AmiBroker 5.45.0 BETA Read Me

September 19, 2011 16:06

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 5.40 first.

Just run the installer and follow the instructions.

Then run AmiBroker. You should see "AmiBroker 5.45.0 BETA" written in the About box.

See CHANGE LOG below for detailed list of changes.

CHANGE LOG

CHANGES FOR VERSION 5.45.0 (as compared to 5.44.1)

• 64-bit version compiled with new version of C runtime (Microsoft security update)
• Fixed date/time column sorting in virtual list views when regional date format was different than yyyy-MM-dd
• AFL: ClipboardSet() returns True (1) when clipboard has been successfully set. Sometimes clipboard is locked by another applications and then write can fail (ClipboardSet() will return zero/False then)
• New Analysis: Changed alignment of Date/Time column to left in backtest result list.
• Most AFL engine setup moved to worker threads. Result - smaller UI thread load in MT charts (better scalability) and much faster (upto 2x) explorations/scans in New Analysis window
• New Analysis: added "Info" tab that provides some summary information about analysis (number of rows, timings, backtest summary) - contents can be copied using Ctrl+C / Edit->Copy
  
  NOTE:
  End users should only look at "Completed in... sec" line that shows actual run time of the analysis (scan/exploration/backtest).

  The times shown in "timings" row are for Amibroker.com internal use. In development/testing they help us tweak the performance of various parts of analysis engine. The detailed timings do not sum up to actual run time. No further infomation is available at the moment. The "timings" row is subject to change/removal in the future versions.

  If you have problems/questions with the performance of new Analysis window please copy (Ctrl+C) the contents of Info tab and send to support.
  

• New Analysis: first-phase backtest signal processing and ranking moved to non-UI threads, enabling better parallelism, results in better backtest performance (upto 2x in with trivial codes)
  

CHANGES FOR VERSION 5.44.0 (as compared to 5.43.1)

• New Analysis: fixed AddToComposite()
• New Analysis: Interval() function was working incorrectly in new analysis window. Fixed.
• New Analysis: Backtest ~~~EQUITY symbol did not have "use only local database" set in 5.43.1. Fixed.
• New Analysis: Backtest performance improved by removing some unnecessary list view refreshes (now it should never be slower than old AA even with simplest formulas)
  

CHANGES FOR VERSION 5.43.1 (as compared to 5.43.0)

• When range different than "All quotes" was selected, backtest in new Analysis window could produce incorrect results in 5.43.0. Fixed.

CHANGES FOR VERSION 5.43.0 (as compared to 5.42.0)

• New Analysis Window: multi-threaded Backtest feature implemented (experimental)
  
  Note that only first phase of backtest is multithreaded (each symbol in separate thread). 2nd phase (custom backtest) is executed in main thread as there is only one symbol to work on (i.e. equity) and it needs to talk with OLE which is single threaded and GUI.
  
• Load/Unload buttons removed from Plugins dialog. This was developer-only feature and it was abused by ordinary people who were unloading plugins that were actually in -use (such as data plugins when being connected to given data source)
• ListViews: the last line (partially shown) in RT quote window was not easily selectable. Fixed
• New Analysis window: Implemented Parameters dialog
• AFL: GetCursorMouseButtons() sometimes missed clicks when multithreading was on and formula took ages to execute. Now it is now 100% reliable.
• Auto-selection of proper layer based on selected viewing interval
  NOTE: This feature can be turned off by click with RIGHT mouse button over layers window and UNCHECKING "Auto-select layer"
  
• IRA accounts support - implemented Settlement delay in backtester, via SetOption("SettlementDelay", x )
  
  "SettlementDelay" option describes the number of days (not bars) it takes for sale proceeds to settle and be available for opening new positions.
  SetOption("SettlementDelay", 3 ); // this will cause that proceeds from sale are only available for trading on 3rd day after sale
  For detailed tracking
  " Detailed log" report option now shows available and unsettled funds for T+1, T+2 and so on

  Note: when using this option it is recommended to use backtestRegularRaw instead of backtestRegular, otherwise some trades may not be entered
  because funds are not settled immediately and you need to be able to enter not on first but subsequent buy signals and that is exactly what backtestRegularRaw offers.

