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リリースノート

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Tradesignal Version 7.7.0

Tradesignal 7.7 is the latest iteration of our well known software and inlcudes countless additions, which along with the latest DataConnect and its support for new data sources provides more possibilities then ever. 

Advice: When using Tradesignal 7.7.x, we do recommend the latest version of the Tradesignal DataConnect 6.1.x!

Major Trayport data feed improvements

Trayport multi-venue symbol lists

It is now possible to generate a set of symbol lists for Trayport data that combine the same products from multiple venues into a single instrument (requires DataConnect 6.3.1 or above). Right-click on a symbol folder in the symbol toolbox and select "New Multi-venue Symbol List". A dialog will be presented where each of the related products (from different venues) may be added, the number of unifiable contract types will be displayed as each venues is added. The user may additionally choose how many contracts for each period should be generated (so current contract, next contracts, two periods ahead, etc.). Upon completing the wizard, a new set of sub folders will be added below the selected folder containing each contract period (sequence) and below that symbol lists containing combined continuation symbols for the defined number of rolling contracts.

 

 

mehr

Tradesignal Version 7.6.0

Tradesignal 7.6 is the next iteration of our well known software and together with the latest DataConnect, there are more possibilities then ever before. 

Advice: When using Tradesignal 7.6.x, we do recommend the latest version of the Tradesignal DataConnect 5.10.0!

New Tradesignal Improvements

Scheduled scanning

It is now possible to set up scanners to be run a specific times of the day/week (Tradesignal must be running at the time). Once a workspace containing a scanner is saved, go to File > Print > Print & Scan Schedule > Add Schedule to set up a scan schedule. In the resulting dialog, a new drop down list is available that allows the user to select whether to print the workspace, scan in the background or scan in the foreground and save the results. Selecting either of the scanning options will not result in the workspace being printed. Scanning in the background will cause the workspace to be opened at the appropriate time, the scanners run and then the workspace to be closed. Results will not be saved, but any scripts (including those that either generate files or communicate externally) will be executed. Scanning in the foreground will, at the appropriate time, cause the workspace to be visibly opened (if it is not already so) and the scanner to be started. Once complete, the workspace (including the new scanner results) will be saved, the workspace will not be closed automatically.

Convert the currency and/or unit of all watchlist, scanner or portfolio items in one action

The currency of all selected securities in a watchlist, scanner or portfolio can now be changed by select all of the items in the list that should be changed (shift-click to select a range, Ctrl-click to select/deselect individual rows). Then in the property inspector change the currency or unit property to the desired values. The change (if applicable) will be applied to the selected rows.

Category tags for indicator and strategy searches

The indicator and strategies toolboxes can now be filtered by the type of indicator (or strategy) that should be shown. Click on the drop down box below the search box to be shown a list of all available categories, then check those categories (e.g. trend followers) that should be shown. The list of available indicators will be updated to only show trend following indicators. Typing a category name prefixed with an at (@) symbol in the search box will also filter the list by the entered category.

Add categories to any Equilla indicator or strategy

Equilla now supports a new "Categories" keyword that may be added to the meta block of an indicator or strategy. This meta property takes a single string as an argument that contains a semi-colon separated list of category tags that should appear in the indicator and strategy toolbox. When the Equilla script is next compiled the tags will be added to the toolbox list.
Meta: Categories("Trend Follower; Momentum");

Additional functions

Strategy Drawdown (STRADD) Indikator

The drawdown indicator plots the current trading system's drawdown. Properties exist allow specification of the period to reset the drawdown calculation (profit taking point) and whether the values are based on Percentage or absolute drawdown.

Strategy Profit & Loss (STRAPL) indicator

The Equity indicator plots a strategies current profit/loss in a subchart. Lines are plotted showing the P&L for long trades, short trades and all trades. Properties allow configuration of which plots to draw.

Displaced Forward Curve indicator

The Forward Curve indicator now has a new property (PlotShift) that allows its output to be displaced into the past by a number of bars. This, for example, allows the indicator to show the previous (or further back) days data, and then to be adjusted to draw from the previous day.

Seasonal Projection (SEPR) indicator

The seasonal projection can be added to any instrument and it will calculate the yearly seasonal average (using percent performance) up to the end of the previous year. It will then adjust that value to the current year and plot it against the data for the current year (projecting it to the end of the current year. Settings exist to plot the seasonal average as a percent performance chart and also to restrict which years will be involved in the average. For example, adding the indicator multiple times each showing one of the previous years is a way to create a year-by-year overlay onto the current year.

Equilla Neuerungen

IsEvaluatingFirstScannerItem()

This function will return true if this is the first row to be evaluated when performing a scan. This method is useful since it allows scripts to perform start-up actions in a scan (such as drawing headers in CSV files).

 

FilledOrderDrawdown(position, n)

Returns the drawdown of the nth filled order within the specified position counting backwards from the current position (which would be position=0).

 

FilledOrderRunup(position, n)

Returns the runup of the nth filled order within the specified position counting backwards from the current position (which would be position=0).

 

Per-trade Drawdown and Runup in the Strategy Performance Report

The trades list in the performance report now contains additional columns for the maximum drawdown and maximum runup for each trade.

 

Maximum Adverse Excursion & Maximum Favourable Excursion graphs

The Strategy Performance Report now contains two additional graphs, showing maximum adverse excursion for all trades and maximum favourable excursion. The graphs can be shown either using the actual prices or as percentage profit (where multiple securities have differing currencies, for example). The trades shown in the graph can be filtered by profitability or by underlying security. Colors and labels can be configured normally in the property inspector. Hovering over a specific trade in the chart will show information on it, including its identifier in the trades list.

Bugfixes:

Bugfixes in Tradesignal Version 7.6 

  • An applied tool can not be moved sideways if the chart is changed to another period, unless the period is restored to that where the tool was added.
  • Value scale draws logarithmic, inverted, and data hint symbols in the wrong color, when the text color is set to a non grey-scale value.
  • Potential crash when evaluating an expression in the debugger containing an array variable with an invalid number of dimensions specified.
  • Equilla arrays of series type cannot be passed by value to a user function which uses the array variable not in series context (and vice versa).
  • Array sub expressions in locals view are not updated in the debugger.
  • Andrew's pitchfork will not raise an alert if the tool is completely drawn back-to-front in the future and the alert prongs are extended into the past.
  • The prongs of the Andrew's pitchfork tool are not always the same distance from the handle.
  • Value labels on the Andrew's pitchfork tool change without changing the tool when a logarithmic value scale is used.
  • Mixing daily and one minute bars in combination with "show gaps" causes very high CPU load and memory usage.
  • Regression Channel is not always drawn when a saved is opened on Tradesignal Online.
  • Generating an image from a logarithmic chart that uses indicators bound to both value scales and an indicator that plots invalid data leads to the value scale being blank
  • The last selected workspace index is not restored when starting the application and workspaces were previously open
  • Select data inputs dialog should show the RIC not only the display name
  • Classic theme is not setting the trade label foreground color
  • Maximum visible instruments setting should not have an effect on scanners
  • Loading a workspace containing a Market Depth view (Level2 Full Book + "T&S") does not restore the correct layout
  • Setting a shortcut for a workspace toolbox items changes the sort order of the workspace list
  • Crash when a printer gets removed while Tradesignal is running and the print preview is switched to the removed printer
  • Copy & Paste from performance reports renders some values incorrectly
  • Point & Figure dropdown in chart properties misses the ampersand character
  • The value scale is drawn too wide, the first time a Fractional Chart is shown
  • Decimal places are missing when dragging price data from a price editor to Excel
  • Some licenses do not being reacquired following a reconnect after a DataConnect restart
  • IntelliSense for Equilla also appears in a html editor
  • Performance report button is disabled when a portfolio is not in the main desktop
  • Some P&F columns will be invisible when the width of the columns gets too small
  • Unhandled NotImplementedException when updating the command state of an instrument listing document in rare cases
  • Indicator without source code does not show a synopsis tooltip in the toolbox
  • Selecting a tool using the mouse marks can mark the workspace as being modified
  • Fibonacci Retracements tool does not generate alerts if both tool points are in the same column
  • Performance Report switches the view when refreshing
  • Gann line is not accurate in snap mode when trying to move the line
  • History length value from a template will not get applied under various circumstances
  • Feed prefix dropdown is not being updated when reconnecting to a DataConnect with a changed feed configuration
  • Print menu contains a scrollbar which makes drop down menu buttons appear off screen
  • Indicator without source code does not show a synopsis tooltip in the toolbox
  • Moving the endpoint of a vertically drawn trendline can reposition the wrong point
  • Watchlist manage object window only strikes out the highlighted indicator when deleted and does not show an undo icon
  • Fibonacci Retracements left-aligned Labels do not stay visible when scrolling the tool out of the chart
  • Fibonacci Retracements tool does not generate alerts if both tool points are in the same column
  • Fibonacci extensions tool cannot be extended to the left by double-clicking the leftmost point of the 0% line
  • Watchlist wizard: only one symbol list is added even if two are selected

Bugfixes in DataConnect 5.10

  • Preventing log warning messages for unknown RFA fids when we are not interested in that fid.
  • Expired Future symbols that provide invalid TS1 data points from the point of expiry onwards, were causing incorrect rollovers to occur for some Thomson Reuters instruments.
  • Eikon daily data was not requested for power futures like TRDEBMc1 and TRDEBYZ5
  • Eikon LIBOR RICs were placed in the wrong class leading to empty histories
  • Changed default date field used for the time service to "ACTIVE DATE"
  • The Thomson Reuters RIC "JPY1YO=" is not detected as "Deposit
  • Data for EURUSDREF= and EURCHFREF= cannot be downloaded using an Eikon connection
  • Multiple tick corrections from Trayport in quick succession for the same symbol are now aggressively pre-filtered and aggregated to minimize, and in some cases obviate, expensive recumulation operations
  • Yesterday's daily candle is in some cases overwritten with today's open/high/low when the market opens (observed with XETRA DAX stocks)
  • Added mechanism to continue processing updates even while a tick correction is in progress for a Trayport instrument, preventing the case where an update may appear to arrive delayed if following a tick correction in short duration.
  • Inconsistently delivered TS1 data for currencies following a recent change by Thomson Reuters creates invalid high and low values.
  • UDC calculation is misinterpreting certain (malformed?) Thomson Reuters session definitions.
  • The caption for check box in Trayport settings (product change detection) is missing.
  • New data feed wizard allows configuring a local Eikon feed even when no Eikon feed handler had been installed.
  • Trayport Product Change Detection database journal is never compacted.
  • EikonConnect: Wrong instrument class was detected for RIC "EONIA=", correct instrument class should be "Fixing".

 

 

mehr

Tradesignal Version 7.3.0

Tradesignal 7.3 is the next iteration of our well known software and together with the latest DataConnect, there are more possibilities then ever before. 

We do now fully support the latest EIKON and in addition to that, we implemented support for the GlobalView dataprovider. 

Advice: When using Tradesignal 7.3.x, we do recommend the latest version of the Tradesignal DataConnect 5.10.0!

New Point & Figure Improvements

Point & Figure boxes remain square when zooming

Zooming and scrolling using the panoramic scrollbar or zoom tool, will now ensure that boxes in a Point & Figure chart remain square (so long as the Chart > Squaring property is not set to None). Zooming using the value scale (by right-clicking and dragging) will no longer function by default (hold Ctrl to use the old-style zoom). This behaviour will be disabled if another instrument, that is not compatible with fixed boxes, is dragged into the same sub-chart and onto the same price axis. If there are not enough P&F columns to show the full data range when in full-data view, the chart will pad the view port with empty future date/time values.

Point & Figure Price Targets indicator

The Price Targets Indicator (PFPT) for Point & Figure charts plots price objectives onto the chart. Price objectives are based on counts taken at/near specific patterns. The indicator plots both current and historic objectives and can be configured to show invalidated objectives. Vertical counts are based on the length of a specific column, horizontal on the length of a pattern. Various patterns are supported including specialized handling for one-box reversal charts.

Point & Figure Pole Reversal Indicator

The Pole Reversal Indicator (PFLP) plots symbols onto a P&F chart when a high/low pole pattern is found and the current column retraces more than a specified amount of the pole's length, the so called "Warning". It can be configured to generate an alert when a warning is generated. The indicator shows pole reversal warnings both historically and in realtime.

Point & Figure Pattern Indicator

The Patterns Indicator (PFPAT) for Point and Figure charts, highlights common top/bottom-based patterns including multi-tops and catapults.

Control the color change of Point & Figure charts

A point and figure chart now has a new property called "Color Change". This is used to determine when the coloring of the chart changes from Color 1 to Color 2. By default, the color will change when the month of a box changes. It is possible to change this value to allow the color to change on a weekly, daily or hourly based, or indeed wheever a new column is created.

 

Enhanced User-Interface

Enhanced Ribbon Shortcuts to Indicators and Strategies with different properties

Add an indicator (or strategy) to the Toolbar by right-clicking on it and selecting "Create Custom Shortcut". The shortcut will appear in green on Ribbon Toolbar in the Home > Favorites section. The same indicator can be added multiple times. Right-click on the shortcut to change its display name or any of its properties (e.g. period). In this way you can have a button on the toolbar for SMA10, SMA20 and SMA30 at the same time. These green shortcuts can also be added to the Custom Toolbar in the normal ways. 

Add sub-menu items (periods, chart-types, etc.) to the Custom Toolbar

The majority of sub-menus on the Ribbon Toolbar (periods, time spans, chart types, etc.) now all have icons and can be added to the Custom Toolbar either by right-clicking on the button when the menu is shown and selecting the option "Add to Quick Access Toolbar", or by using the Toolbar configuration tool located at File > Options > Personalize > Ribbon Toolbar.

Pan chart with right-click and drag

Clicking and holding the right mouse button in a chart and then dragging the mouse will now pan the chart either vertically or horizontally. Right-click and release (without dragging) still shows the chart's context menu.

Additional functions

Measurement tool

A new tool has been added that functions like a trendline, but always shows the measurements for the time period and value range covered. These measurements can still be activated on a normal trendline.

Rubberband chart snap mode

Chart snap mode will now only snap tool end points when the point approaches within a specific distance of a viable price. The snap mode may be temporarily enabled by holding the Ctrl Key while manipulating a tool.

If snap mode is already active, holding the Ctrl key will temporarily disable snap mode, allowing free positioning of a tool point.

If a tool is moved while snap mode is active, the tool point closest to where the tool was grabbed will be used to determine how the tool gets snapped. In the past, the exact point grabbed was used. This feature along with the rubberband snap mode makes moving tools precisely easier.

Show time and price difference when drawing tools/moving tool end points

When a tool end point is being positioned, a new temporary label will be shown, indicating the number of bars and price differences from another tool point the tool may have (this only applies to tools with more than one end point). This label will also show the actual time period spanned (in calendar units) in addition to the number of bars.

Limiting drawn tool prices to relevant precision

All tools when drawn in a chart will only be snapped to prices that are 1/10th of the highest precision price associated with the parent chart object. The price values shown in the inspector can still be set manually to any precision.

