amibroker

A new beta version (5.17.1) of AmiBroker has just been released.

It is available for registered users only from the members area at:
http://www.amibroker.com/members/bin/ab5171beta.exe

(File size: 1 972 066 bytes, 1.9 MB)

If you forgot your user name / password to the members area you can use automatic reminder service at: http://www.amibroker.com/login.html

Remember that this is a BETA software. So BACKUP YOUR FILES FIRST !
Note that you need to install official version 5.10 prior to installing this beta

It is highly recommended for users of any previous (5.1x) BETA versions as it contains important fixes to issues discovered in previous betas.

CHANGES IN VERSION 5.17.1 (as compared to 5.17.0):

• In 5.17.0 "Current symbol" selection in AA always used first symbol in the database. Fixed.

CHANGES IN VERSION 5.17.0 (as compared to 5.16.0):

1. Log Window implemented
   Log window (View->Log) allows to view:
   edit-time errors displayed during formula check
   run-time errors that occur when formula is running (not edited)
   _trace command output within AmiBroker (without using 3rd party debug view) To perform tasks such clearing the output, copying, changing settings use right - mouse click over the log window list.
2. Zooming via Scroll bar improved. Now it works with wider range of zoom factors and also does not disable scoll bar when all quotes are visible.
3. Added extra protection against going out of drawing array bounds in GetNextDrawing
4. when broker.master file was loaded, some symbol temporary data were read from non-zeroed memory, fixed now
5. fixed display glitch that occurred on some bars when logarithmic scale was used and chart was drawn using compression (2x more bars than pixels)
6. when application is closed in Minimized state, the x,y co-ords of main window are not stored
7. styleHistogram chart when drawn in compressed mode could fail to display some negative spikes (below base level) in 5.16. Fixed.
8. inQuarterly and inYearly higlighted in AFL editor now
9. SetBarFillColor could not make candle with same body and outline color. Fixed now.
10. fixed handling Null in styleArea chart (Null was ignored in 5.16)
11. 32bit AmiBroker is now compiled with LARGEADDRESSAWARE flag, that allows it to use 3GB on 32 bit Windows versions that have /3GB boot flag enabled and 4GB on 64 bit Win
12. first sorted column is drawn with darker color now (as in Windows explorer)
13. layouts are displayed in alphabetical order now (previously they were sorted only if files were stored on NTFS partition)
14. when from-to range of backtest was small, AB sometimes allocated too large cache for portfolio backtest than necessary. Now it is fixed and should provide speed up for short range backtests.

A complete CHANGE LOG with detailed explanations of added features for this and previous versions and instructions are included in the: AmiBroker 5.17.1 BETA Read Me - MUST READ THIS

Filed by Tomasz Janeczko at 9:03 am under Beta,Releases
Comments Off on AmiBroker 5.17.1 BETA released

A new beta version (5.16.0) of AmiBroker has just been released.

It is available for registered users only from the members area at:
http://www.amibroker.com/members/bin/ab5160beta.exe

(File size: 1 933 678 bytes, 1.9 MB)

If you forgot your user name / password to the members area you can use automatic reminder service at: http://www.amibroker.com/login.html

Remember that this is a BETA software. So BACKUP YOUR FILES FIRST !
Note that you need to install official version 5.10 prior to installing this beta

This version concentrates on fixing issues found in recent betas.
It is highly recommended for users of any previous (5.1x) BETA versions.

CHANGES IN VERSION 5.16.0 (as compared to 5.15.0):

1. If in-memory cache was too small, it could happen that Walk-Forward kept old equity values in ~~~BESTEQUITY. Fixed now.
2. AFL: Faster LR. Added constant-period version of linear regression calc - reduces complexitiy from O(N^2) to O(N)
3. AFL: new GetChartBkColor function
4. Candlestick style switches back to bar chart when number of bars displayed is twice the number of screen pixels
5. eSignal plugin 1.9.0 (fixes to problem with RT update of certain foreign future markets such as NSF)
6. IBController 1.2.0
7. Improved speed of Day(), Month(), Year(), DaysSince1900(), DayOfWeek(), DayOfYear() functions on intraday data (upto 20x faster)
8. Improved speed of DayOfWeek(), DayOfYear(), DaysSince1900() on EOD data (upto 2x faster)
9. Optimized chart drawing for large number of bars, upto 10x faster when more than 70000 bars are visible on screen
10. Say() function has now ability to queue speak requests

A complete CHANGE LOG with detailed explanations of added features for this and previous versions and instructions are included in the: AmiBroker 5.16.0 BETA Read Me - MUST READ THIS

Filed by Tomasz Janeczko at 12:02 pm under Beta,Releases
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A new IBController (auto-trading interface) version 1.2.0 BETA has been released. It is available for download from:

http://www.amibroker.com/at/

VERSION 1.2.0 CHANGES (as compared to version 1.1.1)

