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What's New in Version 8.2.3
The new features and miscellaneous enhancements outlined below were
introduced in the 8.2 Version.
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New in 8.2.3, Released Feb. 9, 2006
New in 8.2.2, Released Jan. 30, 2006
New in 8.2.1, Released Jan. 24, 2006
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New in 8.2, Released Jan. 9, 2006
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NinjaTrader Trading Orders
NinjaTrader Trading Orders. When a trading order has a destination of
NinjaTrader the account/strategy entry box should typically be an
account id known to NinjaTrader, followed by the name of the strategy
template NinjaTrader should use for the position. The strategy
specification pertains to Buy, Sell, Reverse, and Change Order actions.
To provide the Investor/RT user with the ability to easily revise
strategies on the fly without having to edit the trading order setups,
the strategy name may now be specified indirectly using a T# user
variable. For example, an account/strategy setup using T#5 would look
like this: Sim101/T#5. When the order is executed from some instrument,
that instrument's T#5 string value will be used to submit the strategy
template name to NinjaTrader.
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IB Version, Forex Improvements
The IB Version now supports improved setup and chart backfill for
currency pairs, e.g. EUR.USD, JPY.USD, etc. When adding such instruments
via the Setup: Instruments window. choose "Forex" as the security type.
Investor/RT automatically sets up the Underlying Symbol and the Currency
for the instrument by extracting this information from the ticker
symbol, e.g. the ticker EUR.USD results in EUR as Underlying and USD as
currency. In the IB version of Investor/RT it is important to specify
the requested exchange (override exchange) in Setup: Instruments as
well, typically IDEALPRO or IDEAL. Intra-day data for Forex instruments
having exchange IDEALPRO can be downloaded directly from IB.
You may also enter brand new ticker symbols directly into a quotepage.
The IB version of Investor/RT will recognize any ticker symbol of the
form XXX.YYY as a "Forex" (security type) instrument with XXX being the
underlying symbol and YYY being the currency. Such tickers will be setup
automatically with security type Forex and exchange IDEALPRO. If you
wish to specify some other exchange you may enter Forex symbols into the
ticker cell of a quotepage using the format XXX.YYY:EXCH:SESS where EXCH
represents an alphabetic exchange name and SESS represents the numeric
session id. For example, you may enter JPY.USD:IDEAL:33 into a new row
in a quotepage and Investor/RT will define a new Forex instrument with
underlying symbol JPY and currency USD; IDEAL will be setup as the
override (requested) exchange and 33 will be the new instrument's
session.
In order for Investor/RT to receive quotes on currency pairs from IB/TWS,
the most crucial parts of the instrument setup are the "Security Type",
"Underlying Symbol", "Currency" and "Requested Exchange". It is
recommended that you use the format XXX.YYY for all Forex ticker symbol
so that Investor/RT automatically sets up the underlying and currency
when you add the symbol. To troubleshoot your setup when data is not
forthcoming from IB/TWS, add the four crucial data columns to a
quotepage so you may view and edit them if necessary. Also, check the
message log (File: Open: Message Log) for error messages when Investor/RT
connects to TWS. If the ticker symbol setup is in error a message to
that affect will appear in the log.
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Version
8.2 Miscellaneous Fixes and Improvements
When using the Setup: Schedules window to duplicate a schedule, the
duplicate schedule will inherit all of the scheduling options of the
original. The duplicate will be set to "Inactive" so it will not begin
executing until you mark it active again. Inactive schedules are listed
in the schedule list with an asterisk. You can activate a schedule by
editing it and turning off the "inactive check box", or you can
ctrl-double-click on the schedule name to toggle the schedule between
active and inactive (suspected) status. A bug was fixed to enable the
day of week check boxes when setting up schedules to run only at
startup. Also, the Setup: Schedules window title now shows the days of
the week that the schedule will run, e.g. "Everyday" or "M-F".
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The Quotepage Preferences dialog had two "stuck" checkboxes that would
not respond to mouse clicks; this bug was fixed.
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The Verify Historical Data report has been condensed to report only the
first of many consecutive "timestamp outside of session" errors. This
reduces the size of the report and the time it takes to produce the
report for users who track thousands of symbols and download lots of
intra-day data.
