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Investor/RT
What's New in Version 7.2 Rev. 3
The new features and miscellaneous enhancements outlined below were
introduced in the 7.2 Version.
Product Enhancements for
Version 7.2 Rev. 3
Release Date: May 28, 2004
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DTN Satellite - DTN.IQ
Integration
Investor/RT is the first software product to support dual usage
of DTN.IQ for historical data access while simultaneously monitoring
real-time market data using a DTN Satellite data feed. DTN.IQ historical
server support is now a standard feature of the DTN version of
Investor/RT for those users who have both a DTN satellite receiver and a
DTN.IQ account with Internet access. In the DTN menu, choose Setup and
enter your DTN.IQ user id and pin number in the spaces provided. DTN
users may then use the Data Download window, or simply click the data
download button in any chart window to retrieval daily or intra-day
historical data for any ticker symbol or quotepage of ticker symbols.
Users with dual DTN Satellite/DTN.IQ accounts also have the flexibility
to use the Reconfigure command in the File Menu, to run Investor/RT with
DTN.IQ as the source for both realtime data flow as well as historical
data access.
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Custom Column Enhancement
When a custom column is setup to place its calculated result into
a user variable, there is a new option for tracking that V# user
variable historically. In the "Calculation" tab of the custom column
setup window, check the box titled "Track User Variable Historically".
In addition, the user must setup "Cash" type ticker symbols
(instruments) of the form:
<ticker>(V#n)
for each ticker whose V# values are to be tracked.
As a simple example, suppose you have a quotepage containing MSFT, INTC,
and AAPL along with a custom column setup to calculate some custom
indicator and store the value in V#99 and track the user variable
historically. The ticker symbols MSFT(V#99), INTC(V#99), and AAPL(V#99)
can then be setup to hold the historical values of V#99 throughout the
trading session. Note that the quotepage may contain many more symbols,
but Investor/RT will record the data for those tickers for which the
<ticker>(V#99) ticker is defined.
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Multi-Session Session
Statistics
The Session Statistics indicator has been enhanced with a new
"Multi-Session Statistic" option. When this option is checked, the user
has 5 multi-session statistical results to choose from, including
"Average of X Sessions", "Sum of X Sessions", "Max of X Sessions", "Min
of X Sessions", and "Value X Sessions Back". These options work on top
of the session statistic result chosen above ("Range of Price (Close) of
First 30 Minutes", "Lowest Price of First 10 Bars", etc.). The user must
also is given a place to provide the value of "X". As an example, if a
Session Statistic of "Range of Price (Close) of First 30 Minutes" is
chosen, and the "Multi-Session Statistic" option is checked, and the
value provided for X is 5, the 5 options would provide the results
below. Let's further assume that the ranges over the past 5 sessions
(starting with most recent) were 2.50, 1.25, 1.50, 0.75, and 1.00.
- Average of X Sessions: This would give you the average range of the
first 30 minutes of each session, over the last 5 sessions. In the
example above, the result would be (2.50 + 1.50 + 1.75 + 0.75 + 1.00) /
5 = 1.50
- Sum of X Sessions: This would give you the sum of the ranges of the
first 30 minutes of each session, over the last 5 sessions. In the
example above, the result would be (2.50 + 1.50 + 1.75 + 0.75 + 1.00) =
7.50
- Max of X Sessions: This would give you the maximum range of the first
30 minutes of each session, over the last 5 sessions. In the example
above, the result would be 2.50.
- Min of X Sessions: This would give you the mimimum range of the first
30 minutes of each session, over the last 5 sessions. In the example
above, the result would be 0.75.
- Value X Sessions Back: This would give you the average range of the
first 30 minutes of each session, over the last 5 sessions. In the
example above, the result would actually be the range of the session
prior to these 5 session (5 sessions back from the current session).
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Price/Time Profile: New
Features
Several features have been added to the Price/Time Profile
charts. First, an option has been added that gives the user the ability
to provide a "Row Height Range" in pixels. This range controls the
minimum and maximum height of each row of letters (or blocks). These
settings can also now be controlled directly from the keyboard, thereby
simulating a "zooming" effect. Use the "Shift-Up" combination to zoom
in, and the "Shift-Down" combination to zoom out. Using the up and down
arrows alone continue to "scroll" the chart vertically. Also, each row
can now be as small as 2 pixels high, allowing the user to fit much more
vertically in the chart window. In order to achieve or prevent the rows
from becoming this small, adjust the lower limit of the "Row Height
Range".
