|
|
Investor/RT
What's New in Version 4.6
The new features and miscellaneous enhancements outlined below were
introduced in the 4.6 Version.
Product Enhancements for
Version 4.6 Rev 1:
Release Date: Aug 21, 2000
- New
Styles for Main Toolbar, Contextual Menu Added
The main toolbar can be adjusted so that the status message
area is placed to the right side of the main toolbar buttons. This
"Slim" toolbar style takes up less space at the top of
screen. The Slim toolbar style is only available when the toolbar is
anchored at the top of the screen. To make main toolbar style
adjustments easier, the status message area of the main toolbar now
has a contextual popup menu, accessed in the usual way with a
right-click on Windows or a ctrl-click on Macintosh. The popup menu
allows you to anchor or un-anchor the toolbar, change from slim to
normal, or turn button titles on or off. Double-clicking in the status
message area of the main toolbar opens the Message Log so you can
review the most recent status messages.
- RTL
Language: DV Token Enhanced
The DV (Date/Time Specific Value) token has been revised to
enable it to be "date-relative" to the current date as an
option. The settings for the DV token include a new checkbox titled
"Use Date N days ago", where the value of N is
user-specified. For example, if you setup a DV token with a time
setting of 09:35 and the "Use Date 0 days ago" checkbox
checked, Investor/RT will calculate DV as the 09:35 bar for the
current day. Similarly "Use Date 1 days ago", if checked,
would cause DV to be evaluated to the price at 9:35 in yesterday's
session. This option makes the DV token more usable in intra-day
analysis where price points at particular times for the current and
preceding sessions are needed. When the "Use Date" checkbox
is checked, the Date of the DV function is relative to the current
date and the time is fixed. When the "Use Date" checkbox is
not checked, the actual date specified in the date/time box is used.
- RTL
Language: BARS Token Enhanced
Prior to version 4.6, the BARS token always evaluates to the
number of bars of data on file. In 4.6, the BARS token is an
"indicator" with a settings dialog. The settings dialog
allows the specification of a starting and ending date and time. If a
date/time range is specified, the BARS token will calculate the number
of bars of data on file for the requested period. A side effect of
this enhancement is that older scans that utilize the BARS token will
have to be updated in order to function properly. To do this, open the
scan, remove the BARS token from the list using the "<=="
button and then click the Check button. The settings dialog for the
new BARS token will appear. After setting the preferences, click the
Save button.
- Investor/RT Now Includes a
Full-Featured IRC Chat Facility - Additional Info
- Support for Quote.Com QFeed
- Color
Coding Quote Pages, Portfolios
Each instrument defined to Investor/RT now has it's own
"highlight" color used as the background color when the
instrument is highlighted in quote pages, portfolios, and instrument
lists of various kinds (e.g. quick quote windows). To specify the
highlight color for an instrument, right-click on the instrument and
choose "Setup". The Setup: Instruments window now has a
color control rectangle used to specify the instrument highlight
color. To turn highlighting on or off for a particular instrument in a
quote page or portfolio, right-click on the ticker and choose
"Highlight" (Macintosh users ctrl-click).
- Trading
Notes: Save as Text Now Supported
To save all the trading notes for a particular instrument as a
text file, open the Trading Notes window for the instrument and choose
File: Save: Save as Text. A dialog box will appear prompting for the
name and location to place the resulting text file.
- Portfolio
Preferences Window, Portfolio Auto-Sort Added
By default, portfolio windows open in "Position
Number" sequence. This represents the sequence in which the
entries were made into the portfolio. If it is preferable to have the
portfolio positions listed in some other order, access the preferences
for the portfolio by clicking the preferences button on the portfolio
toolbar. A "Sort Portfolio" checkbox is provided. Check this
box and choose ascending or descending and the data column to use to
sort the positions. Click OK and the portfolio will be sorted into the
specified sequence. Each time the portfolio window is opened in the
future, it will be sorted initially in the specified sequence. Note
that there is no "periodic sort" feature for portfolios at
this time. You can re-sort the portfolio at any time using the
portfolio toolbar or by shift or ctrl-clicking on the column title you
wish to sort on.
