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Investor/RT
What's New in Version 8.1.5
The new features and miscellaneous enhancements outlined below were
introduced in the 8.1 Version.
Product Enhancements for
Version 8.1.5
Release Date: Dec. 21, 2005
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Trading Order Integration with NinjaTrader 5 for Windows Users
Investor/RT trading orders can be defined with destination
"NinjaTrader". This feature of Investor/RT works in conjunction with
Version 5 of NinjaTrader utilizing the NinjaTrader DLL interface, called
the Automated Trading Interface (ATI). See the NinjaTrader documentation
for more details. This capability must be considered "beta test" at this
time. The implementation is still in progress; the basic functionality
is in place but further work is needed for more advanced usage, e.g.
advanced trading order placement using the TSYS indicator.
Interested NinjaTrader (NT) users are encouraged to experiement with
this new facility using the NinjaTrader simulated datafeed (Sim101
Account) and provide feedback. Trading orders destined to NinjaTrader
can be executed directly by clicking on chart buttons setup for that
purpose, or by signal actions that reference a trading order name. The
"Trading Order Desk" can be used as a vehicle for creating, editing, and
sending trading orders. The discusion of trading orders in the context
of using AutoTrader generally applies to any trading order destination.
When you select NinjaTrader as a trading order's destination, the list
of available order actions will be those supported by NinjaTrader's ATI.
One key difference is that the user can create trading strategy
templates in NT. When setting up a trading order, the order can simply
specify the account (no strategy), or it can specify an account name
followed by a slash and the strategy name. BUY, SELL, and REVERSE orders
sent to NT from Investor/RT will be handed by NT in accordance with the
trading strategy template named in the trading order, if any. Trading
Strategies in NT provides for stop and target order placement.
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Version
8.1.5 Miscellaneous Fixes and Improvements
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Regarding item #19 above (Database Backup and Recovery Improvement), the
checkpoint backup files are now written to the backup folder as
specified in Setup: Preferences: Backup, thus no backup files will be
created inside the data_f database folder as in the previous version.
Users who operate with the Investor/RT database data_f folder on a ram
disk and backup folder on a hard disk will benefit from reduced ram disk
memory usage.
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A rare bug was fixed having to do with downloading from Dial/Data
shortly after shortup. At startup Investor/RT connects to the LinnSoft
web site to check for availability of new versions and administrative
messages for the user. If these administrative tasks happened to
complete while a Dial/Data download was in progress, a fatal error would
occur. The fix eliminates the conflict between Dial/Data connections and
Investor/RT administration connections.
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New menu item in Setup Menu, Setup: Signal Action... take you directly
to the default preferences for the Signal Action indicator. From there,
you can create named signal actions using the Preset button.
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Setup: Preferences: Order Desk has newly renamed order desks. The
"Portfolio Order Desk" will give you the Investor/RT default order desk
for making journal entries and/or trade entries into Investor/RT
portfolios. In prior versions this was called simply "Order Desk". The
"Trading Order Desk", formerly called the AutoTrader/IB Order Desk, has
a more general name since the Trading Order feature of Investor/RT can
now be used to route trading orders to several destinations. Trading
Orders can now perform simulated trading into Investor/RT portfolios,
real or simulated trading via AutoTrader to Interactive Brokers, real or
simulated trading to IB and other brokerages via NinjaTrader 5 software
for Windows.
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Custom Column rule setup for schedules and signal actions has been
improved. CLicking in the schedule or action cells of a custom column
rules popups up a list of schedules or signal actions respectively.
These lists now have "New" as the first choice at the top of the list.
Choosing "New" guides the user through the process of setting up a new
schedule or a new signal action.
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The IB version of Investor/RT now support currency pairs (Forex) quotes,
e.g. the EUR.USD pair is defined in TWS with underlying EUR and currency
of USD, with exchange code of IDEALPRO. To setup this symbol for track
in Investor/RT, use ticker symbol EUR.USD, security type "Forex", and
override exchange code IDEALPRO. You must all assure that the quotepage
columns "Underlying Symbol" and "Currency" are setup as EUR and USD
respectively. Once these settings are in place, Investor/RT will begin
receiving real-time quotes from TWS. Investor/RT maps changes in the bid
into the "Last" price (these pairs do not have a last price per se).
Investor/RT tracks open, high, low, and last based on tracking the bid
prices over time.
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A constant token SEC_FOREX was added to RTL to facilitate listing of
symbols having this security type. The scan formula "SECTYPE = SEC_FOREX"
will find all instruments having Forex as security type.
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A memory leak was fixed in the Equi-Indicator
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Several significant memory leaks in the Macintosh OS X Version were
eliminated. OS X users will experience considerably reduced memory
requirements when running Investor/RT 8.15 and higher for extended
periods. Memory leakage was occurring when windows were opened or
closed. The rate of memory leakage was proportional to the number of
menu items in the various submenus of the "Open" menu. Generally, these
memory leak fixes should result is an overall improvement in product
memory usage, speed, and stability in the OS X environment. The MS
Windows Version was not subject to or affected in any way by these OS X
memory leak issues.