An option was added to "Draw Blocks" as opposed to letters. This can be
an effective option when combined with the "Rainbow" color, or the
"Shading" option. Also, when the "Draw Blocks" option is checked, a
"Block Width" setting is honored which controls the width (in pixels) of
each block. This, in effect, gives the user a horizontal zooming
capability to go along with the new vertical zooming discussed above.
The Block Width can be adjusted directly from the keyboard using the
"Ctrl-Up Arrow" (zoom in) or "Ctrl-Down Arrow" (zoom out) combinations.
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Backtest Default Charting
When performing a backtest of a trading system named X, if the
"Account Balance Chart" checkbox is checked in the backtest setup, a
chart of the trading system ticker $X is produced. Users who wish to
customize the account balance chart in various ways can do so by
revising the chart then right-clicking in the chart and issuing the Save
As Default Chart command, thereby saving the customized version of the
chart as the default for the the ticker $X. In the list of chart names,
this chart will appear near the top, having a name of the form <$X
Chart> where $X is the ticker symbol of the trading system, X being the
name of the trading system. Whenever the trading system named X is
backtested, this default chart for $X will be shown at the conclusion of
the backtest.
If the user has many different trading systems and wishes to customize
the chart produced individually for each one, this technique enables
such flexibility. However, if you want to have a single chart template
that is used for all trading system account balance charts, there is now
a method for accomplishing this without having to duplicate the same
chart template over and over for each trading system. When producing a
backtest account balance chart, Investor/RT now looks first to see if
the particular trading system has a default chart and if so it uses it.
For example if backtesting a trading system named MySystem, Investor/RT
will first look for a chart named "<$MySystem Chart>" and open that
chart if it is defined. If the default chart for the specific trading
system is not found, Investor/RT will look to see if there is a "global
default" for all trading systems, looking up the chart name "<Backtest
Chart>". If this chart template is found, it will be used. The
particular trading system ticker will be inserted into this chart. If
neither the system-specific nor default backtesting chart is found,
Investor/RT will create a simple chart of the trading system ticker.
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7.2 Rev 3 Fixes
and Miscellaneous Enhancements
A problem was reported with the RTL formula MAX(CCI, POS) where POS is
the token for the "Position" technical indicator, setup to provide the
position of each bar relative to the start of the session. The problem
was that statistical tokens (MAX, MIN, AVG, STD, etc.) in RTL require
either a numeric constant or a user variable as the second parameter,
the parameter that specifies the number of bars to use in the MAX
calculation. POS is a technical indicator thus the expression
MAX(CCI,POS) could not be evaluated at all. This has been fixed by
enhancing RTL so that a technical indicator can now be specified as the
second parameter, the POS indicator being especially useful. For
example, a signal marker indicator with the signal:
CCI = MAX(CCI, POS);
with POS setup as "Bars From Start of Session", will mark every bar in
the chart at which the CCI value makes a new high for the session.
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RTL generally supports the application of one indicator to another. For
example, RAWK(CCI) will compute a raw stochastic of the CCI indicator.
Internally, Investor/RT takes the CCI results and sets up the CCI data
to look like an "instrument" so that the RAWK indicator can compute the
stochastic of this "instrument" (the CCI). This works fine for RAWK and
most other indicators but some indicators, e.g. the new SESST indicator
were failing because the "instrument" was not fully setup with all
session related information needed for the indicator. For example the
custom indicator SESST(CCI) needs to know the session hours of the CCI
data being operated upon but due to this bug, the session information
was not being supplied, thus the indicator failed. This bug has been
corrected now, so for example, if SESST is setup as the "Highest Price
of the 1st 30 bars", SESSION(CCI) will compute the maximum CCI value
obtained during the first 30 bars of session in the chart.
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The STAT technical indicator was erroneously limiting the number of bars
or minutes in the user specified setup to 1440 (the number of one minute
bars in a 24-hour period). This limitation has been removed.
