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Medved Trader data plugin

A data plugin for Medved Trader has been released. You can download it from here:

http://www.amibroker.com/bin/MT.dll

This plugin requires 32-bit version of AmiBroker.

To install, close any running AmiBroker instance and copy the DLL to “Plugins” subfolder.

Note this plugin is basically the same as Quote Tracker plugin but is made compatible with Medved Trader (due to changed way to detect if Medved Trader is running as compared with Quote Tracker).

Note that HTTP API in Medved Trader is not enabled by default. You need to enable it yourself, from Settings->Application Settings in Medved Trader as shown below:

mtsettings

New IQFeed plugin 6.0.3

A new version of IQFeed plugin has been released that features the following changes/improvements as compared to 5.0x:

  1. Microsecond timestamp resolution in Tick mode (see Symbol->Quote editor to see the timestamps)

    _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}}.%03g%03g {{VALUES}}", MilliSec(), MicroSec() ));

  2. Historical Bid/Ask data in the Tick mode available as arrays in Aux1 and Aux2 fields

    Plot( C, "Last", colorDefault, styleDots | styleNoLine );
    Plot( Aux1, "Bid", colorRed );
    Plot( Aux2, "Ask", colorGreen );

  3. OpenInterest data available in EOD mode (base time interval: EOD)
  4. Slightly lowered CPU usage

IMPORTANT: The plugin *requires* newest IQFeed Client software version 5.2.x as it relies on protocol version 5.2. You can download IQClient 5.2 from http://www.iqfeed.net/iqfeed_client_5_2_4_0.exe

You can try out new IQFeed plugin now
http://www.amibroker.com/bin/iq603/IQFeed.dll (32-bit)
http://www.amibroker.com/bin/iq603x64/IQFeed.dll (64-bit)

Choose the version matching your installed AmiBroker, close any running AmiBroker instance and copy the DLL to “Plugins” subfolder.

You should see plugin version 6.0.3 in Tools->Plugins window.

Note this plugin is still beta version. Thanks go to Jorgen for early testing & feedback.

New, experimental IQFeed plugin (v5.0.1)

We have just released a new experimental IQFeed plugin that adds 4 extra threads just to process CPU/time-consuming backfills. IQFeed backfills are resource-hungry as they are sent in plain text and need conversion to binary which is quite costly. Previously all that work was done in single UI thread that reduced UI smoothness especially when backfills were long. Now four separate threads process backfills which should greatly improve UI reaction time.

You can try out new IQFeed plugin now
http://www.amibroker.com/bin/iq501/IQFeed.dll (32-bit)
http://www.amibroker.com/bin/iq501x64/IQFeed.dll (64-bit)

Choose the version matching your installed AmiBroker, close any running AmIBroker instance and copy the DLL to “Plugins” subfolder.

You should see plugin version 5.0.1 in Tools->Plugins window.

Using this plugin you should no longer see problems with UI responsivity during backfills. Note however it is still beta version.

ODBC plugin updated to version 1.6.0

A new version (1.6.0) of ODBC plugin is available now for download from:

http://www.amibroker.com/odbc.html

VERSION 1.6.0 CHANGES AS COMPARED TO 1.5.0
+ increased number of price fields that can be retrieved from 6 to 8

Instructions on usage are available here:
http://www.amibroker.com/odbc.html

Updated 64-bit optimization plugins

The updated versions of 64-bit plugins CMAE (CMA-ES Smart Optimizer), SPSO (Standard Particle Swarm Optimization) and Tribes plugins are available for download from:

  1. http://www.amibroker.com/x64/CMAE.dll (optimizer plugin, 64-bit)
  2. http://www.amibroker.com/x64/PSOSample.dll (optimizer plugin, 64-bit)
  3. http://www.amibroker.com/x64/Tribes.dll (optimizer plugin, 64-bit)

New versions fix one issue with OptimizerSetOption() function not working correctly in 64-bit.

The plugin DLL files should be copied to “Plugins” subdirectory in the AmiBroker (remember only 64-bit installation) folder, overwriting old versions.

Instructions on usage are available here:
http://www.amibroker.com/guide/h_optimization.html#SMART

NOTE: AmiBroker 64-bit setup 5.70.2.5703 (March 12, 2014) has been updated to include new versions of the plugins.

