AmiBroker 4.99.0 Beta Read Me

August 11, 2007 22:43

THIS IS A BETA VERSION OF THE SOFTWARE. EXPECT BUGS !!!

Backup your data files and entire AmiBroker folder first!

INSTALLATION INSTRUCTIONS

IMPORTANT: This archive is update-only. You have to install full version 4.90 first.

Just run the installer and follow the instructions.

Then run AmiBroker. You should see "AmiBroker 4.99.0 beta" written in the About box.

See CHANGE LOG below for detailed list of changes.

CHANGE LOG

CHANGES FOR VERSION 4.99.0 (as compared to 4.98.0)

• A warning added when closing the last chart window
• Fixed possible stack overflow when using ASCII importer for files without extension but with . (dot) in a path (directory) name
• TimeFrameMode(3) (range mode) was not functional in 4.98, now it is fixed
• Fixed calculation of profit of leveraged instruments denominated in non-base currency when dynamic fx rate was used
• Private heap allocator implemented for quotes and for trading signals
  This should resolve problem of getting "out of memory" problem that could occur during very long optimizations due to poor handling of virtual memory in Windows.
  

CHANGES FOR VERSION 4.98.0 (as compared to 4.97.0)

• N-tick intervals from View->Intraday menu are enabled again in tick databases (were disabled in 4.97 only)
  
  
• AFL: Status() function: 2 new fields added
  
  " axisminy" - retrieves the minimum (bottom) value of Y axis (indicators only)
  " axismaxy" - retrieves the maximum (top) value of Y axis (indicators only)
  
  Example 1:
  
  Title = "Axis Min Y = " + Status("axisminy") + "Axis Max Y = " + Status("axismaxy");
  
  Example 2:
  
  SetChartOptions( 3, 0, ChartGridMiddle );
axismin = Status("axisminy");
axismax = Status("axismaxy");

Plot( C, "Price", colorBlack, styleBar );

// draw exactly 5 grid lines
for( i = 0; i < 5; i++ )
{
  y = axismin + i * (axismax - axismin)/4;
  PlotGrid( y, colorRed );
}

  
• HTML export / import now store extra information about the kind of file exported so when you export optimization result and re-import it later you will be able to use optimization graph (FC#: 1029)
  
  
• HTML import: sometimes when importing large files duplicate rows appeared at the end - now it is fixed (FC#1024)
  
  
• Fixed formatting of numeric values above 100000 after HTML import when comma used as thousands separator (FC#: 1029)
  
  
• Added protection against using file-system reserved characters (*?#:|></"\) in watch list names
  
  
• Implemented 5-tier commission schedule table in backtester (AA->Settings: Commission table : DEFINE...) (FC#270)
  
  
• Account Manager: commission was not subtracted from equity when scaling-in position that was open in previous amibroker run, now it is fixed
  
  
• Fixed problem with "Use only local database for this symbol" being set to "yes" during loading of the database with absent broker.master file
  
  

CHANGES FOR VERSION 4.97.0 (as compared to 4.96.0)

• Range Bar compression implemented now (FC#: 210, 1041,897,284)
  
  Range Bars are price-driven bars, with each bar having a required minimum high-low range. Source data are consolidated into one bar until the range requirement is reached, then a new bar is started. It works best with tick data that have only one price per data point. You can use it with other base time intervals as well, but please note that if single source bar H-L range exceedes desired range, the output will be single bar that has range higher than requested. In other words source bars exceeding desired range won't be splitted into several range bars. For example if you use 1 minute bars and there is $3 dollar movement and you have selected $1 range bars it won't be splitted into 3 bars. Instead you will get single bar with original $3 range.This is so because AB has no idea what happened *inside* the bar. Prices could move first downwards and later upwards or opposite or zigzaging several times or making any other pattern inside bar and this information is not available from source bar that only has OHLC prices. Note that range bar compression is not standarised. Some other softwares may attempt to split to several artificial bars when range is exceeded, but we belive it is wrong since it is based on assumptions about price action inside bar that may and usually are wrong.
  