- Displaying
"User Data" in Annotations
The "User Data" data column is a 24-character field
that can contain any user desired numbers or text of any kind. The
User Data column can be edited directly within a quote page, or it can
be edited within the Setup: Instruments window for any instrument. The
Annotation indicator has been enhanced to provide an option to show
this user-specified text. This makes it possible to view the User Data
text as an annotation in the chart when viewing slide shows. As the
slide show advances from instrument to instrument, the annotation will
change to show the custom comment or notation the user has entered for
each instrument. The User Data field may also be used in the RTL
language to scan for character patterns within the data. For example,
the RTL scan formula: USERDATA = "*sell*" would find any
instruments with the word "sell" anywhere within the User
Data column. Similarly, USERDATA = "??X* would find any
instruments with User Data beginning with any two characters followed
by the letter X.
- Adjusting
Portfolio, Quote Page Column Widths Enhanced
Adjusting columns widths within portfolios and quote pages can
be accomplished by either double-clicking on individual column titles
or by clicking the "Resize Columns to Fit" button on the
associated toolbar. The column width(s) are now adjusted to
accommodate the display of the full column title as well as the data
content of the column. Two modifier key options are available to
provide a more compact column width. If the shift key is held down
while adjusting column width(s), only the first word of the column
width will be considered instead of the entire column title. If the
ctrl key (option key on Macintosh) is held down, the column title is
not considered at all and the column width is adjusted to the minimal
width needed to show the actual data content of the column(s). Note
that some or all of the column title text may be obscured if the
modifier keys are used. In short, if the most compact display of a
portfolio or quote page is desired then ctrl-click (option-click) on
the "Resize..." button on the toolbar. If the most readable
display showing full text of each column title is desired, simply
click or double-click to resize.
- Copy
and Pasting Tickers into Quote Pages
A copy command has been added to the contextual menu within
portfolios, quote pages, or other instrument lists. The effect is to
copy the instrument along with a current quote to the
"clipboard". The clipboard text may then be pasted into any
text window as text or it may be pasted into another quote page to add
the instrument to a different page. Note you can use the Show
Clipboard command in the Edit menu to see what the quote looks like
after using the new Copy command.
- Copying
a Current Quote to the Clipboard
The Copy command in the Edit menu works similarly to the Copy
command in the popup menu if a particular instrument is selected in a
quote page or portfolio. For example, you can click on a ticker to
select the row, type Ctrl-C to copy (on Macintosh use command-C) and
then paste the quote or the ticker as desired.
- New
Quote Page Column for Dealing with Temporarily Tracked Tickers
A new data column named "Create Date" shows the date
(and time) that the instrument was defined to Investor/RT. Instruments
define prior to using version 4.6 will have a create date/time of
midnight on the day Investor/RT was upgraded to version 4.6.
Correspondingly, a new token named AGE has been added to the RTL
language. AGE is defined as the number of minutes that the instrument
has been defined to Investor/RT. This token will be useful in quickly
identifying instruments recently added to Investor/RT. For example,
say you import a list of ticker symbols, some of which were previously
defined to Investor/RT and others that are new instruments. If you
then decide to eliminate the recently imported symbols you can run a
scan with the formula AGE < 30 and Investor/RT will present a quote
page of tickers added to I/RT within the past 30 minutes. Thus you can
quickly eliminate those tickers using the red trash can icon without
affecting those that were defined more than 30 minutes ago.
- File:
Save and Save as... Added for Trading Systems
A trading system can be saved under a different name using the
File: Save: Save as... command with the trading system window active.
The effect is to make a copy of the trading system and its rules and
save it under the new name. Instead of using the File menu, a shortcut
for accomplishing a "Save as" is to shift-click on the Save
System button in the Trading System window.
- LRS Token
(Linear Regression Slope) Added to RTL Language
The technical indicator Linear Regression Slope has been added
to RTL. This indicator can be used directly within scans and trading
signals and also as a function to perform the LRS calculation on some
other indicator. For example, LRS(RSI) would yield the linear
regression line slope of the RSI line for a particular instrument.