Interactive Brokers plugin 2.0.7

A new Interactive Brokers TWS data plugin version 2.0.7 is released now.

VERSION 2.0.7 CHANGES (as compared to 2.0.6)

  1. added IBDictionary.txt file (user-definable symbol translation table for Interactive Brokers)

It is available for download from:
http://www.amibroker.com/bin/ib207/IB.dll (32-bit)
http://www.amibroker.com/bin/ib207/x64/IB.dll (64-bit)

(to be copied to Plugins subfolder, replacing old version)

You also need to download IBDictionary.txt file from
http://www.amibroker.com/bin/ib207/IBDictionary.txt
and place it into AmiBroker main directory (where broker.exe is present).

IBDictionary.txt text file descriobes how symbols are translated
before plugin talks to TWS API. It allows to use shorter name for symbols and addresses situations when IB starts trading given symbol on
multiple exchanges and SMART-STK-USD default becomes not enough to uniquely specify US symbol.
The format of this file is CSV (comma separated values): InputSymbol,OutputSymbol, comment (optional)

For example:
INTC,INTC-!NASDAQ

Installation instructions can be found here:
http://www.amibroker.com/ib.html

Example symbology for CFD:
IBUS500-SMART-CFD-USD
Symbol-SMART-CFD-Currency

Example symbology for commodities:
XAUUSD-SMART-CMDTY
Symbol-SMART-CMDTY-Currency

64-bit DDE plugin updated

A new 64-bit versions of DDE plugin is available for download from:

  1. http://www.amibroker.com/x64/DDE.dll (database plugin, 64-bit)

The plugin DLL files should be copied to “Plugins” subdirectory in the AmiBroker (remember only 64-bit installation) folder, overwriting old versions.

CHANGES FOR VERSION 1.4.0 (as compared to 1.3.0)
* 64-bit DDE plugin was producing incorrect timestamps. Fixed.

Instructions on usage are available here:
http://www.amibroker.com/dde.html

Interactive Brokers plugin version 2.0.6

A new Interactive Brokers TWS data plugin version 2.0.6 is released now.

VERSION 2.0.6 CHANGES (as compared to 2.0.4)

  1. added support for CMDTY security type (commodities, such as XAUUSD-SMART-CMDTY)
  2. added support for CFD security type (contracts for difference, such as IBUS500-SMART-CFD-USD)

It is available for download from:
http://www.amibroker.com/bin/ib206/IB.dll (32-bit)
http://www.amibroker.com/bin/ib206/x64/IB.dll (64-bit)

(to be copied to Plugins subfolder, replacing old version)

Installation instructions can be found here:
http://www.amibroker.com/ib.html

Example symbology for CFD:
IBUS500-SMART-CFD-USD
Symbol-SMART-CFD-Currency

Example symbology for commodities:
XAUUSD-SMART-CMDTY
Symbol-SMART-CMDTY-Currency

64-bit versions of SPSO and Tribes smart optimization plugins

A new 64-bit versions of SPSO (Standard Particle Swarm Optimization) and Tribes plugins are available for download from:

  1. http://www.amibroker.com/x64/PSOSample.dll (optimizer plugin, 64-bit)
  2. http://www.amibroker.com/x64/Tribes.dll (optimizer plugin, 64-bit)

The plugin DLL files should be copied to “Plugins” subdirectory in the AmiBroker (remember only 64-bit installation) folder, overwriting old versions.

Instructions on usage are available here:
http://www.amibroker.com/guide/h_optimization.html#SMART

64-bit versions of ODBC and DDE plugins released

A new 64-bit versions of ODBC and DDE plugins are available for download from:

  1. http://www.amibroker.com/x64/ODBC.dll (database plugin, 64-bit)
  2. http://www.amibroker.com/x64/ODBCA.dll (AFL plugin, 64-bit)
  3. http://www.amibroker.com/x64/DDE.dll (database plugin, 64-bit)

The plugin DLL files should be copied to “Plugins” subdirectory in the AmiBroker (remember only 64-bit installation) folder, overwriting old versions.

Instructions on usage are available here:
http://www.amibroker.com/odbc.html
and here
http://www.amibroker.com/dde.html

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