 

 

Equilla Neuerungen

ResultString = Replace(String, FindText, ReplaceText, IngnoreCase)

Search the input string for all instances of the FindText and replace them with the Replace Text. Setting IgnoreCase to true will make the search and replace case-insensitive.

Split (ResultArray, String, Delimiters) 

Split the input String into sub-strings separated by any of the characters in the Delimiters string (empty strings will be skipped). The results will be copied into the Result Array. The array must either be dynamic or large enough to hold the resulting sub-strings.


Result = IsBarOne()

Return true if CurrentBar = 1. This is just a shortcut. Please remeber that CurrentBar = 1 is different from CurrentBar = FirstBar.

ResultSpan = DateDiff(Interval, Date1, Date2)

Return the difference in Interval units between the two dates. (a negative value is possible). Interval can be one of Interval_Day, Interval_Hour, Interval_Minute or Interval_Second.

 

 

The New DataConnect 5.10

EIKON 4.x Timeseries API

Next to the existing support of Thomson Reuters EIKON 3.3 and 4.0.2 (and above), Tradesignal now supports the new Timeseries API that was introduced with Thomson Reuters EIKON 4.0.
 

GlobalView Data Feed 

DataConnect now supports also realtime and historic data acquisition from GlobalView. 

Bloomberg B-Pipe Data Feed

DataConnect now fully supports the Bloomberg B-Pipe. This allows organizations to have a single centralized data server for all of their Tradesignal clients, which brings significant advantages in terms of user and data management. This also means that clients no longer require a Bloomberg Software presence on the same machine as the Tradesignal client software. Each user does still require a valid Bloomberg logon to access the service as per the usual requirements of B-Pipe.

Bloomberg Server API Data Feed

The Bloomberg Desktop API support has now been extended to support the Bloomberg Server API (SAPI). This means that if an organization has the Server API installed, users will be able to access it from machines running Tradesignal without having the full Bloomberg Professional Terminal present. A local Bloomberg presence on the machine is necessary as per the usual requirements of using BB SAPI.


Bugfixes:

Bugfixes in Tradesignal Version 7.3 

  • Generating an image from a logarithmic chart that uses indicators bound to both value scales and an indicator that plots invalid data leads to the value scale being blank
  • The last selected workspace index is not restored when starting the application and workspaces were previously open
  • Select data inputs dialog should show the RIC not only the display name
  • Classic theme is not setting the trade label foreground color
  • Maximum visible instruments setting should not have an effect on scanners
  • Loading a workspace containing a Market Depth view (Level2 Full Book + "T&S") does not restore the correct layout
  • Setting a shortcut for a workspace toolbox items changes the sort order of the workspace list
  • Crash when a printer gets removed while Tradesignal is running and the print preview is switched to the removed printer
  • Copy & Paste from performance reports renders some values incorrectly
  • Point & Figure dropdown in chart properties misses the ampersand character
  • The value scale is drawn too wide, the first time a Fractional Chart is shown
  • Decimal places are missing when dragging price data from a price editor to Excel
  • Some licenses do not being reacquired following a reconnect after a DataConnect restart
  • IntelliSense for Equilla also appears in a html editor
  • Performance report button is disabled when a portfolio is not in the main desktop
  • Some P&F columns will be invisible when the width of the columns gets too small
  • Unhandled NotImplementedException when updating the command state of an instrument listing document in rare cases
  • Indicator without source code does not show a synopsis tooltip in the toolbox
  • Selecting a tool using the mouse marks can mark the workspace as being modified
  • Fibonacci Retracements tool does not generate alerts if both tool points are in the same column
  • Performance Report switches the view when refreshing
  • Gann line is not accurate in snap mode when trying to move the line
  • History length value from a template will not get applied under various circumstances
  • Feed prefix dropdown is not being updated when reconnecting to a DataConnect with a changed feed configuration
  • Print menu contains a scrollbar which makes drop down menu buttons appear off screen
  • Indicator without source code does not show a synopsis tooltip in the toolbox
  • Moving the endpoint of a vertically drawn trendline can reposition the wrong point
  • Watchlist manage object window only strikes out the highlighted indicator when deleted and does not show an undo icon
  • Fibonacci Retracements left-aligned Labels do not stay visible when scrolling the tool out of the chart
  • Fibonacci Retracements tool does not generate alerts if both tool points are in the same column
  • Fibonacci extensions tool cannot be extended to the left by double-clicking the leftmost point of the 0% line
  • Watchlist wizard: only one symbol list is added even if two are selected

Bugfixes in DataConnect 5.10

  • Data import wizard allows user to create a template with name same as another existing template
  • Trayport tick corrections for the continuing contract of a UDC are not handled correctly
  • Automatic split uses UTC instead of local time to adjust intraday bars
  • New data feed wizard allows configuring a local Eikon feed even when no Eikon feed handler had been installed
  • Inconsistently delivered TS1 data for currencies following a recent change by Thomson Reuters creates invalid high and low values
  • Memory statistics showed negative values when consuming more than 2 GB
  • Yesterday's daily candle is in some cases overwritten with today's open/high/low when the market opens
  • Gaps can show up in Bloomberg provided history (via the Desktop API) when requesting more than a specific number of calendar days of intraday bars (only where data exists for the entire requested range)
  • Trayport Product Change Detection database journal is never compacted
  • Cache Maintenance Tool changes the DataCache file field when the Backup Location field is changed using the file picker

 

 

mehr

Tradesignal Version 7

With the new Tradesignal 7, we have improved the graphical user interface and added a lot of helpful new Features and functions.

The Equilla area also got some new features. A debugger will help you to find logical bugs in source codes.

Advice: If you are using Tradesignal 7, we recommend at least Tradesignal DataConnect 5.6.0!

New functionality

New user interface

Office 2010 Look & Feel

The application now uses the look and feel of the Office 2010 suite. This includes support for the tab-based ribbon and the command line below that. The so-called backstage view replaces the file menu as a way to better manage file related operations.

 

Undo functionality

If a close or delete operation occurs, a pop-up displayed at the bottom of the application will appear allowing the LAST operation to be undone. This dialog can be dismissed, although the operation will be available via a link at the top of the application called "unremove". An application setting is available to never show the unremove pop-up, but rather only the link at the top of the application.

 

Deleted workspaces, indicators, etc. are moved to the Windows recycle bin

When an Equilla file, workspace or template is deleted, it will be moved to the windows recycle bin, allowing their recovery if desired. There will no longer be a question if the item should be removed (this and the undo feature make such a question unnecessary).

 

Weekday filter for day-ahead contracts

For Day-Ahead-Contracts you can set which weekdays are valid for the
next contract selection. A Day-Ahead-Contract can be set for a Rollover,
which for ex-ample will run only on Mondays.

 

Debugger

Equilla Debugger

Transmission errors in trading systems and indicators in Equilla can be automatically checked by the new Debugger with pre-set parameters. The Debugger can also be set to monitor and stop automated trading systems, in order to let the user make improvements.

 

Breaking on runtime errors 

By default, if a runtime error occurs, the debugger will automatically break on the instruction that caused the error. This allows the developer to identify exactly what went wrong, without having to manually set breakpoints to stop just before the error.

This feature may be enabled or disabled in the property inspector, using the Break on Runtime Error property.In the case that runtime errors are disabled in a Equilla Script, the break point will still be triggered, although the execution can then be resumed afterwards.

 

See Money Management in Equilla

With the Equilla interface you have access to data in Money Management. This read function Money Management can be used directly in your trading strategies and indicator.

 

 

Customizable Toolbar

Customizable ribbon toolbar

A new customizable toolbar has been added, that allows any of the commands available on the ribbon to be placed on it. Simply right click on a ribbon button and selected "add to toolbar".

Enhanced Ribbon Shortcuts to Indicators and Strategies with different properties

Add an indicator (or strategy) to the toolbar by right-clicking on it and selecting "Create Custom Shortcut". The shortcut will appear in green on Ribbon Toolbar in the Home > Favorites section. The same indicator can be added multiple times with different settings.

 

Favorite indicators and strategies on the ribbon

Any indicators and strategies that have been marked with a tag (using the right-click context menu to set yellow, red or blue tag), will be additionally added to the Ribbon in a special group called Favorites.

 

Customizable toolbar

Sort your toolbar the way you want to. You sort the entries in every order you want to. You can move the toolbar to the left or split it and have it even on both sides. You can also minimize the too and unfold it with a simple click.

 

Alert-Window

The alert window can be minimized and it will indicate using an icon, if an alert has been triggered.

 

Mini-Toolbar

Mini toolbar to access chart tools

A mini toolbar containing each of the available chart tools will be displayed whenever the context menu for a chart is shown (by right-clicking in a chart). This mini toolbar is intended to save the user time when drawing a number of tools into a chart.

  

Fibonacci Extensions

A new tool has been added to the chart, that allows creation of Fibonacci Extensions. When drawing this tool, an appropriate third point will be calculated (and later freely repositioned). This tool supported all of the options available for Fibonacci retracements, including alert support.

 

User-defined extension of Fibonacci Retracement chart tool

 It is now possible to manually resize the left and right extension of the Fibonacci Retracement tool by left-clicking and dragging the ends of one of the retracement lines (the top-left and bottom-right corners still change the calculation range of the tool).

 

Change font, size, position and back color of Trading Strategy Labels

Properties have been added in both the Chart and Trading Strategy categories of the property inspector that allow a significant amount of customization of how Trading Strategy labels are displayed. It is now possible to modify the Font and Font Size of the label's text, set the background color of the label, change the size of the arrows and change the distance that the arrows are from the candles. There is also an option to force the full name of the strategy label to be shown, even if it is very long.

 

Point & Figure midpoint value for indicator calculations

The point & figure chart type now provides an additional field call midpoint (in addition to open, high, low, close). The mid point is the value of the middle box in a specific column (or the midpoint between two when the column has an even number of boxes). When an indicator is applied to a point & figure chart, this new field may be selected from the property inspector, in preference to the close field in the indicators Price input property. Please note, it is not possible to explicitly code for this field from within Equilla.

 

Point & Figure single box reversal display mode

A new property has been added to point & figure charts to control how single box reversal columns are drawn. The "standard" approach is to compress the single box column into the next column. The "New Column" option will always start a new column after the single box reversal. Workspaces containing Point & Figure charts will default to the New Column approach (which was the method from the prior version). Newly created charts will default to the Standard approach.

 

Full-text search for help articles

The search in the Help band in the Toolbox will now also search the full content of help files for keywords instead of just the help article's title.

 

Templated charts update when the linked template is changed

Templates applied to a chart will now remain linked to the chart. When a template is subsequently changed, all charts linked to that template will be updated to reflect the changes in the template. A chart can be unlinked from its template using an option in the template menu on the ribbon. The auto updating of templated charts can be disabled globally in the options page.

 

Additional changes:

  • Change size of strategy trade arrows in the chart
  • Change font, size and background color of strategy trade arrow labels
  • Change distance of strategy trade arrows (and labels) from candles
  • Option to show full strategy trade labels
  • Use strategy shortcode as default trade label if available
  • Background Optimizer results loading: The settings under File > Options > Advanced > Performance > Unload Optimiser Results can be used to configure this memory optimization
  • Add option to toggle auto-scaling to the chart price scale drop-down menu (at the top of the value scale).
  • Draw arrows on a chart's price scale indicating the location of the chart data, if the chart data is completely. scrolled above or below the view port.
  • Add option to broker settings to allow IB to attempt filling of orders generated outside regular trading hours.
  • Add the indicator "Price Volume Profile Periodic" that generates Profiles at regular intervals in a lower period chart.
  • Property for bar charts to control if the open and close price markers are shown on each bar and are available as snap points for tools. This allows bar charts to be drawn either OHLC, HLC or HL.
  • Add property to volume bars to show rising/falling color based on either price change or volume change.
  • The volume indicator should allow the bar colors to change based on price change or volume change.
  • Add a property to the watchlist (et al.) that allows the grid line color to be changed.
  • Position manager and performance report should have a grid line color property.
  • Add fields to the print preview that allows the page range for printing to be specified.
  • When all workspace items are aligned in columns or rows insert new workspace items in the opposite direction.
  • Add keyboard shortcuts for creating new indicators (Ctrl+Shift+N, I), strategies (Ctrl+Shift+N, S) and functions (Ctrl+Shift+N, F) and for items on the insert ribbon (e.g. chart Ctrl+Shift+N, C).
  • It should be possible to open a non color-linked chart (or other document) from a watchlist (et al.) by holding the control key when using the "open in chart" context menu item
  • Optimized performance in watch list and portfolio.

DataConnect 5.7

Additional fields for Bloomberg instruments

It is now possible to configure that data collection for the Bloomberg feed to allow additional fields to be charted for different instrument types. This is described in full in section 6.3.1 of ther Tradesignal DataConnect User Guide.

 

Import generic CSV data files

The data import wizard available in the console now supports CSV files in a user-defined format. A tool in the wizard can be used to describe the format in a file and then be resued to read multiple files in that format. The wizard and CSV format tools are described in section 13 of the Tradesignal DataConnect user guide.

 

Import Thomson Reuters Tick History (TRTH) CSV data files

The data import wizard available in the console now supports CSV files in the TRTH file format.