- Setting
Alarms on Custom Instruments
Using the contextual menu in a quote page or portfolio and
selecting "Setup" usually takes you to the Setup:
Instruments window. If the specified ticker is a custom instrument,
the Setup menu choice takes you to the Custom Instrument Definition
window instead. If you wish to set alarm levels on a custom instrument
you can hold down the shift key while requesting "Setup"
from the contextual menu. This takes you to the Setup: Instrument
window regardless of the instrument type, where the alarm setup
information can be specified. Prior to 4.6 it was necessary to open
the Setup: Instruments window manually and type in the ticker for the
custom instrument in order to set alarm levels. Note that alarm levels
for any instrument can also be adjusted at any time by editing the
HiAlarm, LoAlarm or VolAlarm data columns directly within a quote
page.
- Adjusting
Appearance Settings for Quote Pages Globally
If you want to set all quote pages to consistently use the same
colors, fonts, and other appearance options use Setup: Preferences:
Quote Page. When you press OK, a dialog box will ask if the settings
should be applied to ALL quote pages, the OPEN quote pages, or NONE.
Press the "All" button to update the preferences for every
system and user defined quote page. There is no "undo"
command for this, so be careful using this feature. Click the
"Open" button to apply the settings to only those quote
pages that are presently open on screen. Press "None" to
save the default settings for use with new quote pages. None of the
existing pages are affected if you press "None". Note that
the column format is NOT adjusted, only the "appearance"
settings. Specifically, the appearance settings include:
1. Font and size
2. Background color
3. Up/Down/Unchanged colors
4. show gridlines setting
5. highlight symbol column setting
6. color based on setting
- Traditional Chart window contextual (popup) menu access
revised
The popup contextual menu in traditional chart windows is accessed using a right mouse click on the Windows platform. The Macintosh equivalent is to depress the control key while clicking in the chart window. Prior to 4.6, the control key was optional on the Macintosh. It is now required. To enable Macintosh users to access this contextual menu without having to hold down the control key, the "red cross" toggle button in the lower right corner of traditional chart windows now pops up the contextual menu with a single click. Windows users can left-click or right-click on the "red-cross" to access the menu. The former function of the "red cross" button was to toggle the chart toolbar on or off. The contextual menu includes a menu choice called "toggle toolbar" for this
purpose
- TRIX token added to RTL
Language
The TRIX technical indicator scan now be referenced as a token in the RTL
Language
- Portfolio option added to round off dollar
amounts
The Preferences window for portfolios, accessed from the portfolio toolbar, now has a checkbox titled "Show whole dollar amounts". When checked, dollar denominated data columns (Net Gain/Loss, Cost Basis, Value, $Change, etc.) will be shown as whole numbers (no decimal point and no cents).
- Pivot Point added to RTL
Language
The Pivot Point technical indicator is now available for use in the RTL language under the token PVPT. The pivot point indicator is usually used with daily data and generates two support and two resistance levels. PVPT can be setup as any of the four levels. Be sure to check mark only one "level" when configuring PVPT. If you need to access both a support and a resistance level in the same scan or signal, add the PVPT token twice, assigning one to the support level and the other to the resistance level. Then rename the tokens PVPTr and PVPTs to distinguish the two price levels in your scan or signal. One interesting use of the Pivot Point indicator is to create references lines in intra-day charts. This can be accomplished with the use of V#1 variables. For example, run a scan (on daily data) using the formula:
SET(V#1, PVPTs) AND SET(V#2, PVPTr)
This will set V#1 and V#2 to the primary support and resistance levels for each instrument. Then you can add a reference lines to a chart that tracks the current value of V#1 and V#2. See item #23 below for more on the horizontal reference indicator. This, in effect, allows you to incorporate support/resistance calculations from the previous days daily bar into reference lines within intra-day interval charts. Each day, you rerun the scan to recalculate the pivot points for the day and your charts would automatically adjust to the new levels each day. Since each instrument has its own V#1 and V#2 levels, a slide show of some list of issues would draw the support and resistance lines for each issue uniquely as the slide show progresses.
- Adjusting appearance settings for charts to default
values
Setup: Preferences: Charts: Traditional Charts is the place where default preferences for new chart windows are specified. This dialog has been enhanced to allow you to apply the default settings to all traditional charts defined to Investor/RT. When you click the OK or Apply button in this window, you will be prompted whether to apply the settings to all or just the open chart windows (no to none at all). Press the ALL button and Investor/RT will adjust the saved settings of every traditional chart window to match the default settings. This includes such appearance settings as background color, scale text color, title bar background and text colors, gridline options, windowpane option, hollow candlestick options, and grid line color. This new feature makes it possible to easily adjust all saved charts into conform to the default settings. Note that other chart types (point and figure, market profile, etc.) are not affected by this operation; only traditional time-based charts are
adjusted.