  Note2: old backtester (Equity() function) ignores settlement delay

• Zoom in/out toolbar buttons zoom in finer steps (+/-10%)
• Analysis ListView, RMB menu new option: "Add Rank column" - adds a column with ordinal rankings based on current sort or just row number column when list is not sorted
• New feature: Adding new chart/research/account/analysis via (+) tab
• New Analysis window: Implemented SetSortColumns
• New Analysis window: Implemented AddSummaryRows
  

CHANGES FOR VERSION 5.42.0 (as compared to 5.41.0)

• Implemented right click menu in new Analysis windows (Add symbols to watchlist/Show arrows functionality)
• Zoom in/out toolbar buttons now have auto-repeat feature
• In 5.41.0 Ctrl+C from list view copied text without tabs (column separators). Fixed
• In 5.41.0 did not refresh progress dialog optimization status list. Fixed. (owner draw list view initial size is retrieved in PreSubclass now)
• In 5.41.0 did not display Time&Sales in reverse order (newest on top). Fixed.
  

CHANGES FOR VERSION 5.41.0 (as compared to 5.40.3)

• New Analysis window (File->New->Analysis) - featuring multithreaded Scan and Exploration
  Performance note:
  to fully benefit from multithreading it is best to use AmiBroker local NATIVE database (not external)
  as it is the only database that can deliver data quickly enough.

  Tests show that on AmiBroker native databases scans and explorations are 100% scalable to multiple cores
  - i.e. for example would run upto 8 times faster on 8 CPU/core machine.
  
  IMPORTANT: This window is work-in-progress. Multithreaded Backtest and Optimization features will be added later.

• AFL: AddColumn - added mini bar charts to explorations
  Exploration now features ability to create mini bar charts in individual cells.

  AddColumn has new parameter 'barchart'

  AddColumn( ARRAY, "Caption", format = 1.2, fgcolor = colorDefault, bkcolor = colorDefault, width = -1, barchart = null )

  'barchart' parameter accepts values from 0...100 represening percentage width of bar chart displayed in a cell
  the in-cell bar chart is drawn with bkcolor (background color).

  Example usage:

  Filter=1;
  AddColumn( Close, "Close" );
  rank = PercentRank( Close, 100 );
  Color = ColorHSB( rank * 64/100, 255, 255 );
  AddColumn( rank, "100-day percent rank", 1.2, colorDefault, Color, -1, rank );

  Note that although this example uses same value for numeric display and chart bar width, it does NOT need
  to be the same, i.e. numerical value of the cell is independent from bar chart.
  

• Totally rewritten listview with very efficient owner draw code speeds up list view scrolling/resizing/repainting more than 10 times. Native system ListView control is terribly slow on Windows XP/Vista/7 (surprisingly it was many times faster in Win9x!)
• AFL: Percentile() does a param check for range > 0 now
• Mini-chart in RT Quote window - Mini chart shows where LAST price is within LOW-HIGH range.
• Errors and warnings are now displayed in red color in the indicator pane
• During actual GDI chart rendering AmiBroker measures time and if it exceeds 500ms timeout it stops rendering with Warning 901.
  This check is required because GDI rendering occurs in GUI thread and if GUI thread does not process messages for half second Windows will think that application is "not responding".
  This prevents making application stuck with some overly complex, possibly incorrect formulas that call hundreds of Plot()s
  
• Warning 502: Calling Plot()/PlotOHLC over 500 times is displayed in indicator in runtime to prevent abuse
• All list views, pressing Ctrl and NumPad'+' automatically adjusts column widths to content
• if data are missing in the in-memory cache, Foreign() calls from non-GUI threads use synchronous retrieval method for reliability.
  This provides reliable results in AA but may slow down the multi-threaded operations if cache size is too small and user uses more Foreign() calls than in-memory cache size.
  IMPORTANT:
  For optimum performance in-memory cache setting (Tools->Preferences->Data) should be GREATER than number of Foreign() calls in any single formula used.
  Values lower than that cause lots of disk activity and serialization of all Foreign calls that means that additional threads must wait for data retrieval to complete.
  
• Old and new Analysis window: outputting millions of rows to listview is much faster now
• All list views - Ctrl+A (Select All) made much faster
  
  

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