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Chart Buttons for Adding/Removing Symbols from QuotePages
Chart buttons may be added to a traditional chart to facilitate
adding or removing the charted symbol to/from any user-defined
quotepage. When reviewing charts in a slideshow for example, such
buttons provide a quick and easy way to make note of instruments you may
wish to come back to later. The Button setup now includes two new
purposes, "Add Symbol to QuotePage" and "Remove Symbol from QuotePage".
For push buttons, either type in the name of the quotepage, or use the
provided menu of user-defined quotepage name to select the target
quotepage. For Menu buttons, enter a list of quotepage names separated
by commas, or use the menu to build the comma delimited list by making
two or more selections. You may also create a special "all quotepages"
menu button by entering a ? as the quotepage name. When ? is the
quotepage name, Investor/RT will present a menu of all user-defined
quotepages when the button is clicked upon in the chart. When you click
on the pushbutton button in a chart or click on the menu button and make
a quotepage selection, Investor/RT will determine whether the target
quotepage is open and if so, the symbol in the chart (the instrument
associated with the button) will be added to a new row at the bottom of
the page, or its row will be removed from the open page according to the
button purpose. When the target quotepage is not open, Investor/RT
updates the database, adding or removing the symbol according to the
button purpose. Messages are placed in the log for each symbol added or
removed.
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TPO Chart Info Box and
Highlighter
TPO Charts have been enhanced with an optional Info Box and
Highlighter. The two feature are linked in that the Highlighter is
turned on only when the Info Box is on. A check box has been added to
the TPO preference window titled "Info Box" along an entry box for the
width of the Info Box. The Info Box will appear to the left of the
vertical scale, on the far left edge of the chart. When the Info Box is
on, mouse/cursor movements across the chart drive the new Highlighter,
highlighting the cursor's row/price and the cursor's letter. For
instance, if the cursor was over the letter "C" at the price of 1125.75,
then all the C's in that profile would be highlighted, along with all
the letters in the row of price 1125.75. As the cursor is moved over a
new letter, the highlighter responds dynamically.
The Info Box provides information related to the position of the
cursor/highlighter. The information is grouped into three sections. The
top section provides information related to the profile over which the
cursor resides. The middle section provides information related to the
row/price of the cursor. And the lower section provides information
related to the letter over which the cursor resides. The profile
information includes date/time, TPO count (TPO), TFF, Q%, POC, Rotation
Factor (RF), Volatility (VLT), Range (RNG), and volume (VOL). The
price/row information includes price (P), volume (V), and TPO count
(TPO). The letter information includes the letter, the time of the
letter, the high of the letter (H), the low of the letter (L), and the
range of the letter (RNG).
These new TPO features will be turned "on" when you upgrade to version
8.1.4. Existing TPO charts will open with the InfoBox displayed and
newly created TPO charts will open by default with the InfoBox in view.
The tab key can be used to quickly toggle the Info Box (and the
Highlighter) off and on. A Toggle InfoBox menu item is also available in
the TPO popup menu for this purpose. If you want newly created TPO
charts to appear without the InfoBox, adjust your default preferences
using Setup: Preferences: Charts: TPO...
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Version
8.1.4 Miscellaneous Fixes and Improvements
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Double-clicking in the message area of the main toolbar (or using the
File Menu or the popup menu) to open the message log will open a new
text window to show the message log if necessary. If a message log text
window is already open, however, Investor/RT will instead bring that
window to the front. Message log windows are shown in a fixed system
font (e.g. Courier) with no word wrap. When a message log window is
included in a layout, Investor/RT will reinstate the window when the
layout is opened, preserving the special fixed font, size, and word wrap
setting, rather than using the user's text font/size preferences. These
minor revisions for the message log behavior also apply to the alarm log
file.
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When you use Setup: Instruments to revise the session for a symbol,
Investor/RT determines if there are any chart windows open for that
symbol and the charts are updated to reflect the new trading hours
assigned to the symbol. This feature has long been present in
Investor/RT, however, only charts having the symbol in question in the
top pane of the chart were being updated. This bug has been fixed so
that all charts containing the symbol in any pane will refresh to
reflect the new trading hours.
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Further improvements have been made in Version 8.1.4 OS X edition for
users who run without administrative access privileges. The Reconfigure
application and the two database utility applications, Database Verify
and Database Maintenance, have been improved so that they recognize when
the user has installed a ~/library/application support/investorrt folder
for local storage of their database and other user-specific Investor/RT
related files. Even for users with admin access, Investor/RT now fully
supports storage of user-specific database files, admin folders, etc. in
the user's private home directory, while the application and feedlibs
reside in the system owned Applications folder. See See What's New in
7.5, item #14 for details on how to setup your Investor/RT folders.
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A bug was fixed in the 8.1.3 IB Version that affected DTN Market Access
downloads of Daily Historical Data. Far fewer bars were being downloaded
than requested.