- Horizontal reference lines can be based on RTL-calculated
values
The horizontal reference line technical indicator has been enhanced to allow the reference line to be pegged to any of the twenty V# user variables in the RTL language. See the discussion of Pivot Point above. Another example would be to use a scan to set a V# variable to a moving average calculated using Daily data and then setting up a reference line in an intra-day chart to draw at the price level set into the V# variable. To setup a reference line this way, check the radio button titled "Use" and choose the V# variable from the list provided. Using an auto-scan, the value of a V# variable can be calculated periodically during the trading session, causing the reference line to move accordingly as the value of the V# variable
changes.
- Backtesting improvements made to "Rule
Price"
Several new options are now available in the Backtesting section of Investor/RT. The "Rule Price" menu has been expanded to permit "Stop" as a menu choice. Thus you can now define a rule that exits a long or short position at the stop price when the stop is hit. To provide additional user flexibility menu choices for "user variables" V#1 through V#20 have also been added. What this means is that trading rules can set the value one or more V# variables and a particular V# variable can be used as the rule price to enter or exit a position. When a V# variable is used as an entry or exit price is a rule, Investor/RT will check to see if the value of the V#1 is between the high and low extremes for the particular bar when the rule is being tested. If so the V#1 variable will be used "as is". If the V# variable is higher than the high of the bar, then the high price of the bar will be used in space of the V# variable. Similarly if the V# variable is lower than the low of the bar, the low will be used to enter or exit the position.
Finally, a check box has been added to the right of the "Rule Price" to enable the user to specify that the price to be used should be taken from the "Next Bar" rather than the bar where the signal occurred. For example, when doing a backtest on daily data, the rule for entering a new position can now specify "Next Bar" and Open, so that the entry price will be the open price of the next day. This enables trading signals to be formulated from the perspective of the current bar and the rule price to be taken from the open, high, low, or close of the the next bar AFTER the signal triggers. Note that "Next Bar" can also be used with (Hi+Lo)/2 or other calculated prices in the menu. However, "Next Bar" cannot be used with Stop Price or for V# variables.
- Backtesting
Improvements Made to "Rule Quantity"
Prior to Version 4.6, the rule quantity could only represent the number of shares or contracts to be bought or sold when entering positions or adding to positions. Now, there is a menu to the right of the quantity to specify to whether the quantity entered represents the number of shares or contracts, or whether the number is expressed in dollars. When a trading rule has a quantity expressed in dollars, the number of shares or contracts purchased or sold will be calculated using the "rule price" divided into the dollar amount specified. For stocks, the number of shares purchased or sold will be rounded to the nearest multiple of 100 shares that does not exceed the specified dollar amount. If the dollar amount specified is insufficient to buy or sell 100 shares of the particular stock, no action will be taken.
- Backtest Performance Chart
added
Each time Investor/RT performs a backtest, the "performance" of the backtest is shown in a traditional line chart. The "instrument" charted has a ticker of $xxxx where xxxx is the name of the trading system. This instrument is created automatically by Investor/RT. The values shown in the line chart represent the bar-to-bar dollar gain/loss during the backtest. If the backtest is performed on a single instrument, the line will show the gain/loss trading that issue over time. If the backtest is performed on a quote page containing many instruments, the line will reflect to aggregate gain/loss amount for all issues. Note that when multiple instruments are tested, the line chart will have data points only for those bars where all instruments were tested. For example, if you backtest with a test period of "last 2 years" and some instruments have the full two years of data on file while others have less data on file, the performance line will begin at the point in time where all instruments have data on file.
This new feature provides a quick graphical view of the performance in dollar terms of a trading system. Since the chart is like any other traditional chart, you can, for example, add graphs of the instruments tested (as well as technical indicators) so you can compare the price action and technical indicators visually with the performance line of the trading system. If you add a volume indicator for $xxxx (where xxxx is the trading system name), the volume shown for each "bar" in the performance chart will be the number of positions that were open during the backtest at that time. When a single instrument is backtested, the volume will be one when the backtest was in a trade and zero
otherwise.
