AmiBroker 5.66.0 BETA Read Me

June 21, 2013 16:36

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 5.60 first.

Just run the installer and follow the instructions.

Then run AmiBroker. You should see "AmiBroker 5.66.0 BETA" written in the About box.

See CHANGE LOG below for detailed list of changes. Note that only changes that affect end-user directly are listed here. Internal code changes/refactoring is usually not mentioned.

CHANGE LOG

CHANGES FOR VERSION 5.66.0 (as compared to 5.65.0)

• 32-bit and 64-bit versions now use different registry key to save list of DLLs so warning messages about non-certified 3rd party plugins are not displayed each time you switch between 32-bit and 64-bit app version anymore.
• Foreign("~~~EQUITY" ) within custom backtest proc in old AA returned zero (because of change in 5.65). Fixed.
• CBT: when low-level mode was used (no ProcessTradeSignals was called) ~~~Equity open interest field was not filled with number of open positions. Fixed.
• When user moved default Formula path somewhere else Report charts were not generated properly. Fixed.
• CBT: a new field "TransactionCosts" (equivalent to report's "total transaction costs") is now supported in the custom backtester Stats.GetValue method
• ASCII importer: added DELISTED_DATE to fields available in $FORMAT command.
  To import delisted symbols you may use file like this. Acceptable date formats are
  YYYY-MM-DD (ISO standard) and DD-MM-YYYY (automatically detected).
  Note that MM-DD-YYYY (US) is not detected because one can not automatically detect if 01-02-2003 means
  february 1st or january 2nd

  #
  $FORMAT NAME, DELISTING_DATE
  $NOQUOTES 1
  $OVERWRITE 1
  SYMBOL,"2012-07-0

• AFL: GetFnData returned invalid value for fields DividendPayDate and ExDividendDate when they were empty (not set) in the Information window. Fixed (now Null is returned)
• AFL: GetFnData now supports new field "DelistingDate"
  
  dd = GetFnData("DelistingDate");
  if( IsNull( dd ) )
  printf("Security is active");
  else
  printf( "Delisted at" + dd + DateTimeToStr( dd ) );
  
• Information window: added "Delisting date" field.
  Delisting Date is a last day when security was available for trading due to delisting. If the security is still active the field is empty.
• Information window: it was not possible to set/change Dividend Pay Date and Ex Dividend date from UI. Fixed.
• Preferences window: new tab "Candles & Bars" that controls detailed appearance of candlestick and traditional bar charts
  
  Use up/down colors - when marked bar charts use candlestick up/down color defined in the Colors tab
  End cap style - controls whenever bar charts are plotted so the endings of lines are rounded, square or flat.
  The difference between square and flat is that square end will plot with "square" pen and with wide pens it will plot width/2 pixels above high and below low because of pen thickness (looks good but high/lows are not precisely marked).
  " Flat" means that ends terminate at exact position (so high and lows are precise), but the open/close ticks may look weird when plotted at high/low ("staircase effect")

  Open/Close tick % thickness - controls the thickness of line used to plot open/close ticks. It is expressed in % of main bar thickness (default is 100%)
  Open/Close tick % length - controls the length of open/close ticks. It is expressed in % of candle width which is usually half the distance between bars (but not more than 30 pixels).

• The database save was triggered when opening documents using recent file list. Fixed.
• Parameter window: Right mouse button double click over parameter label resets selected parameter to the default value now
• AFL: PlotShapes() now has XShift parameter
• Custom metric optimization target (WF tab) is now matched case-insensitive (FC#2442)
  

CHANGES FOR VERSION 5.65.0 (as compared to 5.64.0)

• In-memory quotation cache can now be larger than 20K symbols. Now the maximum is 100K symbols (user definable in Tools->Preferences, "Data" tab). Caveat use extreme values ONLY if you have plenty of memory AND you are using 64-bit version
• New Analysis: Walk-forward result list colums had "alpha" type which resulted in alphabetic sort when user clicked on column. Fixed (numeric type is used now).
• QuickData did not work properly for not time-based intervals so it is now automatically turned off for charts using such intervals.
• Fixed crash @0048C19A/48C1C4 (click on result list after backtest to show arrows sometimes produced this).
• Trade profit calculation speeded up which results in upto 15% faster optimization with lots of trades
• New Analysis: In 5.64.x "stocknum" incorrectly started counting from 1 instead of 0 as in old versions. Fixed.
• Foreign/SetForeign/RelStrength of the same symbol as active does nothing (i.e. refers to already existing thread local data, instead of querying database)
• New Analysis: when SetSortColumns was used in 5.63 and above it could trigger redundant multiple sorts. Now it is fixed (sort only once)
• New Analysis: results are now sorted after Individual Optimization the same way as after portfolio Optimization
  

CHANGES FOR VERSION 5.64.0 (as compared to 5.63.0)

• New Analysis: Multi-threaded Individual Optimization (experimental). Upto NumberOfCores faster. Note: no CBT and only exhaustive mode is supported as of now
  
  The new optimizer is called "Individual Optimize" in the New analysis window and you can access it here:
  
  Note that old "Optimize" button runs OLD (i.e. 5.60) optimizer - for comparison purposes.
  
