What's New in Version 9.2
Several new features and miscellaneous enhancements, available now in
our latest release,
are outlined below. Click here to download.
New in 9.2,13, Released May 27, 2009
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New "Scrub Data" Options
The "Scrub Data" option in the chart popup (right-click) menu
now provides four levels of scrubbing: Light, Normal, Intermediate, and
Heavy. The "Light" level is identical to the "Scrub Data" that existed
in prior release, and does very light cleaning of the data, find ticks
that are way out of synch with the rest of the data (200 price
increments are more). Normal does more stringent cleaning, deleting any
ticks that are 20 ticks our more out of line with the rest of the data
sequence. Intermediate scrubbing takes it up one more level, deleting
ticks that are 10 ticks or more out of line, and finally Heavy scrubbing
deletes ticks that fall out of line with the rest of the prices by only
5 ticks or more. For symbols that reliably tick up or down one price
increment at a time, the Heavy cleaning should provide a nice way to
quickly clean out any bad ticks.
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Market Profile -
Bracket Volumes when Split
The Market Profile charts now show the volume per bracket/TPO in
histogram form along the bottom of the chart, but only when the profile
is split (showing each bracket/TPO in it's own column). To toggle the
profiles, right-click in the chart and choose "toggle splits - all
profiles". The color of the histogram represents the delta (buy volume
minus sell volume) of the bracket or TPO. A green color represents
positive delta (more buying) while a red color represents negative delta
(more selling). The height of the histogram represents the relative
volume of that bracket.
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Multi-Line Annotations
The Annotation indicator has been enhanced to allow multiple
lines in a single note. To accomplish this, simply enter the character
sequence "\n" (without the quotes) any time you want to start a new
line. For instance, a note with text "line one\nline two\nline three"
would appear in the chart as three lines. This feature can be used in
conjunction with the % RTL Token syntax to give multi line annotations
such as "LAST: %LAST\nSYMBOL: %TICKER\nBARLEFT: %BARLEFT".
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Custom Instrument
Backfill for Pairs
Custom Instrument that are setup as pairs (difference or
ration between two symbols) now generate true tick data when backfilling
the pair, from the tick data of the components. For each tick of a
component stock, the pair will have a matching tick complete with the
volume of the underlying tick. This provides users the ability plot
pairs using many of the tick-based periodicities such as range bars,
change bars, point and figure, tick bars, etc. It also opens up pairs to
the wealth of volume analysis tools available in Investor/RT such as the
Profile indicator and Volume Bars. Pair traders will also benefit from
the new scrub data enhancements mentioned above, making it easier to
quickly clean up any bad ticks produced by a bad tick on one of the
component stocks. Be aware that the backfill of pairs will now take a
little longer, since it's producing true tick data, but users can
monitor the progress of the backfill in the message area under the main
toolbar.
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Volume Profile - Pop up Menu
Item
The "Type" submenu in the popup menu of multi-pane charts,
now provides an option for "Volume Profile" enabling users to quickly
switch bars to the Volume Profile style without opening the instrument
setup window.
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Tick Data on Pairs -
Buy and Sell Volume
The loading of tick data for pairs (custom instruments) has
been enhanced to assign bid/ask prices for the pair ticks based on
whether the underlying tick occurred at the bid or ask price. Pairs are
custom instruments which plot the difference between the prices of any
two underlying symbols. When either of the underlying symbols generates
a trade/tick, an associated tick is generated on the pair. If the tick
on the underlying goes off at the ask price, then the tick on the pair
will do the same. This opens up pairs to indicators such as Volume
Breakdown which are geared towards dividing volume up into buy and sell
volume based on whether each trade occurred at the ask (buy) or bid
(sell).
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Stochastics Indicator -
New Draw Types
The Stochastics indicator has been enhanced to allow the user to
specify unique drawing types for all three components: Raw %K, Fast %D,
and Slow %D. In the past, each component was drawn as a continuous line.
Now the user can draw each one in any of the various styles including
Histograms, Stepped Lines, Connected Lines, etc.