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NinjaTrader Trading
Orders. Order ID Setup
Buy, Sell, Change Order, and Cancel Order actions now support an
optional "OrderID", a user-specified string of characters used to
uniquely identify the order. For example, if you have a trading order
that submits a limit buy order, you can specify a string such as "BuyAtLimit"
as the order ID. You may then have a "Change Order" trading order that
is setup to revise the limit price of this order once it is working.
This change order can specify "BuyAtLimit" to identify the working order
to revise. When there is only one working order in progress, Investor/RT
will apply a change order or cancel order to that particular order, the
order ID specification is not required or needed. But in situations
where your trading strategy may have several working orders, this id
string provides a way to distinguish which order is the target of a
change order or a cancel order trading order.
If an order id is not specified in a Buy or Sell trading order,
Investor/RT will supply a unique id, e.g. BUY100AXP915 may be assigned
to a BUY order for 100 shares of AXP, the 915 being a number tacked on
to ensure uniqueness of the id. When Order Status trading orders are
executed, the message log will show something like this:
Order BUY100AXP905 - Filled
Order BUY100AXP906 - Filled
Order BUY100AXP907 - Working
If you specify an order ID string in the BUY or SELL trading order, that
ID string is suffixed to the generated id, e.g.
Order myLimit_SELL100AXP914 - Filled Order myLimit_BUY100AXP915 -
Working
When a Change Order or Cancel Order trading order is executed and the
trading order setup includes an order ID string, Investor/RT will search
for the actual order id to change or cancel using that order ID to match
the first part of the order ID of any working orders. If no order ID is
specified
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Version
8.2.1 Miscellaneous Fixes and Improvements
A bug was
adversely affecting AutoTrader destined Trading Orders for futures
contracts. The expiration date of the contract was not being sent in
versions of Investor/RT other than the IB Version. AutoTrader would
therefore reject the order. This has been corrected. When a non-IB
version of Investor/RT are used in conjunction with AutoTrader,
Investor/RT uses the brokerage alias to infer the expiration date. For
example, an eSignal user watching ES #F has the eSignal instrument setup
with brokerage alias ESH6. Investor/RT examines the brokerage alias and
infers that ES is the underlying symbol and H6 means 03/2006. When a
trading order is executed, the underlying and expiration month/year are
sent to AutoTrader to identify the subject instrument for the trade.
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Further improvements were made to holiday-related date/time functions.
TPO (Price/Time Profile) charts, in particular those assigned to
overnight sessions, now properly eliminate the holiday periods from the
chart.
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Exchange code "VENTURE" was added in this release to enable IB Version
users to specify this exchange for Canadian Stocks.
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Setup: Preferences: General has a checkbox for enabling Mouse Wheel
Scrolling in the Windows Version of Investor/RT. When this feature is
enabled, TPO charts respond to mouse wheel movements by scrolling up and
down. The effect is the same as using the up/down arrow keys on the
keyboard. Hold down the shift key while using the mouse wheel to
expand/contract the TPO "Letter Height" within the range of letter sizes
you have setup in the chart's preferences.
When the Ctrl key is held down, TPO charts scroll left/right in response
to wheel movements, just as they do for the left/right arrow keys. When
Ctrl and Shift are both held down, the mouse wheel changes the ending
day of the chart, just as shift-left arrow and shift-right arrow keys
do. For example, if you have the chart setup to "Show 2 Days Ending
Now", successive ctrl-shift-wheel-up movements will revise the window to
show 2 days ending 1 day back, then 2 days back, then 3 days back, etc.
Ctrl-shift-wheel-down movements bring the chart back toward "ending
now". Observe the window's title bar for feedback as you scroll the
ending day.
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The Object Editor windows contains a ten button pallet for calling up
lists of various objects. The RTL icon, the same icon used for RTL
objects on the main toolbar, calls up all of the Signal objects. If the
Shift key is held down when clicking the RTL icon, the list of Scans is
displayed instead. Note that the Signal list will show any Scans that
have been marked for dual usage as scans and signals. The list of Scans
will show all scans, whether marked for dual usage or not. The list of
scans will not include Signals that have not been marked for dual usage.
Similarly the Signal list will not include those scans that have not
been marked for dual usage. If all scans and signals have been marked
for dual usage, there is no difference between the list of scans and the
list of signals. If the Ctrl key is held down while clicking the RTL
button in the Object Editor, the list of custom indicators appears.
There is also a button dedicated to custom indicators just below the RTL
button.
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TPO Chart Info Box now shows the total volume for the time period
represented by each letter as you point the mouse at a particular letter
in the chart.
