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What's New in Version 8.3
Several new features and miscellaneous enhancements, available now in
our latest release,
are outlined below. Click here to download.
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New in 8.3.9, Released June 19, 2006
New in 8.3.8, Released June 9, 2006
New in 8.3.7, Released May 26, 2006
New in 8.3.6, Released May 22, 2006 &
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New in 8.3.5, Released May 20, 2006
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New in 8.3.4, Released May 9, 2006
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New in 8.3.3, Released May 4, 2006
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New in 8.3.2, Released May 2, 2006
New in 8.3.1, Released April 26, 2006
New in 8.3, Released April 20, 2006
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Investor/RT for OS X
goes Universal Binary
Investor/RT 8.3 for Mac OS X represents a major upgrade with significant changes in the way the software is installed and organized. This new version was developed using Apple's Xcode integrated development tools along with an improved Xcode compatible version of the XVT developer toolkit from Providence Software Solutions. The Investor/RT software for OS X is now distributed as a "bundle", a package of software and resources named simply "InvestorRT.app". The installer for Investor/RT is a disk image (.dmg) file with this InvestorRT.app icon on it. To install the new version. drag InvestorRT.app to the root /Applications folder on your Mac hard drive. Put InvestorRT.app on your dock to facilitate startup of Investor/RT from the dock. The new version does not require an InvestorRT folder in your Applications folder; in fact it is recommended that the InvestorRT folder (or whatever you named it) be moved to a more suitable location in your "home" directory. Many of the files that in prior versions were kept in the InvestorRT folder are now packaged in the InvestorRT.app bundle in your /Applications folder. Complete instructions for relocating and cleaning unneeded files from your InvestorRT folder are provided in the "Read Me" file that accompanies the InvestorRT.app. Please review this important information before installing the new 8.3 version and before starting InvestorRT 8.3 for the first time. Here are a few of the improvements resulting from the adoption of the Apple Xcode development tools for this latest version of Investor/RT for Mac OS X:
1. Investor/RT is now a Universal application. It runs natively on PowerPC and Intel Macs.
2. Investor/RT is faster. The PowerPC version is optimized for the PowerPC G5 processor using the latest optimizing gcc 4 compiler; on G4 and G5 hardware the program is noticeably faster. The Intel version is significantly faster, since it is running on faster Intel hardware.
3. Instant Data Source Configuration. The Reconfigure application has been eliminated. Switching from one data feed edition to another is done dynamically by selecting the desired data source in the File: Reconfigure window. This will improve the experience of users who license multiple feed versions of Investor/RT, or new users who switch from using Demonstration to a licensed edition.
4. Cosmetic Improvements. Investor/RT now has a proper application icon. Investor/RT windows minimized to the Dock now show a miniature RT "badge" to identify them as Investor/RT windows. The Apple standard Preference menu item now appears in the InvestorRT menu (command+comma is the standard Apple shortcut). For example, command+comma, the letter R, then the Enter key opens the Registration Preferences. Apple standard command+period is now supported throughout the product as a means of cancelling (closing) windows and dialogs, including the Investor/RT built-in Help window.
5. Other Fixes. The OS X version now has a Quick Exit command in the File Menu for quitting the application. The standard Quit command (Apple+Q shortcut) resides in the InvestorRT menu, however, the Quit menu item occassionally becomes disabled (unselectable) for reasons unknown at present. Until this is resolved, the Quick Exit command in the File Menu may be used as an alternative. Investor/RT ensures that the menu items in the File Menu are not disabled.
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TPO and
Volume Profile Enhancements
Major new features were added to the TPO (Price/Time Profile) and Volume Profile charting for this release. These include a playback feature for TPO and Volume Profile charts, enhanced info box feedback, and much more. These features will be documented in further detail on the web site at http://www.linnsoft.com/profiles. The Advanced Profiling features of Investor/RT are available in all editions of the software that support tick data, both streaming and non-streaming intra-day versions. Effective June 1, 2006, the advanced profiling capabilities will be an optional feature of the product requiring a registration code for activation. Pricing will be from $10 to $20/month; details will be published shortly at http://www.linnsoft.com/pricng. All users of Version 8.3 with an intra-day data source may preview these profiling capabilities until June 2006.