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Session Statistics -
Day of Week Results
Two new results have been added to the Multi-Session Statistics options
of the Session Statistics Indicator: "Average of Bars at Time & Day of
Week" and "Relative Strength (Day of Week)". The former option allows
the user to plot the average data (commonly volume) that occurred at the
same time and on the same day of week during previous weeks.
As a specific example, if the user has Session Statistics setup with
this option, and with X set to 3 and price set to "Last Price, Volume,
All Bars", on a 30 minute chart, then the result on the 9:30 to 10:00
bar on Monday, 5/26 would be an average of the 9:30 to 10:00 bars on
5/19, 5/12, and 5/5. Similarly, the Relative Strength (Day of Week)
option would divide the current volume on the 9:30 to 10:00 bar by that
average previously discussed, and multiple result by 100 to give a
relative measure of current volume to the average of past 3 weeks during
same time slot. In addition, when choosing either of the "Relative
Strength" multi-session statistics to provide a measure of volume
compared to that of previous days, if the session is currently open, the
current/forming bars volume will be projected based on the time into the
bar.
For example, if 5 minutes have transpired in the current/forming
30-minute bar, then the volume of that bar will be multiplied by 30/5 to
project a closing volume before computing the strength relative the
previous day/time average of volume. The following video has additional
information on using the multi-session statistics results:
http://www.linnsoft.com/videos/sess_stat/
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Zig Zag
Oscillator - Volume/Delta Since Last Pivot
Two new result options have been added to the Zig Zag Oscillator:
"Volume Since Last Pivot" and "Delta Since Last Pivot". These results
give the user access to the cumulative volume or delta that occurred
within each leg of the zig zag since the last pivot. These values plot
historically and provide accurate values for each bar as it builds
within each leg and between each pivot.
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Volume Profile Charting Style
A new charting style has been added titled Volume Profile. This style
works with any periodicity and plots each bar as a vertical histogram
displaying volume at price and highlighting the high volume node. This
new feature has also enhanced several indicators including VWAP, Volume
Breakdown, and Profile Indicator. Volume Profile charting is available
in all editions of Investor/RT. The Volume Profile style and the
performance benefits to these indicators is highlighted in this video:
http://www.linnsoft.com/videos/volume_profile/
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New
Periodicities: Volume Breakout and POC Volume
The ability for each bar to track the volume at price data
has opened the door for two unique periodicities introduced in
Professional editions of Investor/RT 9.2. These are: POC Volume and
Volume Breakout. With POC Volume periodicity, bars build until a user
specified volume level is reached at any given price within the bar (the
POC). The Volume Breakout periodicity builds until a user specified
volume level is reached (similar to volume bars). Once that volume level
is reached, the bar continues to build until price breaks out of the
price range formed while reaching that volume level. Volume Breakout
combines both volume and price in a single periodicity. Both these
periodicities are highlighted in this video:
http://www.linnsoft.com/videos/volume_breakout/
POC Volume and Volume Breakout periodicities are available in
Professional editions of Investor/RT and Investor/RT Market Profile.
They are also available to Investor/RT Standard edition users for
evaluation in the Beta testing period.
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Improvements to
Chart Buttons, Button Panes
Button panes may now have a pane title bar like any other
pane. When the pane title is present you may delete the pane by clicking
the X close control at the left of the pane title bar, or you can
right-click inside the pane title bar to access the pane ordering window
for adjusting the order of the buttons in the pane. To toggle the pane
title on and off, right-click inside the pane body and choose "Show Pane
Title". Button panes can now have a double row of buttons in the pane,
the top row of button consisting of those buttons having the "Position
at Top" check box checked and the bottom row containing those that have
this unchecked. Right-click on any button and choose Edit to adjust this
check box. If a button pane has buttons of both types, then two rows of
buttons will be shown and the pane will resize larger so both rows are
visible. If all buttons in a button pane have the same Position At Top
property then the pane will size to show only a single row of buttons.
