RightEdge Forums / General / Suggestion Box

Usability Suggestions

DrKoch — Tue, 13 Mar 2007 03:07:58 GMT

If I double click on a Trade in [highlight]System Results->Trade List[/highlight] RE opens a Chart with the Correct symbol - this is fine.
It could position the Chart to "Transaction Date" to make this even better.

Lookback in backtesting

vanSant — Wed, 16 Jul 2008 08:38:39 GMT

Is it possible to let user make some kind of "peeking" (while backtesting). I mean the possibility of use negative parameter in Lookback property ( after setting SystemData.TradeInsideBars to true, for example).
Without this 'feature" some kind of systems are very hard to write or are not possible to write at all.
Like dr Koch wrote in one of his posts: "Yes, I know this is not realistic, but it is a quick way to backtest strategies which otherwise would need much more and much more complex programming"

Pre OrderFilled event

rolfe — Sun, 20 Jul 2008 15:23:27 GMT

When I'm backtesting end-of-day strategies, I put in a limit order for every symbol on the watchlist every day and I rely on the MaxOpenPositions variable to limit the number of positions actually opened. It would be nice to be able to approve orders at the last minute though so I could say "If this is a Healthcare stock, I've already picked up 3 stocks in the Healthcare sector today, then don't actually place this order."

Debugging Strategies

BigBerner — Mon, 09 Apr 2007 22:21:29 GMT

I have just started playing around using the Microsoft CLR Debugger to debug RE strategies. For those that are not aware, it is provided free by MS as part of the .Net SDK. On initial inspection it seems to have everything you would need to debug your RE strategies, attach to process plus all the usual windows from Visual Studio (Express Editions of VS do not allow you to attach to process). Also given that it is just a debugger all the menu commands are pretty easy to find, and not buried under everything else. You could consider putting a button on a RE toolbar to launch this debugger and then include instructions on how to use it in the users manual. Given that it is free, it might give you a nice consistent way to show people how to debug their stategies. Have a look and see what you think. (If you have VS2005 on your machine then I think it is already installed at c:\program files\Microsoft Visual Studio8\SDK\v2.0\GuiDebug).

Live Data Columns

rsheftel — Mon, 14 Jul 2008 17:42:27 GMT

My suggestion is that in the "Live Data" view panel, that you add columns for the following:

1) Symbol information. This way you can have a column be the name of the symbol, or other information that may be more informative than just the ticker.

2) Time stamps for the last, bid and ask. This is very helpful for making sure the market data is in fact live and there are no disconnects or stale information.

3) Allow the system to publish information for display here. For example, the current value of an indicator like a moving average. This would be extremely helpful because you could then sort by a column that may be an idicator of how close you are to trading a symbol, and this will allow you to focus on the whole list down to the symbols that are most important right now. It would also eliminate the need to open a chart for each symbol to get a "look into" the system.

4) An advanced request would be the option to have the same Treeview in the symbol list to be mirrored in the LiveData panel. So the catagorization, ordering, and organization of the Symbol Lists is carried over which would make it easier to find specific symbols in a large list.

Hotlinks and FAQ for the Forums

rsheftel — Sun, 13 Jul 2008 08:48:22 GMT

My suggestion is to have a page on the forum for "Hotlinks" or FAQ. As the number of posts has grown, and there is a ton of useful information here, it would be very nice to have a catagorized list of forum topics that answer common questions and the links to the topics. This way you can access all of the information on the forums without having to search by a word. It is also very useful for new people who may be looking for information on a specific topic, but don't know the RE terms, which makes the search less usable.

System Results for each symbol

rsheftel — Mon, 14 Jul 2008 17:53:41 GMT

My suggestion is that in the System Results view after performing a simulation, that all of the available statistics, equity curves, etc be available on both the over all system level (as it is now) and at the individual symbol level. It would also be great to be able to select any combination of symbols (from a treeview like the Symbol List) and have the combined results of the selected symbols be displayed.

This is useful because for any system it is important to be able to drill down on the portfolio results to get a understanding of where the performance is coming from. As an example, you could have 500 stocks in the portfolio, but if 5 account for 100% of the profits, this is a hidden risk in the system. Allowing for subsets and drill down allows for the System Results view to be an interactive part of the design process.