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Futures Rollover Automation
Improvements were made to more fully automate the process of rolling a futures contract ticker symbol to a new contract month. To illustrate, consider an IB user tracking the March S&P E-mini contract, ticker symbol ESH6. The user also employs DTN Market Access for backfill. ESH6 is setup with @ESH6 as the "downloading alias" symbol. To rollover ESH6 to the June contact, the user opens a quotepage, e.g. the .Futures page, and edits the ticker symbol ESH6, changing ESH6 and ESM6. Press tab or enter key to complete the edit. Investor/RT will then prompt whether to create a new instrument ESM6 or modify the existing instrument. We recommend "Modify" since all of the historical data for ESH6 will then be available under the new symbol ESM6. If the user chooses "Modify", Investor/RT will prompt for the new downloading alias ticker and broker alias ticker if appropriate, and then prompt for the new expiration date. The current expiration will be shown, e.g. 03/09/06 (mm/dd/yy), so in this example, change 03 to 06. The day of the month in June is not critical. If you know it edit the day also. Finally, Investor/RT will ask if you would like to update all charts containing the former symbol (ESH6). If you choose "Yes", Investor/RT closes all chart windows, scans the database for any charts that contain ESH6 and updates each chart setup to reference ESM6 instead. This process targets all traditional charts and special chart types: TPO Price/Time Profile, Volume Profile, Point & Figure, etc. Traditional charts, unlike the specialty charts, can have multiple instruments with some indicators associated with one instrument and other indicators associated with another. Investor/RT handles these more complex chart setups, updating the ESH6 instrument to ESM6 and updating all associated indicators for ESH6 to use ESM6, while leaving other instruments and their indicators as they
were. If, during the rollover over process you respond "Cancel" to any of the prompts, Investor/RT will revert the quotepage row back to its former symbol and undo your edit of the ticker symbol.
Rollover automation will greatly improve the user experience when moving to a new futures contract month. After rollover is complete, open your charts or your layout and your charts will contain the same data as before (e.g. the data formerly associated with ESH6) yet the chart will now track ESM6 real-time and download ESM6 data upon request.
NOTE: After rollover, it is important that you avoid downloading historical data into the chart for the period prior to the rollover date. It is advisable that you turn off automatic downloading (Setup: Preferences: Charts: General) unless all of your charts are for the current session only. If you have a last ten day intraday chart open, for example, and downloaded data, any data for the period before the rollover would replace the former symbol's data. For this reason we recommend using the data download window to request historical data since there you may specify the exact beginning date of the download and in general better control the downloading period. Another technique is to use the File: Export command to export say 1 minute bars for the contract immediately after performing the rollover. This exported data will then be available in a text file that may be easily imported using File: Import: Data if necessary.
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32nds and 64ths Number Formatting
Prices for instruments whose display format is 32nds are displayed in the form xxx'yy where xxx is the integral price and yy is the number of 32nds. When display format is 64ths, prices are displayed in the form xxx`yy where yy is the number of 64ths. Note the use of the grave character (key above the tab key on most keyboards) instead of the single quote character used for 32nds. In prior releases, 64ths were reduced to a least common denomination fraction. When entering values for reference lines for such instruments, you may use the quote character to enter 32nds, or the grave character to enter 64ths. Prices for instruments having 32nds or 64ths display format always show 2 digits for the number of 32nds or 64ths, i.e. there will now be a leading zero if the number of 32nds or 64th is less than 10.
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DTN.IQ Data Fields
Upon connecting to DTN IQ, Investor/RT now receives the current trade count (tick count), up tick volume and down tick volume from DTN IQ. These fields then continue to update dynamically from the realtime feed. A new field, called Financial Status is now transmitted by DTN IQ for NASD, NYSE, AMEX stocks. This is a one character code indicating the financial reporting status of the company, N for normal, Q for bankrupt, D for Deficient, etc. Investor/RT has two quotepage columns for displaying the financial status indicator, the column named Fin Status shows the abbreviated one character code; the column Financial Status, shows the full text of the code, e.g. Normal, Bankrupt, Superseded, Deficient, etc.
While adding support for these fields to the DTN IQ version, a bug was discovered that was masking certain fields from Investor/RT, a prime example being the after market last trade price. This has been corrected. DTN IQ users will see quotepage, time and sales, and charts reflecting after market and pre market trading.
