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AmiBroker 5.66.0 BETA released

Stability: Rank 3 – Regular BETA, pretty stable, should work fine in most environments

This is a BETA version. Make a backup first

A new beta version (5.66.0) of AmiBroker has just been released.

32-bit version:
http://www.amibroker.com/members/bin/ab5660beta.exe
(2 249 880 bytes)

64-bit version:
http://www.amibroker.com/members/bin/AmiBroker5660x64.exe
(9 100 368 bytes)

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

IMPORTANT: Unauthorized copying and/or distribution of materials found on members’ only page is STRICTLY PROHIBITED and will result in IMMEDIATE termination of license.

Remember to BACKUP YOUR FILES FIRST !
Note that this version can only be installed onto previous full installation of version 5.60 or higher from http://www.amibroker.com/download.html

CHANGES FOR VERSION 5.66.0 (as compared to 5.65.0)

  1. CBT: a new field “TransactionCosts” (equivalent to report’s “total transaction costs”) is now supported in the custom backtester Stats.GetValue method
  2. ASCII importer: added DELISTED_DATE to fields available in $FORMAT command.
  3. AFL: GetFnData returned invalid value for fields DividendPayDate and ExDividendDate when they were empty (not set) in the Information window. Fixed (now Null is returned)
  4. AFL: GetFnData now supports new field “DelistingDate”
  5. Information window: added “Delisting date” field.
  6. Information window: it was not possible to set/change Dividend Pay Date and Ex Dividend date from UI. Fixed.
  7. Preferences window: new tab “Candles & Bars” that controls detailed appearance of candlestick and traditional bar charts
  8. The database save was triggered when opening documents using recent file list. Fixed.
  9. Parameter window: Right mouse button double click over parameter label resets selected parameter to the default value now
  10. AFL: PlotShapes() now has XShift parameter
  11. Custom metric optimization target (WF tab) is now matched case-insensitive (FC#2442)
  12. 32-bit and 64-bit versions now use different registry key to save list of DLLs so warning messages about non-certified 3rd party plugins are not displayed each time you switch between 32-bit and 64-bit app version anymore.
  13. Foreign(“~~~EQUITY” ) within custom backtest proc in old AA returned zero (because of change in 5.65). Fixed.
  14. CBT: when low-level mode was used (no ProcessTradeSignals was called) ~~~Equity open interest field was not filled with number of open positions. Fixed.
    When user moved default Formula path somewhere else Report charts were not generated properly. Fixed.

CHANGES FOR VERSION 5.65.0 (as compared to 5.64.1)

  1. Fixed crash @0048C19A/48C1C4 (click on result list after backtest to show arrows sometimes produced this).
  2. Foreign/SetForeign/RelStrength of the same symbol as active does nothing (i.e. refers to already existing thread local data, instead of querying database)
  3. In-memory quotation cache can now be larger than 20K symbols. Now the maximum is 100K symbols (user definable in Tools->Preferences, “Data” tab). Caveat use extreme values ONLY if you have plenty of memory AND you are using 64-bit version
  4. New Analysis: In 5.64.x “stocknum” incorrectly started counting from 1 instead of 0 as in old versions. Fixed.
  5. New Analysis: results are now sorted after Individual Optimization the same way as after portfolio Optimization
  6. New Analysis: Walk-forward result list colums had “alpha” type which resulted in alphabetic sort when user clicked on column. Fixed (numeric type is used now).
  7. New Analysis: when SetSortColumns was used in 5.63 and above it could trigger redundant multiple sorts. Now it is fixed (sort only once)
  8. QuickData did not work properly for not time-based intervals so it is now automatically turned off for charts using such intervals.
  9. Trade profit calculation speeded up. Upto 15% faster optimization with lots of trades.
  10. OpenInterest field of ~~~EQUITY symbol now holds number of open positions on bar per bar basis (works now)

CHANGES FOR VERSION 5.64.1 (as compared to 5.63.0)