  Range bars can now be selected as custom compression from Tools->Preferences->IntradayRange bars are also available via TimeFrameMode() function
  
  TimeFrameMode( 3 ); // turn on range bars
TimeFrameSet( 1.5 ); // set compression to 1.5$ range bar
  
  
• Mersene Twister MT19937 random number generator added
  Two new AFL functions:
  
  mtRandom( seed = Null ) - returns single random number (scalar) in the range [0,1)
  mtRandomA( seed = Null ) - returns array of random numbers in the range of [0,1)
  
  seed is random generator seed value. If you don't specify one, the random number generator
  is automatically initialized with current time as a seed that guarantees unique sequence
  
  Both functions use Mersene Twister mt19973ar-cok algorithm.
  (Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura.)
  
  Mersene Twister is vastly superior to C-runtime pseudo-random generator
  available via Random() function.
  
  It has a period of 219973 = approx 2.9*106012 For more information visit:
  http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
  
  See also:
  M. Matsumoto and T. Nishimura, "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator", ACM Transactions on Modeling and Computer Simulation, Vol. 8, No. 1, January 1998, pp 3--30.
  
  
• AFL: PopupWindow() function added (FC#: 840)
  SYNTAX:
  PopupWindow( bodytext, captiontext, timeout = 5, left = -1, top = -1 );
  
  bodytext - the string containing the text of the window body
  caption - the string containing the text of window caption
  timeout - auto-close time in seconds (default 5 seconds)
  left - top-left corner X co-ordinate (default = -1 -means auto-center)
  top - top-left corner Y co-ordinate (default = -1 - means auto-center)
  
  Example code:
  
if( ParamTrigger("Display Popup Window", "Press here" ) )
{
    PopupWindow("Current time is: " + Now(),"Alert", 2, 640*mtRandom(), 480*mtRandom());
}

  
  
• ASCII Importer: $TIMESHIFT option added (FC# 1094)
  Added ability to time-shift data at the time of the import.
  
  $TIMESHIFT shift_in_hours
  
  For example:
  
  $TIMESHIFT 2
  
  will import with date/time stamps shifted 2 hours forward
  
  $TIMESHIFT -11.5
  
  will import with date/time stamps shifted 11 and half hour backward
  
  Please note that only INTRADAY data (with TIME component provided) are shifted. EOD data (without time field) are unaffected.]
  
  
• AFL: GetPlaybackDateTime() (FC#: 837)
  
pt = GetPlaybackDateTime(); // new function to retrieve playback position date/time,
//returns zero if bar replay is NOT active

if( pt )
{
  Title = "Playback time: " + DateTimeToStr( pt );
}
else
{
  Title = "Bar Replay not active";
}

  It returns zero if bar replay is not active.
  
  
• Fixed lockup when bar replay was attempted on base time interval = tick
  
  
• Fixed passing IDispatch parameters to OLE/COM method calls
  
  
• Fixed error message typo in SetCustomBacktestProc (FC: 1085) "exit" vs "exist"
  
  
• 3D optimization chart viewer: added 4x4 Full Screen Anti-Aliasing for beautifully smooth 3D charts and improved readability
  4x4 Full-Screen Anti-Aliasing (FSAA) feature is available only on graphic cards that support this in hardware (all NVidia GeForce cards, and most recent graphic cards that have 3D acceleration). It is not available for low-end graphic cards sometimes found in the cheapest notebooks.
  If FSAA is not supported by the hardware View->Anti-aliasing menu item will be disabled (grayed).
  If FSAA is supported in hardware then it will be turned on by default.
  Note that animation speed with FSAA turned on may be lower on slower graphic cards. If speed is not acceptable you can turn off anti aliasing by unchecking View->Anti-aliasing menu (or turning off "A" button in the toolbar) of 3D chart viewer (O3G.exe).
  
  

CHANGES FOR VERSION 4.96.0 (as compared to 4.95.0)

• HTML Import to AA result list implemented (FC#579)
  Note that this feature is intended to import only HTML files exported by AmiBroker. The HTML parser used is specifically written for this particular purpose and expects certain layout of HTML file. HTML files saved by other programs can not be imported. Use Automatic Analysis -> File -> Import to access this feature.
  