Thanks.

Filled Orders Tab on Live System Pane

rsheftel — Thu, 10 Jul 2008 16:04:31 GMT

Can you add a tab to the Live System view for "Filled Orders" this way you can see what trades have occured since the system went live. Right now you can see Pending Orders, which is great, but once it is filled it is no longer visable. This would help a lot to confirm and understand what is going on in the system

Thanks.

Allow BeginDate to be relative

rsheftel — Thu, 10 Jul 2008 16:03:05 GMT

My suggestion is to allow the "Begin Date" field in the Properties settings of a System to be able to take a relative calendar value (like "1y" for one year from today) as well as an actual date. This will allow for systems to continue to access the amount of data they need for pre-live simulation without requiring that the field be updated daily.

Thanks.

Application Data Folder

kaizen — Tue, 01 Jul 2008 06:42:48 GMT

Is it possible to have a setting to either allow users to set the Application data folder or move it to a location that is not login user dependent?

Reason being we have a remote trading server that we login to as different users and each users does not have the same watch list and setup. We need the same setup for each user so we can all see the same results.

Thanks

James

My Wish and Problem list

dh — Fri, 13 Jun 2008 06:28:10 GMT

1. Live System – trade history

For real trading it is very important to have a trade history. That means I have to know every single trade no matter how long ago it took place.

The Closed Positions tab in the Live System pane holds exactly the right information but can not be used because:

1. no copy or export functions in the live system tabs

2. after a restart of RE all positions are gone

In order to have a trade history it would be great if you could do the following enhancements:

Functions “copy to clipboard” and “export to file” in the live system tabs

A new tab “Trade History” which holds ALL closed positions. Within this tab it should be possible to manually remove positions so that I can clear the list after I exported it.

2. Time stamps

Could you please also show the seconds wherever you show a time (system output, Live System, etc.)?

3. Indicator values

On a live chart, if you stop moving the mouse, the values of the indicators shown on the upper left corner of the pane change to “NaN” after a second or so (or maybe after a new tick).

4. Purge Data

It is not possible to purge the data of checked symbols at once.

“Data -> Watchlist -> Purge Data Only”

does nothing, even if symbols are checked.

Thank you, DH

RE to Read Meta Stock Data

kaizen — Tue, 17 Jun 2008 05:08:49 GMT

Hi Guys,

Does RE have an out of the box way to read Meta Stock Data? If not would it be a big ask to add it?

I am not too sure of their file format.

Thanks

build 368 download error 404

mark0419 — Mon, 16 Jun 2008 23:43:40 GMT

The link to the new version on the [url=http://www.rightedgesystems.com/Download.aspx]download page[/url] seems to be broken.

[url]http://www.rightedgesystems.com/Secure/DownloadLatest.aspx[/url]

I've tried a few times to download build 368 today, and have been receiving a 404 error.

Thanks,
Mark

make "current" default

hairy_mug — Fri, 13 Jun 2008 12:50:06 GMT

Don't know if it can be done but if "current" could be the default, it would cut down on code...

close.current = close

Pending Orders tab under Live System

eknell — Wed, 11 Jun 2008 09:54:50 GMT

Would it be possible to add the Order Description to the Pending Orders tab?

Thanks,

Eric

Exception time stamp

dh — Mon, 02 Jun 2008 13:19:07 GMT

Please add a time stamp (hh:mm:ss:nnn) to the exception window.

It would be nice to know the exact time the system stopped working.

Thanks, DH

add "Min change percent" property to Consecutive

hairy_mug — Sat, 31 May 2008 09:28:17 GMT

If minChgPct were <> 0 then consecutive would only register an up or down change if it was greater than the specified percent...

this would allow it to ignore minor changes...

send system results to file

hairy_mug — Thu, 29 May 2008 21:00:11 GMT

Could you "dump" the system results (everything) to an HTML file in a reports directory?

Each file could be time-stamped name with system name. (maybe even include the main symbol code?)

then you could browse the results and back track...

Even if you just dumped an XML file wich could then be formated for viewing...

Order Rejected: Violates maximum number of open positions

dh — Fri, 30 May 2008 16:46:03 GMT

Just a minor bug:

In the Output window, at the end of the message

"Order Rejected: Violates maximum number of open positions"

are two unprintable characters which force a line break if exported to a file.