  
  

  "Individual Optimize" will use all available processor cores to perform single-symbol optimization.
  In "Current symbol" mode it will perform optimization on one symbol.
  In "All symbols" and "Filter" modes it will process all symbols sequentially, i.e.
  first complete optimization for first symbol, then optimization on second symbol, etc.

  Limitations:
  1. Custom backtester is not supported (yet)
  2. Smart optimization engines are NOT supported - only EXHAUSTIVE optimization works.

  For explanation of these limitations see http://www.amibroker.com/guide/h_multithreading.html

  Eventually I may get rid of limitation (1) - when I change the CBT NOT to use OLE anymore.
  But (2) is probably here to stay for long.

• Built-in constant are set up once and shared among all threads to save setup time (gives 10% speed up in execution of simple formulas)
• Built-in constants such as colorBlack are now read-only and any attempt to overwrite such constant value results in error 55.
• New Analysis, list view in scans, explorations and individual optimizations is refreshed less often to gain some speed.
• In case of individual backtest / individual optimization the backtester allocates much smaller price cache (just for 2 symbols) - takes less time.
• In 5.63 Bar Replay did not with "QuickData" enabled (it required View->Refresh All to start working). Fixed.
• Some actions (like import of past data, split, etc) did not trigger automatic chart refresh when QuickData was enabled. Fixed.
  

CHANGES FOR VERSION 5.63.0 (as compared to 5.62.0)

• QuickData for charts implemented. QuickData is a new feature that greatly decreases time required to prepare compressed/filtered data for real-time charts.
  QuickData is turned ON by default. It can be turned off in Tools->Preferences, "AFL" tab. Do NOT turn it off however, unless you are having problems/issues.
  QuickData minimizes number of required operations by analysing what has changed in the input data and re-doing compression only for changed portion. This results in significant real-time performance improvement especially on 1-minute databases having >200K bars and many charts open. With this option turned on and 6 charts open load factor can drop from above 100% to less than 1%. CPU usage drops by more than 7x (from 7% to less than 1%)
  
• Time&Sales now supports filtering out trades and bid/ask quotes below user-defined size
• Time&Sales allows to customize colors (separate color setting for trades occuring above/at ask, inside, at / below bid, etc). Right-click and use context menu to bring up "Colors..." dialog
• Time&Sales now supports "Wide list" mode in addition to existing "Narrow" mode. "Wide mode" has separate columns for bid / ask data. To switch - right click on the T&S window and choose "Wide" or "Narrow" from context menu
• OpenInterest field of ~~~EQUITY symbol now holds number of open positions on bar per bar basis
• GetFnData() supports now "Currency" and "WebID" fields
• AFL: some transcendental math functions (sqrt, sin,asin, cos, acos, tan, atan, ln, log10, etc) are 10-30% faster now.
• AmiQuote 3.05: fix to "It is illegal to call out while inside message filter" error that sometimes occurred when OLE server was busy during long imports
• ASCII importer: if import takes more than 5 seconds, Windows does not mark AmiBroker as "not responding" anymore
• Progress indicator (for ASCII import) in the status bar is larger and works better for large files
• AFL: SetSortColumns() can now be called more than once to support multiple rankings via AddRankColumn
• 64-bit version: Added 'highDPIaware' and "asInvoker' settings to application manifest in x64 version, to prevent file system virtualization and scaling on high-DPI screens
• Added X/Y constaints for drawing tools. When you hold down "Y" key, start and end Y co-ordinates are set to equal value (with trend line it gives horizontal line). When you hold down "X" key you get perfectly vertical line (X start/end set to equal value)
• When loading and saving quotation files, AmiBroker does not allocate extra memory buffer. This conserves RAM when handling large files.
• 64-bit version is able to load/save files larger than 2GB per symbol (more than 53 million data bars per symbol). Note that you would need to use huge amounts of RAM as using 50 million data bars requires 6GB of RAM or more for any decent performance.
  WARNING: Files larger than 2GB can not be used with 32-bit version. You must use 64-bit version in order to be able to access files >2GB.
  Also note that loading / saving file that has 2GB (2000MB) size on hard disk that has 100MB/second read/write speed takes over 20 seconds. Do not assume that the program hanged up only because Windows marks it as "not responding" when it is busy writing 2GB+ files. Windows would say the application is 'not responding' if it is busy reading/writing for more than 1 second.
  To work with such huge files you should invest in some very fast SSD to cut down those times, with currently fastest SSD use SATA3 6GBps and this would give you theoretical maximum of 750MB per second. Still loading/saving 2GB from such high-performance drive would take 3+ seconds.
• When user re-arranged tabs in the "Log" window, "Clear" and other right-menu commands used wrong tab. Fixed.
• AFL: new function AddRankColumn - adds ranking column(s) according to current sort set by SetSortColumns
  Filter = 1;
  AddColumn( Close, "Close" );
  AddColumn( Volume, "BI" );
  AddSummaryRows( 31+32, 1.5 );