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When a trading system is being optimized and the trading system contains
rules that employ SHOW or NOTE commands, the optimization process was
unnecessarily incurring most of the overhead of the SHOW and NOTE
commands even though the SHOW or NOTE output is disabled during
optimization. SHOW and NOTE commands are now ignored more quickly during
the optimization process, resulting in faster optimization runs.
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If a user, unlicensed to use the trading system optimization feature,
attempts to run an optimization using any ticker symbol other than
$DEMO, Investor/RT 7.2.2 and earlier would issue a fatal error and
terminate. This has been corrected. Investor/RT is programmed to allow
users to evaluate and experiment with unlicensed advanced features using
the $DEMO ticker, and will ignore requests to optimize when real ticker
symbols are involved. The optimization report now includes messages
about licensing the optimization feature when an optimization run is
performed by an unlicensed user.
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Investor/RT has an internal limit on the number of scans, signals, and
custom indicators that may be created. The limits are 500 scans, 1000
signals, and 1000 custom indicators. The limits are arbitrary; they have
to do with the number of menu items we have allotted to each type of RTL
object. The Investor/RT database can hold any number, but the size of
Investor/RT menus have a fixed limit. Based on customer needs, these
limits can be increased in the future if necessary. Version 7.2.2 and
earlier versions of Investor/RT were not properly enforcing the limits,
however. If more than 500 scans were created, Investor/RT would
terminate with a fatal error. Subsequent startup attempts would also
result in a fatal error as Investor/RT attempted to add the 501 scan
names to a menu limited to 500 entries. This bug has now been fixed and
appropriate messages are issued if the user attempts to exceed the 500
limit.
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When a ticker tape window is saved as part of a layout, the font family
and font size, but not the font style (bold, italic, etc.), of the
ticker tape display was being saved in the layout. Thus if a ticker tape
originally having a bold font appears when the layout is opened later,
the font will revert to the plain style. This has been corrected so that
layouts retain the style of the font also. Note that existing layouts
containing ticker tapes will have to saved again if you want the ticker
tape to open with a style other that plain.
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Export and Import of Chart Definitions were not including the
"multilink" color preference. Charts exported by 7.2.3 and higher now
include the multi-link color setting for the chart. If the multi-link
color preference is present in a chart definition, version 7.2.3 will
import it. If 7.2.3 imports a chart definition exported by 7.2.2 or
earlier, the multilink color setting will default to "white", meaning
that the chart is eligible to participate in all multi-linking actions.
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A minor bug was fixed having to do with the data feed "heartbeat" icon
showing the red X even when the data feed reception was active. This
condition could occur if the data feed connection was dropped and then
reestablished.
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Traditional Chart
Scroll Bar Improvements
Normally, when you click the left or right arrow icons within the
traditional chart window's scrollbar, Investor/RT will scroll the chart
one bar to the left or right. Investor/RT now recognizes the shift and
ctrl keys (shift and option keys on Macintosh) and modifies the
scrolling amount as follows:
shift alone: scrolls 5 bars at a time per click.
ctrl alone: scrolls 10 bars at a time per click.(option key on
Macintosh)
shift + ctrl: scrolls 20 bars at time per click.
Note that this behavior only applies to mouse clicks on the left or
right arrow icons at either end of the traditional chart scrollbar. The
left and right arrow keys on the keyboard can also be used to scroll the
chart left or right. You may not use shift or ctrl with the keyboard
arrow keys for scrolling since shift+arrow key is used instead to switch
the window to a different chart template and ctrl+arrow key is used for
switching the periodicity of the chart.
When viewing monthly charts, the arrow keys will now scroll the chart
left or right 12 bars (one calendar) year at a time. For all other
periodicities, the left and right arrow keys scroll the chart by N bars
at a time where N is number of visible bars in the chart determined from
the chart window's width.
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Chart Buttons for Scrolling
N Bars
A new button purpose, "Scroll Chart", has been added allowing the
Investor/RT user to create buttons or button menus for scrolling the
chart left or right some number of bars. When setting up a chart
scrolling button enter the desired scrolling action using an L or an R
followed by the number of bars to scroll, e.g. L10 or R20. To create a
menu of scrolling actions, enter a series of items with commas, e.g
L10,L25,L100,R10,R25,R100.