- New data column, "Settlement Price",
added
Settlement prices for futures contracts prior to version 4.6 were posted to the "last" price. Now, settlement prices are posted to a new data column titled "Settlement" price. When a settlement price is received for a future, Investor/RT will set the "Bid Tick Indicator" column to "s" to indicate that the contract has settled.
- Chart Wizard Slide Show
feature
The Chart Wizard feature (see Setup Menu) has been improved to enable the array of charts to "auto advance" to the next group of charts at some user specified interval. This, in effect, provides another type of "slide show". The chart wizard is useful for looking at N symbols at a time in a similar chart. To use this feature, open the Chart Wizard window using the Setup menu, check the box titled "Advance to next group every N seconds", fill in the value for N (it must be 2 or more seconds) and press OK.
29. Keyboard shortcuts for accessing chat rooms, trading systems. Setup: Preferences: Keyboard Shortcuts has been enhanced to enable shortcuts to be defined for opening chat room windows and trading system setup windows. Choose "Open" as the action, and specify "Chat Room" or "Trading System" as the object to open. A list of chat rooms (or trading systems) will appear. Similarly, the Run action now includes the ability to define a shortcut for running a backtest of a particular trading system. In making this enhancement, the list of objects available under the "Open" action was alphabetized. A side-effect of this change is that existing keyboard shortcuts that use the "Open" action must be re-defined.
- BackTest performance chart
improved
Item #26 above describe the new performance chart produced by each backtest. The performance charting data is stored under an Investor/RT created instrument with a ticker of $XXXX where XXXX is the name of the trading system. In addition, Investor/RT now stores "trading notes" for instrument $XXXX indicating the actions taken each time a trading signal was taken during the back test. Investor/RT automatically add the technical indicator "Trading Note Markers" so you can see each bar where a signal was taken marked in the chart. Point the mouse at a marker and read the action taken from the message area of the main toolbar. Further, I/RT varies the marker drawn depending on the action taken. Dots are used for open of long positions, plus signs are used for adding to long positions. Boxes and triangles mark going short and adding to short positions, respectively. The X marker is used to denote exiting a long or short trade. Finally, I/RT adds a chart of the instrument backtested to another pane in the window so you can correlate the markers with the price action of the instrument. If a backtest is run on a quote page, Investor/RT adds just the first three instruments to the chart. This is the default behavior for creating the performance chart. If you want to customize your own performance chart simply create a "default chart" for $XXXX (where XXXX is the name of the trading system. If a default chart exists for $XXXX, it will be displayed instead upon completion of the
backtest.
- Automatic alarm setting, new Alarm Setup
window
The Alarms capability has been revised and enhanced with several new features. The following changes and enhancements have been added:
- New Alarm Setup Window
- Automatic Stepping and Resetting of Alarms
- Email Alerts (see item #32 below)
- Chat Alerts (see item #32 below)
New Alarm Setup Window
A new window is use specifically for alarms setup. In previous versions, alarms were specified in the "Setup Instruments" window. Access the Alarm Setup by right clicking on a ticker symbol in a quote page (or any instrument list) and choosing "Alarms" from the popup menu. The Alarms Setup window can also be access by choosing Setup: Alarms, or by clicking the "Alarms" button in the Setup: Instruments window. Further, the Quick Quote window now has a convenient "Alarms" icon (it looks like a bell ringing) for accessing the alarm settings for the selected instrument.
Automatic Stepping and Resetting of Alarms
High, Low, and Volume alarms have been enhanced with a Step capability. If a value greater than zero is specified in the step field, that value will be used to move the alarm once it is triggered. For instance, if you have a high alarm set on the last price of MSFT at 70, with a step of 1, then when MSFT hits 70, the alarm will be triggered, and the alarm will be reset to a value of 70 + 1 or 71. If MSFT continues to climb, and hits 71, then the alarm will again be triggered, and reset at 72, and so forth. Volume alarms work the same way. For low alarms, the step value is subtracted to arrive at the new alarm level. Note that the step value is added to (or subtracted from) the realized price that caused the alarm. For example, if MSFT breaks through a 70 alarm with a last price of 70 1/8, the new alarm would begin looking for 71 1/8. If the alarm was set on the bid or ask price, the realized bid/ask price plus/minus the step value is used to set the next alarm level.