  1. New Analysis: Multi-threaded Individual Optimization. Upto NumberOfCores faster. Note: no CBT and only exhaustive mode is supported.
  2. Built-in constant are set up once and shared among all threads to save setup time (gives 10% speed up in execution of simple formulas)
  3. Built-in constants such as colorBlack are now read-only and any attempt to overwrite such constant value results in error 55.
  4. New Analysis, list view in scans, explorations and individual optimizations is refreshed less often to gain some speed.
  5. In case of individual backtest / individual optimization the backtester allocates much smaller price cache (just for 2 symbols) – takes less time.
  6. In 5.63 Bar Replay did not with “QuickData” enabled (it required View->Refresh All to start working). Fixed.
  7. Some actions (like import of past data, split, etc) did not trigger automatic chart refresh when QuickData was enabled. Fixed.
  8. In 5.64.0 RoundLotSize, TickSize, and a couple of other built-in variables were incorrectly marked as read-only. Fixed in 5.64.1

CHANGES FOR VERSION 5.63.0 (as compared to 5.62.0)

  1. QuickData for charts implemented. QuickData is a new feature that greatly decreases time required to prepare compressed/filtered data for real-time charts.
  2. Time&Sales now supports filtering out trades and bid/ask quotes below user-defined size. FC#1046
  3. Time&Sales allows to customize colors (separate color setting for trades occuring above/at ask, inside, at / below bid, etc). Right-click and use context menu to bring up “Colors…” dialog. FC#2313
  4. Time&Sales now supports “Wide list” mode in addition to existing “Narrow” mode. “Wide mode” has separate columns for bid / ask data. To switch – right click on the T&S window and choose “Wide” or “Narrow” from context menu. FC#2332
  5. GetFnData() supports now “Currency” and “WebID” fields
  6. AFL: some transcendental math functions (sqrt, sin,asin, cos, acos, tan, atan, ln, log10, etc) are 10-30% faster now.
  7. AmiQuote 3.05: fix to “It is illegal to call out while inside message filter” error that sometimes occurred when OLE server was busy during long imports
  8. ASCII importer: if import takes more than 5 seconds, Windows does not mark AmiBroker as “not responding” anymore
  9. Progress indicator (for ASCII import) in the status bar is larger and works better for large files
  10. AFL: SetSortColumns() can now be called more than once to support multiple rankings via AddRankColumn
  11. 64-bit version: Added ‘highDPIaware’ and “asInvoker’ settings to application manifest in x64 version, to prevent file system virtualization and scaling on high-DPI screens
  12. Added X/Y constaints for drawing tools. When you hold down “Y” key, start and end Y co-ordinates are set to equal value (with trend line it gives horizontal line). When you hold down “X” key you get perfectly vertical line (X start/end set to equal value). FC#1262
  13. When loading and saving quotation files, AmiBroker does not allocate extra memory buffer. This conserves RAM when handling large files.
  14. 64-bit version is able to load/save files larger than 2GB per symbol (more than 53 million data bars per symbol). Note that you would need to use huge amounts of RAM as using 50 million data bars requires 6GB of RAM or more for any decent performance.
  15. When user re-arranged tabs in the “Log” window, “Clear” and other right-menu commands used wrong tab. Fixed.
  16. AFL: new function AddRankColumn – adds ranking column(s) according to current sort set by SetSortColumns. FC#2326

CHANGES FOR VERSION 5.62.0 (as compared to 5.61.0)

  1. AddSummaryRows now supports also flag = 32. This flag adds standard deviation row
  2. AddSummaryRows treated NULLs as zeros in averages. Now it is fixed and NULLs are not included in calculations.
  3. Drawing tooltip “bars” count starts from 0 (when line is pure vertical) to match status bar X distance display. Status bar coords display is hidden once drawing is done to prevent user confusion.
  4. Snap to price now allows snapping to Closing and Opening price, to activate snap to close hold down “C” key, to activate snap to open hold down “O” key while drawing line / moving the mouse
  5. When “Play” button is pressed Bar replay dialog checks if Start Date is earlier than End date and displays error message if that is not the case.
  6. Ticker box is updated with new full name if it is changed from symbol information
  7. Per-symbol UserData fields are accessible now via GetFnData(“UserData0”)..GetFnData(“UserData99”). This feature is for implementors of custom data plugins to allow them to expose custom data
  8. New Analysis: In 5.61.0 Walk Forward kept old “Current symbol” until Scan/Explore/Backtest was run. Fixed
  9. First line in “Parallel trendlines” tool is snapped to price (if the option is turned on) as normal trendline.
  10. eSignal: now plugin supports EOD history for more than 40 years back
  11. Charting: Copy-Paste Special allows to copy entire chart pane with various options
  12. Backtest report now includes ‘Total transaction costs’ (sum of all commissions paid)
  13. Aux1/Aux2 fields now allow user-definable aggregation/compression mode (File->Database Settings->Intraday Settings). Available choices are last (default), first, highest, lowest, sum

