AmiBroker 5.90.0 Read Me

November 12, 2014 23:37

INSTALLATION INSTRUCTIONS

Just run the installer and follow the instructions.

Then run AmiBroker. You should see "AmiBroker 5.90" written in the About box.

See Release Notes document below for detailed list of changes.

Highlights of version 5.90

• Performance improvements
  • AFL Engine: custom memory allocator does not use Microsoft runtime lib for reference tracking anymore. Result - complex formulas with lots of loops and OLE (especially low-level custom backtests) run upto 3 times faster in 32 bit and 4 times faster in 64-bit
• execution speed improved by factor > 2x for AFL functions: MACD, Signal, CCI, Sum (variable period)
  
• Brand new Code Snippets window and keyboard triggers
  • added Code Snippets window - allows inserting/deleting/saving selected parts of the formula as snippets. Also implemented is convenient drag-drop of snippet to the formula edit window
• Code snippets are available in auto complete list (type @ plus first letter of snippet key trigger), and even without auto complete activated @keytrigger is replaced by snippet text
  
• Re-designed Report Explorer and improved Report Viewer (HTMLView)
  • Column layout (order and sizes) is now saved and restored between runs
  • Loading and refresh performance significantly improved (5x) using owner draw/ virtual mode
  • Multi-column sorting implemented
  • Numeric columns are now right aligned for better readability
  • visuals significantly improved (list uses modern style, grid lines, immediate column resizing, double buffering for no flicker, thousand separators, negative values are displayed in dark red, HighDPI aware, changed toolbar)
  • HTMLView - Backtest report viewer - added Edit/Copy, Edit/Select All and Edit/Copy TABLE. The last command transforms HTML tables into CSV format and copies it into clipboard so tables can be pasted easily to Excel. Also it divides Entry/Exit columns into separate Entry/exit date/price columns
    
• new Bid/Ask trend indicator in Real-time quote window - a graphical indicator showing the direction of 10 most recent changes in real-time bid/ask prices The right-most box is most recent and as new bid/ask quotes arrive they are shifted to the left side.
  
• User-definable HTML backtest reports
• now it is possible to output HTML instead of graphics in report chart formulas using AFL: EnableTextOutput( 3 ) - HTML output to backtest report
• rewritten 3. Profit Table.afl using HTML embedding features auto-scalable layout (so it enlarges when numbers are bigger), bold summary columns, negative values in red, boundary date changed to last day of year/month
  
• Charting improvements
  • Left/right extended Trend lines and Rays now use user-definable Extension Factor (new field in Study properties) instead of always infinite extent. Ext. Factor equal to ZERO means INFINITE, other values 0.1 ... 26 define how far to the left/right line is extended
  • Max zoom achievable via View->Zoom Out is increased to 5 million bars, also Pref/Charting/Default zoom limit set to 5 million.
  • Line drawings now have user definable line width in pixels (new "Line width" field in Study Properties dialog). In addition to that "Thick line" box makes line twice as wide (so actual width of thick line is 2 * lineWidth instead of adding 1 pixel to width)
  • added ability to control number of decimals in chart value labes via GraphLabelDecimals variable (example, adding GraphLabelDecimals = 2; to the formula would give you value lables with 2 decimal places)
    
• User Interface improvements
  • Parameter window look and feel improved. Item height is increased and slider thumb made wider for easier use on small size/high DPI screen
  • New Analysis UI refreshes faster
  • Colors, bold and italic styles are now added to Interpretation and Commentary windows
  • Filter dialog now shows number of matching symbols in real-time
  • Column setup dialog has new Mark All / Toggle All buttons
    

• AFL new features / improvements:
  • new AFL functions: GetFormulaPath, NullCount, Sort, Reverse, StrSort, StrTrim, SendEmail
  • extended functionality of AFL functions: StrExtract, StrMid, RestorePriceArrays, PlotGrid, EnableTextOutput, GetOption
  • single-characters literals added to AFL
    
• Stability & debug improvements
  • added lots of parameter checks
  • 64-bit version has now call stack trace in the bug report for better debugging
  • added more memory checks, early warnings and error messages when running out of memory
  • added checks for unusual, yet potentially 'troublemaker' scenarios

Highlights of version 5.80

• Brand-new completely rewritten AFL Formula Editor that supports the following features:
  • Improved Syntax highlighting
  • Automatic brace matching/highlighting (NEW)
  • Auto indentation (NEW)
  • Indentation markers (NEW)
  • Enhanced auto-complete in two modes (immediate (NEW) and on-demand)
  • Parameter information
  • Line numbering margin and selection margin (NEW)
  • Code folding (NEW)
  • In-line Error Reporting (NEW)
  • New tabbed user interface with ability to work in both MDI and separate floating frame mode, can be moved behind main AmiBroker screen and brought back (Window->Toggle Frame) (NEW) or kept on top (Window->Keep on top)
  • Rectangular block copy/paste/delete (Use mouse and hold down left Alt key to mark rectangular block)
  • Enhanced printing (with syntax highlighting and header/footer)
    
• Code snippets - these are small pieces of re-usable AFL code. They can be inserted by right-clicking in the AFL editor window and choosing "Insert Snippet" menu. Code snippets are user-definable.
  
