AmiBroker 5.08.0 Beta Read Me

April 5, 2008 15:57

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 5.00 first.

Just run the installer and follow the instructions.

Then run AmiBroker. You should see "AmiBroker 5.08.0 beta" written in the About box.

See CHANGE LOG below for detailed list of changes.

CHANGE LOG

CHANGES FOR VERSION 5.08.0 (as compared to 5.07.0)

• Walk-Forward: "Easy" mode divided into two submodes: EOD and Intraday
  Easy EOD mode assumes that you are using EOD data for walk-forward.
  Easy Intraday mode assumes that you are using Intraday data for walk-forward
  The difference is that in EOD mode the END date of previous period and START date of next period are the same - thus avoiding gap
  between periods. Intraday mode set START date of the next period as NEXT DAY after END of previous period. That guarantees
  that boundary day is not counted twice when testing on intraday data.
  
• SetOption("GenerateReport", value )
  New option added to SetOption call
  " GenerateReport" - 0/1/2
  By default backtest reports are generated ONLY for portfolio backtests and for individual backtests if individual reporting is turned on in the settings. Reports are disabled for optimization.
  Now with the SetOption() function you can either supress report generation for backtests or enable report generation during certain optimization steps, all from code level.
  SetOption("GenerateReport", 0 ); // suppress generation of report
  SetOption("GenerateReport", 1 ); // force generation of full report
  SetOption("GenerateReport", 2 ); // only one-line report is generated (in results.rlst file) viewable as single line in Report Explorer
  
• Total chart redraw time is calculated properly if multiple documents and charts are open that results in smoother performance and no update lockup
• When custom color palette is changed, any old RGB color that is not present in changed palette is matched to closest "standard" color
• Bugfix: when crosshair was enabled and moved OUTSIDE chart windows, then CPU usage was high. Now it is fixed
• Walk-Forward: when starting date is the last day of the month and step is n-month then it is treated as special case
  AmiBroker now detects that start day is the last day of the month and moves the window to the last day of NEXT month, even if it is shorter.
  That addresses the problem when one starts with January 31 and wants to step by one month - > since there is NO February 31, previous version
  moved to March 3rd. Now it detects that it is last day of the month and moves to Feb 28 (or 29). Then in next step it will move to March 31.
  

CHANGES FOR VERSION 5.07.0 (as compared to 5.06.0)

• a bugfix in 5.06 affected Foreign() function so it did not load the data on very first access - now fixed. This fixes also huge drawdown numbers that occurred on open positions at the end of trade list if cache size was small
• AFL: SetChartOptions has now 2 more parameters that allow to set custom scaling
  SetChartOptions( Mode = 0, Flags = 0, gridFlags = chartGridMiddle, ymin = 0, ymax = 0 )
  new ymin, ymax parameters specify Y-axis minimum and maximum values for custom scaling.
  If you specify any values that meet the condition ymin < ymax, AmiBroker will turn OFF automatic scaling and use specified min/max values
  for Y scale. Note that Mode argument controls when these settings are applied (0 - only when new chart is created, 1 - always), when modes 2 and 3 are used - scaling is not changed.
• bugfix: in 5.06.0 deleting the very first symbol raised exception, now it is fixed
• bugfix: rarely when trade profits gone to absurd levels (for example if user switched off price checking and used zero as entry price), AmiBroker would crash when generating profit distribution chart, now it is fixed
• Crosshair moves way faster and flicker is practically eliminated
• Crosshair state is global now and saved between sessions
• Crosshair works now in floating windows and in inactive windows too
• IS, OOS, BEST equity tickers are now put into group 253 and market 253 (composites)
  

CHANGES FOR VERSION 5.06.0 (as compared to 5.05.1)

• Walk Forward: now you can select "trading days" instead of calendar days as step unit. Currently it is using simplified method: Mon-Fri as a trading days
• Walk Forward settings: fixed lockup (due to infinite loop) when step was set to zero, also added other checks for invalid entries
• RT Quote window: now symbols can be re-arranged by drag-and-drop (simply click on the symbol, hold and drag to re-arrange order)
• RT Quote window: faster refreshes and multi-step color fading
• RT Quote window: added ability to type-in multiple symbols directly (instead of selecting one by one or via existing watch list)
• RT Quote window: added ability to insert EMPTY line (to separate symbol groups)
• Preferences / Currencies: now you can define upto 20 currencies for multiple-currency backtesting
• New FindSignal function in Backtester object (custom backtester procedure) allowing fast lookups for signals matching given symbol
  bo = GetBacktesterObject();
  bo.FindSignal( bar, symbol, type )

  where
  bar is a bar number
  symbol is ticker symbol
  type represents type of signal to find: 0 - both entries and exits, 1 - only entries, 2 - only exits