The right-click pop up menu for buttons contains a Move submenu with
choices for moving the button left, right, leftmost, rightmost, to top
of pane, to bottom of pane. This new menu makes it much easier to
arrange the buttons in a desired horizontal sequence. The right-click
menu now has a "Cut" menu item (formerly "Delete") that is used to
delete a button and copy it to the clipboard; you can then paste the
button elsewhere into another pane in the same chart or into any pane of
any other chart window. After cutting a button, right-click inside the
destination pane and choose Paste to place the button there. You may
Paste the same button several times if desired.
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Layout Toolbar
Version 9.2 introduces a new toolbar for fast single-click
switching among your various window layouts. The "Layout Toolbar"
provides improved window management features for layouts. Click here for
details. Visit
http://www.linnsoft.com/videos/ to view the video demonstrating the
new layout toolbar.
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Database Utilities
Improvements
The database verify and maintenance utility functions now
execute invisibly in the background under Windows; the black-background
MS-DOS command windows you may have noticed in the past are no more. The
output report of the utilities is now placed in a database log file
named dbmaint.txt (in the admin folder) and selected output is placed
into the message log. You may inspect the report afterward using
File-->Open-->Database Log and/or File-->Open-->Message Log. If the
message log window is open when you perform the verification or database
maintenance functions, you can monitor the progress of the utility in
the message log window. This improvement also fixes a bug when
Investor/RT runs under Windows Vista; Investor/RT now reliably
determines if database errors were encountered by inspecting the report
output directly. The improved reporting makes it unnecessary to quit
Investor/RT and run database maintenance in standalone fashion via the
Start Menu in order to see the detailed report of your database status.
You can now copy and paste relevant report output from the Database Log
window (or attach the dbmaint.txt file in the admin folder) into an
email to support for assistance with any database related issues. The
Database Wizard (shortcut Alt-U) has a "View Database Log" button in the
top section as well. On the Macintosh platform, the utilities produce
output to the internal system console. Mac users can see the results of
any database verify or database maintenance using the Console
application found in the /Applications/Utilities folder.
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Mouse Scroll Wheel Support
Extended
The mouse scroll wheel can now be used to scroll any text
window (e.g. the message log, or any of the various database reports).
The scroll wheel is now supported on the Macintosh OS X platform.
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Save and Save As... for
text files
The File: Save: Save command operates on the front window. If
the front window is a text display window, the text file is saved. File:
Save: Save As... will also save a text file but you will be prompted
first with a suggested file name and given the opportunity to save the
file in a different location is you wish. Ctrl-S is the Windows shortcut
for File: Save: Save. This change facilities opening, editing, and
saving text files that Investor/RT uses. For example, you may now do
File: Open: Configuration File, make edits to configuration settings,
and Ctrl-S to save them. Similarly the holidays.txt or myholidays.txt
file can be more quickly edited and save this way. You can even add your
own notes to the message log text window and save it for emailing to
support for example. Text windows always show the path to the text file
at the top of the window. There is a menu of window specific commands at
the upper left next to the file name and path. This menu now has both
Save and Save As... menu items.
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Emergency Startup Procedure
Version 9.2 enhances the shift-key-down emergency startup
procedure to include database diagnostics during the startup process. If
database errors are detected you are given the option of reviewing the
database status report and/or restoring the backup database. As in
earlier versions, no layout windows will be opened and the data feed
will not be activated when shift-key down is detected during startup.
If you want to startup Investor/RT without doing any database
diagnostics, yet you do wish to suppress layout windows and data feed,
hold down both shift and ctrl keys during startup (Windows). Macintosh
users hold down shift and option keys for this effect. Holding down the
Windows ctrl key or Macintosh option key alone during startup (no shift
key) has the effect of suspending execution of Investor/RT schedules
(see Setup: Schedules).
Whether or not you elect to restore the backup database during the
shift-key startup process, Investor/RT will always do a "Full
Maintenance" before startup is completed. With this enhanced emergency
startup procedure in place, Investor/RT is now more effective at
diagnosing and in most cases resolving startup problems. If you ever
have a problem starting the software, just relaunch Investor/RT and hold
down the shift key immediately. You may release the key when you see the
message that database verification is taking place. If you have trouble
holding down the shift key quickly enough for it to be detected, you can
force emergency startup to occur by adding a line to the configure.txt
file in the admin folder. Add the line “DatabaseEmergencyStart=true”,
then launch Investor/RT.
