AmiBroker 5.50.0 BETA Read Me

November 30, 2011 18:36

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 5.50.0 BETA" written in the About box.

See CHANGE LOG below for detailed list of changes.

CHANGE LOG

CHANGES FOR VERSION 5.50.0 (as compared to 5.49.2)

• New Analysis: "Save" creates now a Analysis project (.apx) file that includes all settings and formula needed in single file. The file itself is in human readable XML format. When such file is loaded on somebodys' else computer it will recreate original formula if one is not present. It will warn if there is a name conflict and let you decide to keep existing formula or overwrite.
  
• UI: File open dialog now has "All supported files" option in the "Files of type"
• UI: PopupWindow is now resizable (see size gripper in the lower-right corner)
• AFL: PopupWindow function has additional parameters to control width/height and flag that controls whenever popup window captures input focus
  PopupWindow( "bodytext","captiontext", timeout = 5, left = -1, top = -1, width = -1, height = -1, captureFocus = True );

  width = width in pixels, -1 - use default width
  height = height in pixels, -1 - use default height

  captureFocus - decides whenever popup window captures input focus or not

  Example: popup window that does not change input focus:
  PopupWindow("test", "caption", 30, -1, -1, -1, -1, False);
  

• New Analysis: ApplyStops applied in non-regular modes are passed to 2nd phase properly now.
• New Analysis: "Show current trade arrows" fixed.
• New Analysis: View->Filtering menu options were not available when New Analysis was active. Fixed.
• New Analysis: Standard Edition has a limit of max 2 threads per Analysis window instance.
• UI: Log window clicking on error displayed AFL Editor and marked Line+1, Col+1 char position instead of proper place. Fixed
• New Analysis: Errors are now displayed in a modern message bar instead of dialog box
• UI: holding down Ctrl and Q keys simultaneously while AmiBroker is starting resets all menus/command bars to defaults
• New Analysis: scroll bar properly works when "Walk forward" tab is active
• New Analysis: Walk forward tab content can be now copied using Edit->Copy / Ctrl+C
• New Analysis: when "wait for backfill" was turned on and external data source was very slow to repond (like IQFeed during backfill) subsequent calls to Status('stocknum') could give non-unique numbers. Fixed.
• New Analysis: Copy to clipboard includes headers now
• New Analysis: Column customization/state persistence implemented
• Charts: New Y axis grid algorithm for clearer display on condensed charts
• AFL: CategoryGetSymbols supports new categoryAll (all symbols in the database) and new Mode parameter
  CategoryGetSymbols( category, number, mode = 0 );

  Mode parameter decides what field is retrived:
  0 (default value) - ticker symbol
  1 - full name

  Example: to get all symbols existing in the database simply call
  CategoryGetSymbols( categoryAll, 0 );
  to get full names of all symbols use:
  CategoryGetSymbols( categoryAll, 0, 1 );

• AFL: Added Warning 503. Using OLE / CreateObject / CreateStaticObject is not multi-threading friendly. See Users' Guide ""Efficient use of multithreading"" for more details.
• AFL: Added ThreadSleep( milliseconds ) function. It suspends current thread for specified number of milliseconds (maximum is 100 ms). Works only from NON-UI threads. When called from UI thread the function does NOTHING and returns immediatelly. Please do NOT abuse this function. Using it may negatively impact performance.
• AFL: Added StaticVarCompareExchange function. Provides atomic interlocked compare/exchange functionality
  
  Parameters
  " varname"
  Specifies the name of the destination static variable. Static variable if exists must be scalar numeric type. If static variable is not initialized, the function assumes that it has value of zero.
  exchange
  Specifies the exchange value. Scalar numeric.
  Comperand
  Specifies the value to compare to the destination static variable. Scalar numeric.
  Return Values
  The return value is the initial value of the destination static variable. If variable did not exist, it returns zero.

  The StaticVarCompareExchange function performs an atomic comparison of the "varname" static variable value with the Comperand value. If the static variable value is equal to the Comperand value, the Exchange value is stored in the static variable. Otherwise, no operation is performed.

  The function StaticVarCompareExchange provides a simple mechanism for synchronizing access to static variables that are shared by multiple threads. The following examples show how to implement semaphore and critical section in AFL using StaticVarCompareExchange function:

  // EXAMPLE 1 : Simple semaphore (no waiting)
if( StaticVarCompareExchange( "semaphore", 1, 0 ) == 0 ) // obtain semaphore
{
   // protected section here
   // Here you have exclusive access (no other threads that check for semaphore will enter simultaneously)   
   /////////////////////////
   StaticVarSet("semaphore", 0 ); // reset semaphore
}
else
{
  _TRACE("Can not obtain semaphore");
}

///////////////
// EXAMPLE 2 HOW TO IMPLEMENT CRITICAL SECTION IN AFL
///////////////

function _TryEnterCS( secname )
{
  global _cursec;
  _cursec= "";