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A rare bug was corrected having to do with downloading historical data
for traditional charts, where the view period was expressed in bars,
e.g. Last 200 days for a daily chart, or Last 500 Bars for any minute
interval. View periods expressed in years or days or explicit dates were
not affected. The bug surfaced when the data available at the time the
chart was opened constituted far fewer bars than needed to fully
populate the view period. The theoretical starting date of the chart was
being mistakenly replaced by the actual starting date of the data loaded
into the chart. The result was that subsequent attempts to download data
for the chart could not retrieve data any earlier than that initially
loaded. Changing the view period to Last N years (daily) or last N days
(intra-day) would remedy the problem. This is now fixed so that the
theoretical beginning date of "Last N Bars" charts is correctly
retained. The end result is that clicking the download button will now
backfill the chart to the desired period. This bug was rare because it
is often the case when opening a chart on a brand new symbol that there
is no data available at all. In such cases, the theoretically starting
date/time of the chart was retained, and data was then downloaded into
the chart. That data would be retained and the problem described above
would not surface.
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A bug unique to Version 8.1.x was fixed in the OS X Version that caused
a fatal error if more than 200 quotepages were defined. Up to 1000
quotepages can be defined.
-----------------------------------------
A bug unique to version 8.1.x was fixed in the OS X Version that was
causing fatal errors when doing Dial/Data downloads in the myTrack
version while the myTrack feed connection was active.
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New Symbol Selector Option
Setup: Preferences: General has a new user option that provides
control over how instrument selectors respond when an unrecognized
ticker symbol is typed. By default the new checkbox, titled "Prompt for
New Symbols When Using Symbol Selector", is checked. This setting is
recommended for new users and others who find it convenient to add new
symbols this way. Users who have a known, stable list of tickers, may
find it desirable to turn off this option. When the option is OFF,
typing into an instrument selector always starts anew at the top of the
list whenever you enter a sequence of characters that form a new symbol
not yet defined to Investor/RT. So for example, when you type MSFTX,
Investor/RT recognizes the tickers MS and MSFT as you continue typing;
but when you type the X, since there is not valid ticker symbol MSFTX,
Investor/RT will jump to the first ticker beginning with X. If there is
no symbol beginning with X, Investor/RT positions you at the top of the
selector's list of known tickers. With this option in the default "On"
state, typing MSFTX would result in a prompting dialog offering to add
MSFTX as a new ticker. Note that if you pause your typing for 2 seconds,
the instrument selector assumes you are beginning anew with a new
request. When using an instrument selector anywhere in Investor/RT, you
may press the esc key after you have begun typing to reset and begin a
new request immediately. If you press the esc key before beginning to
type, the window is dismissed entirely.
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Import/Export of TPO (Price/Time Profile) Chart Definitions
TPO Charts may now be exported and imported. The export process
creates a definition text file that can be emailed to support or shared
via email with other Investor/RT users. Export of TPO chart definitions
can be initiated in several ways:
a. Right-click in the TPO Chart and choose "Save As Chart Definition".
b. Click the "Export Chart Definition" button on the TPO toolbar.
c. With a TPO chart as the front window, choose File: Export: Chart
Definition.
d. When one or more TPO charts are open, export them all into one
definition file using File: Export: Current Layout.
To import a definition text file, use File: Import: Chart Definition.
Investor/RT will prompt you to select the file to be imported, open the
file to determine whether it is a TPO Chart or a Traditional Chart
definition, perform the appropriate import, and display the chart(s). As
with traditional chart imports, the "Import/Export Preferences" apply.
Also, you will be prompted when the chart name being imported already
exists and given the choice of replacing the existing chart or importing
the new one with a unique name.
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Logging Improvements
Chat sessions are now logged to a file name chatlog.txt in the
admin folder/directory. After disconnecting from a chat room you can
refer back to the most recent chat session using File: Open: Chat Log to
view the text. Chatlog.txt is considered a temporary file, thus it will
be deleted if you perform the "Delete Temporary Files" function.
Similarly, the transcript of the most recent email sent by Investor/RT
is logged to the temporary file maillog.txt in admin. The log of the
most recent Dial/Data download session is available in the file
irtlog.txt in admin. This file can viewed using the command File: Open:
Internet Log. The irtlog.txt file was not being created in earlier OS X
versions of Investor/RT, but this logging function now has been restored
for OS X user. Dial/Data downloads also display a small status window of
download progress in the OS X version, another feature that had been
temporary unavailable as a result of revisions to the TCP/IP connection
software in the OS X version of Investor/RT.
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Database Backup and
Recovery Improvement
Database concepts and facilities of Investor/RT are discussed in
detail in the help topic Database Backup and Recovery. Version 8.1.3
adds a new backup mechanism aimed at providing improved backup of object
definitions in the Investor/RT database. Object definitions of many
kinds are stored in a database file named object.d01, called the "object
database", inside the data_f folder. Objects stored therein include
scans, signals, custom indicators, trading systems, realization and
optimization setups, and chart definitions of all kinds (traditional
charts, TPO Charts, PNF Charts, .etc.). Another database file,
preferen.d01 (preferences.d01 on Macintosh), is used as a repository of
user preference settings, technical indicator default preferences,
preset definitions, layout definitions, keyboard shortcuts, and user
variable (T# and V#) values for each ticker symbol.
Every 15 minutes Investor/RT performs a database "checkpoint" to assure
that all database updates are written to the database files in the
data_f folder. When a checkpoint is performed, Investor/RT determines if
any object or preference setups have been updated since the last
checkpoint. If so, the object.d01 and preferen.d01 files and associated
key files named object.k01 and preferen.k01 are quickly backed up. These
four backup files, with .bak suffixed to the file name, are kept in the
data_f folder along with the real object and preferences database files.