  
• Account manager: added "per-trade" commission setting (FC#: 973)
  
  
• Two new backtester modes that do not remove redundant signals (FC#: 105)
  • RAW MODE: signal-based backtest, redundant (raw) signals are NOT removed, only one position per symbol allowed:
  • RAW MODE WITH MULTIPLE POSITIONS - signal-based backtest, redundant (raw) signals are NOT removed, MULTIPLE positions per symbol will be open if BUY/SHORT signal is "true" for more than one bar and there are free funds, Sell/Cover exit all open positions on given symbol, Scale-In/Out work on all open positions of given symbol at once.
    
    
    
• AFL: new function SetBacktestMode( mode )
  Sets working mode of the backtester:
  
// default, as in 4.90, regular, signal-based backtest, redundant signals are removed
SetBacktestMode( backtestRegular );

// signal-based backtest, redundant (raw) signals are NOT removed, only one position per symbol allowed
SetBacktestMode( backtestRegularRaw );

// signal-based backtest, redundant (raw) signals are NOT removed,
// MULTIPLE positions per symbol will be open if BUY/SHORT signal is "true" for more than one bar and there are free funds
// Sell/Cover exit all open positions on given symbol, Scale-In/Out work on all open positions of given symbol at once.
SetBacktestMode( backtestRegularRawMulti );

// rotational trading mode - equivalent of EnableRotationalTrading() call
SetBacktestMode( backtestRotational );


• AA window: custom draw buttons (with arrows) are redrawn on killfocus event to prevent flickering
  
  
• Fix: when symbol is deleted from database it is removed from all new watchlists as well
  
  
• Attempt to assign value to the element of the array named the same as the function inside the function declaration produces error 33 now instead of crash (FC#: 1011)
  
  
• Clicking RMB->Watchlist->Remove inside watch list node was removing symbol from all watch lists. Now it is fixed.
  
  
• Fixed cell text truncation that could happen randomly when using HTML export
  
  
• Position of compound drawings (retracements/cycles) is updated correctly now when "Properties" dialog was choosen from without selecting the drawing via LMB click
  
  
• Stops were reset to default values (from settings) when custom backtest routine was stored in separate file (not embedded or included in the formula). Now it is fixed

CHANGES FOR VERSION 4.95.0 (as compared to 4.94.0)

• Added support for AFL Code Wizard (Analysis->AFL Code Wizard menu and toolbar button)
  
  AFL Code Wizard is a new add-on for AmiBroker. It allows creation of trading system formulas without ANY programming experience. It is available for purchase for $49 one-time fee. Further upgrades are free. AmiBroker comes with trial version that has all functionality *including* export of auto-generated AFL formula to AmiBroker. The only missing feature in trial version of AFL COde wizardis saving the project in .awz format.
  
  To run it select Analysis->AFL Code Wizard menu.
  
  AFL Code Wizard instructional video can be found at: http://www.amibroker.com/video/amiwiz/AFLWiz1.html
  
  
• Symbol Tree->Right click->Watch List->Type In works from any node now (FC#991)
  
  
• Filter window supports more than 256 watchlists (FC#1006)
  
  
• Aliases are properly recognized when adding symbols to new watchlists
  
  

CHANGES FOR VERSION 4.94.0 (as compared to 4.93.0)

• AFL: 23 new low-level graphic functions allowing Windows GDI-like painting
  Completely new low-level graphic AFL interface allows complete flexibility in creating any kind of user-defined display.
  
  The interface mimics closely Windows GDI API, with same names for most functions for easier use for GDI-experienced programmers. The only differences are:
  1. compared to Windows GDI all functions are prefixed with 'Gfx'
  2. pen/brush/font creation/selection is simplified to make it easier to use and you don't need to care about deletion of GDI objects
  3. Three overlay modes are available so you can mix low-level graphics with regular Plot() statements
  (mode = 0 (default) - overlay low-level graphic on top of charts, mode = 1 - overlay charts on top of low-level graphic, mode =2 - draw only low-level graphic (no regular charts/grid/titles/etc))
  