 

Bugfixes:

Bugfixes in Tradesignal Version 7 

  • Instance fields do not get reconnected following a manual reconnect.
  • Manual reconnect of the TeleTrader feed drops some instrument subscriptions.
  • Unhandled exception occurs when showing the Save and Send backstage view after having previously deselected the current tab with Ctrl-clicking.
  • Charts containing DataConnect symbols in pass-through mode will not be properly reconnected when DataConnect is restarted.
  • Intraday top-up data is incorrectly timezone converted leading to corrupted output data
  • When using a default line chart property (or style) the % performance and seasonal wizards will not pick different colors for each line chart.
  • Week Range indicator does not work if there is no trading on Monday. Added a new start day of week field.
  • Unremove buffer was being cleared when showing the backstage view save and send panel.
  • Incorrect selection changed handling when applying workspace layout operations.
  • When the watchlist loses focus the selected row is still highlighted with the update color, so you can no longer see cell updates.
  • Watchlist changes the focused row after clicking in view in Chart button.
  • Cannot cancel the order routing account wizard by pressing Esc.
  • "Source is newer than the compiled code" warning if applying indicator/strategy on machines running Vista, Windows 7 or 8 on which Tradesignal 6.3 has been installed.
  • Disabling script error messages would enhance browser usage within Tradesignal.
  • Optimizer did not start up when using a special strategy.
  • Indicator that draws a stepped line with per bar coloring prevents the charts full history view from working correctly.
  • Helpfile: the help about the ChartViewer in Word 2010 in English is missing.
  • The price change indicator (gray background color) should not be shown when printing a watchlist (or portfolio).
  • Performance Report default color settings for the statistics are "none", are incorrectly sorted and are missing the grid line color property.
  • Chart grid layers (except graph paper) do not get redrawn when the application window is maximized.
  • Add horizontal scrolling support to the symbol list view.
  • When the TeleTrader server tells Tradesignal to log out, we must reconnect under some conditions because the log out should not have been sent.
  • Prevent entering negative values for the Displacement field in the forward curve wizard.
  • Removing the first item of an added symbol list in the percent performance wizard appears not to remove the item until the list is scrolled.
  • Using the mouse wheel when hovering over the indicator list with a multi-page Equilla editor containing the input focus incorrectly scrolls both the editor and the indicator list.
  • Optimized performance in watch list and portfolio.
  • Composite symbols never finish loading when used in a watch list or portfolio.
  • Crash can occur when loading a workspace containing an indicator displayed in a non-default chart type.
  • Export of global variables from an optimizer does not use the correct decimal separator.
  • The button to disable a result filter in an optimizer is missing.
  • Background color of indicator or strategy column generated by DrawText is ignored if text is empty.
  • Period linked charts do not update their period.
  • Chart template is reapplied when chart is opened even if the underlying template has not been changed.
  • Crash can occur if a template is applied to a chart that is already using a template.
  • Fibonacci Extensions without right extension, extends to the right if tool walks out of the chart.
  • Text properties (e.g. filter in a news window) cannot be cleared.
  • Fibonacci Extension tool is generating alerts for Fibonacci lines completely in the future.
  • Fibonacci Extension tool lines are truncated when the tool is moved into the future.
  • News window is placed into full-screen mode after minimizing the application.
  • "Source code is newer than its compiled version" warning is always shown on Windows Vista/7/8 after upgrading from a previous version.
  • In the styles drop-down menu the highest entry defines the height of all entries making the menu look weird.
  • Move previous does not work correctly in a portfolio when grouping is active.
  • Exception thrown when removing multiple tools may cause the unremove feature to become unavailable when removing single tools afterwards.
  • The application exit command should not be possible to add to the quick access toolbar.
  • Small square between scroll bars in a text editor is not been redrawn properly.
  • Performance Report does not filter invalid dates.
  • List based documents do not immediately restore the original sort order after clearing sorting by specific columns.
  • Predefined symbols lists should not be sortable.
  • Moving chart view port changes to static viewport mode after a few new bars are created for an instrument with a second-based period.
  • Color-tagged indicators without a shortcode should display the first five letters of the name in the Ribbon favorites group.
  • A workspace containing a very large scanner takes extremely long to load and save and all items are not shown if the saved file contains a single invalid data row.
  • Modifications to existing combined symbols are not saved.
  • Different combined symbol name validation strategies are used when creating and editing.
  • Scanner group expansion state is not correctly applied when opening a workspace.
  • Clicking on a group row after having clicked on one of its children in a scanner or watchlist shows the properties of the first child.
  • Property inspector is updated in the loading process of a workspace, even if the workspace is not selected.
  • Double-clicking in a storage band applies the selected item even if the cursor is nowhere near the selected item.
  • Scanner properties are flickering by selecting a symbol via mouse.
  • Ctrl+home and Ctrl+end does not select the row in a list based document.
  • Restoring a watchlist's color information fails if originally saved on a system with a different culture.
  • Attaching a keyboard shortcut to a workspace in the toolbox collapses its containing folder.
  • Throttling of watchlist updates is too extreme.
  • Last trade date/time column in a instrument listing document is not sorted correctly.
  • Instruments are leaked when closing and reopening watchlists before the list is fully opened.
  • Watchlist crashes if grouping and auto sorting for indicator result is activated.
  • Crash occurs when closing a watchlist while a refresh operation is running.
  • Scroll position is not correctly maintained in a huge watchlist sorted by a frequently changing field.
  • Printing a watch list with grouping active breaks after some columns if the list is still loading or contains updating groups (e.g. last trade date/time).
  • Crash when the user aborts the loading of the sample workspaces.
  • File open command under file tab is not opening always the open dialog.

Bugfixes in DataConnect 5.8  

  • EikonConnect fails to detect the Excel-AddIn when using Eikon 4 because TR changed the name of the AddIn
  • German Advance/Decline instruments were not available via the Thomson Reuters Eikon feed handler
  • Thomson Reuters Eikon weather instruments are incorrectly categorized as Bonds
  • Initial loading of meta information (sessions, timezone, currencies) fails when using Thomson Reuters Eikon Desktop 4
  • Change default time for "Periodic History Refresh" of EikonConnect data to 02:00am
  • No intraday history for TFSc1 using the Eikon feed handler
  • UDC on Reuters Equity Index futures like FGBL could not be created with a month filter when the underlying symbol list had not been requested before
  • Today's candle's Open is erroneously set to invalid value when the first received update for the day does not contain a valid trade price
  • Instrument classes are sending "Today's OHL" data before sending the actual "Last" value
  • Corrections to the continuing contract in a Trayport Future continuation instrument were not being correctly handled
  • OpenConnect instruments that only support user-defined fields and were categorized as type "other"
  • Unit conversion is unavailable for GlobalView futures
  • Daylight savings time information provided via OpenConnect generated QQ pages may contain next year's entries instead of current year's for southern hemisphere timezones

Bugfixes in DataConnect 5.7  

  • OpenConnect services cannot be stopped by the SCM when configured ports are already in use
  • DataConnect does not send initial data chunks for all requested FIDs of subscribed pass-through instruments for extension services that do not deliver histories
  • An extension service must not attempt to establish an upstream connection when it was removed from the DataConnect feed configuration
  • OpenInterest data will not be exported
  • OpenConnect errors that show up in the windows event log should also be written to the OpenConnect.log file
  • Daily period does not get re-enabled when setting history collection from "Collected" to "Not collected" and then back to "Collected"
  • Not all meta properties for expired CBOT Grains future contracts are correctly populated
  • Console does not display the last row of the snapped data in the query symbol dialog
  • OpenInterest is not requested from OpenConnect adapter module when creating a future symbol
  • Outstanding but not yet sent requests for extension feeds will not be removed when affected symbols are deleted
  • Reloaded history will not be sent to subscribed clients when pressing "Restore Default Historic Data" for a pass-through symbol
  • Reuters instrument ".IBLEH0002" miss detected as "Other" class
  • Missing instrument class for "Open-End Fund" like "A0M2SJX.DX"
  • When entering new Trayport or Bloomberg feed via new data feed wizard no feed ini file is written and no error message displayed when not running with administrator privileges

 

Release Notes Tradesignal Version 7

 

mehr

Tradesignal Version 6.3.0

For the latest release of Tradesignal the alarm functions have been enhanced and also the notifications by e-mail have been revised in this context.

In the Equilla area are also a major innovations. The connection of your own extensions can now be realised with a COM / .NET interface using appropriate programming languages ​​(C + +, C #, VB.NET, etc.).

Note: If Tradesignal 6.3.0 is used, we recommend at least the Tradesignal Market Data System 5.2.0!

New Features

Alarmfunktion für Werkzeuge

Tools alerts

Tools that generate alerts now have additional options for generating when the alert is generated. All alerting tools now support a new Trigger property called 'Hit or Crossed' that will generate an alert when the price touches or goes over the tool. The existing "Crossed" mode generates the alert only when the price goes from below or on the tool to over it. Channel tools (Trend Channel, Andrew's Pitchfork and Linear Regression Channel) now have a new trigger called 'Break-in/Break-out' that will generate an alert when the price crosses into or out of the channels area, the alert will be tagged with whether it was a break-in or break-out, and whether that occurred due to sideways entry or exit.

 

Benutzerdefinierte Alarmbezeichnung

Custom text field for tool alerts

Tools that generate alerts (Trendline, Trend channel, Linear regression channel, Fibonacci retracement, Andrew's pitchfork and Stopline), all now have a new property called Alert Name, that allows text to be freely entered. This text will be added to any alerts generated from this tool and visible in the Signal column in the alert window.

Alerts evaluated for all data points on forward curves, and other chart types with 'future' date/time bars

Alert generating tools can now be fully used on forward curves. If any point on the forward curve crosses a tool configured to generate alerts, this alert will be generated as expected (in former versions of Tradesignal, only the last ticking point in a forward curve could trigger alerts).

Tick-by-tick tool alerts

All alerts generated on tools will now be checked against the immediately preceding tick for crosses, as opposed to the open of the current bar.

Ausgabefenster für Alarme

Alert window with selectable columns, highlighted alerts and support for copy to clipboard

The alert window at the bottom of the application window, now allows the columns to be selected from list of all available columns. To pick columns, right click on the column titles and select 'Add/remove columns', then drag and drop columns to and from the picker that is displayed. Alerts shown in the alert window that have been selected to be 'highlighted' in the options dialog, will be displayed bold, with a check next to them (click the check box to un-highlight them). This highlighting feature can be enabled for all alerts, and acts as a mechanism to mark the alerts as 'read'. Highlighted alerts that are displayed in the alert popup, will not automatically disappear. The right-click context menu for the alert window can now also be used to copy selected alerts to the Windows clipboard, hold Ctrl when selecting to select multiple alerts (or Ctrl-A to select all alerts).

Maximise mode for the alert window

The collapsible alert/output window at the bottom of the main interface window now can be temporarily maximized by double-clicking on the tab of the page to maximize, double-clicking a second time will restore the previous size. A button to the right of the alert/output window tabs can also be used to perform the maximize operation.

Pop-up für Alarme

New alert pop-up that stays visible until dismissed

Alerts that can popup a window will now be collected in a single popup, with buttons that allow upto the last 100 alerts (since the popup was shown) to be browsed. So long as there is at least one 'highlighted' alert in the popup, the popup will not automatically be hidden. Clicking on the popup will jump to the source of the alert, when navigating the displayed alerts, clicking on the right arrow with a red cross will also clear the highlight on the shown alert.

Alarm Optionen

Alert sounds, emailing and other options configurable by alert type

The alerts page in the options dialog now allows individual specification of sound effects, emailing, alert popup and highlighting for different types of alerts, most notably: Informational, Warning, Order Routing, Data-feed, Indicator (Equilla Alert function), Chart Tools (separately Cross, Break-in, Break-out) and Trading Strategy (separately Place long entry, Place short entry, Place long exit, Place short exit, Order filled, Order modified, Trail stop modified and Order cancelled).

From now on, e-mailed alerts contain the instrument name in the subject line.

Arbeitsbereich Navigation

Improved workspace tab bar navigation

A menu to the right of the workspace tab bar can now be used to show a list of all open workspaces (non-visible workspaces are shown more prominently). The close button has been moved onto the active workspace tab to avoid hitting it when using the workspace next/previous buttons (and an option in the options dialog has been added to hide this close button completely).

Ausführungsfrequenz für Hintergrund-Charts

Option to reduce evaluation frequency for non-visible workspaces

A setting has been added under "File > Tradesignal Options > Advanced", that when enabled (default is off), will reduce how often a chart is updated when it is in a non-visible workspace. When the chart becomes visible it will be immediately updated.

The use of the function can significantly reduce the CPU load when a large number of fast ticking charts need to be left open. In addition to enabling the feature, the update frequency in seconds can also be specified to a value between 0.5 and 60 (the default is 5 seconds).

Please note: Use of this feature will mean that alert generation from charts in non-visible workspaces will also be delayed by up to the user set update delay.

 

COM/.NET Equilla Extension API with asynchronous evaluations and strategy signal hooks

Equilla now supports a new mechanism for providing extension objects and functions (the previous mechanism remains fully supported, but will not be further enhanced). First an author must create one or more objects that support the IEquillaExtension interface in any COM-aware language: C++, C#, VB.NET, etc. and then register the DLL containing that object on the target system (normal COM registration with regsvr32.exe). Once registered, the object can be used from Equilla using the new "objects" block.

Tradesignal includes four sample projects that demonstrate the various extension features, including overlaying RSS data on a chart (C#), pushing trading data into Microsoft Excel (C#) and reading text files (C++).

Read text files from Equilla scripts

Using the Equilla.TextFileReader extension object it is possible to read text files that are present on the local or a network file system. The source code of this object is included in the setup.

Access RSS feeds from an Equilla indicator

A new indicator is available called RSS that allows the URL of an RSS feed to be given as input; it will overlay the events from that feed as clickable markers onto a chart. This indicator uses the Equilla.RSSReader extension object; the source code of which is included in the setup.

Active strategy orders persist across bars

When an order generated by an Equilla Trading Strategy remains active over subsequent bars with no changes (or just modifications) the Trading Engine will no longer cancel and regenerate these orders for each bar, but rather keep them active until they are filled or the script cancels them.

45° degree snap mode for point and figure trendlines

Tools drawn into a point & figure chart will be in snap mode by default (snapping to the nearest box), and will only allow drawing of 45 degree, horizontal or vertical lines. Holding of the Ctrl key will allow free drawing of lines (or by toggling off the snap mode option).

Workspace item tabs synchronized with primary chart item display name

The default title for a workspace chart item (as found on the workspace item tab) will now be obtained from the first instrument or spread found in the chart. This title will stay synchronized with the chart item even if the display name changes due to a rollover or a spread is updated to contain new constituents. The title may be manually changed either by moving an alternative instrument to the top of the chart or by using the workspace item rename operation found by right-clicking on the workspace item tab.

Automatically update linked synthetic symbols

Synthetic symbols that are used in charts, watchlists, etc. that have been added from the symbol list toolbox will now automatically be updated when the symbol in the toolbox is changed. The automatic update will apply to all open and closed workspaces. If the symbol is edited directly in a chart an option will be presented to apply this to all charts using the symbol or to unlink the symbol and make a local copy.

Additional Features:

  • The formula editor window should remember the user set window size.
  • It should be possible to E-Mail workspaces with SMTP, if that is preferred over MAPI.
  • Add Dark Spread, Clean Dark Spread and Climate Spread indicators to the Tradesignal package.
  • Forward curves based on manually added predefined lists always use list path instead of chain id.
  • Symbol lists with symbol codes (e.g. Reuters chain RICs) should display the code in the symbol list toolbox next to the list name. This allows the code to be easily found, for example, when entering a chain code into an indicator that accepts such a code as input to the Instruments: List("") function.
  • Excel correlation calculation option to the correlation indicator and a Correl() user function.
  • Detrending Price Oscillator indicator and Detrend function for performing cyclic analysis.
  • GradientColor and NormGradientColor Equilla functions
  • Optimized memory usage for many full-screen charts, where most are non-visible due to stacked workspace tabs.
  • Tradesignal now includes a limit for maximum open instruments and a limit for maximum free memory before certain large memory consuming tasks can be started (e.g. scanning and optimization). Both of these limits can be increased/decreased in the options dialog, although this is not recommended.
  • System resource monitor now runs more frequently, to identify problems earlier.
  • New Equilla functions to query the order id of a given order: GetActiveOrderId(index) returns the current id of the order at the given index. FilledOrderId(position, index) returns the current id of the filled order from the specified position and index within that position.
  • It is now possible to set the default history length for daily, intra-daily and tick charts up to 50,000 bars (up from 10,000).
  • It is now possible to set the history length of a scanner up to 500,000 bars (up from 5,000).