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RTL Numeric Comparisons
Revised
The method Investor/RT uses when performing numeric comparisons
in RTL has been revised in version 7.2 Rev 2. Investor/RT uses floating
point numbers internally to hold market data and technical indicator
calculated values. The RTL arithmetic comparison operators (<, >, =, !=,
<= and >=) now take into account the display format of the instrument
whose data is being evaluated in order to determine whether some value
is equal, greater, or less than some other value. For example, a trading
signal LO <= STOP might be evaluated with the LO value being 535.200012
and the STOP value having been set to 534.199951. Internally Investor/RT
keeps all numbers to six significant digits. In this example the STOP is
literally a larger value than the LO (signal is FALSE) but only
slightly. In actuality the difference between the two numbers is only
.000071 which is insignificant when you consider that the instrument
prices are displayed in 999.99 format. In fact, When the values of STOP
and TARGET are rounded for display with 2 decimal format, both values
display as 534.20.
To enable Investor/RT to make more reasonable numeric comparisons
between numbers, Version 7.2.2 now uses a comparison method that takes
into account the display format of the instrument being evaluated by the
signal or scan. In the example above Investor/RT will consider STOP and
LO to be equal since they are with .0005 of each other. Thus the signal
will trigger TRUE with those values. Similarly an instrument whose
display format is 99.999 (3 decimals) will consider numbers within
.00005 of each other to be "equal". For instruments such as $INDU, whose
value is normally displayed as a whole number or as 9999.9 format (1
decimal), values within .05 or .005 are evaluated as "equal"
respectively. This improvement is designed to improve the detection of
trading signals in situations where insignificant numeric differences
between two values would otherwise fail to recognize two values as being
"equal".
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Version
7.2 Rev 2 Fixes and Miscellaneous Enhancements
The Tick Data Limit Preference (see item #6 above) was not retaining its
setting. This is fixed in 7.2.2.
When backtesting a trading system that has Signal Actions associated
with REVERSE rules, Investor/RT will now execute the associated Signal
Action only once. Internally, Investor/RT performs a REVERSE as a two
step process, first exiting the current position, then opening a new
position in the opposite direction. Prior to 7.2.2 the Signal Action for
the REVERSE rule was being executed in both steps.
During backtesting, messages are placed into the detailed report each
time the TARGET token is SET by the trading system. Prior to 7.2.2 only
STOP sets were logged in the detail report.
The scroll right button on the traditional chart scrollbar was not
working when the chart periodicity was Monthly. This has been corrected.
A bug was corrected in the MPD indicator involving the "Custom
Statistical Result" options. Custom Statistical results now work
properly when an intraday MPD is used on a daily chart, scan, signal, or
custom indicator.
A bug was fixed involving the use of the "Add Button" popup menu item in
traditional chart windows. Attempting to use this function to create a
button for a Profile indicator produced a fatal error. When the Add
Button was used with certain other indicators a minor memory leak
resulted. Both issues are now fixed.
The Fibonacci Extensions indicator has been updated so it may now be
used in tickbar charts. The Fibonacci Retracements indicator time
retracements and time extensions now work as well in charts where
periodicity is set to N ticks per bar.
The Donchian Channels indicator was tweaked for improved calculation
speed.
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Tick Data Limit Preference
A user preference has been added for disabling the built-in data
limits normally imposed by Investor/RT. Tick Data and Bar Data are
typically limited to one million ticks or bars. This limit rarely
imposes any restriction on Investor/RT usage. However, when working with
"tickbar" periodicities, e.g. 150 ticks per bar, it can take more than a
million ticks to construct a series of tick bars of sufficient size for
backtesting. See Setup: Preferences: Historical. Uncheck the checkbox at
the bottom of the window if you wish Investor/RT to impose no limits on
the amount of tick data that can be processed.
- New
Schedule Actions
Two new database utilities, added recently to the Control:
Database Utilities menu, are now available as schedule actions.
Schedules can be created to initialize the news database and/or the
trading notes database.
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Version 7.2 Rev 1 Fixes
The following fixes are included in Version 7.2 Rev 1:
a. Overnight traded futures contracts, when charted using a session
override to view only the day session trading, would sometimes show a
distorted first bar (first bar of the day session). This is a long
standing bug that has now been corrected.
b. Mouse tracking in a weekly chart would report the wrong date when the
week's trading ended on a Thursday because of a Friday trading holiday
(e.g. Good Friday). The chart pane title and info box feedback now
reports the correct date in such cases.
c. When downloading historical data for multiple symbols at one time
from Dial/Data (or using File: Import) with multiple chart windows open,
Investor/RT was refreshing only the last downloaded/imported symbol's
chart, leaving other charts still reflecting the pre-download data.
