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RightEdge 1.2 Beta Build 355

Posted By dplaisted 9 Years Ago
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Posted Monday March 03 2008
We have released an update to the RightEdge 1.2 Beta.  The new version is build 355 and is available from our Download Page.

For a list of changes made since RightEdge 1.1, see the updated release notes.  If you have not yet converted your trading systems to RightEdge 1.2, please see the RightEdge Development Guide thread and the RightEdge Trading System Conversion Guide.

The major changes since the previous beta (build 351) are support for manual trading, position and order persistence for live systems, and trading inside bars (or on the close) for simulations.  Below is more detailed information about the changes:

·         Support for trading inside bars or on the close of a bar in simulation.

o    A TradeInsideBars property has been added to SystemData.  If enabled, the open price of the bar will be processed first, then the low and high, then the close.  This makes it possible to have the profit target or stop loss filled on the same bar that a position is opened.  BarOpened and BarClosing events have been added to SystemData which allow you to write logic that runs just after the open or just before the close (if the TradeInsideBars property is enabled).

·         Open Position and Pending Order Persistence

o    In RightEdge 1.1, positions opened by a live system could be persisted between runs, but pending orders would not be persisted.

o    Now, when you stop a live system, both open positions and pending orders will be saved to a file named LiveOpenPositions.xml in your trading system project directory.

o    When you start a live system, if there are any saved positions, you will be prompted to select which ones are still active.

o    A new method called SetExistingOrders has been added to the IBroker interface so that RE can give the broker plugin the list of orders that should still be active.

o    The IService.Connect method now takes a parameter of type ServiceConnectOptions which lets the plugin know if it will be used for historical data retrieval, live data, or for broker functions.

o    When you connect to TWS using the IB plugin for broker functions, the plugin will determine whether each of the orders that were saved as pending is still active, cancelled, or filled.  If the order was cancelled or filled while disconnected, the plugin will raise the OrderUpdated event so that your system will be notified of the change.  Fill information for previous days may not be reported by TWS, so if the order was filled on a previous day while you were disconnected, it might be reported as canceled instead of filled by the plugin.

·         Discretionary Features
From the user interface you can now open a new position, cancel existing orders and close existing positions from within Live System pane.  See the Manual or Discretionary Trading topic in the help file under the "How Do I?" section.

·         Added two utility indicators named Highest and Lowest to return the highest and lowest values in a series over the specified period.

·         Updated the MB Trading plugin to utililize the latest version of the MB libraries (version 11.x).

·         Unable to cancel errors are reported as warnings and not system wide exceptions.

·         An error was fixed in the IB plugin where orders on ticks generated an exception.

·         Other miscellaneous bugfixes.

Thanks,
Daniel



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