AmiBroker 6.18.0 BETA Read Me

October 19, 2016 17:57

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

Backup your data files and entire AmiBroker folder first!

INSTALLATION INSTRUCTIONS

First you need to have full version of AmiBroker 6.10 installed. Then just run the BETA installer and follow the instructions.

Then run AmiBroker. You should see "AmiBroker 6.18.0" 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 6.18.0 (as compared to 6.17.0)

• AFL: GetFnData/GetFnDataForeign added support for "PointValue" and "FullName" fields
• Batch processor: In 6.17.0 Export to file command was executed properly but never marked as completed. Fixed.
• Batch window checks if there is any other batch running and refuses to start when the other batch has not finished.
• Batch: Added command line parameter to exit AmiBroker after running batch file (/exit)
• Batch: Added command line parameter to run batch files: /runbatch "full path to batch file
  
  Example 1:
  broker.exe /runbatch "C:\yourbatch.abb"

  Example 2:
  run batch and exit program when batch is finished
  broker.exe /runbatch "C:\yourbatch.abb" /exit

  Example 3:
  load database from specified path, run batch and exit
  broker.exe /database "C:\program files\amibroker\mydatabase" /runbatch "C:\yourbatch.abb" /exit

• Batch: Load Database "path to workspace/database" - warning this function may be RISKY because it may interfere with other running operations, use it with care
• Batch: new command: Save Database
• Batch: new command: Set log filename "filename"
• Batch: new command: Write text to log "text"
• OLE: added new method to AnalysisDoc object: Abort() - will abort any running Analysis scan/exploration/backtest
• UI: File->Database Setings displayed underestimated memory usage per symbol (32 bytes per quote instead of 40). Corrected.

CHANGES FOR VERSION 6.17.0 (as compared to 6.16.0)

• AFL: Changed default number formatting string from "%g" to "%.7g" (so 7 significant digits are now displayed instead of 6)
• AFL: new function GetFnDataForeign( "field", "symbol" ) - the same as GetFnData but retrieves non-current symbol's data
• AFL: new function InternetClose( handle )
• AFL: new function InternetOpenURL( "url" )
• AFL: new function InternetReadString( handle ) - read a string (line) from internet resource
  
  NOTE:
  If End-Of-File has been reached, the function returns empty string ("")
  If End-of-File has NOT been reached, the function always returns non-empty string because each line read by this function ends with new line character "\n",
  so if server has sent empty line it will be read as "\n"
  You can trim new line characters using StrTrim

  Internet* functions open wide area of applications including:
  1. querying web APIs for extra data
  2. using web/rest APIs for communication ( sending messages/alerts to Twitter, SMS gateways, etc)

  Example:

  ih = InternetOpenURL( "https://www.quandl.com/api/v3/datasets/SEC/AAPL_SALESREVENUENET_Q.csv?api_key=" );
printf( "AAPL Revenue:\n" );
if( ih )
{
     while( ( str = InternetReadString( ih ) ) != "" )
     {
         printf( "%s", str );
     }
     InternetClose( ih );
}

• AFL: printf/StrFormat/TRACEF support now "%s" (string specifier) and accept string arguments passed and made faster too
• Data: Gics.txt classification updated (thanks to PremiumData)
• New Batch processor - allows to define sequences of scans/explorations/backtests/optimizations using different project files that are then run automatically. Detailed documentation on Batch window can be found here http://www.amibroker.com/guide/h_batch.html
• OLE Automation: individual backtest is now supported via OLE automation
• OLE: Interval property of Document object is now writable so you can set chart interval from OLE
  AB = new ActiveXObject("Broker.Application");
  doc = AB.ActiveDocument;
  doc.Interval = 60; // interval is given in SECONDS (60 second is 1-minute interval)
  
• Startup is made faster
• UI: AFL Editor MDI UI did not get immediate refresh after file name change when main window was in modal state due to the way how MFC works. Fixed.
• UI: File->Database Settings, default maximum "number of bars" increased to 1 million
• UI: New Analysis Settings submenu is now duplicated in main window Analysis->Options menu for easier access for beginners
• Watch window: added support for modulo (%) operator in watches

CHANGES FOR VERSION 6.16.0 (as compared to 6.15.0)

• New Analysis: implemented entirely new inter-thread communication method that does not strain main thread message queue. This gives tremendous improvement in responsivity of UI when Analysis is running.