 


 

DataConnect 5.6.0 - Trayport Enhancements

Weekday and Month contract filtering for Trayport Continuous Contracts

It is now possible to create continuous contract symbols for the Trayport feed that exclude specific contracts, if the contract sequence type is monthly or daily. When month filtering is used, a contract rollover will always jump over any months that have been excluded. When weekday filtering is used, a contract rollover will always jump over any excluded weekdays. It is therefore possible to create a continuation that rolls from Monday to Monday, and another for Tuesday to Tuesday if it is so desired.

Simplified symbol mapping for Trayport symbols

Implemented new mapping approach based on alias names specifiable by instrument, sequences, and a generation pattern for sequence item ids. This feature allows an administrator to provide a one time mapping of each instrument ID and sequence ID and a definition of how sequence items should be described. Thereby preventing the need to map every symbol individually.

Faster creation of Trayport continuation symbols 

Server calculated Trayport continuation symbols will now load significantly faster. A new configuration option was created that allows to skip further contract history requests when a number of consecutive requests for newer contracts did not yield any data. This is especially helpful for daily contracts, saving hundreds of useless request.

DataConnect 5.5.0 - See your own Trades

Tradesignal DataConnect extending Trayport functionality

Tradesignal DataConnect along with Tradesignal 6.3.9 is now able to provide functions for determining if a named user was a participant in a deal. These new functions are only available with using a Trayport tick-by-tick chart. Tradesignal includes two indicators, "SimplifiedDailyProfit" and "Show My Trades" that illustrate the new functions in use. This feature requires Tradesignal DataConnect 5.5 or above.

Support for Thomson Reuters Enterprise Platform (TREP) using the OMM data model (via RFA)

Tradesignal DataConnect is now able to either connect to the Thomson Reuters platform using the SFC interface, or the new (and significantly faster) RFA interface using the OMM data model. This OMM model is only supported by TREP-RT (and not earlier version of RMDS). RFA with OMM does provide significant performance enhancements over the older SFC interface approach.

Per symbol custom configuration of data history length

Default data sweep settings can now be overridden on a per-symbol basis, which means that you can define, how much data shall be collected for a specific symbol.

Support for non-standard weekly-aligned candles 

This new feature adds support for Middle-Eastern exchanges like Dubai (week starts on Sunday) or Riyadh (week starts on Saturday). There is a set of known non-standard week exchanges preconfigured. New exchanges can be added (or existing ones modified). Changes will be immediately applied to existing instruments.

New administrative enhancements

Wartungsassistent

Cache maintenance tool

This new tool can be started from the DataConnect Console file menu and allows an administrator to compact a DataConnect cache file and optimize its performance on large long running servers. The compacting operations, reduces data fragmentation that reduces file size and improves seek times.

Permanently hide uninteresting ticks/bars

In addition to deleting ticks and bars via the console (which would be restored with the next historic data update), it is now possible to mark a tick or bar as inactive in the historic data view in the DataConnect console, whereby it will no longer be delivered to clients or used when calculating higher period bars. The inactive state is persistent event through a restore of historic data. An inactive bar can be reactivated via the Reset Data button (or context menu option) for the affected data row. Inactive bars will be shown faded-out in the data grid.

Clear user edited bar status for an individual bar

It is now possible in the DataConnect Console, to reset a user-modified bar or tick to its original value. Previously this reset action was only available for all bars of a symbol. When viewing the historic data for a symbol, user edited bars will be bold, and a Reset Data button at the end of the data row can be clicked to restore the data to that of the data source. Please note, that the Command Restore Historic Data must also be run after resetting the individual bar and clicking Save.

Automatically re-cumulate data when importing lower period data

The data import wizard now contains a checkbox that when checked, will force DataConnect to recalculate higher data periods, when new lower period data (such as tick data) is imported. This feature means, that a user will no longer start a recumulation manually after a batch data import.

Better selection of which symbols to export/synchronise

In both the data export and synchronize wizards, it is now possible to search for symbols by name or partial name and select exportable options from within the search results. Thereby allowing, for example all symbols starting with, e.g. "TR" to be quickly exported.

Automatically refresh recent Trayport historic data

Historic tick corrections may for some reason go unnoticed in collected historic data (the correction occurred during server maintenance, for example). This new option (which is disabled by default) may be configured in the Trayport Feed handler settings, to refresh the recent historic Trayport data during the night and ensure that it completely represents the data in the Trading Gateway. User-edited bars will not be overwritten by this update. The number of hours of data to refresh is configurable.

Additional Quote Fields for Bloomberg data fields

Tradesignal users will now see a larger list of available fields in the Add/Remove columns dialog for a watchlist, when using Bloomberg data. Fields available are PE_RATIO, PX_TO_SALES_RATIO, VOTALITY_30D, PX_TO_BOOK_RATIO, OPER_MARGIN, 30DAY_IMPVOL_100.0%MNY_DF and RETURN_COM_EQY

 

 


 

Tradesignal DataConnect/Tradesignal Market Data System 5.4.0

Name Change

Tradesignal Market Data System is changing to Tradesignal DataConnect

With the current update the name of Tradesignal Market Data System 5.4 (TMDS) will be changed to Tradesignal DataConnect 5.4. Thereby the name will be shortened and an abbreviation is not so necessary.

Benachrichtigungen für auslaufende Lizenzen

New Tradesignal Features

Thomson Reuters On-Demand Modus

Clients who use Thomson Reuters Eikon or Kobra 3000 are now able to activate tick data and histories directly in Tradesignal without additional storage. This feature is an advantage for clients who prefer not to use a local server infrastructure. 

Continous Day-Ahead-Contracts for Trayport

The symbol lists for Trayport have been expanded and now include an adapted list to represent Day-Ahead-Contracts without Weekend-Contracts. In contrast to the weekly lists with weekends they can now be used as continuous contracts with no break during the weekends. 

Administrative Improvements

Fewer Restarts 

Whilst functions are running, changes can now be made to Tradesignal DataConnect settings without having to restart. Settings that do need a restart will be indicated with a star (*).

Tradesignal OpenConnect SDK Improvements

New interface with automatic Time Format – Conversiong

With the new interface IMetaFieldSet2 it is no longer necessary to supply all inhouse data in UTC Time format to Tradesignal OpenConnect. Price data can be left in its original format and will be automatically converted through OpenConnect. 

Tradesignal OpenConnect-Instrument with flexible time settings  

With the new IMetaFieldSet2 interface it will be immediately possible to regulate the rollover times of daily data for every instrument.  

Further improvements:

  • In Tradesignal DataConnect Console’s configurations dialog, options will be highlighted in colour enabling collection of continuous data. 
  • If problems arise with the daily data bank backup, an error message will now be written in the data log. 
  • For serverside continuous contracts the price data for the Backward-Adjustment calculation can now be set with the following methods: PrevClose/Open, PrevClose/PrevClose, PrevOpen/PrevOpen or PrevOpen/Open.
  • For Thomson-Reuters clients who use Fixed Income Products, along with histories for Last, Best Bid and Best Ask  in Future-Contracts, histories for Yield will also be available, for example with Instruments such as FGBLc1 or USc1.

 


 

Tradesignal Market Data System 5.3.0

Benachrichtigungen für auslaufende Lizenzen

Alert prior to license expiry

It is possible to configure that a log file, windows event log and optionally an email alert is generated a set number of days prior to the expiry of a TMDS license. The options are available from the TMDS Settings Dialog, and by default will generate an alert 7 days before license expiry.

On-demand instruments

Certain data-feeds can now be configured to be available 'on-demand'. For such data-feeds, that provide comprehensive realtime, historic and entitlement data, duplicating the data management and storage in the TMDS may not be desirable. Such data-feeds can now be configured in their appropriate configuration pages (or configuration files in the case of OpenConnect feeds) to be available on-demand only.

On-demand data feeds will make their connection to the source data, only when clients are first connected. Advising and releasing instruments will only occur as users actively access them. Historic data for on-demand feeds will not be cached in the TMDS, but rather obtained directly from source.

New Bloomberg data feed connections will be on-demand by default (this can be disabled in the options).

OpenConnect feeds can be made on-demand by setting "General/PersistentSymbols=0" in the openconnect.ini file for a specific feed.

For complete information on configuring on-demand data feed access, see the TMDS User Guide.

SNMP support

It is now possible to enable SNMP support in TMDS via the "Manage Settings > SNMP" tab. Any SNMP management application will be able to monitor various metrics published by the TMDS including license usage, user activity, connection status, consumption limits, CPU usage, etc. The TMDS will also send alerts in the form of SNMP traps to any listening management applications. The SNMP support is read only. The Windows SNMP Agent Service must be installed to make use of this feature. Please refer to the TMDS User Guide for full details of setting up the TMDS SNMP feature and how to install the Windows SNMP Agent.

Automatically obtain historic daily/intraday data via Kobra/Eikon when running on the same workstation

When Tradesignal and TMDS are running on the same workstation as a Kobra or Eikon terminal, TMDS will automatically obtain historic data from the local DBU using the Thomson Reuters DEX API. When the TMDS is not on the same workstation as Kobra/Eikon, or when there is no DBU available, or when the DEX API is not installed, TMDS will fallback to obtaining interday data from TS1 as in previous versions. TMDS will always try to obtain historic data via Kobra/Eikon unless the setting 'Manage Datafeeds > Reuters Feed > Backfill historic data from Kobra/Eikon (via DEX API)' is unchecked. To refetch historic data, for example after tick corrections in the DBU, a user can either select 'Restore Default Historic Data' from the TMDS Management Console or 'Manage Sessions > Reload Historic Data' from within Tradesignal.

Bugfixes

Bugfixes in Tradesignal Version 6.3.0 

  • Tool alerts on Volume Charts can generate incorrect signals.
  • Candles change color when the value scale is inverted.
  • TMDS connection may cause a crash if the connection gets restored after a failed ping pong, due to a very slow server (with CPU problems).
  • Dropping a compressed chart onto another subchart inserts a tick chart instead of the original period.
  • Not possible to select the parent for a tool if snap mode is used.
  • Indicator is not drawn in a chart although the available source data is sufficient to evaluate.
  • Panoramic scroll bar does not update immediately when its parent (e.g. line chart, indicator) has its input changed.
  • Heikin Ashi chart is losing its volume when opened from a saved workspace or replacing the symbol.
  • Some tools and the target cursor on a chart for an instrument already present in the dictionary are using wrong future timestamps.
  • The volume of manually entered ticks via the TMDS Console for OpenConnect instruments will be added to the prior candle.
  • Duplicated trend lines are not parallel after one is moved in a zoomed out chart.
  • Equilla: Prices returned by the GetActiveOrderPrice function for built-in stops are not tick size aware.
  • Daily Trendline in a mixed Daily Candle Volume / Hourly Candlestick Chart is drawn incorrectly if the left most trendline point is off screen and the right most point is past the daily candle.
  • Candles in a Heikin Ashi Chart with the IKH indicator stop updating after an indeterminate period.
  • Copy & Paste a chart into a new workspace on another desktop is not working when using the paste-button.
  • Price labels on Andrew's Pitchfork remain visible when scrolling into the past.
  • Select All does not work for a HTML Editor when in secondary desktop.
  • Syntax highlighting in composite symbol editor is not enabled unless the Equilla editor is shown first.
  • Adding a composite symbol from one chart to another via drag & drop looses the composite symbol.
  • Spread between forward curves limited to max number of contracts shows wrong results.
  • Error message when creating a forward curve chart from a symbol list created by manually entering a Reuters chain code.
  • Unhandled exception occurs when copying text from the output window if another application has locked the clipboard.
  • Clicking on a colored square on the optimizer heat map does not select the result row in the grid.
  • A composite symbol might be replaced by an indicator when loading a chart.
  • Replaced inline symbols may not be updated correctly when loading a document.
  • Static variables in Equilla functions may get initialized more than once when called multiple times from different depths of nested statements.
  • Forward curves based on a manually created symbol lists do not create contracts on a TMDS if they are not already present.
  • Toolbox splitter moves significantly to the left on start-up when the application is maximized and Windows is set to use over 100% font DPI scaling.
  • Equilla enum inputs in optimizer results are replaced with integer values when exported to Excel.
  • Brute-force optimizer returns an error when the data source is only a signal Trayport TMDS without currencies enabled.
  • Cannot convert currency for legacy client-calculated continuous future symbols.
  • Chart will not be redrawn with new candles after deleting current candles in the TMDS while order routing is active when using a composite instrument.
  • A watchlist globally symbol linked to a chart in another desktop (and no other chart in the same workspace) will open a new chart in the same workspace instead of updating the linked chart.
  • Tradesignal may unregister licenses using a different username than the one that acquired the licenses when changing the DACS user.
  • Composite/spread instruments may stop updating when displayed as point and figure.
  • Composite/spread instruments using draw/drawline on a calculated chart type do not show latest price in legend.
  • A strategy or indicator applied to a composite/spread symbol displayed as a compressed chart type may not properly remove X/O columns when the price receeds.
  • Composite/spread symbols displayed as compressed chart types might, very occasionally, generate odd results.
  • Heikin Ashi and Renko chart types do not calculate correct results for composite/spread symbols that can return different results during one evaluation run (as a result of using static variables in their calculation).
  • Unhandled exception occasionally occurs when an auto save is being performed at the same time as the optimizer is running due interference between the two concurrent processes. An option has been added to the autosave settings to suspend autosaving of a specific workspace while a contained optimizer is running. The workspace will be backed-up when the user clicks the start optimizer button instead, and autosave normally when the optimizer run is complete. This option is on by default.
  • Export chart data series to a CSV file only ever uses two decimal places for prices.
  • Extension symbol lists for Trayport, Bloomberg and OpenConnect may not be reloaded after TMDS restarts.
  • Optimizer stores temporary files as part of roaming user profile which may be limited in space and crashes when running out of disk space.
  • Point & figure chart stops drawing updates after a chart, that does not fill the history length with data, passes the history length value with data from realtime updates.

Bugfixes in Tradesignal 6.3.1

  • Calculated, non-compressing, chart types such as Heikin Ashi sometimes do not set the BarStatus to BarStatusClosingTick. Compressing chart types should return the BarStatus value of the underlying price series in the same was as indicators do.
  • Temporary tool will not be removed when switching to target cursor mode in web edition.
  • Strategy alerts in the web edition do not contain sufficient information.
  • Occasional division by zero error when switching a chart with an indicator from a variable width chart type to a fixed width type.
  • Pressing the delete key while selecting the parent for a pitchfork tool causes a crash in the web edition.
  • Post-to-forum button should not be shown in the collapsed publish ribbon menu in the Japanese edition.
  • Instant target cursor lines are sometimes not drawn in web edition.
  • Dragging an instrument over a deselected workspace tab does not focus the deselected workspace.
  • Crash occurs when compiling an indicator that uses the "crosses over" operator with a parameter that is an input variable acting as an alias for a user function.
  • Crash occurs when running an indicator or strategy using a variable declared in a instruments block with the "crosses over" operator.
  • Equilla "print" function only outputs empty text strings in the web edition.
  • Workspace tabs replace ampersand character (&) with an underscore on the next character.
  • Occasionally a crash occurs when connected to a TMDS with a failover host configured when the TMDS shuts down or restarts.