Another enhancement is the addition of a new option checkbox titled "Maintain Hi-Lo Alarm Spread when Stepping". When checked for a particular instrument, I/RT will maintain a constant price spread between the high and low alarm as stepping occurs. For this feature to be applicable, initial alarm levels and step values must, of course, be specified for both the high and low levels. Suppose, for example, the high alarm for MSFT is set at 70 and the low alarm at 68, both with a step value of .50. If the high alarm triggers on a last price of 70.25 then high alarm will be reset for 70.75. The original 2 point spread in the alarm levels will be preserved by also moving the low alarm up to 68.75.
- Email and Chat
Alerts
In the Setup: Preferences Menu, choose "Alarms" to open a new window for specifying global settings concerning alarm handling. The Alarms Preferences window can also be opened by clicking the "Advanced" button in the Alarms Setup window discussed above. Checkboxes are provided for specifying special actions, if any, Investor/RT should take when an alarm triggers:
-Sound an Alarm
-Open an Alarm Notification Window
-Email Alert to <email address>
-Send Alert to Chat Room <chat room name>
The lower section of the window you can create, edit, and delete Email formats that specify what information will be present in the subject and body of the email message. Each format is a text message containing "tokens" indicating market data to be inserted into the text. The tokens must each being with a percent sign followed by any primitive or historical data token in the Investor/RT RTL language. For example, the RTL tokens for open, high, low, close, and volume are OP, HI, LO, CL, and VO, respectively. In the email format you can use %OP, %HI, %LO, %CL, or %VO anywhere in the text where you want the associated price to be included in the email subject or email message body. There are also non-numeric tokens like %TICKER, %NAME, %ALERT, and %NOW that are used to insert the ticker symbol, the security name, the type of alert, and the time of day (respectively) into email messages.
When defining a new email message format you can test your definition at any time by pressing the "Test" button. This shows you how the subject and message body will look using live data from a few of the your instruments. If you make a typographical error and Investor/RT does not understand one of the tokens you have entered, it will set the value of the token to $$$ in the test display.
A quote page selection list is provided. Email and chat room alerts will be sent only for those instruments that belong to the quote page specified . This enables you to have alarms specified for any or all symbols, but designate only selected instruments for email and/or chat alerts. You can specify, for example, ".All Symbols", or ".Stocks", or any user-defined quote page.
Specify an email address, or list of email addresses, in the "Email Address" field. If you specify multiple addresses, be sure to separate them with commas.
Chat Alerts
If you would like for your alerts to be sent into a chat room, check the "Send Alert to Chat Room" checkbox, and specify the chat room from the list provided. When sending alerts to a chat room, Investor/RT sends only the "Subject" line as specified in the alert format. The body portion is sent only when Emailing alerts. A word of caution on chat alerts: be careful when sending your alerts to a chat room, especially a crowded one. If one of your instrument starts moving, and the chat room starts getting flooded with your alerts, you could annoy other participants in the chat
room
- Downloading intra-day data
enhancement
Investor/RT supports four Internet-based data services: eSignal,
DTN.IQ, myTrack, and QFeed (quote.com). Each of these services support downloading of intra-day bar data. Downloaded intra-day data replaces whatever data was already on file for the same time period in the Investor/RT database. Prior to Version 4.6, if intra-day charts of varying periodicities for the same instrument were open, it was important that the user request intra-day downloading of the correct lowest periodicity. For example, if you had opened one-minute, five-minute and ten-minute chart of the same stock, downloading one minute bars works fine since Investor/RT can update all three charts from the same one minute bar data, deriving the five and ten-minute bars from the one-minute bars. However, if you clicked the download button in the five minute chart, the five and ten minute chart would look find, but the one minute chart would lose detail since it then has only five minute data to work with. Furthermore, Investor/RT has a tick data compaction option in Setup: Preferences: Historical where the user can specify the minute interval for long-term retention of intra-day historical data. It is important that the long-term retention be taken into account when downloading intra-day data. For example, if the retention interval is 5-minute bars, then downloading ten minute bar data would dilute the data.