  Low-level graphics tutorial: http://www.amibroker.com/guide/h_lowlevelgfx.html
  
  Available low-level gfx functions (click on the links for detailed explanation):
  GfxMoveTo( x, y ) http://www.amibroker.com/f?gfxmoveto
  GfxLineTo( x, y ) http://www.amibroker.com/f?gfxlineto
  GfxSetPixel( x, y, color ) http://www.amibroker.com/f?gfxsetpixel
  GfxTextOut( "text", x, y ) http://www.amibroker.com/f?gfxtextout
  GfxSelectPen( color, width = 1, penstyle = penSolid ) http://www.amibroker.com/f?gfxselectpen
  GfxSelectSolidBrush( color ) http://www.amibroker.com/f?gfxselectsolidbrush
  GfxSelectFont( "facename", pointsize, weight = fontNormal, italic = False, underline = False, orientation = 0 ) http://www.amibroker.com/f?gfxselectfont
  GfxRectangle( x1, y1, x2, y2 ) http://www.amibroker.com/f?gfxrectangle
  GfxRoundRect( x1, y1, x2, y2, x3, y3 ) http://www.amibroker.com/f?gfxroundrect
  GfxPie( x1, y1, x2, y2, x3, y3, x4, y4 ) http://www.amibroker.com/f?gfxpie
  GfxEllipse( x1, y1, x2, y2 ) http://www.amibroker.com/f?gfxellipse
  GfxCircle( x, y, radius ) http://www.amibroker.com/f?gfxcircle
  GfxChord( x1, y1, x2, y2, x3, y3, x4, y4 ) http://www.amibroker.com/f?gfxchord
  GfxArc( x1, y1, x2, y2, x3, y3, x4, y4 ) http://www.amibroker.com/f?gfxarc
  GfxPolygon( x1, y1, x2, y2, ... ) http://www.amibroker.com/f?gfxpolygon
  GfxPolyline( x1, y1, x2, y2, ... ) http://www.amibroker.com/f?gfxpolyline
  GfxSetTextColor( color ) http://www.amibroker.com/f?gfxsettextcolor
  GfxSetTextAlign( align ) http://www.amibroker.com/f?gfxsettextalign
  GfxSetBkColor( color ) http://www.amibroker.com/f?gfxsetbkcolor
  GfxSetBkMode( bkmode ) http://www.amibroker.com/f?gfxsetbkmode
  GfxGradientRect( x1, y1, x2, y2, fromcolor, tocolor ) http://www.amibroker.com/f?gfxgradientrect
  GfxDrawText( "text", left, top, right, bottom, format = 0 ) http://www.amibroker.com/f?gfxdrawtext
  GfxSetOverlayMode( mode = 0 ) http://www.amibroker.com/f?gfxsetoverlaymode
  
  
• AFL: Two new fields in Status() functions: pxwidth and pxheight (
  Status("pxwidth") - gives pixel width of chart window (useful for low level graphics functions that operate on pixels)
  Status("pxheight") - gives pixel height of chart window
  
  
• Better scaling and no more black rectangle on the bottom in images created via Edit->Image->Copy / Export
  
  
• "New Look" charts (switchable via Tools->Preferences "Charting") - give cleaner, larger and more readable chart display and printout
  
  
• Printing/copy-metafile function uses now Enhanced Metafile format that handles clipping regions (styleClipMinMax)
  
  

CHANGES FOR VERSION 4.93.0 (as compared to 4.92.0)

• Fixed exception that maight occur when copying to clipboard very long lines from AA result list
  
  
• CategoryGetName() now returns empty string for non-existing categories instead of some uninitialized (random) string
  
  
• Fixed exception when trying to apply commentary on blank chart pane
  
  
• AFL editor fix: right Alt + z does not trigger 'undo' anymore (allows to enter Polish z (z-dot-above) letter)
  
  
• Fixed exception occuring when Symbol Information was edited at the same time while first auto-analysis was run
  
  
• Fixed bar replay not functioning when viewing interval was the same as base time interval and set to less than 5 minute, mixed mode was off, and no afterhours/weekend filtering was enabled (FC#: 899)
  
  
• Fix: defined FXRate for the very first symbol in the database is used correctly now (FC#: 975)
  
  
• When LoadFormula() method of Analysis object is called parameters are reset now (FC#: 958)
  
  
• Ability to export Chart in "portable" format so you can distribute chart templates to others and they will be restored together with all linked formulas (FC#: 96)
  This feature is available from RIGHT CLICK on chartTemplate->Save...Template->Load...
  menus.
  