Bugfixes in Tradesignal 6.3.2

  • Alerts generated by the Equilla alert() function do not display fractional prices.
  • Incremental functions such as XAverage generate incorrect results when an instrument declared in an instruments block with a higher period than the indicator's parent is used.
  • Runtime error quoting "invalid pure virtual function call" very occasionally occurs, when Tradesignal has been over-installed, most frequently when automatic order routing to IB is active.
  • Value scale is incorrectly sized when displaying values with thousands abbreviated to T.
  • Optimizer results cannot be reopened when saved with certain application versions.
  • Chart with invisible tools can take a long time to render on the chart server.
  • Crash can occur when replacing orders during automatic order routing.
  • Low memory warning is shown after less than 2 GB are used on XP machines with /3GB flag.

Bugfixes in Tradesignal 6.3.3

  • Periodic log file entries for "System Handles" are always zero.
  • Crash occurs when opening a workspace containing an instrument that goes stale (on the TeleTrader provider) before the workspace is completely loaded.
  • Walk forward optimization uses incorrect parameter ranges (start, end and step) for inputs when calculating the second and all subsequent time spans (samples).
  • Crash occurs when applying an indicator that uses expressions bound to an instrument-block element as function arguments.
  • Instruments used only as parents for indicators, and that are not shown in the chart, will be incorrectly added to the chart when the workspace is saved and reloaded.
  • Error message occurs when adding a Bid/Ask Channel indicator to a watchlist when using the TeleTrader data feed.
  • Data loading indicator spins endlessly when adding an indicator with dynamic inline instruments for BID or ASK to a DAX Performance Index instrument in a watchlist. 

Bugfixes in Tradesignal 6.3.4

  • Currency converted Bloomberg instruments using TMDS on-demand mode show only the latest bar of data.

Bugfixes in Tradesignal 6.3.5

  • Memory corruption issue in the MSXML3 component on Windows XP can occasionally cause a crash when requesting instruments from a TXML server.
  • Tradesignal Online watermark is not visible in a screenshot of a chart with a black background.
  • Mixing data from standard data provider and file-based topup may lead to unexpected behavior.
  • Mixing data from standard data provider and TXML-based topup may lead to unexpected behavior.
  • Optimizer stops execution following a report of low memory, when run over an extended period.
  • Certain orders may not be released when automatic order routing is active leading to a very slow memory leak.
  • Fill sequence of orders for the following bar may be incorrect when a large number of orders are generated in a rather specific combination.

Bugfixes in Tradesignal 6.3.6

  • Equilla extension class EquillaConstants is not thread safe although it is marked as being free threaded.

Bugfixes in Tradesignal 6.3.7

  • Possible crash when connection is lost and restored and a Heikin Ashi chart is displayed.
  • Equilla: "Crosses" operator does not work as expected when passing a back reference to a function.
  • Using an inline instrument and a parent instrument with two different AverageFC() functions can cause an infinite loop to be reported.
  • Connection to Tradesignal Market Data System is continuously dropped and re-established each time a realtime update occurs to an instrument with a symbol that is longer than 65 characters.
  • Trendline "appearance" properties are hidden due to a very rare issue that occurred when saving a workspace containing migrated Trayport symbols with the 6.2.1 version that was created with the 5.5 version and later opened with the 6.3.0 version.

Bugfixes in Tradesignal 6.3.9

  • Crash can occasionally occur when running a trading system that fills a conditional order when multiple other conditional orders are pending for the same bar
  • Order prediction: Predicted risk stop orders may have an incorrect stop/limit price attached
  • Order prediction: In some rare case a cancelled event for a placed order is missing.
  •  Percent trailing stop may not trail correctly intrabar when already activated on a previous bar

Bugfixes in Tradesignal 6.3.10

  • Combined instruments based on tick data do not handle multiple ticks within the same second so ticks can be lost in the combined symbol
  • Indicators are not always fully recalculated when an updated history is received for a member of a combined symbol beyond the first

Bugfixes in Tradesignal 6.3.11

  • Backfilled Top-up data vanish from chart when you force the refresh of historical data


Bugfixes in DataConnect 5.6.0  

  • The volume for the current day is not available for the Reuters symbol /EWJ
  • Snap requests for Reuters RICs starting with "te" (e.g. "test") are timing out

Bugfixes in DataConnect 5.5.0 

  • DataConnect Feed Handlers do not generate an error when their listen port is already in use, resulting in an non-connectible feed.
  • Spurious error messages appear in the TMDS Permission Server log when stopping the service.

Bugfixes in DataConnect 5.5.1

  • Windows event log entries for extension feeds (OpenConnect, Trayport, Bloomberg) are not listed in the support log package

Bugfixes in DataConnect 5.5.2

  • A Trayport order whose side was corrected (e.g. from Bid to Ask) was duplicated on both sides of the order book 

Bugfixes in DataConnect 5.5.3

  • Empty history when requesting 10000 data points for the Bloomberg symbol EUR Curncy in an 8 hour chart in Tradesignal
  • OpenConnect source data conversion from arbitrary timezones does not incorporate Daylight Savings Time correctly
  • Long configuration entries may not fit the internal buffer when the MDS.INI file is very short

Bugfixes in DataConnect 5.5.4

  • Unable to create the Bloomberg symbol ELGBYR1 Index

Bugfixes in DataConnect/Tradesignal Market Data System Version 5.4.0 

  • Periodic service times specified as local time in the DataConnect Console and the actual execution time may be off by one hour, due to daylight savings time shift.
  • "Select existing symbols" button is disabled in the synchronize dialog if the destination server has all symbols found on the source server.
  • Incorrect shifting of periodic service start and end times that are specified in UTC by the local time offset.
  • When stopping the Trayport service using the DataConnect Console, and a Bloomberg service is also installed, the user is incorrectly asked if they want to shutdown bbcomm.exe as well.
  • Balloon tooltips for Bloomberg Backfill and Push Port are meant for Trayport.
  • Extension feed request tracing cannot be activated in the DataConnect Console.
  • Requesting too many data points from the DEX API results in an error instead of just returning all available data points. A new setting has been added to the Thomson Reuters feed settings to set the maximum requested history length independently from the data collection limits.
  • Resizing of the console grid will not be handled correctly on a Japanese operating system, leading to obscured labels and unused space.
  • It is possible to create OpenConnect symbols that are longer than the name limit of 150 characters also with FID names longer than 20 characters.
  • Creating a new Tickpump OpenConnect sample symbol without a name results in an 'invalid data format' error but also creates a symbol with prefix as name.
  • Yesterday's open price for the Bloomberg symbol "DAX Index" is sometimes replicated in today's candle for a short time in the morning.

Bugfixes in DataConnect Version 5.4.1

  • Reloading the historic data for TP82.19.NEAR and similar Trayport Prompt Continuation instruments displays a Timeout error in the log file.
  • CDS instruments (such as FRGV5YEUAC=R) do not provide all the valid fields (e.g. MID).
  • GR10YT=RR cannot display YIELD.
  • The average realtime lag statistics calculation method may rarely lead to negative values and may trigger false alerts stating the internal processing delay was too high.
  • Trayport Prompt instruments must not generate rolling forward symbol lists.
  • In rare circumstances an application thread may hang when performing a large number of TS1 updates and deleting symbols at the same time.
  • Volume for CFI2Z2 is frequently too low when compared to Thomson Reuters Kobra 3000.

Bugfixes in DataConnect Version 5.4.2

  • The current candle's Open/High/Low is incorrect when opening a Bloomberg currency in 1 hour periodicity using pass-through mode.

Bugfixes in DataConnect Version 5.4.4

  • Trayport level II information can go out of date in the specific, rare cases of order correction.
  • The session of the first Bloomberg instrument requested after DataConnect starts up may be shifted in rare cases. 

Bugfixes in DataConnect Version 5.4.5

  • Withheld Trayport orders must not be listed in Level 2 / Market Depth views
  • Volume indicator displays E3001 (Volume series not available) although the underlying instrument appears to have the volume data available when using Bloomberg in pass-through mode.
  • Realtime updates for the BID field of a Bloomberg currency can be ignored, although the last field (which is also based on bid is correct.

 


Bugfixes in Tradesignal Market Data System Version 5.3.0

  • Specify a timeout value, that when exceeded by a request to openconnect, logs a warning (or error) to the windows event log.
  • Reuters JGB futures have no expiry date or contract size set.
  • The Field for last trade date time is often blank (only visible in Tradesignal 6.3).
  • Resolving an IP address to its hostname does not work on Windows XP as seen by missing hostnames in the active user dialog.
  • Incorrect display name for some currencies.
  • Currency deposits and forwards may not display negative prices in realtime updates.
  • Period based backfill may request less data then needed when requesting ticks for a long expired symbol.
  • Candle cache size statistics is not correctly updated when instruments are removed.
  • Cache-related statistics may not appear in TMDS Console when no instruments were present when connecting the console.
  • TMDS does not copy data when cloning an instrument.
  • TMDS Console removes the wrong symbol from its list when deleting an alias.
  • No way to distinguish Alias from Source symbol when viewing symbols by name.
  • Removing a TMDS connection from the Management Console does not ask for confirmation.
  • Adding multiple users to a license does not write its given information into the license file under some circumstances.
  • Importing an export file into an empty database creates the instruments but not import the data.
  • Occasionally some or all intraday periods for instruments stop ticking in the morning or slowed database operations are observed.
  • A few ticks of data may not be recovered on startup when recovering instruments that are fast-ticking at the time of recovery.
  • Currency reference data may be cleared in the nightly property update for some classes of Bloomberg symbols.
  • Extension symbol lists for Trayport, Bloomberg and OpenConnect, may not be resent to Tradesignal following a TMDS restart, leading to unavailable lists.

Bugfixes in Tradesignal Market Data System Version 5.3.1

  • Timeout can occur when logging in a user to the DACS system either when a significant amount of user log-on attempts have previously failed or multiple DACS servers are available with simultaneous log-ons. 

Bugfixes in Tradesignal Market Data System Version 5.3.2

  • The Last series is not collected for Reuters currency symbols provided via the D2 and EBS contributors.
  • Changing Trayport rolling forward back-adjustment to none or proportional is not reflected in symbol lists so that rolling forwards will always be absolutely back-adjusted.
  • Historic inserts may result in ticks inserted into the wrong candle when 3 or more ticks are already present at exactly the same timestamp and that timestamp is the first second in a minute.
  • Very rare cumulation error can occur for very specific combinations of hours, minutes, seconds and milliseconds.
  • Usernames containing special characters (like underscore) cannot be entered into the console.
  • When two services use the same user/host pair, TMDS Console writes services definition in a format that is neither fully supported by TMDS nor by Tradesignal.
  • TMDS Console crashes when the [Services] section in MDS.INI contains two identical configured service (by manually editing the file).
  • Out of session tick filter ignores session parts for Reuters instruments that are separated with spaces (instead of the standard comma separator).
  • Following a Trayport feed restart, some instruments may occasionally remain marked as stale (normally when left open in a Tradesignal watchlist).

Bugfixes in Tradesignal Market Data System Version 5.3.3

  • Unhandled exception may occur when the number of incoming ticks exceeds the limit that causes an event log warning to be generated.
  • Deadlock may occasionally occur and prevent certain other operations from completing, when an alias symbol that is used in an active Tradesignal watchlist is deleted on the server.
  • Crash may occur in the rare circumstance that an exception is caught in the process of preparing candle data to be sent to clients.
  • Incomplete Trayport history may be stored when the GlobalVision data source provides DealDate timestamps with millisecond granularity (after a recent GlobalVision client update) and the history is obtained directly from the SQL Server.
  • Out of memory crash can occur when configuring an extremely high value for maximum number of log entries and then using the "E-Mail support logs" feature.
  • Infrequent crash may occur when Trayport tick corrections and new updates are processed at roughly the same time.
  • In rare cases, backfill retrieval could be repeated endlessly for the same UDC constituent contracts leading to a high CPU load on Trayport SQL database servers.
  • Crash can occur when UDC rollover was detected roughly at the same time when new data was processed.
  • A failed DBU backfill may lead to an incorrect warning message in the log.

Bugfixes in Tradesignal Market Data System Version 5.3.4

  • Some SNMP clients report an error in the TMDS-MIB.mib file due to missing quotes.
  • Console does not support displaying Trayport symbol map data if it exceed 32000 characters.
  • When using symbol maps, Trayport feed handler does not send updates for both the original and mapped symbol when the client subscribes to both symbols.
  • Console may occasionally crash after installation if no data feeds are configured and the set licenses dialog is displayed.
  • Checking checkbox for 'generate SNMP Trap....' will not be stored.
  • Console does not always write the correct "collected history limit" setting for the daily period.

 

Bugfixes in Tradesignal Market Data System Version 5.3.5

  • CDS instruments (such as FRGV5YEUAC=R) do not provide all the valid fields (e.g. MID).
  • GR10YT=RR cannot display YIELD.
  • Volume for CFI2Z2 is frequently too low when compared to Reuters Kobra.
  • Level II data is not forwarded to Tradesignal correctly.

 

Bugfixes in Tradesignal Market Data System Version 5.3.6

  • The current candle's Open/High/Low is incorrect when opening a Bloomberg currency in 1 hour periodicity using pass-through mode.
  • Add Implied Yield data collection to futures symbols based on government bonds (e.g. FGBLc1, USc1).

 

 

 

Release Notes Tradesignal Version 6.3

 

mehr

Tradesignal Version 6.2.0

The newest release of Tradesignal provides a configurable account currency for portfolio trading strategies. Furthermore, the "Search and Replace"-dialog in the Equilla editor has been changed. For the data provider Bloomberg, Thomson Reuters, Trayport and OpenConnect it is now possible to create server-side user-defined rolling forward contracts. Additional, the Trade Signal Market Data System works in the latest version also as a proxy for the Thomson Reuters DACS authentification and can also provide the Level II data for Nasdaq and NYSE.

Warning: Running Tradesignal 6.2 requires the Tradesignal Market Data System 5.2

New Features

Konfigurierbare Währungen

Configurable account currency for portfolio trading strategies

It is now possible to specify the Account Currency of a chart or portfolio, so that all statistics and equity curves will be shown converted to this currency (for example when trading currency pairs).

The statistics currency can be chosen in the property inspector under "Money Management > Statistics Currency > Currency".

The algorithm to calculate historic exchange rates can also be selected in this section.

  • Close of Previous Bar - Use the currency values at the close of the previous bar.
  • Arithmetic Mean - Calculates the arithmetic mean of Open, High, Low and Close at the current bar.
  • Midrange - Uses the average of the highest and lowest currency value at the current bar.
  • Arithmetic Mean without Open - The average of High, Low and Close currency values at the current bar.
  • Close Weighted Mean - Calculate the arithmetic mean of High, Low and 2x Close at the current bar.
  • Open Weighted Mean - Calculate the arithmetic mean of 2x Open, High and Low at the current bar.