CHANGES FOR VERSION 5.61.0 (as compared to 5.60.0)

  1. When using any drawing tool X and Y distance is shown in the status bar (FC #2380)
  2. When position can not be entered due to insufficient funds the Backtester in the “detailed mode” gives additional info such as: requested entry price, requested position size (and dollar value) and requested round lots (FC#2377)
  3. Time&Sales column layout persists between runs now (FC #2341)
  4. Running any #import command (including “Update US symbol list and categories”) is preceeded by prompt for confirmation now
  5. Report Explorer now supports copying selected items to clipboard (Edit->Copy), Ctrl+C (FC#2288)
  6. Quote Editor: added “Go to selected” button that quickly scrolls to and selects the data bar marked on chart (FC#2342)
  7. New Analysis: parameters were not reset to default values when formula was loaded. Fixed. (#2353)
  8. New Analysis: “Add artificial future bar” option does not affect Exploration and Scan anymore (FC#2353)
  9. Max. chart rendering time of 1000 ms when multithreaded charts are turned ON can be overriden now by registry setting. See FC#2330 for details.
  10. Increased width of symbol combo boxes in Symbol->Merge dialog to prevent truncation of ticker names
  11. Floating window caption is now synchronized even if it is not active (FC#2376)
    eSignal: new 64-bit version allows to select whenever EOD bars should report Settlement price or regular close
  12. Change PlotShapes does NOT use “shape0”, “shape1” variables anymore to prevent clashing with user-defined variables (#104931)
  13. ASCII importer now supports $WEBID command and WEBID field in the $FORMAT command to allow importing web ID (FC#2362)
  14. ASCII importer now supports $ISINDEX, $ISFAVORITE commands, and ISINDEX and ISFAVORITE fields in the $FORMAT command (FC#2310)
  15. Apply To: Filter dialog takes less time to show up

KNOWN ISSUES:

For more details, instructions and examples how to use new features see the 5.66.0 BETA READ ME
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AmiBroker 5.65.0 BETA released

Stability: Rank 3 – Regular BETA, pretty stable, should work fine in most environments

This is a BETA version. Make a backup first

A new beta version (5.65.0) of AmiBroker has just been released.

32-bit version:
http://www.amibroker.com/members/bin/ab5650beta.exe
(2 248 544 bytes)

64-bit version:
http://www.amibroker.com/members/bin/AmiBroker5650x64.exe
(9 099 432 bytes)

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

IMPORTANT: Unauthorized copying and/or distribution of materials found on members’ only page is STRICTLY PROHIBITED and will result in IMMEDIATE termination of license.

Remember to BACKUP YOUR FILES FIRST !
Note that this version can only be installed onto previous full installation of version 5.60 or higher from http://www.amibroker.com/download.html

CHANGES FOR VERSION 5.65.0 (as compared to 5.64.1)

  1. Fixed crash @0048C19A/48C1C4 (click on result list after backtest to show arrows sometimes produced this).
  2. Foreign/SetForeign/RelStrength of the same symbol as active does nothing (i.e. refers to already existing thread local data, instead of querying database)
  3. In-memory quotation cache can now be larger than 20K symbols. Now the maximum is 100K symbols (user definable in Tools->Preferences, “Data” tab). Caveat use extreme values ONLY if you have plenty of memory AND you are using 64-bit version
  4. New Analysis: In 5.64.x “stocknum” incorrectly started counting from 1 instead of 0 as in old versions. Fixed.
  5. New Analysis: results are now sorted after Individual Optimization the same way as after portfolio Optimization
  6. New Analysis: Walk-forward result list colums had “alpha” type which resulted in alphabetic sort when user clicked on column. Fixed (numeric type is used now).
  7. New Analysis: when SetSortColumns was used in 5.63 and above it could trigger redundant multiple sorts. Now it is fixed (sort only once)
  8. QuickData did not work properly for not time-based intervals so it is now automatically turned off for charts using such intervals.
  9. Trade profit calculation speeded up. Upto 15% faster optimization with lots of trades.
  10. OpenInterest field of ~~~EQUITY symbol now holds number of open positions on bar per bar basis (works now)