  The function finds for first matching signal that has fPrice != -1 (different than -1). If 0 is used as type, and entry and exit is on the same bar then entry signal will be returned. Note: fPrice = -1 is a special marker meaning that given signal should be ignored.

• Internal symbol pointers stay the same when new symbols are added or deleted. This addresses exceptions when using AddToComposite during backtests among other things
  This fixes: FC#1101, exceptions when using AddToComposite inside CBT and exceptions occuring sometimes with COM when adding / removing symbols
• Floating panes are now "sticky" that makes it easier to arrange the workspace
• Charts: ability to hide vertical quote marker
  The control over vertical quote marker is given now via
  Parameter dialog -> Axes & Grid -> Vert. quote marker: Show/Hide

  And programmatically via SetChartOptions function:
  SetChartOptions( 2, chartHideQuoteMarker );
  

• Bugfix: when "pad and align" was used in AA and reference symbol did not have all trading days, the data used for very first symbol in the watch list under test could have been unaligned for the very first AA run, subsequent runs were OK)
• Alert Output column sizes / layout are now preserved between sessions
• Added two new backtest modes: backtestRegularRaw2 and backtestRegularRaw2Multi that do not remove excess EXIT signals
  The common thing between Raw and Raw2 modes is that they both do NOT remove excess ENTRY signals.
  The difference is that Raw modes remove excess EXIT signals, while Raw2 do NOT.
  In Raw2 modes all exit signals (even redundant ones) are passed
  to second phase of backtest just in case that you want implement strategy that skips first exit. Lets suppose that you want to exit on some condition from first phase but only in certain hours or after certain numbers of bars in trade or only when portfolio equity condition is met. Now you can do that in raw2 modes.
  Note that Raw2 modes can get significantly slower when you are using custom backtester code that iterates thru signals as there can be zillions of exit signals in the lists even for symbols that never generated any entry signals, therefore it is advised to use it only when absolutely necessary. Raw2 modes are also the most memory consuming.

  Note also that if you run the system WITHOUT custom backtest procedure there should be no difference between Raw and Raw2 modes (other than speed & memory usage) as first matching exit signal is what is used by default.

• 3D chart viewer: process priority is now set to IDLE
• 3D chart viewer: animation is now smoother (upto 100fps vs 25fps)
  
  

CHANGES FOR VERSION 5.05.1 (as compared to 5.05.0)

• Walk Forward AA Settings: added error message when start date > end date
• Walk Forward AA Settings: added "preview" list - showing all IS and OOS segments with dates

CHANGES FOR VERSION 5.05.0 (as compared to 5.04.2)

• Walk Forward: "Easy" mode in the settings implemented - it sets "out-of-sample" parameters automatically based on in-sample settings
• GetCursorMouseButtons new flag = 8 - means that current chart just received mouse click
  
  /////////////////////////////////////////////////
// Low-level graphic + Interactive GUI control sample
// This example shows:
//  1. how to draw "buttons"
//  2. how to handle mouse clicks
//  3. how to implement event call-backs
///////////////////////////////////////////////////

Version( 5.04 ); // requires 5.04 or higher

////////////////////////////////////////////////////
// Part 1: DRAWING TABLE OF BUTTONS
//////////////////////////////////////////////////
GfxSetOverlayMode( 2 );
// formatted text output sample via low-level gfx functions

CellHeight = 20;
CellWidth = 100;
GfxSelectFont( "Tahoma", CellHeight/2 );

GfxSetBkMode( 1 );

function PrintInCell( string, row, Col )
{
GfxDrawText( string, Col * CellWidth, row * CellHeight, (Col + 1 ) * CellWidth, (row + 1 ) * CellHeight, 0 );
}