When the emergency restart procedure is completed, Investor/RT will open
the Database Wizard window automatically so you may review the backup
report, restore report, or the database log, or perform other database
functions if desired.
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Time Interval
Bars With or Without Whitespace
The Periodicity selection window enables "Time Per Bar"
periodicity to be specified with or without whitespace denoting
non-trading periods. The whitespace setting does not affect the bars
themselves; all bars will be formed using the time interval specified in
minutes and/or seconds, but when the bars are rendered in a chart, the
whitespace setting affects how the bars are drawn. The "off" setting for
whitespace may be useful around holidays, expecially for overnight
traded futures contracts that have irregular trading hours before and
after the holiday. Some Asian markets, where the session has a recess
period during the overall day session, may now be viewed without the
recess period shown as whitespace, if desired. For more information on
this new capability click here.
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DTN Historical Server
Improvements
Recent improvements made by DTN to the historical server
protocol are now supported by Investor/RT. Backfill services can now
refresh charts more quickly by requesting only the last few minutes of
ticks rather than a whole day of ticks. The improvements also include a
correction to the way Investor/RT was reporting tick volume for futures
contracts that will result in more accurate tick volume.
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Vertical Reference Line Tool
When using the Vertical Reference Line drawing tool, if you
Ctrl-click (Option-click on Mac OS X) to position the vertical reference
line, the line will be propogated to all panes in the chart. Without the
Ctrl (Option) key, the vertical reference line is added only to the pane
where the click occurred. This simple enhancement will save the extra
steps of adding (or copy/pasting) additional lines into other panes when
desired. Note that each vertical reference line indicator in each pane
is independent thereafter; each can be moved or modified or removed
without affecting any of the others that were originally added together.
The Ctrl (Option) key may be used in tandem with the Shift key when
using any drawing tool. When the Shift key is down, the tool remains
active for adding another line. Thus you can now activate the Vertical
Reference Line tool and Shift-Ctrl-click three times in the chart to add
three multi-pane vertical reference lines to the chart.
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Profile Drawing Tool
The Multi-pane chart toolbar has two new buttons, one for
sharing a picture of the chart (on charthub.com), the other a new
drawing tool button for the Profile Indicator (license required for
Market Profile). Click the Profile drawing tool button, draw a rectangle
emcompassing the period in the chart you wish to profile and a Profile
indicator will be added to chart for the period specified. You may then
edit the properties of the profile indicator if desired by
right-clicking on it and choosing "Edit".
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Archive Database Utility Added
In the Control-->Database Utilities menu, there is a new menu
item Archive Database. This utility creates a compressed archive file
(e.g. archive.dba) containing data files of the current database. The
Investor/RT database consists of 59 files in all, 33 data files and 26
key files. The key files are not included in the archive; they can be
easily rebuilt from the data files themselfs. Archive files created by
this utility could be used as a backup at a later time to restore the
database, but the primary purpose of this feature is to make it easy to
create an archive suitable for emailing to Investor/RT support on those
rare occassions this information is needed to reproduce a problem you
may be encountering in the software. Choose Control->Database
Utilities->Archive Database, choose the name and location where the
archive is to be placed, e.g. your desktop. Then email the archive.dba
file to support.
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Improvement to TSI Indicator
The True Strength Indicator (RTL Token TSI) employs two double smoothed
exponential moving averages to compute the indicator. TSI users may now
specify the types of moving averages to be employed. All existing charts
and presets will default to exponential/exponential. You can now
experiement with other types of moving averages, any combination you
like for the long term and short term smoothing.
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Fibonacci Retracements - Deleting Levels via the Keyboard
Individual price retracement levels can now be deleted quickly from
Fibonacci Retracements without opening the indicator preference window.
To do so, simply select the underlying trendling by clicking on it or
tabbing to it. Once selected, operate the up/down keys on the keyboard
to select different levels. Once the proper level is selected, press the
delete key on the keyboard to remove that level. An adjacent level will
be left selected, so the user quickly remove multiple levels with a few
keystrokes.