The checkpoint backup of these database files is conceptually similar to
making a normal full backup. The key differences are that the backup
pertains only to the object and preference files and it takes place very
quickly and more frequently as objects and preference settings are
updated. In the event that an Investor/RT database becomes damaged and a
database restore is required to regain database integrity, the
checkpoint backup files will usually be more current than the full
backup. Typically a full backup is performed each day while the
checkpoint backup will be made within 15 minutes of the most recent
object or preference modification. When restoring the Investor/RT
database, the more current object and/or preference backups are restored
if more current than the corresponding daily backup file.. This assures
minimal or no loss of object definitions and preference settings even in
the extreme case that a database restore is necessary. This new facility
is fully automatic; there is no user involvement; the bottom line is
that Investor/RT does a better job of backing up your definitional work
for many key Investor/RT objects/preferences, and restoring those object
definitions and preference settings automatically in the event that
database restoration is ever needed.
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New Technical
Indicators: Alpha and Beta
Beta measures the volatility of a security relative to something
else, usually a benchmark index like S&P. To calculate beta, you scatter
plot the bar to bar changes of the symbol (stock or fund) along with the
bar to bar changes of an index on an XY graph (with the index going on
the X axis) for a user-specified period. A best fit (regression) line is
then drawn through these points. The slope of that line is beta, while
the Y intercept is alpha.
A beta that is greater than one means that the fund or stock is more
volatile than the benchmark index over the given period, while a beta of
less than one means that the security is less volatile than the index. A
beta of 0.9 should be interpreted as follows: the stock/fund would
return only 9% while the market/index went up 10%, however, it would it
would lose only 9% while the market/index dropped 10%. Similarly, a beta
of 1.5 would be interpreted as follows: the stock/fund would return 15%
while the market/index went up only 10%, however, it would it lose 15%
while the market/index dropped only 10%.
Alpha is a measure of residual risk of an investment relative to some
market index. Alpha is the Y intercept of the best fit line mentioned
above. Alpha is expected to be equal to risk-free rate times (1 - beta).
The following equations explains the relationship between alpha, beta,
and the Stock and Index returns.
StockReturn = Alpha + Beta * IndexReturn
The preference windows for both Alpha and Beta are essentially
identical. Both ask the user to specify the underlying symbol (generally
an index like S&P), a price, a period, and drawing style. Again, the
underlying symbol should generally be an index such as S&P, and that
symbol should have data for the same period that is being studied. The
price should generally be "close", but the user may choose to use
something like that High/Low average. Commonly, beta and alpha are
calculated over 3 or 5 year periods of monthly data. This would require
a period of 36 or 60, and a periodicity of monthly.
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Profile
Indicator Option - Extend Lines to Present
A check box titled "Extend Lines to Present" was added to the
Profile Indicator. When checked, all "Previous" POC and VA lines from
each past profile will be extended to the right edge of the chart.
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Download Data Window Improved
The date/time controls in the Download Data window have been
adjusted to provide the user with a simpler, more convenient method of
specifying the amount of data to be downloaded. In most cases, you will
see "X Days Back" in the "From" control, and "Present" in the "To"
control. This should satisfy most historical download requests. When
downloading intraday data, the setting "0 Days Back" (Beginning of
Session) will get data back to the most recent session start time.
Actual date/time feedback is provided beneath the "To" date in the
download data window as you manipulate the from date. The setting "1
Days Back" will go back two session starts and so on. For example, if
the present time is mid-session on Thursday, "Last 0 Days" will request
data back to the start of the Thursday session; "Last 1 Days" will
download data beginning from at the start time of Wednesday's session.
The date control now accepts "X minutes back" and "X hours back" choices
for shorter term downloads. The minutes or hours back are interpreted as
"trading hours". The "To" date control is usually set to "Present". The
only data source that allows downloads that end in the past is
Dial/Data.
While the from date control will usually offer the X Days back format as
a starting point, the control may still be used to specify a fixed date
or a relative beginning date. The menu button at the left edge of the
date control can be used to select other date/time specification methods
if desired. The "Relative Data Beginning" choice, for example, enables
the starting date for the download to be specified as the beginning of
the current session (new in this release) as well as the beginning of
the week, month, quarter, half, or year. When the date specification is
in "X back" relative date format, the "X Bars Back" choice provides a
periodicity dependent method. The beginning date of the download is
determined based how much time back it would take for the desired number
of bars. X Bars Back in inappropriate for "tick/bar, range bar, change
bar, volume" periodicities however. since the amount of time needed to
form such bars cannot be determined in advance. Thus the new X Minutes,
X Hours, or X Days Back choices can be used effectively for these
periodicities.
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Version
8.1.3 Miscellaneous Fixes and Improvements
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When Charts, Quotepages, and RTL Objects (Scans, Signals, Custom
Indicators) are deleted, Investor/RT removes the object from any .Recent
groups in which it may reside.
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Typing a ticker symbol very rapidly into a chart window could cause the
first two letter of the ticker to be exchanged. For example, typing
M,S,F,T very rapidly could cause the ticker to seen by Investor/RT as
SMFT instead of MSFT. This could cause the Add a Ticker popup dialog to
appear needlessly. This flaw was corrected in 8.1.3.