During downloading (and importing) Investor/RT now updates each chart as
new data is downloaded for the symbol in the chart.
d. Macintosh Versions of Investor/RT were not honoring the "Quiet Mode"
setting in Setup: Preferences: Sounds. When Quit Mode "On", Investor/RT
for Macintosh will no longer play alerts or other sounds.
e. The SBAR (Session Bar) token in RTL was giving the wrong value for
the last bar in the session when the last bar's duration is less than
the periodicity. When the total minutes in the session evenly divides
the periodicity, the SBAR bar number of the last bar was correct,
otherwise SBAR was reporting the same value for both the next to last
(full duration) bar and the last (partial duration) bar. This is now
corrected.
f. Adding annotations to chart windows and using the alarm tool for
setting alarm levels in the chart window would sometimes leave a text
display box centered inside the chart window. Closing and reopening the
chart was the only remedy. All text prompting messages are properly
removed now after the alarm or annotation has been added.
g. When closing quotepages that have no instruments (rows) Investor/RT
will prompt the user asking whether to delete the quotepage or keep it
around as an empty quotepage. This prompt can become annoying when
closing empty quotepages, frequently created by scans that find no
results. The behavior has been changed so that this extra prompt will
appear ONLY if the user has specified "Ask Me" in Setup: Preferences:
General in the user preference for how to handle closing of quotepages
that have been modified. So, if Always Save, or Always Discard is the
user preference, the "Keep or Delete quotepage" prompt will no longer
appear and the quotepage will be kept.
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User Profile Text File
Questions or problem reports sent to support@linnsoft.com should
always include the current user profile. The user profile text is sent
automatically when you use the "Send Email" feature of Investor/RT to
send your questions to support. Otherwise, you can use the "Copy User
Profile" command in the Investor/RT Edit Menu to obtain the profile text
on the clipboard for pasting into email messages composed with other
email client software. If Investor/RT is not running, this can be
inconvenient. In rare circumstances, e.g. a database problem, you may
wish to email for assistance in conditions where Investor/RT will not
startup properly. In such cases, you can simply attach the file named
UserProfile.txt to your email message. This file can be found within the
admin directory within the Investor/RT directory. By creating a shortcut
or alias for this file, some email software will enable you to quickly
attach the file by dragging and dropping the shortcut onto your email
window. The UserProfile.txt file is updated with your current user
profile info each time Investor/RT starts up and when Investor/RT
terminates. You can inspect this file's contents at any time by using
File: Open: File.
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Signal Action
Enhancement - http Commands
The Signal Action setup window has a new checkbox titled "Text to
Browser". When this box is checked, the text in the text window is sent
to your default web browser as an http command when the signal action is
triggered. The text in the text window can be "parameterized" with RTL
tokens so that the http command sent to the web browser has, for
example, a ticker symbol or a V# variable value substituted into it.
This simple enhancement has some powerful implications. Signal Action
"presets" can be created and chart buttons created based on those
presets to provide single click access to web research sites keyed to
the ticker symbol in the chart. For example, create a Signal Action
preset (name it "Yahoo Profile"), with the "Text to Browser" box checked
and the text:
http://finance.yahoo.com/q/pr?s=%TICKER
Add a button to your chart window. The button purpose is "Execute Signal
Action" and the Signal Action name is "Yahoo Profile". Now whenever you
click the button, your web browser will show you the Yahoo Financial
Profile page for whatever ticker is in the chart at the time.
Another way that this new feature may be used is for sending trading
orders via AutoTrader, to Interactive Brokers. AutoTrader is a Java
based program that uses the TWS API to communicate trading orders to IB.