  In addition to old local template format a new one is added with .chart extensionthat keeps not only window sizes and formula references (paths) but also formulas themselves,so all you need to do is to save your chart into one file (Chart Template, Complete *.chart)and copy that file onto different computer and chart will be recreated with all formulas linked to it.
  
  To Save chart into new format do the following:
  
  1. Click with RIGHT MOUSE button over the chart and select Template->Save...
  
  2. In the file dialog, "Files of type" combo select "Chart Template, Complete (*.chart)"
  
  3. Type the file name and click Save.
  
  To load previously saved complete chart do the following:
  
  1. Click with RIGHT MOUSE button over the chart and select Template->Load...
  
  2. In the file dialog, select previously saved *.chart file and press "Open"
  
  Note: The procedure AmiBroker does internally is as follows: When you save the chart into new format it saves XML file with:
  
  a) names of all sheets, panes, their sizes, locations and other settings
  b) paths to all formulas used by all panes
  c) the text of formulas themselves
  
  When you load the chart in new format AmiBroker:
  a) sets up the sheets/panes according to information stored in the file
  b) for each formula stored in the file it checks if the same formula exists already on target computer:
  - if it does not exist - it will create one
  - if it exists and the contents is identical to the formula stored in .chart file it will do nothing
  - if it exists and the contents is different then it will create NEW formula filewith _imported.afl suffix (so old file is not touched) and will reference the pane to the _imported.afl formula instead.
  
  IMPORTANT NOTE: if you use any #include files AmiBroker will store the contentsof include files as well inside chart file and will attempt to recreate them on target machine.Please note that in case of includes it will check if it exists and if it is different.If both conditions are met (different file exists already) it will ask to replace or not.If you choose to replace - it will replace and make backup of existing one with .bak extensionIf you are using any files in "standard include files and include them using <> braces, AmiBroker will restore files in target machine standard include folder as well evenif the standard include folder path is different on the source machine).
  
  Note also - that this functionality is a bit experimental and pretty complex internally. There may be some bugs even though it was tested on number of different setups. Feedback is welcome. It is intended to be used to port charts between different computers. For storing layouts/templates on local computer you should rather use old formats as they consume much less space (they store only references,not the formulas themselves). One may however use new format for archiving purposes as itkeeps formulas and all references in one file that is very convenient for backups.

CHANGES FOR VERSION 4.92.0 (as compared to 4.91.1)

• Watch list tooltips now show WL ordinal number (index), name and symbol count
  
  
• new menu item "WatchLists->Hide Empty watchlists" allows to show/hide empty watchlists
  Note that when you add new watch list AmiBroker will automatically unhide empty watch lists so you can see newly added list.
  
  
• AFL: Category* functions work fine now with more than 256 watch lists
  
  
• AFL: new function: CategoryFind() allows to search for category by name
  
  SYNTAX: CategoryFind( "name", category )
  RETURNS: number
  FUNCTION: It allows to search for category by name. It takes category name and kind as parameters and returnsINDEX (ordinal number). For example it allows to find watch list index by name:
  
  wlnumber = CategoryFind("MyWatch List 1", categoryWatchlist );
mysymbols = CategoryGetSymbols(categoryWatchlist, wlnumber );
  
  The index (in the above example watch list number) can be later used in functions thatneed the index (like CategoryGetSymbols).
  
  
• AFL: new function: InWatchListName() allows to reference watch list by name
  It is equivalent to InWatchList function except that it takes watch list name as parameter instead of the index.
  
  SYNTAX InWatchListName( "listname" )
  RETURNS NUMBER
  FUNCTION Checks if the stock belongs to a watch list having name of listname. If yes - the function returns 1 otherwise 0.
  EXAMPLE
  
  Filter= InWatchListName( "mywatchlist" ) OR InWatchListName( "mysecondwatchlist" );
  
  Note that this function is a bit slower than InWatchList() function.
  
  
• Fixed Watch List Export - now exports from selected watch lists (not only from watch list number zero)
  
  If you select only one watch list to export then original symbol order is preserved, multiple watch list export uses alphabetical order to prevent duplicates.
  