Thanks, DH

an idea for faster data access

hairy_mug — Wed, 28 May 2008 12:55:00 GMT

There are now high-capacity very fast USB "thumb" drives; the models with "speed-boost" compatible on their specs.

Maybe the next version can take advantage of this for database files or "swap" file space?

I have a 4 gig myself and I know they have 8 gig units, which should be more than enough space.

...and they are much faster than your typical hard drive and CHEAP; $49 for 4 gig @ staples and I'm sure much cheaper on the web.

Just make sure it is "speed-boost" rated and it needs a USB 2.0 port also...

Position Labels

DoQ — Fri, 16 May 2008 15:14:08 GMT

I noticed that labels have a property called Label Alignment. Is there a way to have these customized defaults for position labels?

Ideally a Buy Label should have its alignment = RightTop (as well as Sell Label). Short Labels should have their alignment set to RightBottom (as well as Cover Labels).

This will ensure that the label doesn't cover the right edge (or future prices) on the chart and will always be visible to the left of the right margin.

If this can already be done, how?

thx

discretionary stop order bugs

mark0419 — Wed, 14 May 2008 07:01:34 GMT

1)
When attempting to enter a stop limit order using the discretionary trade button, if the price entered is >0.0 RE generates an error 'Stop price must be greater than zero when submitting a Stop Limit order'.

If the price is set to anything <=0.0 RE generates a slightly different error 'Limit price must be greater than zero when submitting a Stop Limit order'

2)
When attempting to enter a Stop order using the discretionary trade button, the price box remains disabled and RE generates an error 'Stop price must be greater than zero when submitting a Stop order'.

RE never gets far enough to call IBroker.SubmitOrder() in both cases.

Thanks,
Mark

Position Labels

dh — Mon, 19 May 2008 08:01:31 GMT

It would be nice to have a button or keyboard shortcut to enable/disable the display of the buy/sell position labels in the chart. If you do a lot of trades they overlap that much that you cant see the bars anymore.

I tried to change the font size, but it seems 8 is the smallest possible size....

Also, the background color "transparent" is white, not transparent...

thanks, DH

XAU and XAG

kaizen — Sun, 11 May 2008 07:41:56 GMT

When trading XAU and XAU (gold and silver) Oanda charges interest to keep the position open.

The problem is I can not add XAU and XAG as interest rates to download data for them. Can we please add them to the list?

Thanks.

Schedule Implementation Items for Coming Edition

rgrg — Sat, 03 May 2008 05:41:50 GMT

Hi,

I'm evaluating the RightEdge 2008 Edition. It is found that this verions has implemented a number drawings for charts. I would recommended that some markers (e.g. [b]Dots, Diamond, Symbols[/b] ...etc ) should be implemented as drawings for coming version.
[b]Marker is quite useful as it doesn't occupy much space on the chart and can give information without showing label with long wordings[/b]

Also, is that [color=#3333FF]any schedule implementation items confirmed for the coming version ?[/color]

It is suggested that scheduled implementation items should be post within the forum (e.g. maybe under a new category --> "[b]Forthcoming Features[/b]") so that the users know what will be implemented in the coming Edition.

thx !

Manipulating Life Trading

DrKoch — Fri, 02 May 2008 10:46:44 GMT

When running a complex system life many things can go wrong.

A shutdown and restart introduces a whole bunch of problems.

This means:

It would be helpful if I could "switch off" an individual symbol while running a life strategy on a complete watchlist. (Without the need to stop/restart the strategy)

An advanced feature would allow to enter some text/parameter for one symbol, allow the running script to access this text/parameter and adjust some strategy parameters for this one system. This is useful if some news come out, if volatility suddenly changes or if the script shows some erratic behavior.