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Tick Trend Quotepage Column
The quotepage column "Tick Trend" shows the most recent ticks as a series of +-* characters representing up tick, down tick and no change ticks respectively. This column now updates real-time for all editions of Investor/RT. The newest ticks appear at the left and the tick characters travel from left to right as new ticks arrive. A series of ticks at the same price as the previous price is represented by one and only one asterisk. This field gives you a quick visual indication of trade price fluctuations for the most recent trades reported to Investor/RT.
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Floating Windows
This improvement pertains to the Microsoft Windows Version. Traditional Charts, TPO Charts, Volume Profile Charts, QuotePages and Time & Sales windows may now be detached from the Investor/RT task window and positioned on other monitors if desired. The float option is turned on by choosing Floating Window from the right-click menu in a chart or the "+" menu of the quotepage, or in the Time and Sales preferences. In charts and quotepages, the Floating Window menu item will appear with a check mark to denote whether the window is now floating. When you toggle the floating state of a window, you will notice that the window title bar becomes more narrow than normal. Once floating, you may resize and position the window on any monitor independently of the main Investor/RT task window. If you uncheck the Floating Window menu item, the window will automatically be centered inside the Investor/RT task window. Floating windows can participate in Investor/RT layouts just like normal windows, and their screen positions will be properly retained when you open a layout. When you invoke the preferences for a floating window, Investor/RT will make the preferences window floating so it can float over the subject window as you adjust the preferences. In the Macintosh version of Investor/RT there is no task window; all windows implicitly float independently of all others. The "Floating Window" menu items and preference settings are either hidden or disabled in the Macintosh version of the software.
The Floating Windows feature is a work in progress. There are a number of issues that will be addressed in future releases. Some of the commands in the Investor/RT menu bar that apply to the "front window", e.g. File: Save, do not consider these floating windows. The popup menus for TPO and Volume Profile Charts now have a Save: Chart menu item for saving the changes to the chart setup when the toolbar is not handy.
Mouse scroll wheel notices are now sent to floating windows as long as you have activated the floating window. When a floating window is first opened or when you click on its title bar or inside the window, Investor/RT designates the window as the front window for mouse wheel events.
There are no minimize/maximize controls in the title bar of a floating window, however, if you right-click on the narrow title bar of a floating window you can choose to minimize/maximize the window. When you minimize the Investor/RT task window, the task window and all Investor/RT floating windows are hidden. Using one of the Pin options for toolbars is recommended so that toolbars will snap to the left or top of a floating window when you activate it. Since toolbars and floating charts are both "floating", it is possible for a chart to obscure its toolbar. Toolbars always float above non-floating windows inside the Investor/RT task windows.
Please provide feedback and recommendations for improvement as you notice them. We hope this new feature will be a welcome improvement for our Windows users with multiple monitors.
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Chart Setup Wizard
The Chart Setup Wizard enables the Investor/RT
user to create robust chart setups quickly and easily. The wizard window
appears when you choose File: New: Chart, or when you right-click on the
"Open A Chart" button on the main toolbar, or when you click the "Open a
Chart" button and then choose "New Chart" from the list of chart names.
The Chart Setup Wizard is also available from the Setup Menu.
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Keyboard Shortcuts for Window State
Keyboard shortcuts may now be setup for manipulating the state of the front window. In the Setup: Preferences: Keyboard Shortcuts window, choose Window and an associated action: Minimize, Maximize, Restore, Close, or Identify. Window - Minimize moves the current front window to the MS Windows task bar or to the Mac OS X Dock. The Window - Maximize shortcut key will maximize the front window; Window - Restore will then restore the maximized window to it normal position. Window - Close simply closes the front window. The Window - Identify shortcut makes the front window tremble for a second or two; this may be useful to those having windows open on many monitors to quickly see which window is the front window without otherwise affecting its state.
Mac OS X Users: The shortcut Window - Maximize works as a Zoom/Unzoom toggle for Mac OS X. The window zooming implementation in Investor/RT 8.3 has been improved so that windows that are zoomed out to full screen are automatically sized to account for the OS X Dock if present. Furthermore, the shortcut Window - Maximize will automatically hide the main toolbar when you zoom a window out, and show the main toolbar again when you press the shortcut to zoom back to normal size. The built-in shortcut Apple+T can be used to open the main toolbar; it will float above a maximized window. When you zoom in and out using the green dot at the left side of a window's title bar, the main toolbar will remain visible after the zoom out. The shortcut with auto hiding of the main toolbar may be more convenient than clicking the zoom button manually.