  
• Fixed Watch List Sorting - now sorts selected watch list (not only watch list number zero)
  
  

CHANGES FOR VERSION 4.91.1 (as compared to 4.91.0)

• fixed symbol tree refresh after Watchlist->Import

CHANGES FOR VERSION 4.91.0 (as compared to 4.90.5)

• AA: new options in the context menu "Replace watch list with the results/selected results"
  This new option empties the watch list before adding results. The order of symbols in the result list is preserved in the watch list.
  
  
• Watchlists: context (right click) menu - now there is no WL selection dialog displayed
  If you select the watch list from symbol tree and click with RIGHT mouse button to bring up watch list menu the selected watch list is used automatically and watchlist selector dialog is not displayed.
  
  
• Watchlists: redesign - now there is no limit on number of watch lists you can use
  a) watch lists are now stored as text files inside "Watchlists" folder inside database. The folder contains of any number of .TLS files with watch lists themselves and index.txt that defines the order of watch lists. You can add your own .tls file (one symbol per line) and AmiBroker will update index.txt automatically (adding any new watch lists at the end)The .TLS files can also be open in AmiQuote.

  
  b) watch lists remember the order in which symbols were added, so for example if you sort AA result list in some order and then you"add symbols to watch list" the order will be kept in the watch list.

  
  c) you can now Add/Delete watch lists using Symbol->Watch List-> menu or from watch list context menuNote that if you have done any customization to the menu, you may need to go to Tools->Customize, select "Menu Bar" and press "Reset" button for this new menu items to appear.

  
  d) you can now alphabetically sort the symbols in the watch list

  
  e) all watch lists are shown in the symbol tree now, even if they are empty.

  
  f) for backward compatibility OLE automation WatchListBits/WatchListBits2 properties of Stock object continue to work for first 64 watch lists (bit states are transparently emulated)

  
  g) Watch lists created in 4.91 are not visible for older versions
  
  

• When changing selected symbol, the tree is not traversed to the bottom (root). Instead only current branch is checked and if symbol is selected only if it is present under this branch (This prevents unnecessary unfolding of "All" and other branches)

• AFL Editor: AUTOWORDSELECTION turned off
  

• AFL: switch/case statement added (completed: 2007-03-31) (ext.ID: 580). More information: http://www.amibroker.com/guide/v50/keyword/switch.html
  
  Example:
  
  for( n = 0; n < 10; n++ )
{
printf("Current n = %f\n", n );

switch(n) {
    case 0:
      printf("The number is zero.\n");
      break;
    case 3:
    case 5:
    case 7:
      printf("n is a prime number\n");
      break;
    case 2: printf("n is a prime number\n");
    case 4:
    case 6:
    case 8:
      printf("n is an even number\n");
      break;
    case 1:
    case 9:
      printf("n is a perfect square\n");
      break;
    default:
      printf("Only single-digit numbers are allowed\n");
    break;
   }

  

• AFL: break/continue statements added (supported inside for/while/do-while/switch statements). More information:
  http://www.amibroker.com/guide/v50/keyword/break.html
  http://www.amibroker.com/guide/v50/keyword/continue.html
  
  Example:
  
  for(i = 1; i < 1000; i *= 2 )
{
   if( i > 50 ) break;
   printf("%f\n", i );
}
  

• AFL: new C-like assignment operators +=, -=, *=, /=, %=, &=, |=

  New operators are shortcuts for some common operations.

  x += y; is equivalent to x = x + y;
  x -= y; is equivalent to x = x - y;
  x *= y; is equivalent to x = x * y;
  x /= y; is equivalent to x = x / y;
  x %= y; is equivalent to x = x % y;
  x &= y; is equivalent to x = x & y; // bitwise and
  x |= y; is equivalent to x = x | y; // bitwise or
  

   

• Enanced display in Real Time Quote window (dual-step change coloring - when field changes it is highlighted with bright yellow for 0.25 second then color changes to pale yellow and after a while to default (white) background))
  

If you experience any problem with this beta version please send detailed description of the problem (especially the steps needed to reproduce it) to bugs at amibroker.com