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Miscellaneous 9.2
Fixes and Improvements
-----------------------------------------
Right-clicking on a chart button and choosing "Adjust Order" was not
working properly for floating chart windows. This has been corrected in
Version 9.2.
-----------------------------------------
Chart buttons of type "Change Periodicity" now use abbreviated titles by
default for intra-day periodicities, e.g. 100t instead of 100 tickbar,
30s instead of 30 seconds. If you want the longer title you can mark the
"Custom Title" check box and enter the text you wish to see of the face
of the push button.
-----------------------------------------
Users of DTN Market Access historical server who use IB or Transact as
their real-time data source, can now specify whether or not to send all
historical data requests to DTN MA. By default, DTN MA is always used as
the default historical data source if DTN MA is present in the user's
license. In the configure.txt file, if you add a line:
useDTNMAbyDefault = false
then backfilling or refreshing a chart via the space bar or download
button will default instead to the host real-time data source. DTN MA,
if present in the user's license, will still appear as an available data
source in the data download window so that download requests can be
initiated manually to DTN MA when useDTNbyDefault is false.
-----------------------------------------
Two user preferences formerly located in Setup: Preferences: General are
being phased out. Mouse wheel scrolling is now on by default. The "No
Holidays for Overnight Sessions" option is now on by default. Both of
these will be removed from the Preferences window soon. We have moved
these preferences to the configure.txt file for backward compatibility.
The intent is to make mouse wheel scrolling a feature that is always
available (not accidently turned off). Instruments that are tracked
overnight do not at present fit well with the day session holiday
schedule for Investor/RT. We have long recommended that holidays be
ignored for overnight session instruments. While this does result is
some white space around trading holidays for these instruments, the
charts are reliable and reflect the exact trading that took place before
and after the holiday period. To eliminate white space you can always
override the chart to the day session and the holiday periods will be
removed in full. The configure.txt file can be used to modify these
settings if desired, but we recommend you do not do so. Include a line "MouseScrollWheel=false"
to ignore mouse scroll wheel events; include a line "NoHolidaysOvernightSessions=false"
if you, for some reason, want Investor/RT to minimize white space around
trading holidays. Again, this setting is not recommended.
-----------------------------------------
The file named "configureDefault.txt" in the admin folder will always
contain, release to release, the latest set of configure.txt
configuration settings showing the default setting for each one. This
file is produced by Investor/RT during startup. It may be used as a
reference for the proper spelling of each "power user" setting to alter
the runtime behavior of the software in various ways.
-----------------------------------------
The $DEMO sample data ticker symbol has been improved to randomly tick
in increments that are consistent with the display format of $DEMO. For
example, if you set $DEMO display format to 4ths, then each tick of
$DEMO will have a trade price that is a multiple of .25. You may also
enter a last price for $DEMO by editing the Last column in a quotepage
and $DEMO will begin ticking from that price. Historical backfill of
$DEMO also produces bars with reasonable properties consistent with the
display format.
-----------------------------------------
A configuration variable was added to enable the user to set an
application-wide background color that color coordinates with the color
scheme in use. This setting applies primarily to the Windows platform.
Under Vista and Mac OS X the default system background color defaults to
a light grey silver color that goes well with the color scheme. On
Windows XP, Investor/RT defaults to the XP Default Style which has a
light beige background. If you use XP Color Style "Silver", your
Investor/RT windows and toolbars will look better if you setup a light
grey background instead of the beige default. To do this, include a line
in the configuration file:
SystemBackColor=230,230,230
The three numbers represent the RGB (Red, Green, Blue) values for a
silvery light grey color in this example.
-----------------------------------------
Dragging and dropping a date-specific annotation from one chart window
to another containing a different instrument, now correctly maps the
annotation to the date and price of the target instrument. If the target
chart does not have historical data for the date in question, the
annotation will be unseen until historical data for the date in question
is available for the target instrument.
-----------------------------------------
There were improvements in 9.2.4 that make selecting, dragging, and
dropping trendline-based indicators (and drawing tools) such as Fib
Retracement, in tick-based periodicities (tickbar, volume bar, PNF,
Renko, range bar, etc), much more reliable and precise.