GfxSelectPen( colorBlue );
for( i = 0; i < 10 && i < BarCount; i++ )
{
for( k = 0; k < 5; k++ )
{
   PrintInCell( "Button " + i + "," + k, i, k );
}
GfxMoveTo( 0, i * CellHeight );
GfxLineTo( 5 * CellWidth, i * CellHeight );
}
GfxMoveTo( 0, i * CellHeight );
GfxLineTo( 5 * CellWidth, i * CellHeight );

for( Col = 1; Col < 6; Col++ )
{
GfxMoveTo( Col * CellWidth, 0);
GfxLineTo( Col * CellWidth, 10 * CellHeight );
}


/////////////////////////////////////////////////////////
// Part 2: MOUSE BUTTON CALL BACKS
//////////////////////////////////////////////////////////
Title="";

function DrawButton( px, py, Clr1, Clr2, text )
{
     Col = floor( px / CellWidth );
     Row = floor( py / CellHeight );

   
   GfxGradientRect( Col * CellWidth, row * CellHeight, (Col + 1 ) * CellWidth, (row + 1 ) * CellHeight,
                   Clr1, Clr2 );

     PrintInCell( text + " " + row + "," + Col, row, Col );

}

function OnLMouseButton(x, y, px, py)
{
   _TRACE("LButton x = " + DateTimeToStr( x ) + " y = " + y );

   DrawButton( px, py, ColorHSB( 50, 255, 255 ), ColorHSB( 90, 255, 255 ), "just clicked" );
}

function OnRMouseButton(x, y, px, py)
{
   _TRACE("RButton x = " + DateTimeToStr( x ) + " y = " + y );
}

function OnMMouseButton(x, y, px, py)
{
   _TRACE("MButton x = " + DateTimeToStr( x ) + " y = " + y );
}

function OnHoverMouse(x, y, px, py)
{
   _TRACE("LButton x = " + DateTimeToStr( x ) + " y = " + y );

     DrawButton( px, py, ColorRGB( 230, 230, 230 ), ColorRGB( 255, 255, 255 ), "mouse over" );
}

function OnLButtonIsDown(x, y, px, py)
{
   _TRACE("LButton x = " + DateTimeToStr( x ) + " y = " + y );

     DrawButton( px, py, ColorHSB( 190, 255, 255 ), ColorHSB( 210, 255, 255 ), "down" );
}

/////////////////////////////////////////////////////////
// Part 3: GENERAL PURPOSE EVENT HANDLER (reusable! - may be put into "include" file)
////////////////////////////////////////////////////////

function EventHandler()
{
local b, x, y, px, py;
b = GetCursorMouseButtons();

// retrieve co-ordinates in date/value units
x = GetCursorXPosition(0);
y = GetCursorYPosition(0);

// retrieve co-ordinates in pixel units
px = GetCursorXPosition(1);
py = GetCursorYPosition(1);

if( b & 8 ) // flag = 8 is set when window just received mouse click
{
   // not-null means clicked in THIS (current) window
   if( b & 1 ) OnLMouseButton( x, y, px, py );
   if( b & 2 ) OnRMouseButton( x, y, px, py );
   if( b & 4 ) OnMMouseButton( x, y, px, py );
}
else
{
  if( b == 0 ) OnHoverMouse( x, y, px, py ); // no button pressed
  if( b == 1 ) OnLButtonIsDown( x, y, px, py ); // button pressed
}
}

EventHandler();
RequestTimedRefresh( 1 );

  
• GetCursorXPosition/GetCursorYPosition return non-null values when mouse is over the current chart regardless if it was clicked or not
• BUGFIX: trend line sometimes moved to the right edge when drawing/moving them while two charts were opened in different periods
• Selector line is not drawn (does not blink) when GfxOverlayMode is set to 2
• Walk Forward document can now be closed and/or hidden during WF (it is not re-opened constantly)
  

CHANGES FOR VERSION 5.04.2 (as compared to 5.04.1)

• New log scale (5.04.1) was not working nicely for small dynamic range charts - chart looked compressed. Fixed now.
• Chart Periodicity on MDI tab is now updated when switching
• Trendlines work fine with thick and dotted styles again (broken in 5.04)
• AFL: GetCursorXPosition/GetCursorYPosition functions changed
  1. The functions now by default return NULL (empty value) if mouse is OUTSIDE the current window