Because it is Java-based, the software runs along with Investor/RT on
either MS Windows or Macintosh OS X systems. For more information on
AutoTrader:
http://autotrader1.home.comcast.net/
AutoTrader can receive trading orders from Investor/RT now using this
new feature of Signal Actions since AutoTrader listens for certain http
requests on your local machine. If you setup a Signal Action with this
http command for example:
http://localhost:7400/placeOrder?symbol=%TICKER&action=BUY&qty=%V#98&price=%V#99&orderType=lmt
then, when the signal action is executed (by a signal marker in a chart
or by a signal action associated with a trading rule in a live trading
system running in a chart, the ticker symbol, order quantity and limit
price will be substituted into the http command above in place of
%TICKER, %V#98 and %V#99 respectively and the http command will be
routed to AutoTrader for submission to IB.
AutoTrader is free, donor supported software. If you find the program of
value to you, a donation of $60 is suggested. Donations are accepted via
PayPal or credit card.
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MS Excel DDE
Linking Operational under Windows XP
The DDE (Dynamic Data Exchange) feature of Investor/RT has been
improved and now works properly under Windows 2000 and Windows XP
providing "hot links" between MS Excel spreadsheet cells and
Investor/RT. The general format for Excel linkage to Investor/RT is:
=RT | ticker ! data-designator
where ticker is the ticker symbol. Enclose ticker in single quotes if
the ticker symbols contains spaces or other non-alphabetic characters
such as #, @, or $.
Data-designators can be expressed as a data column id number or as a
data column name. For example:
=RT | INTC ! Last
will setup the Excel worksheet cell to dynamically update as the last
price changes. Each data column in Investor/RT also has a data column id
number. To find the DDE data column id number for any column use the
Setup: Preferences: Formats window. Pick the data column of interest in
the list on the left and click the "Get Info" button to find the number
of that column. For example, the 52WeekHigh data column has id number
21, while the Last data column has id number 2.
=RT | INTC ! Last and =RT | INTC ! 2 do the same thing.
=RT | MSFT ! 52Week and =RT | MSFT ! 21 do the same thing.
The Investor/RT DDE link now supports the "System" topic. Use "System"
as the ticker symbol and "Version" as the data designator to obtain a
description of the version of Investor/RT that is supplying the data and
the data service in use, i.e.
=RT|System!Version
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Trading Systems: V# Variables can now be used for Rule Quantity
The Rule Quantity associated with each rule in a trading system
can now be specified using V# variables. This gives the user the ability
to dynamically control the quantity by setting V# variables within the
system rules. As an example, a user may want to adjust the rule quantity
based the number of consecutive losing or winning trades have occurred,
or based on the time of day.
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New
Indicator: VWAP (Volume Weighted Avg. Price)
A new VWAP indicator has been added which provides the volume
weighted average closing price. This indicator only works on intraday
data. The indicator resets each day, beginning with a value equal to the
closing price of the first bar. Each bar's price is then weighted using
the volume of that bar/tick to result in an accumulated VWAP value as of
each bar/tick throughout the day. The RTL token for the VWAP Indicator
is VWAPI (the I stands for Indicator). There is a quote page column
named VWAP and the RTL token for referring to this instrument property
is VWAP. This column is updated by the Quote.com data service in
real-time. Users of other data services cankeep this column updated by
running a scan periodically with the formula:
SET(VWAP, VWAPI)
When writting RTL formulas be sure that you understand the difference
between VWAP and VWAPI. The token VWAPI is the Investor/RT calculated
VWAP value, calculated by the new indicator. VWAP is a "transmitted"
value for Quote.com users; the value is calculated by Quote.com and sent
to Investor/RT via normal real-time data flow.
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New Indicator: Session
Statistics
A new Session Statistics indicator has been added to give the
user an easy way to historically access statistical information related
to the first or last period of the session. The Session Statistics
preferences use the general format:
[Statistic] of [Price] of the [First/Last] X [Minutes/Bars] of the
Session
The Statistic options include "Highest Price", "Lowest Price", "Range of
Price", "High/Low Range", "Average Price", or "Sum of Price". The
standard list of Prices is provided (Close, High, Low, Open, OHLC/4,
etc.).
As an example, a user may want to access the "Highest High of the First
30 Minutes of the Session". This indicator makes that operation very
quick and easy. The result will be as follows. Let's assume in our
example we are looking at 10-minute data. On the first bar, the result
will be the high of that first bar (first 10 minutes). On the second
bar, the result would be the highest high of the first two bars (first
20 minutes). Then, on the third and remaining bars of the session, the
result would be the high of the first 3 bars (first 30 minutes). Then on
the first bar of the following session, the result will again reset to
the highest high of that first bar, and everything starts over again. To
see the effect, simply add the indicator to a chart.