• New Analysis: removed forced message pumping when AFL finished as it was causing issues with proper MDI tab refreshes in Windows 10 while Analysis was running
• New Analysis: UI: added an option to keep using existing AFL file on opening APX project instead of asking the user what to do when differences are found between AFL file and content of APX project.
• AFL: changed the way how custom-backtest reports "stocknum". Previously Status("stocknum") was equal to zero on custom backtest phase and this may have caused parts that use if(Status("stocknum")==0) to be excecuted during custom backtest phase. Now custom backtest run gives Status("stocknum") equal to -1 (minus one).
• AFL: DateTimeConvert supports now more formats, format = 6 - day, 7 - month, 8 - year, 9 - day of week, 10 - day of year, 11 - quarter (1..4)
• Charts: as apparently single pixel geometric pens are 8 times slower than DC pen, the optimization has been implemented that uses DC single pixel pen instead of geometric pen when bar width is 1, giving 8x faster 1-pixel bar charts
• Since 6.15 when $AUTOADD was set to 0 (zero), then symbols not existing in the database but present in the imported file were not logged into import.log as earlier. Fixed.
• UI: when AM/PM (12 hour format) was used in list views 12:00AM was interpreted as 12:00 (noon), instead of 00:00 (midnight). Fixed.
  When backtesting Short only strategy and using backtestRegular mode and using HoldMinBars > 1, a disabled stop could trigger if it was enabled in previous backtest run. Fixed.
• Support for Windows 98 and Millenium is dropped. If anybody needs that back please let us know (email to support)!

CHANGES FOR VERSION 6.15.0 (as compared to 6.14.0)

• AFL: DateTimeFormat( "formatstr", datetime ) - converts datetime to string according to user-specified format
  formatstr argument contains formatting string that specifies how date time should be converted to string.
  For example to get full week day name of date time use

  DateTimeFormat( "%A", dt );

  To get YYYYMMDD without separtors use:

  DateTimeFormat("%Y%m%d", dt );

  Available formatting sequences are exactly like in strftime() C-runtime functionstrftime :

  %a

  Abbreviated weekday name

  %A

  Full weekday name

  %b

  Abbreviated month name

  %B

  Full month name

  %c

  Date and time representation appropriate for locale

  %d

  Day of month as decimal number (01 – 31)

  %H

  Hour in 24-hour format (00 – 23)

  %I

  Hour in 12-hour format (01 – 12)

  %j

  Day of year as decimal number (001 – 366)

  %m

  Month as decimal number (01 – 12)

  %M

  Minute as decimal number (00 – 59)

  %p

  Current locale’s A.M./P.M. indicator for 12-hour clock

  %S

  Second as decimal number (00 – 59)

  %U

  Week of year as decimal number, with Sunday as first day of week (00 – 53)

  %w

  Weekday as decimal number (0 – 6; Sunday is 0)

  %W

  Week of year as decimal number, with Monday as first day of week (00 – 53)

  %x

  Date representation for current locale

  %X

  Time representation for current locale

  %y

  Year without century, as decimal number (00 – 99)

  %Y

  Year with century, as decimal number

  %z, %Z

  Time-zone name or abbreviation; no characters if time zone is unknown

  %%

  Percent sign

  Extra # flag may prefix any formatting code. In that case, the meaning of the format code is changed as follows.

  Format Code Meaning
  %#a, %#A, %#b, %#B, %#p, %#X, %#z, %#Z, %#% # flag is ignored.
  %#c Long date and time representation, appropriate for current locale. For example: “Tuesday, March 14, 1995, 12:41:29”.
  %#x Long date representation, appropriate to current locale. For example: “Tuesday, March 14, 1995”.
  %#d, %#H, %#I, %#j, %#m, %#M, %#S, %#U, %#w, %#W, %#y, %#Y Remove leading zeros (if any).

