:

http://www.amibroker.com/at/

VERSION 1.2.0 CHANGES (as compared to version 1.1.1)

  1. IBc now allows to define which error codes should be ignored using File->Error code ignore list
  2. upgraded to use latest TWS API 9.41 (tested with latest TWS 885.7, requires at least 879)
  3. following TWS API changes ignoreRth and rthOnly flags are removed and replaced with single flag: outsideRTH

    Quote from TWS DOC http://www.interactivebrokers.com/en/software/apiReleaseNotes/api94.php?ib_entity=llc

    OutsideRTH Flag Replaces “Ignore Regular Trading Hours” and “Regular Trading Hours Only” Flags
    Supported in: All API Platforms

    A new, single order atttibute, bool OutsideRTH(), replaces two flags: ignoreRTH and rthOnly in the Order class/struct. If set to true, this new extended order attribute allows orders to trigger or fill outside of regular trading hours.

NOTE: auto-trading interface is separate and independent from IB DATA PLUGIN and is not required if you are only interested in getting data from IB / TWS.

eSignal plugin 1.9.0 released

A new version of eSignal plugin (1.9.0) is released now.

It is available for download from:
http://www.amibroker.com/bin/eSignal190.exe (installer)
http://www.amibroker.com/bin/eSignal190.zip (plain zip file, eSignal.dll file to be copied manually to Plugins subfolder)

INSTALLATION:
Installer version requires just running it and clicking “extract” button. It will detect AmiBroker installation and extract plugin to correct folder automatically.

Zip version requires manual unzipping and copying the eSignal.dll file into “Plugins” subfolder of AmiBroker directory.

VERSION 1.9.0 CHANGES (as compared to 1.8.1)

  1. Fixes to problem with RT update of certain foreign future markets such as NSF
  2. OpenInterest field is now available in End-Of-Day mode (base time interval set to EOD).
    Note that there is NO intraday (such as 1-minute) OpenInterest history available from eSignal, hence no OI field in intraday. You can however access “current” OI field even in intraday mode using GetRTData(“OpenInt”)

AmiBroker 5.15.0 BETA released

A new beta version (5.15.0) of AmiBroker has just been released.

It is available for registered users only from the members area at:
http://www.amibroker.com/members/bin/ab5150beta.exe

(File size: 1 810 899 bytes, 1.8 MB)

If you forgot your user name / password to the members area you can use automatic reminder service at: http://www.amibroker.com/login.html

Remember that this is a BETA software. So BACKUP YOUR FILES FIRST !
Note that you need to install official version 5.10 prior to installing this beta

This version concentrates on fixing issues found in recent betas.
It is highly recommended for users of any previous (5.1x) BETA versions.

CHANGES IN VERSION 5.15.0 (as compared to 5.14.0):

  1. SetForeign called multiple times with “tradeprices” parameter set to True freed memory only partially. Now fixed.
  2. Equity() function does not cause exception when running backtest with QuickAFL enabled
  3. Equity() function does not require all past bars anymore when used in AA
  4. OptimizerSetEngine(“”) in some circumstances selected random plugin. Fixed now.
  5. when user has aborted optimization during in-sample step, the previously used opt params were not freed. Fixed.
  6. Implemented command line parameter that allows to specify the database to load at startup. /database “the path to the database here”
  7. In some places C-runtime mktime() was used leading to problems with dates prior to 1970. Fixed now.
  8. During custom backtester phase the ~~~EQUITY ticker is protected from flushing out of cache (it could only happen if using OLE to access quotes inside CB proc)
  9. ~~~BESTEQUITY, ~~~ISEQUITY, ~~~OSEQUITY are not flushed out from the cache during WF even if cache is small (ensures proper storing of IS/OOS equity data)
  10. Single-symbol optimization now also uses QuickAFL (when enabled). Requirements for the first symbol are calculated in setup phase. To get “most safe” requirement estimation, the setup phase uses maximum values of opt params.

A complete CHANGE LOG with detailed explanations of added features for this and previous versions and instructions are included in the: AmiBroker 5.15.0 BETA Read Me – MUST READ THIS

AmiBroker 5.14.0 BETA released

A new beta version (5.14.0) of AmiBroker has just been released.

It is available for registered users only from the members area at:
http://www.amibroker.com/members/bin/ab5140beta.exe

(File size: 1 809 681 bytes, 1.8 MB)

If you forgot your user name / password to the members area you can use automatic reminder service at: http://www.amibroker.com/login.html

Remember that this is a BETA software. So BACKUP YOUR FILES FIRST !
Note that you need to install official version 5.10 prior to installing this beta

CHANGES IN VERSION 5.14.0 (as compared to 5.13.0):

  1. added support for Quarterly and Yearly intervals in all parts of the program
  2. Changes to drawing made in v5.13 caused improper drawing lines located PAST the last available quote (trendlines and pitchforks) when timestamping method was “START TIME of interval”. This is fixed now.
  3. Fixed AddSummaryRows so ‘onlycols’ parameter default (zero) is applied properly
  4. Implemeted “Select all” via Ctrl-A keyboard shortcut for all list (result list in AA for example)
  5. Mouse cursor shape (moving/sizing) reflects the selected study priority when more than one study exists under mouse position
  6. new multiple Volume At Price charts at user-defined points via new PlotVolumeOverlayA function
  7. QuickAFL can now be used in Automatic Analysis (Settings: General: “Use QuickAFL” – check this box) – this can speed up explorations, scans and backtests by factor of 2+ if range is less than “all quotations”. More on this: http://www.amibroker.com/kb/quickafl
  8. Range Bars compression now uses TickSize as “1R step”. TickSize defined in the Symbol Information, if its value is zero, then 1R would be equivalent to 0.01 movement (for backward compat)
  9. selecting date in multiple linked charts is now faster because redraw is not made when selected line in higher compressed interval remains in place
  10. selector line in linked charts works OK now, regardless of selected time compression timestamping method
  11. SetBarsRequired accepts now values -2 in special meaning: reference ALL bars
  12. Sometimes progress bar did not show the name of optimization engine used. Now it is fixed
  13. Status(“ActionEx”) provides more codes than Status(“action”) to detect special executions states
  14. Streaming chart update could stall if trend line handle was clicked in attempt to resize and released in the very same position (without moving the mouse). Now it is fixed.
  15. TimeFrameMode() now supports mode == 4 – which expresses RANGE bars in TickSize units (as opposed to mode 3 that uses dollars for backward compatiblity)
  16. when display chart timing option is turned on and RT stream is active the application STATUS BAR now displays TOTAL time for all charts, it should be BELOW 1 second for RT trading

A complete CHANGE LOG with detailed explanations of added features for this and previous versions and instructions are included in the: AmiBroker 5.14.0 BETA Read Me – MUST READ THIS