  // try obtaining semaphore for 1000 ms
  for( i = 0; i < 1000; i++ )
   if( StaticVarCompareExchange( secname, 1, 0 ) == 0 )
   {
       _cursec = secname;
      break;
   }
   else ThreadSleep( 1 ); //sleep one millisecond

  return _cursec != "";
}

// call it ONLY when _TryEnterCS returned TRUE !
function _LeaveCS()
{   
   global _cursec;
   if( _cursec != "" )
    {
      StaticVarSet( _cursec, 0 );
       _cursec = "";
    }
}

function TimeConsumingWork()
{
   // WARNING: the Percentile is CPU hungry as it involves lots of sorting, the loop below may take > 1 second to complete
   for( i = 0; i< 10; i++ ) Percentile( C, 100, 10 );
}

//_TRACE("Without CS Begin " + GetChartID() );
//TimeConsumingWork(); // some time consuming calculation
//_TRACE("Without CS End" + GetChartID() );

// Example usage (critical section)
if( _TryEnterCS( "mysemaphore" ) )
{
  // you are inside critical section now
   _TRACE("Begin CS " + GetChartID() );
   TimeConsumingWork(); // some time consuming calculation
   _TRACE("End CS " + GetChartID() );
   _LeaveCS();
}
else
{
   _TRACE("Unable to enter CS");
}

  
  

CHANGES FOR VERSION 5.49.2 (as compared to 5.49.1)

• New Analysis: added Optimize->3D Optimization chart menu
• New Analysis: buttons for Portfolio Equity/Individual Equity charts added
• New Analysis: Info Bar added (that duplicates some of the info that normally appears on the Info Tab). It can be turned on using Settings->Info Bar
• New Analysis: Report generation is now OFF by default when running optimization/walk forward as in old AA. This gives about 0.9 sec gain per step.
• New Analysis: Single-symbol optimization made faster by caching already compressed quote array on subsequent steps
• New Analysis: the check for Status("StockNum") was sensitive to blanks between parenthesis, function name and string parameter. Now it is made insensitive to blanks.
• New Analysis: when "Range" was "n last bars" or "n last days", Status("rangefromdate") gave date of preceding bar. Fixed.
• UI: "Performance" tooltip title was not always updated on time. Fixed.
• UI: "Wait for plugin" window displays progress bar with "marquee" style instead of circle of dots
  

CHANGES FOR VERSION 5.49.1 (as compared to 5.49.0)

• New Analysis: Testing on unaligned data sometimes took longer than expected because of the work necessary to bring signals in order. Now a smart method avoids most of the memory transfers and can give 10x speedup on backtesting very long unaligned intraday data.
• New Analysis: "Backtest started", "Exploration started" text in the info tab appeared twice per run (instead of once). Fixed
• New Analysis: Backtest report did not include formula code. Fixed.
• New Analysis: Fixed crash that could occur when running analysis with Range set to "N recent bars" and N was exceeding number of quotes.
• New Analysis: Float/Normal/Close popup menu RMB menu was active everywhere in floating window instead of only caption area. Fixed.
• New Analysis: Implement single-thread start when Status("StockNum") is detected in the code. Other threads are started when first symbol processing is completed.
• New Analysis: Send to Analysis did not update formula combo box properly in certain scenarios: when formula X was selected, then formula Y, then formula X again. Fixed.
• Old AA: status bar displays true timing for fair comparisons between old AA and new Analysis. Watching progress bar numbers was misleading as it closed before all processing was truly complete, so it looked like old AA completed sooner than it really did
• UI: menu item for Old Automatic Analysis restored as apparently some users got lost. Also attempt to run old Automatic analysis displays an information about new Analysis window
  

CHANGES FOR VERSION 5.49.0 (as compared to 5.48.0)