1. IBc now allows to define which error codes should be ignored using File->Error code ignore list
2. upgraded to use latest TWS API 9.41 (tested with latest TWS 885.7, requires at least 879)
3. following TWS API changes ignoreRth and rthOnly flags are removed and replaced with single flag: outsideRTH

   Quote from TWS DOC http://www.interactivebrokers.com/en/software/apiReleaseNotes/api94.php?ib_entity=llc

   OutsideRTH Flag Replaces "Ignore Regular Trading Hours" and "Regular Trading Hours Only" Flags
   Supported in: All API Platforms

   A new, single order atttibute, bool OutsideRTH(), replaces two flags: ignoreRTH and rthOnly in the Order class/struct. If set to true, this new extended order attribute allows orders to trigger or fill outside of regular trading hours.

NOTE: auto-trading interface is separate and independent from IB DATA PLUGIN and is not required if you are only interested in getting data from IB / TWS.

Filed by Tomasz Janeczko at 2:43 pm under Beta,Releases
Comments Off on New version of Auto-trading interface – IBc 1.2.0 BETA

A new version of eSignal plugin (1.9.0) is released now.

It is available for download from:
http://www.amibroker.com/bin/eSignal190.exe (installer)
http://www.amibroker.com/bin/eSignal190.zip (plain zip file, eSignal.dll file to be copied manually to Plugins subfolder)

INSTALLATION:
Installer version requires just running it and clicking "extract" button. It will detect AmiBroker installation and extract plugin to correct folder automatically.

Zip version requires manual unzipping and copying the eSignal.dll file into "Plugins" subfolder of AmiBroker directory.

VERSION 1.9.0 CHANGES (as compared to 1.8.1)

1. Fixes to problem with RT update of certain foreign future markets such as NSF
2. OpenInterest field is now available in End-Of-Day mode (base time interval set to EOD).
   Note that there is NO intraday (such as 1-minute) OpenInterest history available from eSignal, hence no OI field in intraday. You can however access "current" OI field even in intraday mode using GetRTData("OpenInt")

Filed by Tomasz Janeczko at 4:09 am under Plugins,Releases
Comments Off on eSignal plugin 1.9.0 released

A new beta version (5.15.0) of AmiBroker has just been released.

It is available for registered users only from the members area at:
http://www.amibroker.com/members/bin/ab5150beta.exe

(File size: 1 810 899 bytes, 1.8 MB)

If you forgot your user name / password to the members area you can use automatic reminder service at: http://www.amibroker.com/login.html

Remember that this is a BETA software. So BACKUP YOUR FILES FIRST !
Note that you need to install official version 5.10 prior to installing this beta

This version concentrates on fixing issues found in recent betas.
It is highly recommended for users of any previous (5.1x) BETA versions.

CHANGES IN VERSION 5.15.0 (as compared to 5.14.0):

1. SetForeign called multiple times with "tradeprices" parameter set to True freed memory only partially. Now fixed.
2. Equity() function does not cause exception when running backtest with QuickAFL enabled
3. Equity() function does not require all past bars anymore when used in AA
4. OptimizerSetEngine("") in some circumstances selected random plugin. Fixed now.
5. when user has aborted optimization during in-sample step, the previously used opt params were not freed. Fixed.
6. Implemented command line parameter that allows to specify the database to load at startup. /database "the path to the database here"
7. In some places C-runtime mktime() was used leading to problems with dates prior to 1970. Fixed now.
8. During custom backtester phase the ~~~EQUITY ticker is protected from flushing out of cache (it could only happen if using OLE to access quotes inside CB proc)
9. ~~~BESTEQUITY, ~~~ISEQUITY, ~~~OSEQUITY are not flushed out from the cache during WF even if cache is small (ensures proper storing of IS/OOS equity data)
10. Single-symbol optimization now also uses QuickAFL (when enabled). Requirements for the first symbol are calculated in setup phase. To get "most safe" requirement estimation, the setup phase uses maximum values of opt params.

A complete CHANGE LOG with detailed explanations of added features for this and previous versions and instructions are included in the: AmiBroker 5.15.0 BETA Read Me - MUST READ THIS

Filed by Tomasz Janeczko at 8:20 am under Beta,Releases
Comments Off on AmiBroker 5.15.0 BETA released

A new beta version (5.14.0) of AmiBroker has just been released.