Finally, a mode exists to use the currency conversion to calculate equity to the generation of automatic risk stops, this can be set by toggling the option "Money Management > Statistics Currency > Apply To Risk".

The following functions have been added to Equilla so that strategy authors can make use of the new Properties directly in their scripts: GlobalStatisticsCurrency(),
StatisticsCurrencyMode(), 
StatisticsCurrencyFactor [of Data1].

Inline Suche

Equilla Editor inline search and replace.

The search and replace dialog in the Equilla Editor has been replaced with a toolbar that pops up at the top of an editor when the "Find" ribbon button is pressed. This toolbar remains visible untill hidden by the user. The toolbar makes it easier to repeat the searching operations.

Point & Figure revised

Point and Figure has been revised to exactly match the algorithm in the book "The Complete Guide to Point-and-Figure Charting" by Heinrich Weber and Kermit Zieg.

Equilla - CreateSortedIndexArray

CreateSortedIndexArray behaves differently than other array functions and does not skip the element at index 0. Existing workspaces will function in the old way untill the script is recompiled at which point the new behavior will be active.

 

Tradesignal Market Data System 5.2.0

User-defined Rolling Forward Contracts for Bloomberg, Thomson Reuters, Trayport and OpenConnect feeds.

It is now possible to create server-side continuation symbols (UDCs) for any Future contract sequence available on Bloomberg, Thomson Reuters, Trayport and OpenConnect. These new symbols are server-side and will collect in intraday and interday periods (the previous Reuters only implementation only collected daily data).

The symbols will be shared by all users who request the same instrument with the same set of parameters, significantly reducing the load on the Tradesignal Market Data System.

A UDC symbol can be created and saved to the Symbols Toolbox by starting the New Symbol Wizard and selecting User-defined continutation. In the wizard, it is still possible to create the old Reuters interday-only UDCs by checking the "Legacy UDC" check box, these legacy UDCs continue to have the option of rolling based on Volume and Open Interest, but otherwise offer only disadvantages over the new server-side UDCs (e.g. slower startup time).

Please note that the feature to restrict which months are included in the continuation, is only respected by Reuters and Bloomberg exchange traded futures. Symbol lists containing UDCs can be shared between users like any other symbol lists.

Reuters Entitlement Proxy-Server

The Tradesignal Market Data System now acts as a proxy to the DACS entitlement system, so that Tradesignal clients no longer need to make their own connections to any other server than a Tradesignal Market Data System. This new service will automatically be used by an installed Tradesignal Market Data System for all Tradesignal clients from version 6.2. The old client-side behaviour will continue to function for Tradesignal versions 6.1 and earlier. The same DACS settings entered into Tradesignal (User and Position) will continue to work with the new system. The Tradesignal Market Data System-Console allows configuration of this service in the connection settings for a Reuters feed. Log messages will be dumped to the main console log.

Please note: Tradesignal 6.2 clients will no longer be able to permission symbols on earlier Tradesignal Market Data System versions unless the Reuters SFC components are installed by a local administrator to the Tradesignal install directory. 

Symbol Gruppierung

Drill-down grouping of symbols

The symbol list in the Tradesignal Market Data System-Console now groups the symbols by type. To navigate, for example, to a specifc future symbol under Reuters one must first click on Futures, then the root code and finally the continuous symbols group.

Grouping for Trayport symbols is in line with the normal Trayport folder structure. At the top of the list of groups there is a link to navigate upwards and another to show all symbols without grouping.

Reuters Level II data for Nasdaq and NYSE

The Tradesignal Market Data System can now forward market depth data for Nasdaq and NYSE for displaying in the Tradesignal Level II workspace element.

Bugfixes:

Bugfixes in Tradesignal Version 6.2.0

  • A new item is not selected automatically after deleting an item from the toolbox.
  • Color picker in the inspector incorrectly allows a fully transparent solid color (shown as none).
  • The Start Routing Button in the Order Routing Symbol Validation Dialog will not be activated after mapping a symbol when no symbols were previously mapped.
  • Forward curves based on pre-defined symbol lists from Morningstar load endlessly.
  • Local Equilla variables are sometimes incorrectly linked to input instruments when the output timestamps are built from a union.
  • The loading icon remains active even when loading is finished, after refreshing the second instrument in a two-instrument Watchlist that contains a news indicator.
  • Changing a symbol chart to doughnut then stars results in the fill color property being permanently hidden.
  • Tools drawn at the start of a daily chart sometimes do not get redrawn when converting the chart to 5 minutes and then back to daily.
  • Auto-complete menu in the Editor does not list array variables.
  • Not possible to specify the exchange when creating TeleTrader rolling forwards.
  • Reuters Rolling Forwards do not work correctly when only slash RICs are available.
  • Cannot change period for a composite instrument in a re-opend workspace.
  • Virtual memory warning is triggered too early on Windows 7 64-bit.
  • Chart Viewer charts are displayed extremely small in the print preview in Excel 2007 (and when printing).
  • Instant target cursor used in the future area of a point and figure chart causes the future vertical grid lines to flicker on and off.
  • Applying an indicator using a historic price access to the displacement indicator shows no data.
  • Instruments created in an Equilla 'Instruments' block are not re-requested on modification if the indicator also contains 'quoted' inline instruments.
  • Tools drawn from an Equilla Script can get repeatedly plotted when using a tick period inline instrument and a 10 tick parent instrument.
  • Switching indicator chart type to Point & Figure for an indicator that outputs only invalid values can take several minutes when using a long history.
  • Left bracket character ("[") cannot be entered into a chart text tool.
  • Trendline is not drawn exactly vertically when drawing in the future with Ctrl pressed.
  • Trendline selection markers are drawn incorrectly when using a nearly vertical extended line.
  • The middle selection marker of a vertical trendline is drawn shifted too far to the right.
  • Symbol not found error when entering FGBLcv1 on the command line when connected to Reuters.
  • If option "Correct symbols used in formulas on the command line" is enabled, no decimals can be used in spreads.
  • Tools in pre-existing Trayport charts saved after updating to specifically version 6.0.1 on a 5.1 TMDS, do not get completely restored when opened with version 6.1.

Bugfixes in Tradesignal Version 6.2.1

  • Not possible to open non-daily TXML instruments from symbol list that have been dragged to the list from a chart.
  • Changes made to the display name of a TXML symbol should be updated when the instrument is refreshed via the refresh button.
  • Changing the display name of an instrument will not immediately be reflected in an instrument's legend.

 

Bugfixes in Tradesignal Market Data System Version 5.2.0

  • Regions in the various grids in the Console that allow a user to create a new item should be displayed as hyperlinks to make the operation more obvious.
  • The Exchange field will be incorrectly set to "0" when using the Console to update a Trayport symbol's reference data.
  • Not possible to configure tick filters in the Console for the class of Reuters Future Spread symbols like WBBRK1-K1.
  • TMDS Console should disallow configuring the same feed handler port number for push and backfill ports.
  • Reload Historic Data for an user-defined instrument should not be possible.
  • User defined symbols do not provide the properties expiry date, contract size and trading unit.
  • Candles only having a valid close value override gathered open and low data during nightly maintanace TS1 updates.
  • No warning is displayed when the server tries to connect to a configured feed handler service that has not been installed.
  • It is not possible to create user defined symbols if there is no Reuters default feed running.
  • If a workstation is restarted when Bloomberg terminal has no registered log-in, no connection will be possible to Bloomberg without first manually terminating the BBComm service.
  • TMDS does not always read TMDS related entries from the windows event log when requesting to email all support logs.
  • Trayport symbol lists can be ignored due to a race condition shortly after a TMDS forced restart.
  • Parts of the nightly service get executed multiple times for each day a TMDS is running.
  • Initialization of the Recovery Backfill used an overly time consuming algorithm.
  • Open Interest is not being collected for Bloomberg Commodity Futures.
  • Open Interest and Volume are not collected for Bloomberg Currency and Index Futures.
  • Bloomberg feed handler may very occasionally crash when creating or deleting instruments very fast ticking instruments.

Bugfixes in Tradesignal Market Data System Version 5.2.1

  • Server side UDCs: second rollover may fail because of an incorrect following contract transition.

Bugfixes in Tradesignal Market Data System Version 5.2.2

  • Reference Data (like next rollover date) for Reuters continuous future RICs (e.g. NGc1) are not updated after contract rollover.
  • Deals tagged in the Trayport database as "Removed" will be imported as valid deals when using Trayport SQL Database backfill.
  • Error is shown when creating user-defined continuous future symbols for Bloomberg that use contract month filtering.
  • Selecting "Manage Datafeeds" in the Management Console for a Bloomberg-only configuration may raise an exception.
  • The "exchange" field will be incorrectly set to "Spot" for Reuters currency symbols (e.g. EUR=) after the "Restore Default Ref. Data" operation.
  • Zero volume values may be incorrectly stored in the database after a Reuters TS1 update for index symbols.
  • Exception occurs in the Management Console when submitting the "Select Date Range" dialog of the "Show Splits Query" with empty date fields.

Bugfixes in Tradesignal Market Data System Version 5.2.3

  • Symbols recently requested by users should be processed first when recovering missing ticks or back-filling after start-up.
  • The TMDS did not properly handle the result of a GetSymbolAccessRights request on an OpenConnect service.
  • Trayport data feed did not properly load the new SQL queries to enhance the deleted Ticks filter mechanism.
  • Deals that have the same timestamp sent by the Trayport SQL Server can arrive in a different sequence when reloading the data history.
  • The OpenConnect SDK example project: SampleCSVFile, could create an access violation when loading tick series data to cumulate daily data, if those loaded ones contained deleted deals.
  • Denied access to an existing symbol was not properly forwarded to Tradesignal clients.

Bugfixes in Tradesignal Market Data System Version 5.2.4

  • On start-up, missing deal data from Trayport will not be appended to the saved data history for instruments already present in the database.

 

 

Release Notes Tradesignal version 6.2

mehr

Tradesignal Version 6.0.0

This release contains lots of additional options and application possibilities for even more efficient and successful trading. For instance, forward curves have been extended and can now be processed individually with the formula language Equilla.

Inline instruments can also now be replaced by inputs, which allows the variation of indicators and trading systems and the individual development of complete portfolios.

Also new: multidimensional arrays and an extension of the Point & Figure charts with various Boxside modes.

Charting

Forward Curves
Forward Curve als Overlay
Forward Curves Label

A new design for Forward Curves

The energy trading segment’s ever-popular Forward Curves has been completely revamped in the new Tradesignal.

The most significant improvement is that the programming language Equilla has now been linked to Forward Curves, allowing the application of complex calculations and strategies. It is now also possible to adjust Forward Curves periods with new options for obtaining intraday, weekly or monthly data. Displacements are still possible of course, but drawing tools and indicators can now also be used with Forward Curves.

Once created, a Forward Curve can be saved as a symbol in a symbol list so it can be used again later or made available to other colleagues. Furthermore, Forward Curves can be displayed alongside normal charts as an overlay, allowing you to simultaneously view the price of the current contract and the Forward Curves for all contracts within the same chart.

Also new is the option to create a Forward-Curve from a self-defined symbol list. In this way you are no longer limited to a pre-defined list.

An additional new indicator is the 'Forward Curve Label', providing a label for each contract within a Forward Curve.

Point & Figure Chart

Enhanced Point&Figure Chart

In addition to a new rasterized background display, the new Point & Figure Chart also provides a number of new box-sized options to different existing theories of the Point & Figure Display. The rasterized display has been optimised for the P & F Chart so that drawing tools can be used in the boxes of the charts.

The following options are available:

  • Constant (Price)
  • Constant (Points)
  • Close (%)
  • Average True Range (Periods)
  • Logarithmic (%)


Two new indicators designed especially for the Point & Figure Charts automatically draw trend lines, resistance lines and support lines.

Invertierte Darstellung

Inverted chart display

The entire chart – including drawing tools and indicators – can be inverted, showing the highest value of the scale on the bottom and the zero-line on top.

Improved Display

Bid/Ask

Times & Sales display

The display of Times & Sales was also upgraded. The bid/ask updates are now in one single column and can be zoomed-in or zoomed-out of, simplifying the process of differentiating between bid/ask and updates for the latest prices.

Prozentuale Veränderung

Displaying absolute & percentage-based changes

The absolute and percentage-based change to the previous candle will now be displayed in the legend.

Darstellung Chart-Legende

Displaying the Chart Legend for spreads

The Chart Legend for command line formulas has also been improved: When you enter a formula (e.g. spread) in the command line of Tradesignal, the actual name is displayed in the legend of the chart, offering better readability. This is very useful when working with a data provider whose symbol is not expressive.

OHLC-Charts für Spreads

OHLC Charts for spreads

In addition to being displayed linearly, spreads can now also be displayed as OHLC Charts.

Verbindungslinien im Symbol-Chart

Connection lines in the Symbol Chart

In the chart type ‛Symbol’ the properties menu now allows you to create connector lines between individual points.

New assistants to facilitate your work

The new Tradesignal now provides you with various assistants that will considerably facilitate your work.

Equilla Input-Assistent

The Equilla Input-Assistent

The first assistant is the new Equilla Input Assistant. This allows you to create an indicator output without first having to open the input of an indicator in a chart. 

To do this, an assistant opens when an indicator is used, allowing you to select the necessary inputs (instruments or outputs of other indicators). The result of a Crack Spread, for instance, can be displayed without having to open the inputs ‘crude oil’, ‘gasoline’ and ‘heating oil’ as charts. Only the Crack Spread has to be displayed.

 

 

Seasonal Chart Assistent

The assistant for Seasonal Charts

Another new feature is the assistant for Seasonal Charts that allows you to create a chart for individual contracts in a few simple steps. An automatically created indicator displays the seasonal average for all futures contracts.

Percent Performance Assistent

The assistant for the Percent Performance Chart

An additional assistant will help you to create a Percent Performance Chart, which offers a range of options. You can add individual prices and entire market lists as charts, and define the start date and chart type. The properties menu allows you to adjust the selected date for the chart. You can use the formula language Equilla by applying, for example, spreads to the charts.

User-friendly interface

Money Management

Start and end date in Money Management

The Money Management feature now allows you to set not only the start date but also the end date for a trading strategy. This allows you to precisely establish the testing period during test runs in a trading strategy.

Drag & Drop in Kommandozeile

Drag & Drop in the command line

You can now drag and drop symbols from the symbol list into the command line, allowing you to quickly create spreads. You no longer have to manually look for symbols but can use Drag & Drop to insert symbol names directly into the command line. This is extremely useful when the data provider’s symbol names are not expressive (e.g. with Trayport).

Toolbox Suchfunktion

Search function for indicators and trading strategies

A search field for indicators and trading strategies has now been integrated directly into the Tool Box, allowing you to find and use the desired code with its symbol or name.