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Main Toolbar Menu Improvements: Right-click (control-click) in the main
toolbar's message area to access a menu of commands and preference
settings. Access to the General Preferences panel for Investor/RT is now
available via this popup (contextual) menu. The general preferences
panel is used to specify toolbar related preferences and other
system-wide user preferences such as the tick data filter, text window
color and font defaults, etc. The popup menu provides a menu item
"Message Log" that opens the message log file for viewing. When the
shift key is held down while choosing this menu item, the message log is
trimmed to its default size before display. The default size is a user
preference in Setup: Preferences: Message Log. When the Ctrl key (Option
key on Macintosh) is held down, choosing Message Log empties (clears)
the log before opening the window for display. Double-clicking inside
message area of the main toolbar is a shortcut for displaying the
message log. The new shift and ctrl (option) key modifiers work with the
double-click as well, i.e. ctrl-double-click in the message area to
clear the message log and open the empty log window for viewing.
Subsequent log messages will scroll into the message log window.
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The traditional chart popup menu items for toggling (showing/hiding)
buttons, pane titles, and the chart toolbar have been renamed and made
checkable to indicate their current status. The revised menu item names
are "Show Buttons", "Show Pane Title", and "Show Toolbar". These menu
items will appear checkmarked when the item is presently shown and
unchecked when the item is hidden. Thus, for example, when chart buttons
are invisible, the popup menu item "Show Buttons" will appear unchecked,
choosing it will "show" the buttons. Choosing an unchecked menu item
makes the corresponding item visible and adds the checkmark to the menu.
Similarly, choosing a checked menu item hides the corresponding item and
takes the checkmark away.
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User Text Variables T#1 through T#32 are now available for inclusion in
portfolio formats. When a T# variable is present as a column in a
portfolio, the text value of the variable may be viewed and edited if
desired in the windows, just as they can in a quotepage.
-----------------------------------------
Exporting Historical Data for ticker symbols that contain special
characters (e.g. /, \, <, >, :) is now better supported. Special
characters in the ticker symbol are now replaced with hyphens or the #
pound sign to make the suggested file name for the export a legal file
name.
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For Macintosh OS X users, Version 7.5 introduced the capability of
running Investor/RT in a multi-user environment where the user logged
into OS X need not have "administrator access". See What's New in 7.5,
item #14 for details. In this context, Investor/RT software resides in
the Applications directory, but all user specific files, including the
Investor/RT database, reside in a subfolder of the user's home
directory. This capability has worked well, so long as the user home
directory is on the same disk volume as the Application directory. In
Version 8.1.3 this capability has been extended to support setups where
the application may not reside on the same volume as the user home
directory. This enables users without administator privileges to run the
Investor/RT application from a server volume, for example, where their
Investor/RT local files are resident on the local hard drive. Similarly,
users with dual hard drives may run Investor/RT from the application
directory folder on one volume, even if their user home directory
resides on a different volume.
-----------------------------------------
The Control->Database Utilities sub-menu has a new menu item titled
"Checkpoint Database". This command instructs Investor/RT to assure that
all database updates are written to the database files on the hard
drive. Such checkpoints are taken automatically every 15 minutes and
also after some database utility functions are performed, e.g. after any
of the compression functions. This command simply provides a way for the
user to initiate a checkpoint manually. As explained in item #19 above,
a backup of the objects and preferences database files is performed as
necessary when the checkpoint occurs. Thus, for example, after an
extensive period of editing and saving charts, RTL objects, or trading
systems, requesting a checkpoint from the menu results in an immediate
backup of all definitional work, thereby establishing a "checkpoint"
(sometimes called a "commit point" in database jargon) that you can get
back to, even if the database were to be restored later.
A database checkpoint is essentially instantaneous and does not cause
any disruption in data feed reception. In contrast, a full database
backup requires that data feed reception be suspended while the backup
of all database files is performed. The time it takes to verify and
backup a full database is a function of database size, the number of
ticker symbols defined, processor speed, and other factors; a backup can
take just a few seconds to 30 minutes or longer. A checkpoint will
typically take only a second or less. The Checkpoint Database command is
also available as a schedule event. A keyboard shortcut for taking a
checkpoint can be created easily as a "run schedule" shortcut, where the
named schedule performs this action. When checkpoints are performed, a
message will appear in the message log whenever a backup of the object
database is made. When a checkpoint is initiated by the user,
Investor/RT resets a timer so automatic checkpoints will resume 15
minutes later.
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Improved Positioning
for "Pinned" Toolbars
The toolbar position options in Setup: Preference: General
include four "pin" styles for toolbars, used to specify that toolbars be
pinned to the top, bottom, left or right side of their associated
window. This option works as expected when opening charts, quotepages,
etc, but when dragging a window that has a toolbar to another location,
the associated toolbar would stay were it was until the object window is
either resized or it loses and the regains "focus". This has been
improved so that any mouse movement inside the object window will cause
the toolbar to snap to its pinned position. On the Macintosh platform,
this happens instantly when a window is moved to a new position. On the
Windows platform, the mouse must move into the content area of the
object window to cause the toolbar to pin to the new location.