  AddRankColumn(); // without prior sorting AddRankColumn just adds line number
  SetSortColumns(-4);
  AddRankColumn(); // rank according to 4th column (descending)
  SetSortColumns(-3);
  AddRankColumn(); // rank according to 3rd column (ascending)

  
  
  

CHANGES FOR VERSION 5.62.0 (as compared to 5.61.0)

• AddSummaryRows now supports also flag = 32. This flag adds standard deviation row
  
  Filter=1;
  AddColumn(V, "Volume" );
  AddSummaryRows( 63, 1.2 );
  // add Total, Average, Min, Max, and Count and StdDev rows (1+2+4+8+16+32)=63 - with two decimal places summary rows are added at the top of the list
  
• AddSummaryRows treated NULLs as zeros in averages. Now it is fixed and NULLs are not included in calculations.
• Drawing tooltip "bars" count starts from 0 (when line is pure vertical) to match status bar X distance display. Status bar coords display is hidden once drawing is done to prevent user confusion.
• Snap to price now allows snapping to Closing and Opening price, to activate snap to close hold down "C" key, to activate snap to open hold down "O" key while drawing line / moving the mouse
• When "Play" button is pressed Bar replay dialog checks if Start Date is earlier than End date and displays error message if that is not the case.
• Ticker box is updated with new full name if it is changed from symbol information
• Per-symbol UserData fields are accessible now via GetFnData("UserData0")..GetFnData("UserData99"). This feature is for implementors of custom data plugins to allow them to expose custom data
  for( i = 0; i < 100; i++ )
  printf( "UserData%g %g\n", i, GetFnData("UserData"+i) );
  
• New Analysis: In 5.61.0 Walk Forward kept old "Current symbol" until Scan/Explore/Backtest was run. Fixed
• First line in "Parallel trendlines" tool is snapped to price (if the option is turned on) as normal trendline.
• eSignal: now plugin supports EOD history for more than 40 years back
• Charting: Copy-Paste Special allows to copy entire chart pane with various options
  
  a) Entire chart pane (fully independent) - it creates a copy of chart pane, assigns new chart ID, creates duplicate of the formula file so parameters are independent and formula is private (not shared with source pane)

  b) Entire chart pane (independent parameters, but shared formula), the same as (a) but does NOT create duplicate of the formula so it shares the very same formula file with the original pane

  c) Entire chart pane (hard-wired, shared parameters, formula and drawings, same chartID) - a new pasted pane is directly hard-wired with pane being copied, so it shares the same CHART ID and every change made to it is made to the original (source) too.
  

• Backtest report now includes 'Total transaction costs' (sum of all commissions paid)
• Aux1/Aux2 fields now allow user-definable aggregation/compression mode (File->Database Settings->Intraday Settings). Available choices are last (default), first, highest, lowest, sum
  

CHANGES FOR VERSION 5.61.0 (as compared to 5.60.3)

• When using any drawing tool X and Y distance is shown in the status bar (FC #2380)
• When position can not be entered due to insufficient funds the Backtester in the "detailed mode" gives additional info such as: requested entry price, requested position size (and dollar value) and requested round lots (FC#2377)
• Time&Sales column layout persists between runs now (FC #2341)
• Running any #import command (including "Update US symbol list and categories") is preceeded by prompt for confirmation now
• Report Explorer now supports copying selected items to clipboard (Edit->Copy), Ctrl+C (FC#2288)
• Quote Editor: added "Go to selected" button that quickly scrolls to and selects the data bar marked on chart (FC#2342)
• New Analysis: parameters were not reset to default values when formula was loaded. Fixed. (#2353)
• New Analysis: "Add artificial future bar" option does not affect Exploration and Scan anymore (FC#2353)
• Max. chart rendering time of 1000 ms when multithreaded charts are turned ON can be overriden now by registry setting. See FC#2330 for details.
• Increased width of symbol combo boxes in Symbol->Merge dialog to prevent truncation of ticker names
• Floating window caption is now synchronized even if it is not active (FC#2376)
• eSignal: new version allows to select whenever EOD bars should report Settlement price or regular close
• Change PlotShapes does NOT use "shape0", "shape1" variables anymore to prevent clashing with user-defined variables (#104931)
• ASCII importer now supports $WEBID command and WEBID field in the $FORMAT command to allow importing web ID (FC#2362)
• ASCII importer now supports $ISINDEX, $ISFAVORITE commands, and ISINDEX and ISFAVORITE fields in the $FORMAT command (FC#2310)
• Apply To: Filter dialog takes less time to show up
  
  

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