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New Database Compression Utility
A database compression utility has been added for the "Objects" database files (object.d01 and object.k01) used to hold the setups for charts, scans, signals, custom indicators, trading systems, optimizations, and trading system realizations. The utility can be invoked via the main menu (Control: Database
Utilities: Compress: Objects Database) or by using the compression section of the Database Utilities Wizard (Alt-U). Setup: Schedules includes "Compress Object Database" in its list of database functions that can be included in a schedule.
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Miscellaneous Fixes and Improvements in
8.3.1
Choosing Open->Time & Sales was mistakenly performing an export of the
tick data rather than viewing it in a time and sales window as it now
does.
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The "Send to Back" command in the Windows menu (often assigned to a
shortcut key) was malfunctioning in the Windows version due to revisions
made to support "floating windows" in 8.3. The feature now operates
correctly again.
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Signal Marker alerts and other alert message boxes were not positioned
properly in 8.3, another unintended consequence associated with the
addition of floating windows. This has been fixed for 8.3.1.
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The "datapath.txt" file in the admin folder/directory is now deleted if
Investor/RT cannot resolve the path to the data_f folder using the file.
This eliminates the need to delete this file manually before starting up
Investor/RT again.
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Schedule actions for downloading current quotes and fundamental data
from Yahoo! Finance were added to the list of available "Database
Functions" where the comparable Dial/Data downloads are listed. The
Yahoo! current/fundamental data downloading options were removed from
the "Download Data" schedule action; this action is again used
exclusively for scheduling historical data downloads.
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Exporting Chart definitions from the Object Editor was producing a fatal
error in some cases. This has been corrected.
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DTN.IQ and DTN Market Access now support continuous futures contract
symbols. Instead of the month and year codes, add a # to the future type
code, e.g. @ES# is the continuous front month symbol for the Globex ES
contract. Investor/RT now recognizes these special futures ticker symbol
and correctly determnes the underlying type (e.g. ES) for these now.
These symbols can also be used by IB Version users as the downloading
alias for the DTN Market Access.
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Miscellaneous Fixes and Improvements in
8.3.2 & 8.3.3
The up/down arrow keys now function consistently inside the "instrument
selector". The arrow keys were not working properly when the instrument
selector was scrolled down near the end of the list of instruments.
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Day Bar, Point and Figure, and Three Line break charts may now be
created as floating windows using the Chart Setup Wizard by checking the
"Floating" checkbox. At present, traditional charts, TPO Charts, Volume
Profile, Point and Figure, Three Line Break and Day Bars can be created
as floating windows for placement outside the Investor/RT task window
under the MS Windows version.
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Risk Statistic reporting has been added to the Investor/RT backtesting
system.
File: Duplicate Command
A "Duplicate" menu item is available in the File Menu. Its purpose is to
make a duplicate of the front most object window. At present, the
command pertains only to chart windows: any Traditional chart, TPO
Charts, Volume Profile Charts, Point and Figure Charts, Three Line Break
Charts, Day bar Charts, and Raw Tick Charts.
The Duplicate command first saves any changes made to the original
chart. Then Investor/RT prompts for a name for the duplicate. A unique
name that begins with "Untitled" is presented. You may press the enter
key to accept this name or enter a name of your choice. If you accept
the Untitled name, you will be prompted later to assign a name to the
chart when the chart is saved.
The duplicate window is displayed offset slightly from the original
chart, but is otherwise identical to the original. This feature can be
used along with the chart setup wizard to create an array of charts with
various periodicities, different symbols, or other properties. First use
File: New: Chart to create a chart. Then use File: Duplicate several
times to make additional copies of the original. Then position the
windows and revise the periodicities and/or symbols as desired. You can
then use File: Save: Save Layout to save the array of charts as a
layout.
The Duplicate command is also present in every chart window's pop up
menu, as an alternative to using the File: Duplicate command. The popup
menu is accessible by right-clicking inside the chart window. Macintosh
users that have a single-button mouse must hold down to Control key when
clicking to access the pop up menu.
Volume Breakdown Indicator
Documentation Not Yet Available.