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Chart Popup
Menu, Toggle Buttons Menu Item Added
Choose "Toggle Buttons" from the chart popup menu to hide all the
the chart buttons inside the pane. Choose this menu item while the
buttons are hidden to show them again. This command will be useful for
those who wish to send a screenshot of an Investor/RT chart without all
the button images, to cut down on the visual clutter in the screenshot.
All charts, when initially opened, are in the "Show Buttons" state, so
even if you save a chart while its buttons are hidden and close it, upon
reopening, its buttons will be visible.
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Tick,
TickBar View Periods Expressed in Days vs Hours
For traditional chart view period preferences, when the periodicity is
tick, ticks/bar, range bar, change bar or volume bar, the view period
can be expressed in hours, bars, and now in days.
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Price/Time
Profile (TPO) Charting Improvements
The Price/Time Profile Chart in Investor/RT is sometimes referred
to as a "TPO Chart". TPO is an abbreviation for "Time Price Opportunity"
or "This Price Occurred". This profile chart type is also called a
market profile chart, a term trademarked by the Chicago Board of Trade.
Investor/RT now uses the TPO abbreviation in various menus and messages
relating to Price/Time Profiles, e.g. the chart type menu items show
"TPO - Price/Time Profile" rather than "Price/Time Profile". Similarly,
the abbreviations PNF (Point and Figure) and TLB (Three Line Break)
appear in various menus items prefixed to their longer names.
TPO - Price/Time Profile charts can now display profiles of any number
of minutes, resulting in multiple profiles per day. In prior releases,
it was possible to specify a profile duration of one day (default) or
multiple days. Now, each day (session) may be subdivided into multiple
sessions, each comprised of a user-specified number of minutes. For
example, the RTH session may be divided into three 130-minute profiles
(9:30 to 11:40, 11:40 to 13:50, 13:50 to 16:00). A 24-hour session may
be divided into two profiles, one for overnight, and one for the day
session. This may be done by specifying 1020-minutes per profile,
resulting in a profile spanning 1,020 minutes from the session open
(15:30), ending at the day session open (9:30). The following profile
will not have a full 1020 minutes (it will have only 405 minutes in this
example), because profiles end at session boundaries.
In the TPO Chart preferences, sub-session profiles are available via a
menu with choices for "Days/Profile" or "Profiles/Day". The menu is
available only when the "Multiple" check box is marked. The
"Days/Profile" choice provides the previously existing mu;ti-day profile
capability, while the "Profiles/Day" choice provides the sub-session
profiles. The user supplies the number of minutes per profile in the box
just to the right. Any number of minutes may be entered; a menu of
common minute intervals is provided. The user can show multiple days of
sub-session profiles using the "Show X Days" option above. The "First
Letter Time" and the "Start Letter" options are honored within each
sub-session profile.
When multiple profiles per day are requested, the horizontal scale will
reflect the date of the first profile of each session, and the time of
the subsequent profiles.
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Version
8.1.2 Miscellaneous Fixes and Improvements
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The "Delete Temporary File" function in the Control: Data Management
menu has been improved. It works faster and eliminates unneeded
temporary files more effectively than before.
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A bug was fixed having to do with typing into a symbol selector. If
letters forming a new symbol are detected, a dialog box appears allowing
the addition of the new ticker symbol. Additional letters typed are now
correctly appended to the ticker symbol in the dialog box and the
letters are capitalized.
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Issuing the "Run Scan" command in the File Menu would result in a fatal
error if no scans were defined to Investor/RT. This was a rare bug. It
could surface if the user had deleted all of the sample scans supplied
in the installed database. It has been corrected.
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A bug was fixed in the historical data down loader for eSignal, DTN.IQ,
and DTN Market Access. The bug affected downloaded price data for
futures contracts that trade in 32nds and 64ths. The data capture
process was losing a some precision in the price data. Imported prices
are now accurate to 6 digits of precision to the right of the decimal.
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By default, the Schedule Action "Start Data" is not executed when
Investor/RT is in the "Working Offline" state. The Start Data schedule
action setup has a new check box titled "Start Data even if working
offline". Check this box for your schedule actions if you want the Start
Data is to be executed regardless of state. If you mark this new option
and the schedule runs while you are working offline, Investor/RT will
end the "working offline" state and start (connect to) the real-time
data source.
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A bug was fixed having to do with dragging the border of two chart
window panes. If the upper of the two panes had no pane title bar, but
the lower of the two panes did, the drag would not allow the upper pane
to be completely minimized. With this corrected, you can completely
minimize any pane, a "button pane" for example, by dragging its lower
border all the way up to the top edge of the button pane. This has the
effect of hiding all the buttons in a button pane.
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Choosing "Place a Trade" from the chart pop up menu opens the
user-selected order desk window. If the order desk is the "AutoTrader/IB
Order Desk", the system would occasionally open a chart of the first
instrument listed in the order desk window. This extraneous chart window
bug has been fixed.
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The Setup: Preferences: Sessions window now monitors the user-specified
post time as the user is editing a session setup. The post time for day
sessions must be on or after the end of the session. Similarly,
overnight session post times must be on or after the end of session and
also before the next session begins. Any attempt to enter an invalid
post time will cause a message to appear in the main toolbar message
area. Invalid post times will be corrected automatically by setting the
post time to the session's end time. These new safety checks will
prevent various side effects associated with having a session that does
not "post" each day. Investor/RT performs various housekeeping functions
each day at the prescribed post time for each session. These
housekeeping function are not essential for users of various Investor/RT
end-of-day and non-streaming versions. They pertain primarily to
realtime streaming editions of Investor/RT.