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NinjaTrader Trading Orders. Using Strategy Order Names
Further enhancement of the trading order "order id" was done for version
8.2.2. First, the order id can now be specified as a user text variable
(T#1 through T#32). When a trading order is executed, the T# is resolved
for the instrument that is the subject of the trading order and the
resulting order id (possibly an empty string) is used. When a trading
order does NOT specify a NinjaTrader strategy name, the order id is
generated automatically by Investor/RT and pretended with the order id
string supplied by the user, if any. No-strategy orders can be changed
or cancelled by simply supplying the same order id string as was used
when the order was placed.
Order id's are a bit more complex when a NinjaTrader strategy name is
supplied in the trading order. The order id string for strategy-based
orders is not needed at all for buy and sell orders, i.e. those that
initiate a new instance of that strategy. For Cancel Order and Change
Order commands relating to strategy based trading, the trading order
specifies the strategy name (possibly via a T# variable), and a
NinjaTrader "order name". NT order names are capitalized tokens that
unique identify a particular order within the associated strategy. The
order id entry box in the trading order setup now has a menu of these
tokens for your convenience. In general these order names are ENTRY*,
EXIT*, STOP*, SIMSTOP* and TARGET*, where the asterisk represents a
numeric digit. The Investor/RT order id menu contains three entries for
each order name, e.g. TARGET1, TARGET2, and TARGET3. The number of valid
order names is strategy dependent; For example a simple NinjaTrader
strategy that enters the market with a limit order and then employs one
stop loss and one profit target order, will use order names ENTRY1,
STOP1, and TARGET1. Those three names may be used in Investor/RT trading
orders to cancel or change the quantity or stop or limit price of the
corresponding NinjaTrader managed order. These special
strategy-order-names may be entered directly into the trading order
setup, or the trading order can specify a T# variable; the actual T#
value for the instrument being traded will then be used when the trading
order is submitted to NinjaTrader.
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Version
8.2.2 Miscellaneous Fixes and Improvements
When a Volume Profile Chart was setup with a black background, the price
scale became invisible. The price scale is now appears in white when the
background color is black.
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If user preferences call for automatic start data (connection) at
startup, Investor/RT was connecting even when the system was setup as
"Working Offline". This has been corrected. If you quit Investor/RT
while "working offline" is in effect, working offline status will be
honored at startup and no connection to data feed will be made.
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A bug, having to do with deleting erroneous ticker symbols more than 23
characters long, was fixed. Such symbols are now trimmed to 23
characters at startup, so they may be deleted if desired. Users of
Investor/RT Professional can view a list of trimmed symbols by running a
scan of the .All Symbols quotepage with formula: LEN = 23. Use the Red
Trash can button on the resulting quotepage's toolbar to delete all of
the symbols. Another way to quickly determine if you have any unusually
long ticker symbols is to add the column "Length of Ticker" to the .All
Symbols quotepage. Click on this column heading once or twice to sort
the quotepage; all of the longest symbols will sort to the top of the
page.
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TPO Chart Info Box now shows the correct total volume for the time
period represented by each letter as you point the mouse at a particular
letter in the chart.
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Attempting to open a traditional chart with periodicity tick/bar (or
range bar, change bar, etc.) where the data on file results in more that
32,767 bars was causing a fatal error relating to set up of the chart's
scroll bar. The bug has been fixed in Version 8.2.2.
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Clicking the data download button in a traditional chart with a custom
instrument in the chart at a time that the data feed connection was not
active, was not "generating" the data for the custom instrument. Instead
the data download window would appear. This has been fixed so that data
generation for custom instruments can occur in continuous feed versions
of Investor/RT even when unconnected to the continuous feed. For
example, when offline (disconnected) from eSignal, one can fetch several
years of daily historical data for IBM and MSFT from Yahoo Finance, then
use the Pair Wizard to create the spread IBM-MSFT; daily chart that
spread and click the download button to generate and view the computed
historical spread of those two stocks.
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Attempting to open more than 256 windows would cause a fatal error
having to do with setting up the Investor/RT "Windows" menu. This has
been corrected.
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A bug was fixed in the STAT token (Statistics Indicator) relating to the
use of STAT in an RTL formula for a custom indicator. The STAT function
was incorrectly using the symbol's session instead of the override
session of the chart. In cases where the time component of the STAT
setup was relative to a particular session, e.g. the session start time,
this was causing STAT to return an invalid result. The STAT function has
been revised to use the session of the chart when it is different that
the session of the ticker symbol in the chart.