Miscellaneous
Fixes and Improvements 8.3.4
DayBar Charts, Point & Figure Charts, Three Line Break Charts and Raw
Tick Charts have a Save command in their popup menus. Also, on the
Windows platform, there is a checkable menu item titled "Floating
Window" that appears checkmarked when the window is a floating window
that can be dragged outside the Investor/RT task window. Toggle the
checkmark on/off by choosing the Floating Window menu item.
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A bug was fixed in the chart setup wizard for traditional charts. If the
moving averages entry box reads "No Moving Averages", the wizard was
mistakenly adding a red 1 period moving average line into the chart(s).
This has been corrected.
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When viewing a Raw Tick Chart, the up/down arrow keys or scrolling the
mouse wheel will increase/decrease the "ticks per bar" setting. Holding
down the Ctrl key while using the up/down arrow keys or mouse wheel,
will increase/decrease the width of each tick or bar displayed in the
chart.
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IB
Backfill Extended
IB users who elect not to subscribe the DTN Market Access historical
server can now backfill daily charts directly from IB for the past year.
One-minute bar downloads have been supported directly from IB for some
time now. The new release adds support for IB tick data backfill,
limited to the last 20 hours of trading. IB supplies 1-second interval
data, not actual ticks. For each one second interval, the open, high,
low, close and volume is reported. Investor/RT maps these into pseudo
ticks to reflect the prices realized and the volume. If all trades for
the 1-second interval occurred at the same price, 1 tick results with
all the volume, otherwise volume is distributed amongst the realized
prices in the interval data.
For users with DTN Market Access subscriptions, Investor/RT will
continue to reference DTN for backfill requests unless you specifically
use the Download Data window with the Source setup to IB/TWS. DTN Market
Access provides backfill for actual ticks for the most recent 8 trading
days, and intra-day interval data for the last 120 trading days. IB
backfill is limited to pseudo tick data (1-sec interval data) for 20
hours, and intra-day 1 minute interval data for 30trading days.
Using Custom Columns in the Standard
Edition
A defect was corrected that was preventing Investor/RT Standard users
from fully utilizing quotepage custom columns that reference built-in
technical indicators. Custom columns that reference scans, trading
signals, and custom indicators are supported only in the Professional
Edition of Investor/RT; however, custom columns that directly reference
most built-in technical indicators are now fully functional in the
Standard Edition. There are a few built-in technical indicators that
incorporate references to scans/signals/custom indicators that do
require a license to use the Professional version. In the Standard
Edition, all features involving scans, signals and custom indicators are
enabled for the $DEMO ticker symbol to allow demonstration and
experimentation with the advanced features available in the Professional
Edition.
Defining New
Instruments via Quotepage Entry
The ability to add new instrument setups by typing a new ticker
symbol into a quotepage has long been a feature of Investor/RT. Press
the Insert key to insert a blank row, type in a symbol and press the
Enter key. If the symbol is already setup, it is added to that row, but
if the symbol is unknown to Investor/RT, the software must add the new
instrument; Investor/RT tries to determine what type of instrument it is
by using various heuristics. For example, symbols that contain a numeric
digit and begin with a known future code, e.g. ESM6, are recognized as
futures; so are symbols that end with # (the DTN.IQ convention) or #F
(the eSignal convention). myTrack futures contain the grave character `.
Stocks generally are 4 or fewer capital letters, mutual funds are five
capital letters ending in an X, and so on.
When Investor/RT cannot deduce the security type from the symbol, it
falls back on the default setups you have specified in Setup:
Preferences: Instruments. Generally, this works well, but security
types, display formats, special session assignments and so forth should
be double-checked when you add a new symbol in this way, since you may
not always get what you expect.
To this end, there is now a quotepage preference that calls for the
Setup: Instruments window to appear immediately after Investor/RT adds a
brand new symbol via the quotepage entry method. The setup window will
show all of the assumptions that Investor/RT made about the symbol. You
may make adjustments as needed or press the Esc key to dismiss the
window. If you do not find this feature helpful you may turn off the
checkbox in the quotepage preferences titled "Show Instrument's Setup
After Adding a New Symbol". By default, this option is "on" for all
quotepages.