Bad service plugin causes RE to lose connected state

mark0419 — Fri, 09 May 2008 03:11:48 GMT

While continuing work on my service plugin, I ran into a little GUI bug. The plugin I'm writing depends on some other assemblies, which I had neglected to rebuild on a test run :doze:
History retrieval worked fine as there was no dependency there, but attempting to start live mode yielded this error:
[quote]
There were errors starting live data retrieval for the following symbols:
GBP/USD: A service with the specified name () does not exist. It may have been renamed. Please set the new service name by configuring this folder.
[/quote]
OK, the message is a little off, but at least RE kicked back an error and stopped. The live mode did not engage on the toolbar, the start buttons were still active, and all other live mode buttons were still disabled.
However, when I selected the 'symbol information' for the symbol I had tried to start streaming RE poped up a dialog to tell me:
[quote]
The symbol is currently streaming. in order to save changes....
[/quote]
Rebuilding my assemblies/service plugin caused the initial problem to go away

Cheers!
Mark

Market Scanning, Filtering, Alert

rgrg — Sat, 03 May 2008 06:17:43 GMT

Hi,

It is found that the current verion (ie Version 2008 Edition 1) DON'T have the facilities to do market scanning and filtering for Realtime streaming or Historical data.

For example, I would like to do :
1) Do a realtime Market scanning to see what stock right now fullfill certain criteria (e.g. RSI >70)
2) For those stocks fullfill step 1) --> put this listing to a market scanner screen
3) Do a filtering (e.g. Filter only the top 20 stocks with highest RSI)
4) For those stocks in listing 3) drop more then 5% --> trigger an alert

Such an alert would either 1) sent out an email 2) write the alert to file 3) trigger an action (e.g. start a sell strategy)

[b]Marketing Scanning, Filtering, Alert are important components for automatic trading. It is strongly recommended that these facilities should be implemented.
[/b]
Will it implemented in the coming Edition ?

Start Life System

DrKoch — Fri, 02 May 2008 10:54:13 GMT

Starting a life strategy is easy as long as exchanges are closed:

* update historical data
* start realtime data stream
* start life strategy
* wait until exchanges open
* let it make money

For thousand reasons it is sometimes necessary to stop a life system and restart it after a few minutes.

Usually RE does not collect ticks during this time and the internal data history gets some "holes", if time crosses a bar boundary complete bars get lost.

I tried to fill the holes with another historical update.

If the watchlist is reasonably large (say 200 symbols) the historical update takes some time and I end up with new holes.

Suggestion:

I RE starts a life system it should first do a historical update then start realtime feed for each individual symbol in this sequence *before* starting the next symbol. I think this is the only way to avoid "holes" in the price history.

Developer API Reference, examples

phg — Sun, 13 Apr 2008 16:58:19 GMT

I would like to strongly encourage including many more usage examples in the Developer's reference. Just a few example lines of code using the definitions found on a page would often be very helpful. This is the single best place to put examples: 1) it is a searchable document, 2) only snippets need to be provided and 3) it is a very suitable place for example/ usage snippets to accumulate over time, only increasing its value over time as a reference. A great place to accumulate answers to questions, in the manner of a FAQ.

Simple things would help. How are Highest and Lowest used? Sum and Subtract series are already included and are helpful. A strategic intention to include an example with every definition would be most propitious.

Zen Fire Data

Sidhartha — Wed, 23 Apr 2008 11:52:56 GMT

Hi Guys,

I've been speaking to the Zen Fire guys about their data feed API today, and they told me that they are very happy to work with 3rd party developers. They are very open about 3rd party access to their API and support it.

Can I suggest you guys give Zen Fire some serious consideration in terms of supporting it's data feed 'out of the box' for RightEdge. It's hands down the fastest, most reliable live data feed I've seen. And a serious selling point for the likes in NinjaTrader.

Thanks

OpenTick Link Intermittant Dropped

rt6176 — Wed, 16 Apr 2008 11:23:01 GMT

Hi All,

Every once in a while, I get a pop-up telling me I've lost connection with Opentick. I understand I probably have some sort of service provider problem. My question is this, instead of an informational pop-up, why not just list the error in the output message pane and have the RightEdge program attempt to reconnect to Opentick?

Thanks,

RJay

Error in BarUtils.HighestHigh

mseeli — Mon, 14 Apr 2008 05:29:53 GMT

BarUtils.HighestHigh(RList, int) returns n.def if it encounters an empty bar in the RList of Bars that it looks at.

Empty bars should be ignored instead.

Markus Seeli

Expand the chart to the right

ilok3 — Wed, 09 Apr 2008 23:46:00 GMT

There needs to be a feature to expand empty space to the right of the chart. Like expand the chart into the future by 2 days. And have the chart draw out the day seperation lines.