It is available for registered users only from the members area at:
http://www.amibroker.com/members/bin/ab5140beta.exe

(File size: 1 809 681 bytes, 1.8 MB)

If you forgot your user name / password to the members area you can use automatic reminder service at: http://www.amibroker.com/login.html

Remember that this is a BETA software. So BACKUP YOUR FILES FIRST !
Note that you need to install official version 5.10 prior to installing this beta

CHANGES IN VERSION 5.14.0 (as compared to 5.13.0):

1. added support for Quarterly and Yearly intervals in all parts of the program
2. Changes to drawing made in v5.13 caused improper drawing lines located PAST the last available quote (trendlines and pitchforks) when timestamping method was "START TIME of interval". This is fixed now.
3. Fixed AddSummaryRows so 'onlycols' parameter default (zero) is applied properly
4. Implemeted "Select all" via Ctrl-A keyboard shortcut for all list (result list in AA for example)
5. Mouse cursor shape (moving/sizing) reflects the selected study priority when more than one study exists under mouse position
6. new multiple Volume At Price charts at user-defined points via new PlotVolumeOverlayA function
7. QuickAFL can now be used in Automatic Analysis (Settings: General: "Use QuickAFL" - check this box) - this can speed up explorations, scans and backtests by factor of 2+ if range is less than "all quotations". More on this: http://www.amibroker.com/kb/quickafl
8. Range Bars compression now uses TickSize as "1R step". TickSize defined in the Symbol Information, if its value is zero, then 1R would be equivalent to 0.01 movement (for backward compat)
9. selecting date in multiple linked charts is now faster because redraw is not made when selected line in higher compressed interval remains in place
10. selector line in linked charts works OK now, regardless of selected time compression timestamping method
11. SetBarsRequired accepts now values -2 in special meaning: reference ALL bars
12. Sometimes progress bar did not show the name of optimization engine used. Now it is fixed
13. Status("ActionEx") provides more codes than Status("action") to detect special executions states
14. Streaming chart update could stall if trend line handle was clicked in attempt to resize and released in the very same position (without moving the mouse). Now it is fixed.
15. TimeFrameMode() now supports mode == 4 - which expresses RANGE bars in TickSize units (as opposed to mode 3 that uses dollars for backward compatiblity)
16. when display chart timing option is turned on and RT stream is active the application STATUS BAR now displays TOTAL time for all charts, it should be BELOW 1 second for RT trading

A complete CHANGE LOG with detailed explanations of added features for this and previous versions and instructions are included in the: AmiBroker 5.14.0 BETA Read Me - MUST READ THIS

Filed by Tomasz Janeczko at 4:24 am under Beta,Releases
Comments Off on AmiBroker 5.14.0 BETA released

A new beta version (5.13.0) of AmiBroker has just been released.

It is available for registered users only from the members area at:
http://www.amibroker.com/members/bin/ab5130beta.exe

(File size: 1 804 698 bytes, 1.8 MB)

If you forgot your user name / password to the members area you can use automatic reminder service at: http://www.amibroker.com/login.html

Remember that this is a BETA software. So BACKUP YOUR FILES FIRST !
Note that you need to install official version 5.10 prior to installing this beta

CHANGES IN VERSION 5.13.0 (as compared to 5.12.2):

1. During optimization Progress bar shows engine ID, opt. target, best value, step and best combination of parameters found upto "now". These figures are refreshed every second.
2. Optimization (in non-WF mode) results are sorted by optimization target column (too)
3. New optimization engine added: CMAE (Covariance Matrix Adaptation Evolutionary Strategy) optimizer plug-in
4. New optimization engine added: "Tribes" adaptive PSO optimizer implemented
5. Main app window maximize state on 2nd monitor is saved OK now.
6. Trendlines drawn in smaller interval (such as 1-minute), was moved one bar in higher interval (such as 5 minute) if compressed intraday timestamps ware set to START time of interval or FIRST tick
7. The left-hand handle moved to the next bar when it was off-screen and right-hand handle was adjusted by the user. Now it is fixed.
8. When drawing is clicked without moving the mouse, the co-ordinates stay untouched ( snap is not activated until you move the mouse)
9. AFL: AddSummaryRows changed
10. Handles from selected study line are respected (i.e when study is already selected, and multiple studies exists under "click" point, the selection does not change)
11. Magnet mode can be asynchronously (temporarily) toggled by holding SHIFT key while drawing.
12. Toggle means that if you are in magnet mode and hold down shift it will turn it off and vice versa
13. Magnet mode implemented for horizontal price levels and working correctly now (stay horizontal)

CHANGES IN VERSION 5.12.2 (as compared to 5.12.0):

1. In 5.12.0 BETA the walk-forward test was stopping after first in-sample cycle. Now it is fixed.
2. AddSummaryRows total did not include the very first row. Fixed now.