Forex
Quotepage
A system-defined quotepage named ".Forex" has been added. It
references all instruments defined with security type "Forex". The .Forex
page may be opened from the list of System quotepages using the QP
button on the main toolbar, or from the Open: Quotepage submenu. When
using an instrument selector you may refine the list of displayed
symbols to include only the Forex instruments by operating the "+" menu
button and choosing Show Forex. Keyboard shortcuts for opening the .Forex
quotepage may be created using Setup: Preferences: Keyboard Shortcuts
(use the "Open" - "QuotePage" action). In general, the .Forex quotepage
is listed everywhere in Investor/RT where a quotepage selection is
available, e.g. the download data window, backtest setup window, etc.
NinjaTrader
Strategy Trading Improvements
The NinjaTrader trading order mechanism has been improved and
some bugs fixed relating to submitting "Change Order" trading orders to
NinjaTrader to make adjustments to stops and targets of a trade in
progress. When initiating new positions via NinjaTrader, the Investor/RT
user can specify a NinjaTrader strategy name in the trading order setup.
This is done in the "Acct/Strategy" entry box in the trading order
setup. Depending on how the strategy is defined in NinjaTrader, NT may
submit stop and/or target orders to the broker. At any point in time
there may be multiple positions (trades) in progress, each one using the
same named strategy, each with a different instrument perhaps. Thus, to
have Investor/RT issue a "Change Order" to NT to adjust the stop price,
the trading order must tell NT which particular instance of the strategy
to adjust. This is done via what NinjaTrader calls a "strategy id". A
strategy id is just a unique string of letters or numbers that is
provided when the trade is inititated. When issuing Change Order trading
orders, the Investor/RT user may use the same strategy id to make
adjustments to stops and target orders produced by the underlying
strategy.
To accomplish this the "Acct/Strategy" entry box has been enhanced to
allow specification of a strategy id inside square brackets [ ]
immediately following the strategy name. For example, if the brokerage
account is Sim101 and the Strategy Name is MyStrategy you may setup a
trading order with Sim101/MyStrategy[x123]. The x123 is just an
arbitrary string of letters and numbers which uniquely identifies the
instance of the MyStrategy strategy. If you specify a strategy name
without an id in brackets, Investor/RT will assign a random 3 digit
strategy id for you. If you plan on using the same trading order
repeatedly to initiate trades you can specify a T# variable or a V#
variable as the strategy id. At the time the trading order is executed
the value of the specified T# or V# must be unique. In this example you
could specify Sim101/MyStrategy[V#37] where each symbol you trade may
have a different V#37 value. If you plan to allow multiple trades in
progress at any one time, it is important that the strategy-id be unique
for each trade. This can be done by having different trading order
setups or it can be done by a single trading order that specifies a user
variable for the strategy-id. You must ensure that the user variable
values for each instrument you trade are distintly different.
A NinjaTrader strategy can entail stop loss and profit target orders
javing special IDs such as STOP1, TARGET1, etc. The Change Order trading
order can be used to send adjustments to say the STOP1 price of a
position that is in progress. In this example you would specify the
order action "Change Order" with the order ID: STOP1. The order type
would be "Stop" and the Stop Price would be specified as a V# variable
perhaps or via a mouse click selection done at the time the Change Order
is executed. To uniquely identify the target of this Change Order, you
must specify the same strategy id as was specified at the time the
associated position was inititated with NT, e.g. with the original "Buy"
order.
The Acct/Strategy entry, in summary, has this format:
<account>/<strategy>[<strategy-id>]
<account> is the name of the account in NinjaTrader, this name must be
specified.
<strategy> is optional; if specified, it must be the name of a strategy
defined in NinjaTrader. The <strategy> may be T#n if you want the
strategy name to be obtained from a user variable for the instrument
that is the subject of the trading order at the time the trading order
is executed.
<strategy-id> is optional. It can be any string of letters and digits,
or it can be V#n or T#n if you want the strategy-id to be obtained from
a user variable associated with the subject instrument at the time the
trading order is executed.
When constructing strategy-based trading orders, specify a strategy id
if you want to be able to pre-define "Change Order" trading orders to
make adjustments to a trade in progress under that strategy.