• AFL: new function Kurtosis( ARRAY, range, population = True )
  
  Kurtosis( ARRAY, range, False ) - works the same as Excel's KURT function
  Kurtosis( ARRAY, range, True ) - gives population Kurtosis (Excel does not have equivalent KURT.P function yet)

  Note that these functions calculate excess kurtosis, so for normal distribution it is 0.

  There is some controversy about what kurtosis really tells about distribution.

  Most sources say that
  The kurtosis of a data set provides a measure of the peakedness of the distribution of the data, relative to the normal distribution.
  A positive kurtosis value indicates a relatively peaked distribution and a negative kurtosis value indicates a relatively flat distribution.

  but Dr. Peter Westfall published an article that addresses why kurtosis does not measure peakedness
  http://www.ncbi.nlm.nih.gov/pmc/articles/PMC4321753/

  He says that "The kurtosis [...] is a measure of the combined weight of the tails relative to the rest of the distribution."

• AFL: new function Skewness( ARRAY, range, population = True )
  
  Skewness( ARRAY, range, False ) - works the same as Excel's SKEW function
  Skewness( ARRAY, range, True ) - works the same as Excel's SKEW.P function

  The Skewness of a data set is a measurement of the asymmetry of the distribution about the mean.

  A Skewness of zero indicates perfect symmetry;
  A positive Skewness indicates that more values lie below the mean and the distribution has a 'tail' which extends towards the higher values;
  A negative Skewness indicates that more values lie above the mean and the distribution has a 'tail' which extends towards the lower values.

   

• AFL: new modes added to DateTimeToStr() that use ISO regardless of regional settings mode = 3 (iso date and time YYYY-MM-DD HH:MM:SS) HH:MM:SS part is only included for non-EOD records, 4 (iso date only YYYY-MM-DD), 5 (iso time only HH:MM:SS)
• AFL: NumToStr could crash if format parameter was greater than 127. Fixed. Now an error message is displayed when format parameter is too large
• AFL: NumToStr now supports formatDateTimeISO
• AFL: StDev function added 3rd argument "Population = True", when Population is True it calculates population based stdev, otherwise sample based
  
  StDev( Array, range, False ) - works the same as Excel's STDEV
  StDev( Array, range, True ) - works the same as Excel's STDEV.P
  
• ASCII import: from version 6.11 importer always added new symbols even if $AUTOADD 0 was used. Fixed.
• UI: Charts window - an attempt to rename a file or directory to something that already exists is now prevented and results in error message box.
• UI: in 6.14 when New Analysis was switched to 'floating' mode, it could crash on attempt to run analysis. Fixed.
• UI: Quote editor - in single-symbol mode "ticker" field sometimes was not updated. Fixed.
• UI: Symbol->Quick Find menu command brings focus to Symbol's window search box. New installations use F3 key assignment for Quick Find. Old installations use old assignment (you can change F3 assignment in Tools->Customize->Keyboard)

CHANGES FOR VERSION 6.14.0 (as compared to 6.13.0)

• AFL: ParamDate() added support for format=2 to return datetime instead of datenum/string
• AFL: PercentRank function now accepts variable period (range)
• AFL: PriceVolDistribution crashed if startbar argument was negative. Fixed by implementing protection against negative bar indexes.
• AFL: PriceVolDistribution sometimes produced some random values in 6.13. Fixed.
• ASCII importer now supports microsecond resolution timestamps (HH:MM:SS.mmmuuu) where mmm - milliseconds 000..999, uuu - microseconds 000..999
• New Analysis: new feature a PAUSE button to temporarily pause/resume any running analysis. Note that already running threads are not interrupted, they are allowed to complete gracefully and then pause state is entered.
• UI: A warning message is displayed when user attempts to close AmiBroker while Analysis is in progress
• UI: QuoteEditor in some cases did not properly round fractional part of millisecond down to microsecond. Fixed
• UI: QuoteEditor: Edit fields for OHLC prices, Volume, OpenInt and Aux now check for proper entry as you type and display red background if entered string is not proper numer. Also those edit fields don't accept characters other than digits (0..9), decimal
• UI: Toolbar icons are set to "Large icons" mode automatically on HighDPI screens
• When broker.workspace file was corrupted or truncated, the file remained open which eventually prevented from writing it on close. Fixed.