This problem was solved for myTrack users some time ago when myTrack began sending one-minute bar data for all intra-day download requests. Investor/RT then uses the one minute data to derive any other periodicity as needed. For the other Internet data services, however, downloading of two minute and higher interval bar data is possible and the requirement of all chart windows must be considered. In light of this, Investor/RT has been enhanced to automatically determine the optimal minute interval when the user requests an intra-day chart download. Investor/RT considers the long term compaction minute interval as well as the periodicities of all chart windows that are open at the time when deciding what periodicity bar data to request from the server. In essence, Investor/RT determines the "greatest common divisor" of all periodicities. Some chart windows, like "Raw Tick" charts require tick data while traditional chart window, Point and Figure and Three Line break charts have a user specified periodicity. So, for example, if you have a Raw Tick Chart and a one-minute bar chart open and you click to download data for the one-minute chart, Investor/RT will figure out that it really needs "tick data" for the download period since the raw tick window requires it. The one-minute chart will be updated with one minute bars derived by Investor/RT from the downloaded tick data. If the long-term intra-day retention periodicity is five minutes and you have 5, 10, 15, and 60 minute charts open, Investor/RT will download five-minute bars regardless of which chart you click on since five minute data can be used to derive bars for all higher periodicities that are a multiple of five minutes. Similarly, if you have 3, 5, and 13 minute charts open, Investor/RT will always request one-minute bar data since one-minute is the only periodicity from which 3, 5, and 13 minute bars can be derived.
This enhancement is mentioned here to document that there has been a change in the decision process Investor/RT uses when requesting intra-day data downloads. Our goal in making this change is to "do the right" thing in all cases without the user having to worry about which windows/periodicities are in use.
- Setting display format using a scan.
A new RTL token, DISP has been added, for referencing the display format of an instrument. DISP is a number which represents the user-specified Display Format of an instrument. Powers of 10 indicate the number of decimal places displayed for the various decimal formats ( 1, 10, 100, 1000 mean 0, 1, 2, 3 decimal places, respectively). Powers of 2 are used to indicate the denominator of the various fractional formats ( 8, 16, 32 mean 8ths, 16ths, 32nds, respectively. DISP has a value of zero if the user has specified "factional" format. Here are some scans for issues having a certain display formats:
DISP = 32; find instruments having display format in 32nds.
DISP > 0 AND DISP%10 = 0; find instruments having ANY decimal format
DISP = 0 OR DISP%10 != 0; find instruments having ANY fractional format
The DISP token can also be used in the SET command as follows:
SET(DISP, 100); set instruments to two-decimal (99.99) format
SET(DISP, 16); set instruments to 16ths format
- Alarm setup button added to traditional chart
toolbar
The alarm setup window can be accessed directly from a traditional chart by clicking the "alarm bell" icon on the chart toolbar. If there is only one instrument in the chart window, the alarm setup window will open, displaying the alarm settings for that instrument. If there are multiple instruments in the chart, the alarms dialog will open for the "selected" instrument. To select an instrument, just click on the instrument graph. If no instrument is selected, the alarm window will appear for the first instrument Investor/RT finds in the chart, usually the one in the top pane.
- Alarm notifications as trading
notes
Setup: Preferences: Alarms has a new option checkbox for specifying that alarm notifications should be added as trading notes to the alarmed instrument.
- File: Open: Alarm Log command
added
This command displays the file "Alarm Log" located in the admin folder. The time and text of each alarm is placed in this
file.
- Using RTL tokens in Chart
Annotations
Chart annotation text can now include RTL tokens, each token preceded by a percent sign. When the annotation is displayed or updated in the chart, the tokens are replaced by the current market data for the associated instrument. For example, you could add an annotation with the text:
%TICKER %CH at %CL on volume of %VO
The annotation might then read "AAPL +3 at 51 on volume of 3,456,700". Note that any RTL primitive or historical token can be used, including any of the special V# tokens. Prior to this enhancement only the current price, change, bid and ask were displayable in annotations. This enhancement opens up all of the market data and even custom calculated formulas to dynamic display in chart annotations.
|