  2. New "mode" parameter controls what values are returned

  GetCursorXPosition( mode = 0 )
  GetCursorYPosition( mode = 0 )

  mode = -1 - (old compatibility mode) - x - value gives X-coordinate in DateTime format. y - value gives PRICE. Values are reported no matter where is the mouse (i.e. may refer to window different than current if mouse is outside current window).
  mode = 0 - (default) x - value gives X-coordinate in DateTime format. y - value gives PRICE. Returns NULL if mouse is outside current window
  mode = 1 - x, y - are mouse coordinates expressed in screen PIXELS. Returns NULL if mouse is outside current window
  

CHANGES FOR VERSION 5.04.1 (as compared to 5.04.0)

• WF: Settings "Optimization target" combo box shows all built-in fields now
• WF: now combined in-sample and out-sample equities are available by ~~~ISEQUITY and ~~~OSEQUITY composite tickers
  (consecutive periods of IS and OOS are concatenated and scaled to maintain continuity of equity line - this approach assumes that you generally speaking are compounding profits)
  To display IS and OOS equity you may use for example this:
  PlotForeign("~~~ISEQUITY","In-Sample Equity", colorRed, styleLine);
PlotForeign("~~~OSEQUITY","Out-Of-Sample Equity", colorGreen, styleLine);
Title = "{{NAME}} - {{INTERVAL}} {{DATE}} {{VALUES}}";
  
• WF: in-sample best uses "first best" result consistenly instead of quicksort (that did not prevent original order)
• WF: the output window is re-open when user closes it during Walk Forward optimization
• Log chart scaling enhanced to handle nicely extreme dynamic range
  

CHANGES FOR VERSION 5.04.0 (as compared to 5.03.0)

• AFL Formula Editor: Copy-paste does not "eat" last character
• AFL Formula Editor: Edit->Prettify Selection function added
• Calling Activate() method of Window object does not maximize MDI window any more
• Print Preview works fine now with floating windows
• Walk-Forward Optimization implemented (v1)
  

CHANGES FOR VERSION 5.03.0 (as compared to 5.02.2)

• Fixed: Pane/Template options do not work on floating window
• Added: Interval linking
• New linking settings are now saved in layouts and restored properly
• (re-)added: Cursor linking - selector line moves together in symbol and/or linked charts
• Removed File->New->Linked chart (new linking replaces this functionality)
• Fixed: Layouts with old-style linked charts are now automatically converted into new scheme when loading layout
  

CHANGES FOR VERSION 5.02.2 (as compared to 5.02.1)

• fixed problem with c-like multi-line comments /* */ that appeared in 5.02.1 beta

CHANGES FOR VERSION 5.02.1 (as compared to 5.01.1)

• Implemented Unlimited nesting of #include and #include_once
• True multi-monitor support. Chart windows can now be floated (outside main application frame) and moved to different monitors
• Implemented new way of symbol-linking of charts (the button next to scrollbar allows to choose linked group (1-9))
• Fixed crash when attempting to backtest on empty watch list (bug introduced in 5.01)
• AFL: SetBarFillColor( colorarray ) allows to independently control candlestick, bar, cloud, and area chart fill color
• OLE: when Broker.Application reference count drops to zero and AB was not running prior to CreateObject() then the AB is closed
• Implemented workaround to Windows XP list view drawing bug (MS KB813791)
• Floating pane title is synchronized now (5.02.0 fix)
  

CHANGES FOR VERSION 5.01.1 (as compared to 5.01.0)

• fixed loading of customized toolbars
• toolbar customizations are now stored in Broker.exe-CommandBars51 (number increased) to isolate new betas and old versions

CHANGES FOR VERSION 5.01.0 (as compared to 5.00.0)

• Tweaks in backtester for improved performance
  Portfolio backtester on average 2x faster for both multiple and single-security tests (some trivial, frequently trading systems may observe upto 5x speedup on multiple securities during long analysis periods). Note that AFL engine speed has NOT changed as compared to 5.00. Speed increase comes from backtester tweaks alone, so the longer AFL code is the less speed-up you will see, because backtester processing would account for smaller part of overall execution time.
  
• Tweaks in quote handling for improved performance
• Code profiler - shows code analysis with detailed per-function timing report. Available from AFL Editor: Tools->Code Check & Profile menu
  

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