• New Analysis: when floating pane is made normal from/to dates were reset to today. Fixed.
• New Analysis: when Apply To: Filter is defined so NO symbol matches the criteria, appropriate message is displayed when trying to run Analysis and action is terminated instead of displaying progress bar forever
• New Analysis: when analysis window is "floating" double click/show arrows/sync affects active MDI chart just like old AA did, as opposed to last one (when analysis is not floating)
• New Analysis: Optimization parameter setup stage uses now not more than 100 bars. This reduces setup time.
• New Analysis: implemented import / export, File menu now has Import HTML and Export HTML/CSV commands
• New Analysis: Implemented "Wait for backfill" option. This slows down analysis sequence so AmiBroker waits for external RT data source to deliver backfill data
  When "wait for backfill" option is turned on, AmiBroker checks if data for given symbol are complete, if not, it sends request to external source to backfill the data and waits 1 second.
  After one second, it checks again, it data are complete, if not, it waits another 1 second, and so on. Once data are complete given symbol is used for formula execution.
• New Analysis: Custom backtester uses "last backtest settings" when calling GetStatus() instead of old AA settings
• New Analysis: auto-repeat interval edit field did not allow to enter values if moved to main toolbar via customization. Fixed.
• Formula Editor Analysis toolbar button now operates on New Analysis window
• Default for timestamping of intraday compression changed to "Show START time of interval"
• Charts: AFL error message color is now definable in Tools->Preferences, "Color" tab
• Charts: Tooltips automatically display also OHL prices (in addition to close) when Plot style is set to candlestick, bar or when PlotOHLC was used
• UI: Adjusted item Y offset for owner drawn listviews for consitent look with old layout of system listviews in Windows XP and earlier OSes
• UI: Account, Analysis and Web research windows don't use client edge/border anymore - gives slicker / less crowded look
• UI: when focus is switched to floating document window, the application menu is switched to proper context
• UI: When File->Close was used on floating pane, document was closed but docking pane was not. Fixed.
• UI: The toolbar button and menu option to launch old Automatic Analysis window are now hidden (can be brought back by using Tools->Customize), old AA can also be launched from new Analysis via Analysis->Old Analysis menu
• UI: New menu options and toolbar button to launch new analysis window
• UI: Moved all menu items controlling visibility of docking windows to "Window" menu
• UI: floating state of windows can now be turned on/off using right-click menu over tab / floating window caption
• UI: File->Save (when currently selected window is a chart) command now saves Chart template. To save database use "Save database" instead.
• UI: Defaults for data window are changed, so extra OHL display is turned off by default as currently PlotOHLC displays all 4 prices in the tooltip and data window already
• UI: Data window scroll bars are hidden and do not flicker when updating
• UI: "Save All" toolbar button removed, "Save database" button added to replace it
• Web Research: turned on "silent" mode - should prevent error message boxes displayed by IE engine.
• QuoteEngine: Range bars algorithm improved significantly
• Quote array uses 20480 bytes (512 quotes) allocation chunk size (exactly 5x4KB page) for better alignment with Windows virtual memory pages
  

CHANGES FOR VERSION 5.48.0 (as compared to 5.47.0)

• New Analysis: custom metrics columns were invisible in backtest/optimizations. Fixed. (#91031)
• New Analysis: backtest did not display proper column names when Report mode was different than trade list. Fixed. Also added support for changing report mode via SetOption().
• New Analysis: Auto-repeat Scan/Explore implemented (aka. "Run every" in old AA) (use drop down menu next to "Settings" button)
• New Analysis: Showing arrows by double click implemented
• New Analysis: Sync chart on select option implemented (use drop down menu next to "Settings" button)
• Fixed window activation issue after RMB click in chart window when non-chart floating windows are active
• New Analysis: Cancelling walk-forward did not restore date range and settings and didn't reset internal step counter. Fixed.
• New Analysis: Formula path disappeared when window was made floating. Fixed.
• New Analysis: in 5.47 non-exhaustive optimizers sometimes stopped after first step in walk-forward. Fixed.
• Charting: scroll bar zoom function remains active even at extreme zoom in levels
• New Analysis: Fixed problem with opt steps warning dialog appearing sometimes in the out-of-sample tests in walk forward sequence
• New Analysis: Signal heaps are separated now, allowing to run concurrent backtest/optimizations in many analysis windows
• New Analysis: removed unnecessary refreshes of symbol list during optimizations that caused slowdowns when user had large database
• New Analysis: The size of control fields is properly adjusted with regards to DPI
• New Analysis: Status("StockNum") was always zero in 5.47 and earlier. Now it is set properly.
  Caveat: be careful when you run codes that use Status("StockNum")==0 for special processing in multithreading mode.
  Other threads with "StockNum" = 1, 2, 3,... will run simultaneously! If you store static variables in step 0 these variables may be empty if you access them from other parallel running threads.
• Fixed Error 53 message that was giving an error when proper \" (quotation mark espace sequence) was used
  

CHANGES FOR VERSION 5.47.0 (as compared to 5.46.0)

• New Analysis: last used ApplyTo/Range/From/to dates/filters and other settings are saved when Analysis window is closed
• Fix to "slow response" problems some users reported when switching symbols
• Fibonacci retracement- modifying Z-order affected only control trendline, not all lines as it should. Fixed.
• New Analysis: implemented Walk-Forward testing (use drop arrow next to Optimization button)
• AFL engine: new error 53: incorrect \ espace sequence. Error is issued when user forgets that single slash must be written as \\
• Default title for new analysis window is "AnalysisX" (instead of "Unnamed") where X is consecutive number 1, 2..
• attempt to use Say() on computer without sound card or without driver installed does not result in throwing exception/crash report, but it is rather silently ignored
  

CHANGES FOR VERSION 5.46.0 (as compared to 5.45.0)

• New Analysis: Exhaustive multi-threaded optimization implemented
• New Analysis: Smart (non-exhaustive) multi-threaded optimization implemented in a way compatible with existing optimizer plugins
  
  Note however that due to the fact that most non-exhaustive optimization plugins are not re-entrant, AmiBroker prevents from running more than one non-exhaustive multi-threaded optimization at a time. You can however, run many exhaustive optimizations in parallel, as they don't require external plugins.
  
• Slight modification to the way how compressed bar charts are drawn (so bars with H==L are better visible)
  

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