CHANGES FOR VERSION 6.13.0 (as compared to 6.12.0)

• AFL Editor: calling SetForeign thousands of times followed by RestorePriceArrays() could cause exception during code verify when number of symbols exceeded cache size. Fixed.
• AFL Editor: changes made in 6.11 to the way how automatic names for new formulas are assigned have been removed and replaced by new method that is faster and more reliable.
• AFL Editor: if clipboard is locked by another application the editor would retry opening clipboard upto 8 times before giving up
• AFL Editor: when formula was open cursor was located at the end. Now it is located at the top.
• AFL: GfxSetCoordsMode( mode ) accepts now four different modes
  mode parameter now accepts values 0, 1, 2, 3 with the following meaning:

  0 - X and Y coordinates are expressed in screen pixels
  1 - X coordinate is bar index, Y coordinate is price
  2 - X coordinate is pixel, Y coordinate is price
  3 - X coordinate is bar index, Y is pixel

• AFL: MA function made upto 2 times faster, StDev function made 20% faster, Correlation made 40% faster
• AFL: NormDist( x, mean = 0, sigma = 1, cumulative = True ) function. Implements hi-precision algorithm.
  
  The function uses hi-precision algorithm that gives accurate results even for extreme left and right tails (<-5 and >+5)
  The results are compatible with Excel 2003 and later which introduced higher precision NORMDIST than previous versions (Excel 2002 and earlier).

  
  x = 19;
  m = 2;
  s = 9;

  printf("PDF %g CDF %g", NormDist( x, m, s, False ), NormDist( x, m, s, True ) );

  
  x = -7;
  m = 0;
  s = 1;

  printf("PDF %g CDF %g", NormDist( x, m, s, False ), NormDist( x, m, s, True ) );

• AFL: PriceVolDistribution( priceH, priceL, vol, bins, absolute = False, startbar = 0, endbar = -1 )
  
  // a demo showing
  // re-implementation of VAP overlay using
  // PriceVolDistribution and low-level graphics
  bi = BarIndex();
  fvb = FirstVisibleValue( bi );
  lvb = LastVisibleValue( bi );

  mx = PriceVolDistribution( H, L, V, 100, False, fvb, lvb );

  GfxSetCoordsMode( 1 );

  GfxSelectPen( colorRed );

  bins = MxGetSize( mx, 0 );
  for( i = 0; i < bins; i++ )
  {
  price = mx[ i ][ 0 ]; // price level
  relvolume = mx[ i ][ 1 ]; // relative volume 0..1
  relbar = relvolume * (lvb-fvb+1);
  GfxMoveTo( fvb, price );
  GfxLineTo( fvb + relbar, price );
  }

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

  if( ParamToggle("BuildinVAP", "No|Yes") ) PlotVAPOverlay( 100, 100, colorGreen, 2 );

• AFL: 64-bit version AFL Correlation() produced slightly different values (+/-0.00001 typ) than 32-bit version due to compiler differencies. Now 64-bit version produces same values as produced by all 32-bit versions.
• Charting: new feature - Snap to Tick grid. Snap drawing tool end points to TickSize-spaced grid (if TickSize > 0 for given symbol)
• Plugin loading routine displays a message box when plugins with incorrect bitness are found
• Plugin loading routine writes detailed error message to the broker.log in case of problem of DLL loading (must enable plugin log to use this feature)
  To enable plugin loading messages you need to create the following key in the registry:
  HKEY_CURRENT_USER\Software\TJP\Broker\Diagnostics
  and add
  Flags
  (DWORD 32bit) key with value = 5

  Example error codes:
  Loading 'AmiBroker\Plugins\FT.dll' - failed. Error code: 126: The specified module could not be found.. (0.63 ms)
  - this means that the FT.DLL could not be loaded because it depends on other DLL that is missing (or not found in search path)

  Loading 'AmiBroker\Plugins\TC2K.dll' - failed. Error code: 1114: A dynamic link library (DLL) initialization routine failed.. (0.23 ms)
  - this means that TC2K.DLL was loaded fine but its InitInstance function exited with error code. In that case it was because Telechart was not installed and/or its OLE server not registerd

  Loading 'F:\AmiBroker\Plugins\Sample.dll' - failed. Error code: 193: Not a valid 32-bit DLL. (0.14 ms)
  - this means that you attempted to use 64-bit DLL with 32-bit application (not supported by OS)
  

• When drawn study is being modified, Y distance shown in the status bar accounts for activated snap-to-price and/or snap-to-tick mode now.