CHANGES FOR VERSION 5.64.1 (as compared to 5.63.0)

  1. New Analysis: Multi-threaded Individual Optimization. Upto NumberOfCores faster. Note: no CBT and only exhaustive mode is supported.
  2. Built-in constant are set up once and shared among all threads to save setup time (gives 10% speed up in execution of simple formulas)
  3. Built-in constants such as colorBlack are now read-only and any attempt to overwrite such constant value results in error 55.
  4. New Analysis, list view in scans, explorations and individual optimizations is refreshed less often to gain some speed.
  5. In case of individual backtest / individual optimization the backtester allocates much smaller price cache (just for 2 symbols) – takes less time.
  6. In 5.63 Bar Replay did not with “QuickData” enabled (it required View->Refresh All to start working). Fixed.
  7. Some actions (like import of past data, split, etc) did not trigger automatic chart refresh when QuickData was enabled. Fixed.
  8. In 5.64.0 RoundLotSize, TickSize, and a couple of other built-in variables were incorrectly marked as read-only. Fixed in 5.64.1

CHANGES FOR VERSION 5.63.0 (as compared to 5.62.0)

  1. QuickData for charts implemented. QuickData is a new feature that greatly decreases time required to prepare compressed/filtered data for real-time charts.
  2. Time&Sales now supports filtering out trades and bid/ask quotes below user-defined size. FC#1046
  3. Time&Sales allows to customize colors (separate color setting for trades occuring above/at ask, inside, at / below bid, etc). Right-click and use context menu to bring up “Colors…” dialog. FC#2313
  4. Time&Sales now supports “Wide list” mode in addition to existing “Narrow” mode. “Wide mode” has separate columns for bid / ask data. To switch – right click on the T&S window and choose “Wide” or “Narrow” from context menu. FC#2332
  5. GetFnData() supports now “Currency” and “WebID” fields
  6. AFL: some transcendental math functions (sqrt, sin,asin, cos, acos, tan, atan, ln, log10, etc) are 10-30% faster now.
  7. AmiQuote 3.05: fix to “It is illegal to call out while inside message filter” error that sometimes occurred when OLE server was busy during long imports
  8. ASCII importer: if import takes more than 5 seconds, Windows does not mark AmiBroker as “not responding” anymore
  9. Progress indicator (for ASCII import) in the status bar is larger and works better for large files
  10. AFL: SetSortColumns() can now be called more than once to support multiple rankings via AddRankColumn
  11. 64-bit version: Added ‘highDPIaware’ and “asInvoker’ settings to application manifest in x64 version, to prevent file system virtualization and scaling on high-DPI screens
  12. Added X/Y constaints for drawing tools. When you hold down “Y” key, start and end Y co-ordinates are set to equal value (with trend line it gives horizontal line). When you hold down “X” key you get perfectly vertical line (X start/end set to equal value). FC#1262
  13. When loading and saving quotation files, AmiBroker does not allocate extra memory buffer. This conserves RAM when handling large files.
  14. 64-bit version is able to load/save files larger than 2GB per symbol (more than 53 million data bars per symbol). Note that you would need to use huge amounts of RAM as using 50 million data bars requires 6GB of RAM or more for any decent performance.
  15. When user re-arranged tabs in the “Log” window, “Clear” and other right-menu commands used wrong tab. Fixed.
  16. AFL: new function AddRankColumn – adds ranking column(s) according to current sort set by SetSortColumns. FC#2326

CHANGES FOR VERSION 5.62.0 (as compared to 5.61.0)