CHANGES IN VERSION 5.12.0 (as compared to 5.11.1):

1. ADK: A new interface for external optimization engines
2. Added two example non-exhaustive optimizers:
   • Standard Particle Swarm Optimizer (spso), and
   • Monte Carlo (random pick) optimizer (moca)
3. AFL: new OptimizerSetOption("name", value ) function
4. AFL: new OptimizerSetEngine("name") function
5. ADK: new example C++ source codes: PSOSample, MOCASample
6. Increased limit of optimization parameters to 100
7. AFL: new function AddSummaryRows( flags )

A complete CHANGE LOG with detailed explanations of added features for this and previous versions and instructions are included in the: AmiBroker 5.13.0 BETA Read Me - MUST READ THIS

Filed by Tomasz Janeczko at 7:33 am under Beta,Releases
Comments Off on AmiBroker 5.13.0 BETA released

A new beta version (5.12.2) of AmiBroker has just been released.

It is available for registered users only from the members area at:
http://www.amibroker.com/members/bin/ab5122beta.exe

(File size: 1 663 780 bytes, 1.6 MB)

If you forgot your user name / password to the members area you can use automatic reminder service at: http://www.amibroker.com/login.html

Remember that this is a BETA software. So BACKUP YOUR FILES FIRST !
Note that you need to install official version 5.10 prior to installing this beta

CHANGES IN VERSION 5.12.2 (as compared to 5.12.0):

1. In 5.12.0 BETA the walk-forward test was stopping after first in-sample cycle. Now it is fixed.
2. AddSummaryRows total did not include the very first row. Fixed now.

CHANGES IN VERSION 5.12.0 (as compared to 5.11.1):

1. ADK: A new interface for external optimization engines
2. Added two example non-exhaustive optimizers:
   • Standard Particle Swarm Optimizer (spso), and
   • Monte Carlo (random pick) optimizer (moca)
3. AFL: new OptimizerSetOption("name", value ) function
4. AFL: new OptimizerSetEngine("name") function
5. ADK: new example C++ source codes: PSOSample, MOCASample
6. Increased limit of optimization parameters to 100
7. AFL: new function AddSummaryRows( flags )

A complete CHANGE LOG with detailed explanations of added features for this and previous versions and instructions are included in the: AmiBroker 5.12.2 BETA Read Me - MUST READ THIS

Filed by Tomasz Janeczko at 3:06 am under Beta,Releases
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A new beta version (5.12.0) of AmiBroker has just been released.

UPDATE (June 21, 2008): A newer, fixed version 5.12.2 is released now

It is available for registered users only from the members area at:
http://www.amibroker.com/members/bin/ab5120beta.exe

(File size: 1 663 616 bytes, 1.6 MB)

If you forgot your user name / password to the members area you can use automatic reminder service at: http://www.amibroker.com/login.html

Remember that this is a BETA software. So BACKUP YOUR FILES FIRST !
Note that you need to install official version 5.10 prior to installing this beta

CHANGES IN VERSION 5.12.0 (as compared to 5.11.1):

1. ADK: A new interface for external optimization engines
2. Added two example non-exhaustive optimizers:
   • Standard Particle Swarm Optimizer (spso), and
   • Monte Carlo (random pick) optimizer (moca)
3. AFL: new OptimizerSetOption("name", value ) function
4. AFL: new OptimizerSetEngine("name") function
5. ADK: new example C++ source codes: PSOSample, MOCASample
6. Increased limit of optimization parameters to 100
7. AFL: new function AddSummaryRows( flags )

A complete CHANGE LOG with detailed explanations of added features for this and previous versions and instructions are included in the: AmiBroker 5.12.0 BETA Read Me - MUST READ THIS

Filed by Tomasz Janeczko at 8:52 am under Beta,Releases
Comments Off on AmiBroker 5.12.0 BETA released

A new beta version (5.11.1) of AmiBroker has just been released.

It is available for registered users only from the members area at:
http://www.amibroker.com/members/bin/ab5111beta.exe

(File size: 1 564 842 bytes, 1.5 MB)

If you forgot your user name / password to the members area you can use automatic reminder service at: http://www.amibroker.com/login.html

Remember that this is a BETA software. So BACKUP YOUR FILES FIRST !
Note that you need to install official version 5.10 prior to installing this beta

CHANGES IN VERSION 5.11.1 (as compared to 5.11.0):

1. Fixed problem with Walk Forward picking sometimes not the best parameter when thousand separator was used and metric values were greater than 1000 (same fix as in 5.10.2)

CHANGES IN VERSION 5.11.0 (as compared to 5.10.1):

1. Backtester: Implemented SeparateLongShortRank
2. Backtester: MaxOpenLong/MaxOpenShort implemented
3. Added ability to running Walk forward test from OLE, using Optimize(3)
4. AFL: DaysSince1900 function

A complete CHANGE LOG with detailed explanations of added features for this and previous versions and instructions are included in the: AmiBroker 5.11.1 BETA Read Me - MUST READ THIS

Filed by Tomasz Janeczko at 5:02 am under Beta,Releases
Comments Off on AmiBroker 5.11.1 BETA released