CHANGES FOR VERSION 6.12.0 (as compared to 6.11.0)

• AFL: new function GfxDrawImage( "filename", x, y )
  
  Notes:
  The function currently supports BMP and PNG files.
  Per-pixel transparency (alpha channel) is supported ONLY for 32-bit PNG files.
  PNG files with 32-bit depth are rendered with AlphaBlend which is not be available on oldest systems (Win95).
  BMP files PNG files of lower depths are rendered without transparency using BitBlt (fast and always available)

  Loading and drawing BMP files is much faster than PNG (as much as 10 times faster), approx load and rendering time is 0.3 ms for BMP, 3 ms for PNG (alphablended).
  Timings that you get from Code check and profile are misleading for Gfx functions because they don't include actual on-screen rendering.

  GfxDrawImage( "wizard.bmp", 100, 0 ); // bitmap - fast
  GfxDrawImage( "logo.png", 30, 30 ); // png - supports per-pixel alpha channel / transparency

  
  
• AFL: new function ProdSince( condition, array ) - cumulative product of array elements since condition is met
  On bar when condition is met, initial product value is 1.
  
• AFL: new function Prod( array, range ) - cumulative product of array elements over specified number of bars (range)
  Note: when range is less or equal zero, product is equal 1.
  
• AFL: new function CumProd( factor ) - cumulative product of array elements
  y = CumProd( 1.05 ); // 1% per-bar growth

  Plot( y, "exponential growth", colorRed );

• AFL: new function VoiceCount( ) - returns number of available SAPI (Speech API) voices - to be used with Say() command
• AFL: new function VoiceSelect( num ) - select SAPI (Speech API) voice to be used with Say() function, num is a numerical index of installed voices. By default Windows comes with just one voice, but one can add countless 3rd party voices
• AFL: StaticVarAdd with non-array input produced incorrect results. Fixed.
• UI: Symbols with COMMA (,) caused problems with multiple-selection operations. Now it is handled properly.
• UI: Symbol Information - date fields (like last split date, div date or delisting date) can now be cleared (select all and press DELETE) to set Empty/Null date
• UI: Realtime quote window: a RMB context menu items are grayed when local data is used and an empty message is set to inform the user that he/she needs realtime data source to use this window
• UI: Quote Editor allows now immediate search for matching date - just type digits in format YYYYMMDD and list will automatically scroll and mark to quote that most closely matches entered date
• UI: New Analysis: Alt+Enter shortcut added to bring up settings window

CHANGES FOR VERSION 6.11.0 (as compared to 6.10.0)

• AFL: added formatDateTimeISO for ISO formatting regardless of locale settings, example:
  Filter = 1;
AddColumn( DateTime(), "DT ISO", formatDateTimeISO ); // generate a date/time column that is always in ISO format regardless of regional settings in Windows
  
• AFL: MxFromString was slow on very large matrices (>100000 cells) due to poor performance of strtod function from Microsoft C runtime. Now MxFromString does not use it and is even 1000 times faster on 100K+ cell matrices (5ms vs 5second)
• ASCII importer can now be even 20 times faster when importing NEW (non existing) data that were oddly sorted (like for example in reverse order - descending dates instead of ascending).
• ASCII importer is now twice as fast when updating already existing quotes thanks to using in-house code instead of msvcrt functions.
• Charting: Fibonacci maximum user-definable level increased to 9000% (from 1000%)
• Idle processing is forced now every 125 ms (instead of 250ms) in Analysis window to update UI components more frequently under heavy CPU load
• Ruin stop is identified by Short(ruin) / Sell(ruin) instead of Short(6) / Sell(6)
• Startup splash screen is displayed a little sooner now and some pre-loading of editor components is done at start to save time to open editor later
• When there were thousands of files in "Formulas" folder opening editor for the first time could take some time. Now this time is significantly reduced.

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