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DTN
Satellite Data Service Supported Under Mac OS X
Investor/RT for Macintosh OS X now supports the DTN Satellite
data service using the Ethernet capable D8080 Satellite Receiver Unit.
DTN receiver unit models D7000 and D8000 are NOT supported under OS X,
however, they continue to be supported using a serial port connection in
the Macintosh Classic version of Investor/RT.
Under Mac OS X, just as under MS Windows, the DTN D8080 receiver unit
requires a dedicated ethernet card (NIC). The built-in ethernet port of
any G3 or G4 Macintosh can be used. The ethernet port should be
configured with a manual ip address of 10.100.116.140. Connect the Mac
directly via an ethernet cable to the D8080 and start feed.
Macintosh models with PCI expansion slots can be expanded with a second
ethernet card. The cost of an PCI Ethernet cards is typically under $50.
One such card is the MacSense FAST ETHERNET CARD FE-551. The FE-551 is
purportedly one of the most popular and reliable Fast Ethernet PCI card
for Mac. Designed for any Mac with a PCI slot, FE-551 adds a Fast
Ethernet port running at 10Mbps or 100Mbps. For more information see
http://www.macsense.com/Product/transceiver/fe551.html
Adding a second ethernet card to your Mac will enable simultaneous data
reception over the DTN ethernet connection, while using the built-in
ethernet port for internet access.
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New Quotepage Format
Preference
The Setup: Preferences: Formats window has a new checkbox titled
"Auto-Size All Columns". Each quotepage or portfolio format by default
will have this option turned off. If you turn this option on for any
format (and save the format), then Investor/RT will always "optimize"
column widths whenever the format is applied to a quotepage or
portfolio. This option also affects the appearance of quotepages that
are produced by a scan. If a scan specifies a particular format for the
resulting quotepage (instead of "automatic"), then this Auto-Size option
will control whether the scan's resulting quotepage is displayed using
the fixed pixel widths for each column, or widths optimized to the data
content of the quotepage.
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Zig Zag/Zig Zag
Oscillator Improvements
The "Minimum Price Change" setting of the Zig Zag and Zig Zag
Oscillator indicators can now be expressed in absolute dollars ($) in
addition to percent ( %). A new "Result" option has been added to the
Zig Zag Oscillator titled "Zig Zag Price Change". This result reflects
the price change (possibly a negative value) of the current zig zag leg
from the last extreme point.
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Pivot Point Improvement
The pivot point indicator has been enhanced to allow the
specification of an alternate ticker symbol to be used when obtaining
daily bar data for use in calculating the pivot point. This setup may be
useful to those who track overnight traded futures. During the day
session, the pivots can be calculated from an alternate ticker symbol
whose daily data reflects the open, high, low, close of prior day
sessions, even though the ticker symbol in the chart is the overnight
trading ticker symbol whose daily data reflects overnight trading range.
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Fixes and Miscellaneous
Enhancements
A bug was fixed in the trading system optimizer so that the same
amount of historical data is used in the optimization that was used in
the backtesting runs before optimizing.
A bug was fixed that caused a crash when adding a Trading System to a
chart. The bug surfaced only if the default trading system preferences
were established by choosing "Make Default" from an instance of some
trading system indicator.
A new backtesting setup option was added, a checkbox titled "Allow
Entry/Exit Prices Outside a Bar's High/Low Range". Normally, when
Investor/RT enters or exits a trade at some computed price point, e.g.
the TARGET, or some V# variable price point, the software makes sure
that the trade entry or exit price is within the actual trading range of
the bar when the signal occurred. In some circumstances, it is useful to
backtest scenarios where the computed entry or exit price may fall
outside the signaling bar's high/low range. When this checkbox is
checked in the backtest setup, Investor/RT will honor the backtest
computed price regardless and will insert a warning message in the
detail log if this computed price happens to fall outside the valid
price range of the bar. Nevertheless the backtest results will reflect
gains/losses calculated using these out-of-range prices. When this
checkbox is unchecked, the trading system uses the high price when the
entry/exit price exceeds the high, and the low price of the bar when the
entry/exit price is below that low.
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