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Users of the IB version of Investor/RT can now track Canadian stocks
that are quoted in Canadian dollars. Setup the instrument as a stock,
specify the override exchange, e.g. VENTURE. Then view the instrument in
a quotepage, e.g. the .Stocks quotepage and add the data column
"Currency" to be page. Edit the Canadian stocks' currency to CAD instead
of USD. When you connect to TWS, these instruments will begin quoting
correctly.
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A bug was fixed in the Cross Reference Report (see Control
Menu->Database Utilities). Trading System setup windows for each
user-defined trading system were opened and left open after the report
was complete. For users with a large number of trading systems, this was
causing the report production to take longer; the trading system setup
windows consumed memory unnecessarily. The cross reference report also
involves opening each user-defined chart to extract information from the
chart setup. If the user has "automatic downloading" turned on, this was
resulting in numerous unnecessary download requests during the report
production process. Auto-downloading is now temporarily turned off while
producing the cross reference report.
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Data vendor supplied security names that exceeded 40 characters were
causing memory corruption. Fortunately, the bug is is rare, usually
surfacing only when certain mutual funds with very long names are setup
by the user. Security names are now trimmed to 39 characters to
eliminate unpredictable side effects. Symptoms of this bug include
extraneous characters appearing in the downloading alias for an
instrument and in some cases, fatal errors upon opening a chart of such
an instrument.
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The DTN.IQ version was revised to ignore the "downloading alias" when
requesting historical data from the DTN historical server. This
eliminates the possibility of downloading data accidentally for the
wrong symbol due to an incorrect alias setup. The downloading alias is
needed in other versions of Investor/RT (e.g. the IB Version) where the
instrument ticker may be different than the symbol needed to request
data from DTN historical servers. There are 4 versions of Investor/RT
that can download from the DTN historical server: (1) DTN.IQ (IQFEED)
Version, (2) DTN Realtime (Satellite) Version, (3) DTN Market Access
(Non-streaming) Version, and (4) Interactive Brokers (IB) Version. The
downloading alias will be used if specified for cases 2, 3, and 4, as
long as the user does NOT have a Dial/Data account setup. The
downloading alias setup for an instrument is used exclusively for
Dial/Data downloading when the user has a Dial/Data account setup in the
product registration.
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An Annotation or Info Box indicator having a font specification other
than regular (plain), e.g. bold, italics, etc., would interfere with the
drawing of crosshairs in its pane. Smudges (residual drawing artifacts)
would appear in the scale area of that pane as the mouse moved. This was
corrected in version 8.2.2.
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Scheduled Exports of Historical Data
Setup: Schedules now supports a new action, named "Export Data". This
action exports historical data for a user-specified quotepage to a file
in the Investor/RT startup folder. The setup for this action includes
the selection of the quotepage containing the symbols whose data is to
be exported, the number of minutes, hours, or days to be exported, and
the periodicity of the export. Periodicity choices are: tick data,
one-minute bar data, 60-minute (hourly) bar data, or daily historical
data. The export file will contain lines of data for each symbol with a
heading line at the beginning of each symbol. The heading line begins
with a hyphen. The name of the file exported is XYZ.txt where X is the
name of the schedule performing the export action, Y indicates the
periodicity of the export (Daily, Hourly, Minute, or Tick) and Z is the
name of the quotepage exported. If the exported quotepage is a
system-defined quotepage, Y is the name of the page without the period.
For example, MyExportDailyStocks.txt would be the name of the quotepage
produced by a schedule named "MyExport", containing "Daily" historical
data for the ".Stocks" quotepage.
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Version
8.2.3 Miscellaneous Fixes and Improvements
Exchange code KSE (Korea Stock Exchange) is now available for users of
the IB Version of Investor/RT who wish to track KSE stocks.
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A long standing bug regarding time zone related adjustments to
downloaded historical data was fixed. In particular, the bug affected
international clients running Investor/RT with time zone setup as GMT +
8, GMT + 9, ..., GMT + 12. In Setup: Preferences: Sessions, choices for
time zone "(GMT +08:00) Hong Kong, Perth, Singapore, Taipei" and below
in the menu list, resulted in historical data downloading problems. A
typical symptom is a chart that backfills after downloading, stopping
one hour before the present time of day. Version 8.2.3 properly shifts
downloaded historical intra-day data, translating the bars of data into
the user's local time zone.
