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Build 308 Available

Posted By billb 10 Years Ago
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Posted Wednesday May 30 2007

RightEdge Beta 4, Build 308

Improvements

We now support Trading Technologies X_Trader.

Google Historical Support

Google has added the ability to download daily historical data from their beta financial site (http://finance.google.com).  RightEdge can now interface with this resource for historical daily data.

Changes
In the spirit of breaking things before release to ultimately produce a more flexible architecture, we have a number of changes to some of the core functions.  Below is a list of those changes as well as some sample code to allow you to quickly fix any of your systems.

The ProfitTarget, StopLoss, and BarCountExit properties have been removed from SystemData.  They are now properties of PositionManager.  BarCountExit has been renamed to PositionTimeOut.

      //    Old code
      SystemData.ProfitTarget =
0.05;

      //    New code
      PositionManager.ProfitTarget =
0.05;

 

The OpenPosition calls have been removed from SystemData.  They are accessible from PositionManager, or there are several convenient overloads in the SystemBase class.  Also, you no longer need to create a unique ID and pass it to the OpenPosition method if you want to know the ID of the new position.  Instead, OpenPosition now returns an object of type ReturnValue<string>Using the Success property of this object you can tell if the call to OpenPosition was successful.  If this property is true, the Value property will be the ID of the new position.  If not, then the ReturnCode property will contain information about why the call failed.  Note that a successful call to OpenPosition only means that an order has been sent to the broker, not that the position has actually been opened.  The broker may reject the order, or the order may simply not get filled (for example if the limit price is not hit).

      // Old code
     
string id = PositionManager.GetUniqueID("POS");

      if (SystemData.OpenPosition(symbol, PositionType.Long, OrderType.Limit, price, id))
      {
           
//    Store or process position ID here, if necessary
      }

      //    New code
      ReturnValue<
string> retVal = OpenPosition(symbol, PositionType.Long, OrderType.Limit);

      if (!retVal.Success)
      {
           
//    Add message to output window with the reason the position could not be opened
            SystemData.Output.Add(OutputSeverityLevel.Warning, retVal.ReturnCode.Message, symbol);
      }
     
else
      {
           
string id = retVal.Value;           

            //    Store or process position ID here, if necessary
      }

The ClosePosition, AddToPosition, and RemoveFromPosition methods have been removed from SystemData and are accessible from PositionManager.  ClosePosition is also part of the SystemBase class.

There is no longer a StartDate property in SystemData.  Instead, there is now a DataStartDate and a TradeStartDate.  The TradeStartDate will be the date you specified as the start date in the system properties, unless there were not enough bars prior to that to make up your lead bars.

The NewBar/NewSymbolBar methods are now called for the lead bars.  You can compare the current bar date to the TradeStartDate to see if you should trade or not.  Even if you do try to open a position during the lead bars, the position manager will not let you.  Of course, there are no guarantees on what happens if you're using the reflection system.  Also, if you submit an order directly to the broker it will go through.

The risk assessment plugins, equity curve, drawdown curve, and system breakdown chart have been updated so they only show data from the trade start date onward.


What's Coming
We plan on releasing another build in the next week or so and for this to be our first release candidate.  If you encounter any problems at all, please let us know right away.
 

Bugs Fixed Since Build 304

  • 971 RESO FIXE Ability to turn off RE generated warnings
  • 986 RESO FIXE New indicators will not display on chart
  • 970 RESO FIXE Notification when symbol limits are hit
  • 967 RESO FIXE Update samples and documentation for User Series
  • 987 RESO FIXE Exception in UserSeries
  • 985 RESO FIXE System results exports and information
  • 993 RESO FIXE Balance is wrong on the trading list
  • 789 RESO FIXE Import files on "large" files.
  • 802 RESO FIXE Need to show on system results (or elsewhere) the date/ti...
  • 984 RESO FIXE Add Help for new import feature
  • 998 RESO FIXE Binary data store not loading correct data
  • 878 RESO FIXE Position manager re-submits rejected profit target and ot...
  • 939 RESO FIXE Canceled orders not updating until trade is made
  • 963 RESO FIXE Merge Live System Bars with Lead Bars
  • 1001 RESO FIXE Binary data store does not work with 0 byte files.
  • 938 RESO FIXE IService.Disconnect not called when system is stopped
  • 976 RESO FIXE Orders filled in paper broker not updated in live system ...
  • 1000 RESO FIXE Stochastic Oscillator %D throws an exception
  • 973 RESO FIXE Max open positions issues
  • 974 RESO FIXE Duplicate fills reported in Paper Broker
  • 1013 RESO FIXE Crash in optimization
  • 1005 RESO FIXE Verify that stop orders work correctly with TWS
  • 1004 RESO FIXE Remove position management methods from SystemData
  • 1016 RESO FIXE Shutdown is never called for live systems
  • 1021 RESO FIXE Avg Buy is always 0.00 in position list
  • 982 RESO FIXE Implement position persistence
  • 1015 RESO FIXE Cannot reload trading system after exception
  • 1010 RESO FIXE Lead bars are included in equity curve and other issues
  • 766 RESO FIXE wizard remembers settings between runs
  • 1014 RESO FIXE Open E-Cry API mandatory update
     

Installation

After the successful download of RightEdge, extract the zip file to a temporary directory and run the Setup application.  Follow the steps in the installation wizard and once the files are copied to their final destination, RightEdge is ready to use.

Uninstallation

It is highly recommended that RightEdge is uninstalled before installing this refresh.  In addition to running the uninstall (located in the Start/Remove Programs in the Control Panel), it is recommended that the RightEdge program folder is completely removed.  After running the uninstall, use Windows Explorer to navigate to the RightEdge folder (the default folder is located in C:\Program Files\Yye Software) and delete this folder.

Documentation

RightEdge creates a program group in the Start Menu.  There are three items in the list, RightEdge, Getting Started Guide and RightEdge Developer Guide.  It is highly recommended that you take a look at the Getting Started Guide to learn the basics of navigating around the software and understanding key features.  Use the RightEdge Developer Guide to help build systems from code.  The RightEdge Developer Guide is now available online at http://www.rightedgesystems.com/Documentation/DeveloperGuide/index.html.

Reporting Problems

Beta testers have our full support resources available to them.  For the short term, it is recommended that you post any problems to our public forums so that others may benefit from the solution provided.  You may also use our support URL to send a message directly to our support staff at http://www.rightedgesystems.com/support.aspx.  We can also provide others means of support (telephone, instant messenger, etc) on a case by case basis.

We look forward to your feedback.

The RightEdge Development Team



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