This feature is essential to draw the trend lines...

You can see this feature at

http://www.netdania.com/ChartApplet.asp

TradeInsideBars, BarOpened, BarClosing

DrKoch — Fri, 11 Apr 2008 16:25:32 GMT

Good to have TradeInsideBars, BarOpened, BarClosing in SystemData.

Now I can send a "MarketOnClose" Orders based on the latest, nearly complete bar and its close price - very nice.

But,
what I really want to do:
* Calculate a bunch of indicators based on this latest close price
* do some more fancy calculations (in BarClosing)
* [b]then[/b] send a MarketOnClose order for the very same close price.

(Yes, I checked, Indicators are currently [b]not updated[/b] at the time BarClosing is called)

(Yes, I know this is not realistic, but it is a quick way to backtest strategies which otherwise would need much more and much more complex programming)

Could you imagine to add indicator processing [b]before[/b] BarClosing is called?

Tick generator

phg — Wed, 09 Apr 2008 16:06:31 GMT

Is there (could there be) a way to dynamically generate (simulate) tick (and bar) data? I am currently running a strategy that uses both bar and tick data. It is being tested running live on an IB simulated account. But I would like to be able to use IB simulation. If a tick-generator 'plugin' could peek at the next bar, then a generator could very satisfactorily generate a series of ticks to comprise that bar. For my purposes that would enable using RE simulation in a most useful way. If a watchlist specified 15-minute historical data, for example, generated data for 5-minute bars would also be useful. This has three useful attributes: a) it allows testing mixed frequency logic, b) it could save substantially on the amount of historical data needed, and c) there are solid theoretical reasons for thinking data generated from random-return calculations would suffice for much strategy simulation work.

Dynamic DataStore and Watchlist Properties

DrKoch — Tue, 08 Apr 2008 04:05:47 GMT

Some food for thoughts:

Usually a dataStore is static. It simply stores Bars, the data (once stored) does not change.

But it gets better. Imagine a dynamic DataStore. The data store has properties and delivers data depending on the properties. Some Applications:

* Backadjusted data. The Underlying database may contain raw data and a list of splits/expiries, etc. If data is requested, it is delivered raw, or adjusted according to various adjustment rules.

* Incomplete daily data. Some realtime strategy may ask for an indicator value calculated form daily bars and the last incomplete bar. This is interesting for strategies which enter at the daily close.

To make a long story short: I think it is useful to have some Settings/Properties for a DataStore. These settings may change form one request to the next.

So there should be a way for the strategy to specify the DataStore Settings.

I'd store these settings along with the Watchlist folder. And allow a strategy to manipulate these Watchlist folder properties.

What do you think?

forum bug

mark0419 — Mon, 07 Apr 2008 20:23:55 GMT

I just tried to subscribe to the "RightEdge Announcements" forum, but it keeps taking me to a login page. I've been able to subscribe to other forums using the same option, and I am definitely logged in.

Thanks,
Mark

P&L Format

kaizen — Mon, 31 Mar 2008 08:14:20 GMT

In live system > closed positions the P&L column formats to 15 decimal places. Please follow the settings from the symbol setup.

Hourly System Breakdown

kaizen — Sat, 29 Mar 2008 23:56:59 GMT

When selecting hourly system breakdown I get this error. I am running in on custom 3hr data if that makes any difference.

An exception of type System.ArgumentException was thrown.
Unrecognized Aggregation Level: Hourly
at RightEdge.SystemResults.Breakdown.BuildPeriods(AggregationLevel level)
at RightEdge.SystemResults.Breakdown.comboBoxPeriod_SelectedIndexChanged(Object sender, EventArgs e)
at System.Windows.Forms.ComboBox.OnSelectedIndexChanged(EventArgs e)
at System.Windows.Forms.ComboBox.WmReflectCommand(Message& m)
at System.Windows.Forms.ComboBox.WndProc(Message& m)
at System.Windows.Forms.Control.ControlNativewindow.OnMessage(Message& m)
at System.Windows.Forms.Control.ControlNativewindow.WndProc(Message& m)
at System.Windows.Forms.Nativewindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)