The Trading Order Action Setup for NinjaTrader has been expanded to
provide two "reverse position" actions. You may now create trading
orders with action "Reverse & Buy" when you wish to cover an existing
short position and buy to go long. Similarly, the order action "Reverse
& Sell" is used to exit a long position and Sell to go short. The two
reverse actions have all of the same properties as a Buy or Sell order
action. When you reverse you must specify the quantity of
contracts/shares for new reversed position. This need not be the same as
the quantity in the former position. If you are sending a Reverse
command to NinjaTrader where the original position was initiated with a
trading order that included a strategy strategy, you must specify the
same strategy and strategy-id to uniquely identify the position you wish
to reverse.
Finally, the Investor/RT message log will show the complete formatted
command that Investor/RT sends to NinjaTrader for every trading order
executed. The format is the same format displayed in the NinjaTrader
log. The format is documented in the NinjaTrader documentation under the
topic "Order Information Files (OIF)".
Chart Buttons for
Setting User Variables
Button(s) can be added to traditional chart whose purpose is to
set some V# user variable to a price value using the chart's price
scale. Suppose you add a button to the chart to set V#37, and you setup
V#37 with the title "Limit Price". When you click on the button, a
message will appear inside the chart window "Click to Set V#1 - Limit
Price". You then click anywhere in the chart "near" the price level you
want. Investor/RT responds with a popup price ladder, showing you the
price you clicked on and three "ticks" above and below that price. Click
on the price you want and the V# variable you specified will be set to
that price. If you have reference lines that depend on that V# variable
in this or other chart windows, they will respond by moving to the new
price level. This feature may be useful when setting up for a trade.
Trading Orders can have stop or limit prices expressed as V# variables.
You can setup buttons for single V#'s and assign a custom title to each
one, e.g. "Set Stop" or "Set Target". You can create a "Menu Button" for
setting any of some list of V#'s. When you click on a menu button, the
list of V#'s you will popup in a menu. For example, in the button setup
you can list the V#'s like this:
V#37,V#42,V#57
or like this
V#37 Limit,V#42 Stop,V#57 Target
Each V# can be optionally followed by a space and a title. Each V# with
optional title ends with a comma. The titles make the button's popup
menu easier to read; you can see a reminder of each V#'s role in the
Button menu. It is also recommended that you assign meaningful titles to
the V#'s (see Setup: Preferences: User Variables) that you employ with
this feature since those titles will appear in prompts and feedback
messages.
In some cases you will want a trading order or perhaps a group of
trading orders to be submitted after the V# variable has been set. You
can set up the button to perform this task for you by including a
trading order name or a group name in brackets after the V# variable and
optional title. For example, a setup like this:
V#37 Limit Price[myLimitOrder]
will prompt for V#37 (and include the text "Limit Price" in the chart
prompting message. If you complete the price selection successfully,
Investor/RT will then execute the trading order named "myLimitOrder". In
this instance, that trading order is setup as limit order with V#37
defined as the source of the limit price for the order. If the name in
brackets is the name of a group of type "Trading Order", all of the
trading orders in that group will be executed in turn, each one of them
using the same value of V#37 in their setups.
Annotations in
Range/Change/Volume Bar Charts
Annotations in traditional charts for periodicity Range per Bar,
Change per Bar, or Volume per Bar may now include the %BARLEFT and %BARPCT
tokens. %BARLEFT will show the amount of range, change, or volume
remaining for the bar to be completed, while %BARPCT will show the
percent complete. Note that Range Bar and Volume Bar periodicities will
show a BARLEFT amount that monotonically declines as the bar progresses.
Similarly the BARPCT will monotonically increase as the bar forms. The
Change Bar periodicity charts will show variable BARLEFT and BARPCT
numbers that rise and fall as the bar progresses and the change in price
since the open varies. The %TPB (ticks per bar) token is also designed
to operate in annotations with range/change/volume bar annotations. This
token will show the range, change, or volume per bar currently set as
the periodicity of the chart. Thus you may have an annotation text setup
like this:
%BARLEFT left, %BARPCT of %TPB
In a 5000 volume per bar chart, the annotation might show something like
this:
4000 left, 20% of 5000
In a .5 range chart the annotation might read:
.20 left, 60% of .50
Miscellaneous
Fixes and Improvements - Rev 5-9
A bug was fixed in the Yahoo! Finance "Current Quotes" download when
quotes for index type symbols were requested via the "Download Alias".
When the requested quotes come back from Yahoo!, Investor/RT now
correctly maps the alias ticker symbol to the actual ticker symbol.
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Memory leaks were eliminated in three technical indicators.