Löschen älterer Werkzeuge

Deleting older tools

When deleting older drawing tools (i.e. out-dated drawing tools that are no longer needed), you can now set the exact time when all past charts should be deleted.

CSV-Export

Extensive CSV export

The CSV export of complete chart contents (Data-> Export) is now very simple because all the data from OHL and volumes, as well as data from all indicators and trading strategy outputs, is stored.

Prefix-Auswahl

Prefix selection button

The ‘prefix button’ allows you set your data provider in the command line. The new Tradesignal Market Data System allows you to work, for instance, with Reuters and Bloomerg simultaneously – the only thing you need to do is select your prefix and the correct symbol name.

Öffnen der Workspaces

Opening defined workspaces automatically when the programme starts

Define a label (yellow, red, blue) for your workspaces and decide which ones should be automatically opened by Tradesignal when you start. 

Additional improvements 

  • Dragging and dropping symbols or symbol lists (including Chain Codes) into the chart using the Drag & Drop function either replaces or simultaneously inserts all the desired symbols at once.

  • Chart-Objects (Indicators, Subcharts, Strategies) can now be moved more easily with Drag&Drop. So now you can align the object in the corresponding set direction of the scale by using the drag.

  • Quickly changing the timespan or period for all charts is now also possible. By holding down the CTRL key when selecting the period or timespan, you create the desired change for all charts in the selected workspace. The available options now include six months in addition to five and ten years.

  • The Copy & Paste export of a chart into the Windows clipboard is also new, and can be inserted into a different programme (e.g. Excel).

  • During the optimisation process when you apply a trading strategy to an indicator the parameters of the indicator can now be included and tested.

  • In the editor for the Composite Symbol, a new Symbol Picker has been created for a simplified use of Inline Instruments.

  • The calculation method for the Candle Rollover has been revised. In periods shorter than one day (e.g. 5 hours) the candle calculation will begin at the start of the day and be reset at the end of the day.

 

 

Collaboration

Passwortschutz

Write and read protection for workspaces

Workspaces can now be password-protected. This is very useful if you want to prevent any changes being made when you are storing the workspace in a location that you share with others. Workspaces can not only be write-protected but also read-protected.

Alarm-Funktion

Warning when updating packets

This means that with packets (i.e. directories) in which indicators, trading strategies or workspaces are stored, and where these are shared with other users, you can activate a monitoring function. You will receive a warning to refresh the packet if data is added or changed within the packet, which ensures that you always see the most current content in the Tradesignal (Data -> Options -> ‛Warning during refresh’).

Gemeinsame Symbollisten

Joint Symbol Lists

This means that with packets (i.e. directories) in which indicators, trading strategies or workspaces are stored, and where these are shared with other users, you can activate a monitoring function. You will receive a warning to refresh the packet if data is added or changed within the packet, which ensures that you always see the most current content in the Tradesignal Enterprise Edition (Data -> Options -> ‛Warning during refresh’).

 

 

Additions to the Equilla area

The formula language Equilla offers a high degree of flexibility in creating indicators and trading strategies across all Tradesignal products. We have expanded this area even further in the new version of Tradesignal.

Inline instruments

Inline instruments can be replaced with Inputs. This long requested function allows for entirely new variants when creating indicators and trading strategies. It allows you to create and assemble portfolios entirely on your own. Using the Optimiser, you can test strategies with Inline instruments against a number of instruments.

Example:
This example displays arrays and inline instruments with the List command. In the example, they are used to create a portfolio system without first opening the individual instruments as charts; instead, the instruments are loaded and traded in the code. The resulting equity curve displays the P/L of all traded instruments.

Code:
Meta:
       Synopsis("Example indicator that is designed to be the parent of a trading
              strategy for which the strategy author would like to 'stress test' by
              varying the indicators input parameters during optimization."),
              Author("Tradesignal GmbH");

Inputs:
       Security(SIE, DTE, LHA), // Change the security being tested
       Period(Minutes1, Minutes5, Minutes60, Daily, Weekly, Monthly) = Daily; // Change the period being tested
       
Instruments:
       inst(  IFF(Security = SIE, "SIEGn.DE",
                     IFF(Security = DTE, "DTEGn.DE",
                     IFF(Security = LHA, "LHAG.DE",
                     ""))) + " " +
                     IFF(Period = Minutes1, "1m",
                     IFF(Period = Minutes5, "5m",
                     IFF(Period = Minutes60, "60m",
                     IFF(Period = Daily, "daily",
                     IFF(Period = Weekly, "weekly",
                     IFF(Period = Monthly, "monthly",
                     "")))))) ); // We only every load a single instrument, thus ensuring our date/time series is not full of gaps
                     
//Output the data as we get it
DrawBar(Open of inst, High of inst, Low of inst, Close of inst);

// Tradesignal GmbH
// www.tradesignal. com

New functionality: Multidimensional Arrays

New real Multidimensional Arrays are now also possible in the new version of Tradesignal.
The new command reference: ArrayLength, SetArrayLength, GetArrayDimensions, SetValRangeArray, FillArray, InsertAtArray, InsertSortedArray, RemoveAtArray, ClearArray, CopyArray, Array_Copy, AppendArray, HighestArray, LowestArray, IndexOfHighestArray, IndexOfLowestArray, SortArray, Array_Sort, SearchArray, BinarySearchArray, CompareArray, Array_GetType, Sort2DArray, CreateSortedIndexArray, Array_Sum SummationArray, SummationRecArray, SummationSqrArray, MedianArray, AverageArray, AvgDeviationArray, HarmonicMeanArray, KurtosisArray, SkewnessArray, StdDeviationArray, StdErrorArray, VarianceArray.

Example:
This example displays arrays and inline instruments with the List command. In the example, they are used to create a portfolio system without first opening the individual instruments as charts; instead, the instruments are loaded and traded in the code. The resulting equity curve displays the P/L of all traded instruments.

Code:
Meta:
       Synopsis
("Example portfolio trading system that demonstrates the use of
              arrays and non-trivial trading commands applied to a user-defined list 
              of securities. The strategy will trade long any portfolio member
              whose normalized price crosses the portfolio average and guard the
              new position with a stop loss set a number of points below the next 
              bar's open."),
       Author("Tradesignal GmbH");

Inputs:
       PortfolioSymbolList("//My Symbol Lists/DAX30"), // Portfolio of securities to trade
       Period(10, 1), // Period for the lowest low/highest high calculation to determine the price range for price normalization
       StopRetracePoints(50, 1); // Number of points the position must retrace from the open of the bar in which a position is held

Instruments:
       portfolio(List(PortfolioSymbolList));
       
Variables:
       i, avg, lo, priceRange, count(Len(portfolio));
       
Arrays:
       prices[count](0); // Stores normalized prices for each portfolio member so we do not have to recalculate them
       
avg = 0;

// Compute the portfolio average based on normalized prices
For = 0 To count - 1 Begin

       lo = Lowest(Low, Period) of portfolio(i);
       priceRange = (Highest(High, Period) of portfolio(i)) - lo;
       
       prices[i] = IFF(priceRange > 0, 100.0 * (Close of portfolio(i) - lo) / priceRange, 0.0);
       
       avg = avg prices[i];

End;

avg avg count;

// Generate orders for each portfolio member
For i = 0 To count - 1 Begin

       // Enter long if the nomalized price crosses over the portfolio average
       If prices[i] Crosses Over avg Then
              Buy Next Bar at Market Trading portfolio(i);
       
       // Exit if the price drops 50 points below tomorrow's open
       Sell Next Bar at (Open of Next Bar - StopRetracePoints Pointsof portfolio(i) Stop Trading portfolio(i);
       
End;

// Tradesignal GmbH
// www.tradesignal.com

Expanded DrawText commands

The DrawText command has been expanded with a hyperlink function, allowing additional information for a security to be displayed from a Watchlist. This allows users to create an indicator that displays additional information for a specific instrument from in-house intranet sources or even external internet sources.

New functionality: FilledOrders

This expansion of Equilla displays detailed information on executed orders. The new command reference: FilledOrderAmount, FilledOrderCount, FilledOrderDate, FilledOrderDateTime, FilledOrderIsEntry, FilledOrderIsExit, FilledOrderLabel, FilledOrderPrice, FilledOrderTime.

Equilla-Expansion: Use Order Command in Equilla-Functions

Optimise your trading system and outsource redundant programming in a separate function. Right now Order Commands (buy, sell, short, etc) can be applied in Functions.

New Meta-property OutputTimeStamps

The new Meta-property “OutputTimeStampsˮ allows users to set timestamps for the output for strategies or indicators using several input instruments.

New Equilla commands for P&F Charts

There are two commands to facilitate trading strategies used in Point & Figure Charts: Boxsize(Price), AddBoxes(Price, Quantity).

Drag & Drop functions in one script

Drag and drop Symbol Lists into an Equilla script for a more simplified way of creating instrument lists: simply drag a symbol into your script in order to avoid typos. Symbol Lists are automatically inserted as a Chain into the script. 

Improved output window

A new output window with its own filter input field enables a ‛Pause for Updates’ and simultaneously increases the maximum number of entries in the output window. The output was increased to 100,000 entries but can be increased further to 10,000,000.

 

Additional options for administrators

Nachladen historischer Daten

Deleting historical data

When historical data for a Bloomberg data feed has to be reloaded, you can do this yourself by using the Session Manager. The data will then be loaded directly onto the TMDS.








Central configuration for the connection setup

The new Tradesignal Enterprise Edition can be configured so that connection settings for the TMDS will be loaded from a central location. Afterwards, the user will only have read-only access to connection settings.

Central update server

By adding an update server, Tradesignal Enterprise Edition can continuously check whether a new edition of Tradesignal Enterprise is available. Tradesignal Enterprise Edition displays a message when a new update is available, allowing the user to install it.

Landing screen

It is now possible to turn off the News Window on the landing screen. Your Tradesignal application will then start by itself.

 

The new Tradesignal Market Data System – 5

Alongside the new Tradesignal we are introducing the even more powerful and efficient new Tradesignal Market Data System.

Die neue Tradesignal Market Data System Gui

A new interface

Many aspects of the new Tradesignal Market Data System’s interface were tailored to the needs of users. The Tradesignal Market Data System Management Console is now managing several Tradesignal Market Data systems – irrespective of the version used. The version in use is displayed with its current name.

Several commands that drive the data bank can only be executed by clicking a button. 

The activation of functions for logging information has been simplified and now facilitates a more intuitive operation.

Auswahl der Datenfeeds

Several data feeds

From now on the new Tradesignal Market Data System can be used simultaneously with the Reuters, Bloomberg and Trayport data providers.

More symbols

The limit of 2000 instruments per Tradesignal Market Data System has been increased to 10000.

Official support for new Windows versions

In addition to the 32-bit versions (Windows XP to Windows 7), all 64-bit Windows versions are now also officially supported.

Connecting to Bloomberg  

From now on the Tradesignal Market Data System (only locally) can be connected to a Bloomberg Professional Terminal via the BBComm Interface and allows users to simultaneously use other data feeds such as Reuters or Trayport.

Expanded recovery of missing ticks  

With this new version the Tradesignal Market Data System supports the data reconciliation with a Failover Tradesignal Market Data System instead of a Recovery Tradesignal Market Data System. This saves a server in the Tradesignal Market Data System infrastructure.

Tick-Filter

Improved tick filtering

The filtering of ticks has been considerably expanded. Criteria for filtering bad ticks can now be precisely established in the Tradesignal Market Data System.

Using the “Olson” Timezone database

All data providers will now rely on the “Olson” Timezone database. So now the timezone and the change from summer to winter time can be adjusted precisely and independently from live feed data.

Deleting unused symbol classes by users  

You can define individual settings for deleting symbol classes in the new Tradesignal Market Data System.

Expanded contract displays (Reuters)

A Reuters data feed also allows you to access expired contracts. These are displayed as Symbol Lists in Tradesignal.

VImproved license management

The new Licence Manager now supports setting up groups and importing and exporting licence settings.

Batch-Import

Using a batch command allows you to import RIC lists and their corresponding histories in a DBU format.

E-Mail Logs

On request, the Tradesignal Market Data System can create a ZIP file via the Email Function, which contains all the necessary logs of the connected providers.

 

Release Notes Tradesignal Version 6.0.0

 

mehr

Tradesignal Version 5.6.5

The bug fixes:

  • Missing symbollists after disconnecting and reconnecting network from a TMDS
  • Support for the DataQuality field from TeleTrader to correctly disable access to certain exchange specific features (e.g. Bid/Ask Volume from Madrid)
  • Chart does not update when removing a candle in TMDS
  • A storage.ini created on a Japanese system can cause crashes when used on a European system, when it contains certain unicode characters
  • The lower and upper property switch labels for the linear regression tool are reversed
  • Searching for a chain when you have top-up directory added does not expand the tree to show the found result and selects the wrong result in the tree
mehr

Tradesignal Version 5.6.3

The following features are new in this version:

  • Target Cursor/Tooltip in a multi timeframe chart should show the current value of a higher period series for each point in the lower period series.
  • More specific error messages for invalid symbols.
  • Add username and password fields to TXML client configuration pane that will be passed as the URL parameters txmluser and txmlpass to the TXML server with each request.
  • Add options to the Tradesignal Chart Viewer properties panel to control interpolation and anti-aliasing of scaled images so the user may customize the sharpness of the generated images to a finer degree.
  • Add support to use up to 4 GB of memory.
  • Implement handling for JA instruments where data is collected 'in the future' and update to latest TT DLLs.

The bug fixes:

  • 2 composite instruments in a scanner can lead to an unhandled exception.
  • Left handle disappears in panoramic scrollbar when showing full data history.
  • Panoramic scrollbar shows wrong value range when mixing two charts when one of which has irratic data including many zeros.
  • Dirty flag in workspace tab for forward curve when reopening workspace after saving.
  • Irregular crashing when requesting data after a period change following a manual reconnection.
  • Instruments in a scanner become disconnected from the TMDS stopping and starting the TMDS following optimizing.
  • Installation on Windows 7 may fail with "system cannot find the path specified" error.
  • Crash when changing scale factor in market profile when workspace is present on a network share.
  • Portfolio does not reconnect properly when shutting down master TMDS.
  • Active optimizer though no network conenction.
  • After disconnection the optimizer dialogue cannot be closed with only one click.
  • Active Optimizer and Strategy Button after closing all workspaces.
  • Renamed tab in the forward curve is not saved after reopening workspace.
  • Changing the Port field in the SMTP Mail settings has no effect.
  • Heikin Ashi chart looks different after refresh .
  • Sometimes LII data for some japanese futures does not cleared at the start of the morning session and continues to show yesterday's order book at close.
  • Local Highs & Lows indicator shows too many decimal places when used on another indicator (e.g. correlation).
  • Crash occurs in the panoramic scrollbar if one instrument of a multi-input indicator is removed.