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The REF token in RTL is used to make reference to the Nth value back of
some expression, e.g. REF(CL, 5) is equivalent to CL.5. However, a bug
was causing the second parameter to the REF function to be reduced by
one. Thus REF(CL, 5) would incorrectly provide the value of the closing
price 4 bars ago (CL.4 instead of CL.5). This flaw has been corrected.
Note that the second parameter to REF can be a variable, e.g. REF(CL,
V#88), or REF(CL, STAT) where STAT is setup to provide the "bars
since..." some minimum or maximum price occurred. Anyone who has
employed the REF function successfully despite this flaw, has done so by
adding one to the second parameter, REF(CL, STAT + 1) for example. Since
this compensation is no longer required, RTL formulas involving the REF
token will need to be revised now that this defect has been eliminated.
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In the Database Utilities Wizard window (Alt-U) holding down the shift
key while clicking on the "Database Maintenance" button is a shortcut
for displaying the text file dbmaint.txt, the database maintenance
report file in the admin directory/folder. On the Macintosh platform,
this file is updated every time the Database Maintenance application
runs, e.g. when it is run from the Investor/RT Control Menu or from the
wizard window. On the Windows platform, this file is produced ONLY when
the dbmaint.bat file is run, typically using the MS Windows Start Menu,
i.e. Start: Programs: Investor/RT: Database Maintenance. This file is
not updated when the database maintenance functions are invoked by
Investor/RT.
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Version
8.1.1 Miscellaneous Fixes and Improvements
-----------------------------------------
A memory leak issue was fixed having to do with running scans repeatedly
using a schedule. Those running hundreds of scans per hour would
experience unrelated stability issues stemming from low memory resources
after several hours of continuous operation.
-----------------------------------------
A bug in the Interactive Brokers version was fixed. It could cause
random bad tick prices to be received. A typical symptom would be that
the last price of some instrument would be assigned to another
instrument.
-----------------------------------------
The OS X version sometimes mistakenly disables its menu items. This
issue is still under investigation, however, a workaround solution was
developed. OS X users who encounter this menu problem, can
shift-control-click in the status message area of the main toolbar to
enable the menu items. If the main toolbar is not visible, choose the
first menu item in the Windows: Bring to Front menu, the one titled
"--Ctrl-Click to Center...". This workaround does not re-enable the Quit
Menu item inside the OS X InvestorRT menu. To quit the Investor/RT
application, use the menu in the OS X Dock instead, i.e. mouse-down on
the Investor/RT icon in the dock and choose "Quit".
-----------------------------------------
The Verify Historical Data utility function has been improved to show an
error report if invalid historical data was found in the historical
database.
-----------------------------------------
Trading Order setup for AutoTrader managed trades now include the Cancel
Order command. Formerly, this command was available only for pass-thru
orders to Interactive Brokers.
-----------------------------------------
Preliminary work was done in the Trading Order setup to support
Financial Advisor accounts (IB "FA" accounts). New Autotrader commands
"Get Managed Accounts" and "Get Allocation Profiles" have been added as
trading order actions. The accounts and profiles of the financial
advisor will then appear in the Account menu of the trading order setup.
The next release will further support trading order submission using
these accounts.
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Database Utilities Wizard
The Control: Database Utilities menu has been re-organized and a
new menu item, "Database Utilities Wizard" appears at the top. Its
keyboard shortcut is Alt-U (command-U on Mac). This new wizard menu
provides convenient access to all of the database utility functions.
Click here for details.
A new utility function called "Full Maintenance" is accessable from the
wizard; it is also present in Database Utilities sub-menu. Full
Maintenance is a composite utility that executes all compression
utilities, verifies historical data, and executes the four step database
maintenance utility which concludes with the verification of the
database. "Full Maintenance" is also available as a schedule action.
Full maintenance can often correct all of the problems in a damaged
database, thereby eliminating the need to restore the database to an
earlier backup.
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Trading Order Enhancement
Trading Order setups can now specify a user text variable (T#1
thru T#32) in the Symbol setup. This is similar to using "Default" as
the symbol, except that the text variable value of the default symbol is
used as the brokerage symbol rather than the default symbol itself. So
for example, if you are running the eSignal version of Investor/RT and
watching ES #F in a chart having buttons for trading orders, you could
have T#1 of ES #F setup as "ESZ5" and the trading orders for your
buttons setup to use T#1. When a trading order associated with ES #F is
executed, the value of T#1, ESZ5, is used to convey the order. Note that
ESZ5 must be setup in Investor/RT as a legitimate instrument, it should
be setup, in this case, as a future with exchange GLOBEX, and expiration
date 12/2005 as these setups are required for trades passed to
Interactive Brokers.
When ESZ5 rolls over to ESH6, you can add the ESH6 setup to Investor/RT,
then revise the T#1 variable of ES #F to "ESH6" and all of your trading
orders will then begin working on the ESH6 contract without having to
make any modification to the trading orders themselves.