  1. AddSummaryRows now supports also flag = 32. This flag adds standard deviation row
  2. AddSummaryRows treated NULLs as zeros in averages. Now it is fixed and NULLs are not included in calculations.
  3. Drawing tooltip “bars” count starts from 0 (when line is pure vertical) to match status bar X distance display. Status bar coords display is hidden once drawing is done to prevent user confusion.
  4. Snap to price now allows snapping to Closing and Opening price, to activate snap to close hold down “C” key, to activate snap to open hold down “O” key while drawing line / moving the mouse
  5. When “Play” button is pressed Bar replay dialog checks if Start Date is earlier than End date and displays error message if that is not the case.
  6. Ticker box is updated with new full name if it is changed from symbol information
  7. Per-symbol UserData fields are accessible now via GetFnData(“UserData0”)..GetFnData(“UserData99”). This feature is for implementors of custom data plugins to allow them to expose custom data
  8. New Analysis: In 5.61.0 Walk Forward kept old “Current symbol” until Scan/Explore/Backtest was run. Fixed
  9. First line in “Parallel trendlines” tool is snapped to price (if the option is turned on) as normal trendline.
  10. eSignal: now plugin supports EOD history for more than 40 years back
  11. Charting: Copy-Paste Special allows to copy entire chart pane with various options
  12. Backtest report now includes ‘Total transaction costs’ (sum of all commissions paid)
  13. Aux1/Aux2 fields now allow user-definable aggregation/compression mode (File->Database Settings->Intraday Settings). Available choices are last (default), first, highest, lowest, sum

CHANGES FOR VERSION 5.61.0 (as compared to 5.60.0)

  1. When using any drawing tool X and Y distance is shown in the status bar (FC #2380)
  2. When position can not be entered due to insufficient funds the Backtester in the “detailed mode” gives additional info such as: requested entry price, requested position size (and dollar value) and requested round lots (FC#2377)
  3. Time&Sales column layout persists between runs now (FC #2341)
  4. Running any #import command (including “Update US symbol list and categories”) is preceeded by prompt for confirmation now
  5. Report Explorer now supports copying selected items to clipboard (Edit->Copy), Ctrl+C (FC#2288)
  6. Quote Editor: added “Go to selected” button that quickly scrolls to and selects the data bar marked on chart (FC#2342)
  7. New Analysis: parameters were not reset to default values when formula was loaded. Fixed. (#2353)
  8. New Analysis: “Add artificial future bar” option does not affect Exploration and Scan anymore (FC#2353)
  9. Max. chart rendering time of 1000 ms when multithreaded charts are turned ON can be overriden now by registry setting. See FC#2330 for details.
  10. Increased width of symbol combo boxes in Symbol->Merge dialog to prevent truncation of ticker names
  11. Floating window caption is now synchronized even if it is not active (FC#2376)
    eSignal: new 64-bit version allows to select whenever EOD bars should report Settlement price or regular close
  12. Change PlotShapes does NOT use “shape0”, “shape1” variables anymore to prevent clashing with user-defined variables (#104931)
  13. ASCII importer now supports $WEBID command and WEBID field in the $FORMAT command to allow importing web ID (FC#2362)
  14. ASCII importer now supports $ISINDEX, $ISFAVORITE commands, and ISINDEX and ISFAVORITE fields in the $FORMAT command (FC#2310)
  15. Apply To: Filter dialog takes less time to show up

KNOWN ISSUES:

For more details, instructions and examples how to use new features see the 5.65.0 BETA READ ME

IBController 1.3.8 source codes released

IBController 1.3.8, AmiBroker auto-trading interface source codes are now released.

You can download the source file archive from
http://www.amibroker.com/members/bin/IBController138src.zip (123 573 bytes)

It is released under Attribution-ShareAlike 3.0 Unported license
http://creativecommons.org/licenses/by-sa/3.0/

For other licensing options contact support.

The archive contains C++ source files, Visual C++ 6.0 and Visual C++ 2005 project files.

IMPORTANT NOTE:
This archive is provided for educational purposes. It is intended for C++ programmers only wanting to build their own interfaces to other brokerages, so they can look into existing interface for inspiration/guidance.
It is also provided for transparency so advanced users knowing C++ language may check what is done inside IBController. For regular AmiBroker user this archive is of no use.

DISCLAIMER

AMIBROKER.COM MAKES NO REPRESENTATION ABOUT THE SUITABILITY OF THIS SOURCE CODE FOR ANY PURPOSE.
IT IS PROVIDED “AS IS” WITHOUT EXPRESS OR IMPLIED WARRANTY OF ANY KIND.
AMIBROKER.COM DISCLAIMS ALL WARRANTIES WITH REGARD TO THIS SOURCE CODE,
INCLUDING ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
IN NO EVENT SHALL AMIBROKER.COM BE LIABLE FOR ANY SPECIAL, INDIRECT, INCIDENTAL, OR
CONSEQUENTIAL DAMAGES, OR ANY DAMAGES WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS,
WHETHER IN AN ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION,
ARISING OUT OF OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOURCE CODE.