-----------------------------------------
A bug was corrected in the IQFEED data reception (Windows Version) which
was causing the +/- indicator in the time and sales window to be
continually blank instead of indicating up ticks and down ticks.
-----------------------------------------
Interactive Brokers exchange NYSELIFFE was added in 9.2.7. This is the
exchange code for ZG and ZI Gold and Silver futures contracts. Setups
for ZG and ZI future types were revised to use this new exchange code.
-----------------------------------------
DTN MA standalone users (no real-time feed) will now have the last price
checked for alarm levels when downloading historical intra-day data from
DTN. Alarm checking is normally done only when "current quotes" are
imported or downloaded, e.g. from Yahoo Finance. DTN MA does not have a
current quotes download function, so the last price from the historical
download is used to test for hi alarm and lo alarm levels.
-----------------------------------------
The Mark/Unmark Intra-day button on the quotepage toolbar will now mark
the selected symbol in the quotepage for intra-day if needed. If the
selected symbol is already marked for intra-day, a prompt will ask if
you want to leave it marked or unmark it.
-----------------------------------------
The left and right arrow keys on the chart toolbar are working correctly
again. These button allow you to cycle through a series of multi pane
chart setup inside one chart window. Holding down the ctrl key (option
key on Mac) changes the behavior of these two buttons: the current chart
cycles through various periodicities instead.
-----------------------------------------
A fatal error was corrected in Market Profile when the chart setup
called for a custom duration (in days) that exceeded the number of days
of profiles requested, e.g. 5 days of profiles ending now with a custom
duration of 5 days would (and still does) work fine, but requesting 1
day ending now in tandem with a custom duration greater than one day
would cause a fatal error.
-----------------------------------------
To open the Layout Toolbar, right-click inside the message area of the
main toolbar and choose Layout Toolbar from the pop up menu. If the
toolbar does not appear, hold down the Ctrl key (Option key on Mac)
while selecting Layout Toolbar from the menu. The Ctrl (Option) key
instructs Investor/RT to position the layout toolbar centered inside the
Investor/RT task window (on the main monitor under Mac OS X).
-----------------------------------------
Custom instruments were formerly created with an override of 0 days of
tick data as the historical tick data retention setting. Now, all custom
instruments are created with the "use default" setting which means the
custom instrument will use the default tick data retention setting
specified in the Historical Data preferences panel. This applies to all
newly created custom instruments, including those created by the pair
wizard. Existing custom instruments can be set to the default setting
either by calling up the custom instrument setup and re-saving it, or by
adjusting the override setting for the custom instrument in Setup:
Preferences: Historical Data so that the tick retention override matches
the desired default.
-----------------------------------------
Setup: Preferences: Keyboard Shortcuts enables "Open Layout Toolbar" to
be defined as a shortcut. The function key will toggle the layout
toolbar visible/invisible.
-----------------------------------------
Version 9.2.12 fixes a Windows specific problem with the email sending
function of Investor/RT. Emailing support and email alerts are now
functioning properly.
-----------------------------------------
Version 9.2.12 fixes a DTN IQ issue for Mac OS X users. The year high
and year low data items were mistakenly showing the year high price.
This has been corrected.
-----------------------------------------
A bug was fixed in the Windows Vista version that was causing the Share
Picture command to mistakenly share the wrong definition with the chart
image sometimes.
-----------------------------------------
Under Windows Vista, plugin indicators must now be placed inside a
directory inside the InvestorRT directory within the user folder. If you
use the Jurik indicators with Investor/RT under Vista, copy the plugins
directory from the investrt install directory to the InvestorRT
directory within the user folder. Users who write their own plugins must
place the plugin DLL's inside the plugins directory within the user
folder. Under Vista, the plugins directory in the investrt install
directory is no longer referenced.
-----------------------------------------
When using a button to change the periodicity of a multi-paned chart to
PNF, the charting style will remain unchanged even though the bars will
be derived using the Point and Figure method. If you also wish the chart
to be drawn in the PNF drawing style, you must switch the style to PNF,
perhaps using a button.
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