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Creating Chart Buttons
The right-click menu for traditional charts has a menu item named
"Add a Button" that makes it easy to setup buttons for indicators in
your chart. Normal usage of this menu item is to first "select" an
indicator, e.g. some moving average, then choose "Add a Button" and
Investor/RT will instantly add a button to your chart pane the will
toggle the selected moving average in and out of the chart. If you
choose "Add a Button" when no particular indicator is selected,
Investor/RT prompts for the indicator. When no indicators (other than
buttons) are present, Investor/RT formerly issued an error message. This
has been changed so that Investor/RT now adds a "blank" button and
prompts you for the button's setup information. You can add a many
blanks as you want this way, as long as there are no indicators (other
than buttons) in the chart.
Sometimes you may wish to add a button that is not affiliated with a
particular indicator even when there are indicators present in the
chart. When Investor/RT prompts for the indicator for the new button,
you can now pick "New" instead of an indicator. Investor/RT will then
produce a blank button and prompt you for its setup. When you choose Add
a Button from the popup menu, Investor/RT will present a list of all of
the existing indicators in the chart along with this New choice. An
"Apply" button is now available. Thus, if you wish to add buttons to
your charts for several indicators or produce multiple blank buttons,
this is now possible using the Apply button repeatedly on selected items
in the list.
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Improvements
to Interactive Brokers (IB) Version
Investor/RT now handles proper reception of "Prev Close"
information from TWS. This improvement means that the Change, %Change,
and Prev Close data columns will now reflect the previous close value
being transmitted by TWS. Further improvements were made in the handling
of volume updates from TWS. The total volume figures shown in
Investor/RT quotepages will be much more accurate now. Regarding futures
symbol setups, improvements were made to automatically fill in the
future's contract expiration date and the underlying symbol (future
type). Expiration and underlying symbol information is required to
obtain market data and historical data from IB. When importing
quotepages or charts from other sources, this information is typically
not setup by the import process. This improvements eliminates the need
to do further setup work after importing.
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Automatic Trendlines
and Tick/Bar Charts
The Automatic Trendline indicator has been enhanced to operate
correctly with traditional chart having tick-based periodicities. These
include tick, ticks-per-bar, range-per-bar, change-per- bar and
volume-per-bar periodicities.
- Main
Toolbar Resizing
The Windows version of Investor/RT now has a re sizable main
toolbar. This is an experimental feature that will be incrementally
improved over time. At present the re sizing is temporary in that the
main toolbar is always opened to full size at startup. The size of the
toolbar can be changed in the normal way, from its lower right-corner or
from the right or bottom edges. When the main toolbar is unanchored, it
floats above all other windows, so the ability to size it smaller is
useful.
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Price/Time Profile (TPO)
Improvement
An option has been added to the Price/Time Profile preferences to
control the height of the time line in pixels. A height of zero may be
specified to suppress the timeline. The timeline is now drawn with the
“rainbow” colors. This enables those who use a single solid color to
clearly see the division between timeline elements.
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Pivot Point "Hide Text"
Option Added
This check box in the Pivot Point indicator setup is off by
default. When checked, the requested pivot point support and resistance
line levels are drawn without text labels (the R1, S1, etc. labels). A
similar check box allows the price level labels to be suppressed also.
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Version 8.1
Miscellaneous Fixes and Improvements
-----------------------------------------
The Interactive Brokers (IB) Version of Investor/RT would sometimes
issue a fatal error when the user issued the Stop Data command in the IB
menu to end the connection to TWS. This has been corrected.
-----------------------------------------
A bug was corrected involving the export and import of Signal Action
presets. If the signal action was defined to execute a named trading
order, the name of the trading order was not being exported with the
signal action. The trading order itself was being exported correctly,
but the association between the signal action and the trading order is
lost when importing. The solution to this problem involved changing the
format of signal action exports to correctly convey the trading order
name. Unfortunately, this change implies that users of Version 8.1 and
higher must be careful when importing definitions that contain signal
action setups, since export definitions created by earlier versions of
Investor/RT are not in the new format. Before importing a chart
definition or trading system definition that may contain signal actions
you can check to see which version of Investor/RT was used to create the
definition by opening the file as text. To open a definition file as
text, use File: Open: File and hold down the shift key while selecting
the file to be opened. The shift key tells Investor/RT to ignore the
fact that the file is a definition file and just show the definition
text rather than import the definition. Look for a line in the file that
begins with the word VERSION.
-----------------------------------------
In the IB Version, a bug in the "tick filter" was causing Investor/RT to
filter excessively once an invalid last price found its way into the
system. The result was that valid ticks were continuously rejected. The
bug has been corrected so that the filter allows the new price level to
be established after three consecutive "out of bounds" ticks are
ignored. -----------------------------------------
A fatal error could result while using Chart Wizard to produce an array
of charts using the list of symbols in a quotepage. If a scan happened
to run and replace the quotepage with a new list of scanned symbols, a
fatal error would result. The bug has been fixed; once the chart wizard
begins to produce an array of charts it now uses its own symbol list to
produce the array of charts. If the quotepage associated with the chart
wizard is replaced by a scan, the new list of scanned symbols will take
affect with the next batch of chart wizard charts.
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