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When a Volume Profile chart is opened and there is no data available for
the charted symbol, a message to that effect is shown in the otherwise
empty chart window. The message was invisible on a black background;
this has been corrected.
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Users of the OS X version of Investor/RT who import text files
(historical data, ticker symbols, definition files, etc.) would
sometimes find that the file they wanted to import was dimmed (disabled)
in the list of files presented. The dimmed files represent those that OS
X does not recognize as "TEXT" files. This has been a common problem
when importing files received via email for example. Such files, even
those ending with a .txt suffix, do not carry the internal type/creator
codes of the Mac OS to identify them as text files. For a while now, an
Applescript applet has been provided as a work around. Dragging
problematic files onto the applet adds the TEXT type and IVRT creator
codes to the files to make them "visible" in the import file selection
dialog. To eliminate this inconvenience completely, Investor/RT now
enables any file to be selected. Some caution is in order here. If you
choose a file that Investor/RT cannot identify as a text file, either by
its .txt filename extension or its type code, you will be prompted to
confirm that you wish to import the file.
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For Windows users, the File: Open File command and the various Import
functions of Investor/RT now prompt for .txt files. The File Selection
dialog box lists only files having the .txt extension. Metastock import
functions do not limit the display of selectable files since those
prompt the user to locate non-text files named Master or XMaster. To
import or view a text file that does not have a txt extension, it will
be necessary to rename the file so its extension is .txt, otherwise it
will not appear at all in the file selection dialog. If you happen to
know the file's name however, you can navigate to the folder it is in
and type the first few characters of the file name and the standard
Windows file selection dialog will allow you to select the file from a
list of matching names. Should you enter a valid file name for a file
that does not have the .txt filename extension, Investor/RT will prompt
you to verify that you wish to import the file as a precaution.
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All text file produced (exported) by Investor/RT have the .txt extension
by default. You may of course override the file name in the standard
save dialog. Retain the .txt extension if you want the file to appear in
the standard open file dialog later or if you plan to send the file to
another Investor/RT user for import.
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A minor bug was fixed in the Cross Reference Report. V# variable usage
within Reference Line indicators was reported incorrectly.
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Several bugs was fixed in the STAT (Statistics) Indicator relating to
the use of the date/time control to compute statistics beginning at some
relative date/time forward. The specification "N Days Back/Session
Start" was incorrectly calculating the date/time in some cases, thus the
statistical calculation called for in the STAT setup was using more or
fewer bars than expected. The STAT indicator was sometimes returning a
zero result when the session of the instrument differed from the session
(override) in the chart whether the STAT was being use. These flaws have
been corrected.
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Use of downloading alias symbol when performing Yahoo data downloading
is now supported in the IB Version so long as the user does not have the
DTN Market Access account setup.
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The DTN.IQ (IQFEED) Version of Investor/RT was incorrectly extracting
the future type code from the ticker symbol for @ER2H6. Instead of
future type ER2, Investor/RT was using ER. This has been corrected so
that Investor/RT will find "ER2" to be the future type of @ER2xx
symbols. Users who have worked around this problem by defining ER as a
future type, should ensure that ER2 is setup as a valid future type with
the correct settings.
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A bug was fixed in the REF function. The RTL expression REF(exp1, exp2)
yields the value of expression exp1, exp2 bars back. Investor/RT was
mishandling the case where exp2 is less than or equal to zero 0. The REF
function is often used in formulas where the second parameter is a
variable or some computed number of bars back, e.g. REF((CL + HI)/2,
V#1). With this fix, any expression REF(exp1, exp2) will now function
for any value of exp2. Note that zero and negative values for the second
operand in a REF function are handled as REF(exp1, 0), no bars back,
yielding the current value of exp1 for the bar in question.
-----------------------------------------
There was a bug in the export of quotepage definitions. The "Update
Every X Seconds" setting was not exported properly. On the import side,
this preferences was erroneously set to "Dynamic", an option no longer
supported. The bug has been fixed. Export files will now carry the
quotepage refresh rate setting.
-----------------------------------------
A bug was fixed in the Download Data schedule action for tick data.
Scheduled tick data downloading was failing to occur when the schedule
was run. Other periodicities were not affected. Tick data downloads are
working once again in schedules.
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