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A MyTrack Chat bug was fixed that was uppercasing user entered text.
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Rev 6 for Mac OS X corrects a fatal error when opening the TPO Indicator
setup window.
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A bug was fixed in the "Setup Future Type" window. The Display Format
was not being shown properly when editing an existing type and the
display format choosen was not being recorded properly when adding new
future types to Investor/RT. Since many of the most common future types
are pre-defined in Investor/RT this setup window is not often required.
For those who edit or add new future types, this window will handle
display format correctly now.
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Memory leak was fixed in the TPO Indicator.
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Adding TSYS Indicator token TSYSI to a custom indicator was producing
spurious "Invalid CID" messages. This has been corrected.
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MS Windows Only: When adjusting preferences for a "floating" traditional
chart window, the window's on screen position was shifted upward a few
pixels upon pressing OK or Apply to revise the preferences. This defect
has been corrected.
-----------------------------------------
The Setup: Preferences: Groups window allow the user to control whether
Investor/RT makes note of recently used windows when either opening
them, closing them, or both. The default setting has been to add items
to the ".Recent" lists when you open them. The non-tradtional charts (TPO,
Volume Profile, Daybar, Point and Figure, Raw Tick, etc.) where not
being recorded upon closing the window if that preference was requested.
This has been corrected. By choosing to update Recent Groups when Items
are closed, the .Recent Charts list will show the most recently closed
chart windows. The default setting will be revised to record items in
the recent lists when either opening and closing windows for all users.
See Setup: Preferences: Groups to adjust this setting if this is not
your preference.
-----------------------------------------
Corrections were made to the Jurik Indicator plugins, JMA, DMX, RSX, and
VEL. The indicators were correctly calulated in RTL formulas and when
adding the indicators to an existing chart, or when opening a chart
containing the Jurik indicators. However, real-time updates of the
associated instrument were not re-computing the last bar(s) correctly
when new bars were formed in real-time. This defect, now corrected, was
in the Investor/RT software, not in the Jurik Indicators themselves.
-----------------------------------------
A bug was causing database problems when modifying a ticker symbol in a
quotepage, e.g. when editing a ticker symbol to roll over a futures
contract symbol. The bug would surface if the user clicked cancel to any
of the ensuing prompting messages. The bug has been corrected. The
prompting message for expiration date of the new futures contract has
been eliminated. Investor/RT prompts for download alias ticker symbol
only if the symbol already has an alias that differs from the symbol
itself and the user either has a Dial/Data or myTrack subscription or
the user has the IB version with DTN Market Access.
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Alt-5 (Apple-5) keyboard shortcut for opening a quotepage has been
reinstated.
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Trading Orders now accept a T# variable in the account entry box. The
account (portfolio) associated with the order can now be variable,
depending on the instrument's T# value at the time the order is
submitted. You can use this variablility to test trading orders with a
simulated account name before changing the instrument's T# tothe real
account for actual trading. This eliminates the need to make any changes
to the trading orders themselves.
-----------------------------------------
Quotepages with "Dynamic" refresh checked and "Highlight as Rows Update"
checked, will highlight rows as they update. The highlighting feature
was not active due to a defect introduced a few weeks ago.
-----------------------------------------
An obscure bug was corrected in RTL. If you have a formula that
references say V#31(IBM) the formula will be setup to reference the V#31
token for IBM regardless of which symbol is the subject of the RTL
formula. If you later revise the formula to read simply V#31, Investor/RT
will now setup a new V#31 token that refers to the V#31 value of
whatever symbol is the subject of the RTL formula. The bug was causing
V#31 to refer to V#31(IBM) after revising the formula, unless you first
took the step of eliminating the V#31(IBM) token from the list of tokens
at the upper right of the setup window.
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When importing chart definitions containing a symbol not presently setup
in Investor/RT, the software prompts you with a window giving you the
opportunity to add that symbol to your system. If you okay the prompting
message, the symbol is added and the chart continues to import. If you
revise the symbol to an existing symbol however, the chart import would
fail. This bug has been corrected. You may now substitute any symbol,
existing or new, and the import will continue applying the resulting
symbol to the chart.
-----------------------------------------
Volume Profile charts now prompt for the new chart name when you issue
the Duplicate command. This behavior is now consistent with duplicating
traditional charts and TPO Price/Time Profile charts.
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