 

 

mehr

Tradesignal Version 5.6.0

The following features are new in this version:

  • Enhance the JavaScript API and commandline !!set and !!setall commands to support setting the history length (number of bars to load): e.g. !!set historylength 10000.
  • Add support for the Heikin Ashi chart type to the chart.
  • Add a 'Panoramic' Date Scale Scrollbar mode to the chart that will show the complete data set in the background of the scrollbar and will allow zooming by manually resizing the scrollbar thumb.
  • Replace the 'show recent data' button in the bottom corner of the chart with buttons to show recent data, show all data and to toggle the panoramic scroll bar
  • Zoom the date scale in a chart by holding Ctrl and using the mouse scroll wheel
  • Add a mode in the chart legend properties to draw the legend on a single line and configure whether chart data should be drawn behind the legend
  • Expand JavaScript API/command line to specify chart type, scale alignment and sub-chart when adding instruments to new or existing charts.
  • Add new combined symbol type that allows a synthetic instrument to be created that includes all of the trades from a list of constituent instruments, cumulated from a base period.
  • Export and import XML formatted symbol lists including composite instruments and user-defined continuations from a context menu option when a symbol list is selected

The bug fixes:

  • The date for the end point of an arrow tool drawn in the future on a daily chart may shift by some days after some days have passed
  • Application is unresponsive when changing from seasonal chart including a linear regression channel to the renko chart type
  • Morningstar: Requesting an instrument that has a single non-ticking candle can lead to a devision by zero error
  • TeleTrader: Ranges of weekly candles for currency instruments occasionally only contain data from a single day
  • TeleTrader: Opening a two bar UDC shows no data

 

 

mehr

Tradesignal Version 5.5.5

The following features are new in this version:

  • New: Add underlying contract's name to forward curve point tooltip
  • Fixed: Multi input indicator dialog - no subchart names are visible
  • Fixed: Connection to MDS should not be rejected for users with invalid DACS IDs only requests for instruments should be rejected
  • Fixed: "tradesignal" package folder containing shipped equilla scripts is not write protected
  • Fixed: Morningstar: No ticking data after a reconnection when a large number of server forced reconnects occur in a short time period

 

 

  • Fixed: Forward Curve does not respect the auto-select properties option
  • Fixed: UDC for LCO is not ticking and does not contain the data from the latest contract
  • Fixed: Forward curve: Crash can occur when hovering the mouse over a spread curve data point
  • Fixed: A monthly top-up instrument cannot be displayed as a candlestick chart if only close values are provided
  • Fixed: Top-up instruments from TXML do not display a currency and unit in the property Inspector
  • Fixed: ID fid cannot be charted when connected to a Trayport MDS
  • Fixed: Entering a valid term for a current future contract on the command line will be converted to an expired ("^") RIC
  • Fixed: Bloomberg: It is not possible to add a user-defined Bloomberg instrument to a scanner
  • Fixed: VFI function always returns zero
  • Fixed: Reuters: Price ticks in Time and Sales for Bid and Ask are 2 hours in the future for some RICs
  • Fixed: Morningstar: Monthly chart does not load for a few instruments
  • Fixed: Morningstar: Tick chart may load forever depending on history length and how data is received from the server
  • Fixed: IB: The prices for two auto-traded items can be swapped under a rare condition
  • Fixed: Opening a specific chart from the forum can cause a crash
mehr

Tradesignal Version 5.5.3

The following features are new in this version:

  • New: Add underlying contract's name to forward curve point tooltip.
  • Fixed: "tradesignal" package folder containing shipped equilla scripts is not write protected.
  • Fixed: Morningstar: No ticking data after a reconnection when a large number of server forced reconnects occur in a short time period.
  • Fixed: Forward Curve does not respect the auto-select properties option.
  • Fixed: UDC for LCO is not ticking and does not contain the data from the latest contract.
  • Fixed: Forward curve: Crash can occur when hovering the mouse over a spread curve data point.
  • Fixed: A monthly top-up instrument cannot be displayed as a candlestick chart if only close values are provided
  • Fixed: Top-up instruments from TXML do not display a currency and unit in the property Inspector
  • Fixed: ID fid cannot be charted when connected to a Trayport MDS
  • Fixed: Entering a valid term for a current future contract on the command line will be converted to an expired ("^") RIC
  • Fixed: Bloomberg: It is not possible to add a user-defined Bloomberg instrument to a scanner
  • Fixed: VFI function always returns zero
  • Fixed: Reuters: Price ticks in Time and Sales for Bid and Ask are 2 hours in the future for some RICs
  • Fixed: Morningstar: Monthly chart does not load for a few instruments
  • Fixed: Morningstar: Tick chart may load forever depending on history length and how data is received from the server
  • Fixed: IB: The prices for two auto-traded items can be swapped under a rare condition
  • Fixed: Opening a specific chart from the forum can cause a crash
mehr

Tradesignal Version 5.5.1

The following features are new in this version:

  • New: Forward curves for Commodities and Fixed Income traders
  • New: Reuters: Obtain quotes (and level II) directly from TMDS and not from a sink distributer
  • New: Create a JavaScript method called TSEWorkspace.CreateNewChartWithTemplate(symbol, templatename) for adding a chart to a workspace with a template
  • New: Dialog for querying additional data inputs, symbol in LII grid should use display names when symbols are too long (an be resizable where appropriate)
  • New: Remove IB from the tradesignal standard setup and create a new, dedicated setup containing only the ib router dll
  • New: Add standard chart templates for a close only line chart and a high/low filled area chart in various background colors
  • New: Add new indicators for Crack, Crush, Spark and Clean Spark Spreads
  • New: Add support for a HTML br tag in the synopsis of equilla scripts so that new lines can be added to the equilla script tool tip.
  • New: Add Heikin Ashi indicator to tradesignal package
  • New: New JavaScript method to query the current users selected timezone as a string in Olsen format
  • New: Enhance the TXML protocol to return the timezone of the instrument and process this timezone
  • New: Allow connection to TeleTrader XT service for tradesignal enterprise edition
  • New: Add a button in the properties window of the Chart Viewer Object that will force all charts embedded in a document to be reloaded
  • New: Make the add symbol list dialog resizeable and make more space by not showing the symbols in the predefined lists
  • New: Add support for MS PowerPoint to the Chart Viewer control
  • New: Show symbol lists as a tree structure organized by markets/countries
  • New: Create a new directory in the symbols sidebar that provides read-only access to all provider symbols without the need to explicitly add them
  • New: Add an option for the user to change the display name format of symbols in the toolbox
  • New: Allow connection to Trayport GlobalVision data feeds for tradesignal enterprise edition

The bug fixes:

  • Fixed: Starting order routing while instruments are still in the process of loading can lead to an application crash
  • Fixed: Indicator data input selection dialog should not display the symbol for selection but rather the name
  • Fixed: Indicator data input selection dialog should display the name of the input being requested not just the input number
  • Fixed: Price Editor can be opened via the context menu while automatic order routing is active
  • Fixed: Backup: Restoring a backup sometimes fails to restore order routing information
  • Fixed: Hide Manual Order Routing properties if manual order routing is not supported
  • Fixed: Portfolio: The status of an order routing connection is not displayed correctly if the connection failed
  • Fixed: Position Manager: Additional order routing tabs might not be removed when "Monitor All Workspaces" is disabled
  • Fixed: Position Manager: Filled and Cancelled order tabs gets cleared when "Monitor All Workspaces" is toggled
  • Fixed: Watchlist: Managing indicators and strategies might not work when a portfolio is using automatic order routing
  • Fixed: Position Manager: Additional order routing tabs might not be removed when the connection to the broker is closed
  • Fixed: Manual reconnect to a data provider may sometimes be ignored
  • Fixed: Reuters: UDC instruments based on futures traded on ICE cause the application to become unresponsive
  • Fixed: UDCs based on WTCL cannot be charted
  • Fixed: Morningstar: there may be an obvious gap in a tick chart at the point a history was requested if the history is significantly longer than 2000 ticks
  • Fixed: Reuters: Instruments (e.g. .SPX) that have no data points for a secondary FID may get reset and show no data
  • Fixed: Print schedule is ignored if you choose a printer that is not your default printer
  • Fixed: Browsing a symbol list from a chart can cause the application to crash when browsing past the first or last element
  • Fixed: Moving a trendline sometimes results in the menu asking for selection of a new parent chart object
  • Fixed: Chart Viewer: Add a button to automatically set the rendering size based on the current chart dimensions in mm
  • Fixed: Morningstar: Changing date scale mode for a Renko chart to seasonal can cause the application to crash
  • Fixed: Chart Viewer: Control shows the German property page on an English system
  • Fixed: Bloomberg: The period from a dynamic inline instruments are ignored in equilla when the parent instrument is added from a symbol list
  • Fixed: Application crashes occasionally when using tile mode for six charts, repositioning one chart and then using tile mode again
  • Fixed: Account tabs in the position manager will not be removed when the automatic order routing for a new order router is stopped
  • Fixed: Print scheduler must abort a printing job if a scheduled item takes too long to obtain data
  • Fixed: Order routing to IB cannot be started for a future contract in a second chart when order routing is already active on a different future contract in another chart so long as neither symbol is manually mapped
  • Fixed: Morningstar: Delayed Instrument/Exchanges will not be displayed as delayed
  • Fixed: IB: Automatic symbol mapping for currencies does not work
  • Fixed: Morningstar: A crash occurs when refreshing a portfolio (and other types of reloads)
  • Fixed: Delayed chain lists cannot be used for custom symbol lists
  • Fixed: Time & Sales price entries are omitted for fractionally traded instruments
  • Fixed: Morningstar: TSe behaves unresponsible when Server gives up retrying fundamental data after receiving a timeout
  • Fixed: Crash can occur when reconnecting with a currency converted instrument present in a chart
  • Fixed: Endless loading when selecting a non-existent item type in a workspace scheduled for printing
  • Fixed: Opening a chart containing 3 sub-charts with the default chart style=line sometimes causes some of the sub-charts not to display data
  • Fixed: Chart Target Cursor and Tooltip instrument labels are too wide for extremely long symbols
  • Fixed: Morningstar: changing period will sometimes result in an application crash (System.DivideByZeroException)
  • Fixed: Morningstar: Changing period rapidly results in instrument loading endlessly
  • Fixed: Changing layout for a workspace incl. many watchlists with frequently ticking instruments causes a crash
  • Fixed: Disconnecting from a TMDS can lead to a rare application crash
  • Fixed: A symbol list that has not yet been instantiated from the data source cannot be inserted into an already opened watchlist
  • Fixed: Reconnecting to the current data provider with the reconnect button may lead to undefined behavior
  • Fixed: Standard Edition: No message is displayed indicating remaining days when logging in with a trial account
  • Fixed: Setting the option "overwrite existing data" when using a top-up file leads to incorrect historic data when changing the history data length
  • Fixed: Market Profile: Screen and printouts must contain the CME copyright watermark
  • Fixed: Top-up files for instruments with a slash ("/") in the symbol are not possible
  • Fixed: TXML: Specifying a non-LAST FID as the only FID for an instrument will replace this FID with LAST
  • Fixed: MDS: It is not possible to edit data on slave servers
  • Fixed: Timezone conversion to south pacific times does not work correctly
  • Fixed: Some prices that appear in the position manager are incorrectly rounded
  • Fixed: Renko chart is drawn on top of position flags
  • Fixed: Replace symbol doesn't display the replaced symbol correct when the to replace symbol have a marked order
  • Fixed: Empty chart after reconnection to TeleTrader server
  • Fixed: saving orderrouting option as new default settings will be ignored
  • Fixed: Synchronization timeout alert has a timestamp using local time instead of tradesignal time
  • Fixed: In some cases orders are routed even if the orders cannot be filled in equilla
  • Fixed: Adding short position after long position doesn't work with Himawari account
  • Fixed: Avoid starting automatic order routing when an invalid account is detected
  • Fixed: Tenfore: The default ticksize for currencies is 2 decimal places
  • Fixed: Filled area created by indicator loses color when workspace is reloaded and indicator is not locally present
  • Fixed: Under some odd circumstances, the button "start automatic order routing" in toolbar is active though automatic order routing is already active
  • Fixed: It is not possible to select a custom period of 12 months
  • Fixed: Do not support saving broker connections and automatic order routing settings in a template
  • Fixed: IB - CFD is missing in the order routing symbol linking options
  • Fixed: Position manager is not available if the user has the Order Routing license but no strategies license
  • Fixed: Startegies can removed from a portfolio while the order routing is working
  • Fixed: Can't stop automatic order routing if the choosen symbol is not able to mapped to the broker
  • Fixed: Using the CreateNewChart() javascript method forces the entered symbol to be lowercased when using a topup symbol
  • Fixed: A crash can occur soon after confirming a connection request in TWS for a mapped symbol using unknown symbol types
  • Fixed: You should not be able to change account settings while connected to your broker
  • Fixed: Tenfore: Data gaps when loading 15.000 Data points and more
  • Fixed: IB - Missing some exchanges in symbol linking dialog
  • Fixed: Unhandled exception while editing prices during active automatic order routing
  • Fixed: TeleTrader: Automatic reconnection does not wait between successive connection trials
  • Fixed: TeleTrader: Exchange (düsseldorf) will not be displayed correct in symbol search exchange list
  • Fixed: Values in position manager can go blank when resizing display fields in position tab
  • Fixed: Reuters sessions where the start time is the same as the end time for a day are incorrectly interpreted as not starting on the previous day
  • Fixed: Add description in tool tip for displacement in seasonal charts
  • Fixed: Missing equillaapi.h in tse enterprise release setup
  • Fixed: morningstar: flickering server time display
  • Fixed: Predefined workspaces are missing
mehr

バージョン及び要件

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サポートされているバージョン

現在、以下のバージョンのTradesignalがサポートされています:

バージョン              有効期限

  • 6.3                      2014年12月
  • 6.2                      2014年6月
  • 6.1                      2014年3月
  • 6.0                      2013年12月
  • 5.6                      2012年12月

 

Tradesignal DataConnect/Market Data Systemでサポートされているバージョン:

Tradesignal           Tradesignal DataConnect/Market Data System

  • 6.3                       バージョン 5.4
  • 6.3                       バージョン 5.3
  • 6.2                       バージョン 5.2
  • 6.1                       バージョン 5.1
  • 6.0                       バージョン 5.0
  • 5.3 以上              バージョン 3.6

Tradesignalのシステム要件

Tradesignalの推奨システム要件:

  • メインプロセッサ:Core i3(以上)
  • メインメモリ:4 GB(以上)
  • グラフィックスメモリ:256 MB
  • モニタ解像度:1280x1024(以上)

Tradesignalでサポートされているオペレーティングシステム(32/64ビット):

  • Windows 2008 Server(含むR2)
  • Windows 7/8.1/10
  • Windows 2012 Server

Tradesignal DataConnectで推奨されているシステム要件:

  • メインプロセッサ:Core i3(以上) 
  • メインメモリ:4 GB(以上)
  • モニタ解像度:1280x1024(以上)
  • 少なくとも100GBのディスクの空きスペースを持つRAIDシステム
  • 無停電電力供給(UPS)

すべての要件概要PDFのダウンロード(25K)