• New features in Low-level graphics
  • multiple Z-order layers GfxSetZOrder
  • co-ordinates can now be given in both pixels and bar-price mode GfxSetCoordsMode
  • speed improvements (upto 3x)
    
• Persistent Static variables - StaticVarSet/StaticVarSetText (added 'persistent' parameter)
  
• Analysis (Backtest/Optimize) enhancements
  • new "Trade using FX cash conversion" setting
  • 64-bit SPSO/Tribes engine fixes
    
• New/enhanced AFL functions
  • PlotTextSetFont (NEW)
  • GfxSetCoordsMode (NEW)
  • GfxSetZOrder (NEW)
  • GfxGetTextWidth (NEW)
  • fopen (added 'shared' parameter)
  • StaticVarSet/StaticVarSetText (added 'persistent' parameter)
  • SetOption (new option "StaticVarAutoSave")
  • SetChartOptions (new flags chartDisableYAxisCursor, chartDisableTooltips )
  • PlotText (new parameter yoffset)

Highlights of version 5.70

• Analysis improvements:
  • New Multi-threaded Individual Optimization
  • New general-purpose ranking functions
  • User-definable ranking columns (via AddRankColumn function)
  • Lots of internal speedups in backtesting/optimization engine
  • SPSO, Tribes optimization engines now available also in 64-bit
    
    
• Time&Sales improvements: user-definable filtering, user-definable colors, 2 user-selectable display modes
  
• Database improvements:
  • 64-bit version supports files larger than 2GB per symbol
  • in-memory cache can hold upto 100 000 symbols (up from 20K)
  • new 64-bit DDE and ODBC plugins
    
• Charting improvements:
• Greatly improved performance QuickData technology implemented lowering CPU usage for charts
• Edit->'Paste Special' allows to copy-paste entire chart pane with various options
• Distance measuring when drawing trendlines (X,Y distance in the status bar)
• X/Y constrains for drawing tools (press X and/or Y key to constrain movement in either X or Y direction when drawing)
• ASCII importer adds support for millisecond timestamps
  
• AFL improvements:
  • new functions:
    • StaticVarGenerateRanks, StaticVarGetRankedSymbols - general-purpose user-definable ranking
    • Error - display user-definable error messages (also useful for plugin developers)
    • fdir - directory listing
    • CategoryCreate - programmatic creation of watch-lists
    • AddRankColumn - ranking columns in exploration
      
  • performance improved for Percentile() (order(s) of magnitude)
  • new fields supported in GetFnData
  • XShift support added to PlotShapes
  • speeded up transcendental mathfunctions (sqrt, sin,asin, cos, acos, tan, atan, ln, log10, etc)
  • improved SetSortColumns

Highlights of version 5.60

• Multithreaded GDI (graphics) rendering - now all drawing (graphic rendering) is done in separate worker threads so the user interface is way more responsive and charts are updated faster and completely independently from each other.
  
• Automatic Walk-Forward out-of-sample summary report - each out-of-sample step produces individual report now, plus there is a new summary report that covers all out-of-sample steps. It is visible in the Report Explorer as last one and has "PS" type.
  
• Enhanced color-coded backtest report
  
• XY (scatter) charts in explorations
  
• Chart themes and improved chart look (esp. the grid)
  
• One-click automatic setup and update of stocks listing, sector and industry assignments for all major US exchanges
  
• Unlimited ad-hoc chart intervals by means of new Interval combo box that accepts any interval typed manually
  
• support for ICB (Industry Classification Benchmark) categories in AFL, UI, ASCII importer and OLE interface
  
• native Gradient area charts
  
• super-thick lines in Plot, PlotOHLC, PlotForeign
  
• new AFL functions: GetAsyncKeyState, InIcb, IcbID, StaticVarInfo, SetGradientFill, XYChartAddPoint, XYChartSetAxis
  
• updated AFL functions with new functionality: Status, CategoryGetSymbols, CategoryGetName, CategorySetName, CategoryAddSymbol, CategoryRemoveSymbol, CategoryFind, Plot, PlotOHLC, PlotForeign
  
• new 64-bit eSignal plugin
  
• updated UI in many places
  
• many other improvements (see Release Notes for details)

Highlights of version 5.50

• New Analysis window introduced in version 5.50 brings the following improvements over old Automatic Analysis
  
  • multi-threaded operation = speed - new Analysis window uses all available CPUs/cores to execute formulas in many threads in parallel providing significant speed ups. For example on 4 core Intel i7 that can run upto 8 threads, it can run upto 8 times faster than old Analysis window. Exact speed up depends on complexity of the formula (the more complex it is, the more speedup is possible), amount of data processed (RAM access may be not as fast as CPU thus limiting possible speed gains).
    
  • non-blocking operation - you can now view, scroll and sort results of analysis while they are still generated, also as user interface thread is not used for processing for most part, charts and other GUI-driven program parts are way more responsive than with old automatic analysis
    
  • multiple instances - you can run more than one instance of New Analysis at a time, so you can run many scans/backtest/explorations/optimizations in parallel without waiting for one to complete
    
  • slicker user interface - New Analysis window can act as tabbed document, can be floated, buttons can be re-arranged for better workflow. There is way more space for the result list, extra information about execution is provided on the new "Info" tab. Also walk-forward results are now displayed within New Analysis window for less clutter.
    
• Mini High-Low rank chart in Real Time quote window
• User-definable mini bar charts in Explorations (see AddColumn function)
• Add Rank Column feature - right-click Analysis result list and choose "Add Rank column" - it adds a column with ordinal rankings based on current sort or just row number column when list is not sorted
• IRA account backtesting via SettlementDelay feature (see SetOption function)
• Range bars algorithm improved significantly
• new AFL functions: ThreadSleep, StaticVarCompareExchange
• updated AFL functions with new functionality: AddColumn, SetOption, GetOption, CategoryGetSymbols, PopupWindow, GetFnData, ClipboardSet
• updated OLE interface to support new Analysis window
• updated custom backtester interface to support access to local, per-analysis EquityArray property
• updated UI in many places
• Owner-draw list views for 10x speed improvement when displaying millions of rows
• many other improvements (see Release Notes for details)