Difference between revisions of "PTL Trader Changelog"
From Pair Trading Lab WIKI
Line 1: | Line 1: | ||
+ | == 1.2.3 == | ||
+ | * fix for duplicate order ID issues occurring when many orders are being sent at the same time | ||
+ | * Open Long, Open Short and Close buttons can be used in more situations | ||
+ | * Close button can be used to manually resolve "one leg opened" situation | ||
+ | * cosmetic UI changes | ||
+ | * copyright and license update | ||
+ | |||
== 1.2.2 == | == 1.2.2 == | ||
* added some price event sanity checks and constraints | * added some price event sanity checks and constraints |
Revision as of 10:02, 23 July 2015
Contents |
1.2.3
- fix for duplicate order ID issues occurring when many orders are being sent at the same time
- Open Long, Open Short and Close buttons can be used in more situations
- Close button can be used to manually resolve "one leg opened" situation
- cosmetic UI changes
- copyright and license update
1.2.2
- added some price event sanity checks and constraints
- other minor fixes / changes
Released 2015-04-18.
1.2.1
- application JAR is now wrapped in EXE - fix for shortcut/installer issues with Java 1.8
- fixed authentication fail message
- more precise z-score indication (now also the indicated z-score is calculated using bid/ask prices)
- cooldown after external close detected
- "last" prices are no longer used for entry/exit signals (only ask/bid prices are used now)
- redesigned exchange activity detection (to detect holidays / days with no activity)
- trading engine should be more friendly to low liquidity stocks (removed some unnecessary constraints in signal evaluation)
- trading engine will no longer allow positions reversals for now (to be consistent with backtests)
- bid and ask sizes are now displayed in the UI
- other minor fixes and changes
Internal release.
1.2.0
- internal architecture changes related to compatibility with PTL portfolio system
- RSI filter for Ratio model now fully supported
- all entry modes are now supported for Residual model
Released 2015-01-02.
1.1.1
Bugfix release & internal architecture improvements:
- redesigned concurrency and threading architecture (pair strategies now use thread confinement)
- fixed few potential deadlock situations and GUI freezes
- fixed concurrency issue which could potentially lead to allow N+1 slots opened in a rare occasion
- fixed retrying fetching historical data after IB data pacing violation (regression introduced in 1.0.4, it worked in earlier versions)
Released 2014-10-07.
1.1.0
- basic FA (Financial Adviser) account support (you have to enter the account code manually when connecting)
- increased log file max size and number of backups
- unadjusted split protection (stops auto trading if there is a significant price discrepancy which may indicate that IB forgot to adjust historical data after split event)
- prevents automated trading if historical data fetched are obsolete (older than 5 days)
- connection to IB API is now handled in a separate thread to prevent UI freezes
- updated IB client API files to 971.01
- minor cosmetic changes and bugfixes
- minor changes in log file verbosity
Released 2014-08-13.
1.0.6
- workaround for "ambiguous contract" issues for some particular IB symbols (MSFT, ...)
- fix for stock symbols like XXX.Y (RDS.A for instance)
- some other small changes/fixes
- more verbose logging of slot allocation process
Released 2014-03-19.
1.0.5
- fixed a bug causing "wait for min profit" engine status indicated outside trading hours
Released 2013-11-07.
1.0.4
- z-score and profit potential now update also outside user's configured trading window (as long historical data were available)
- manually opening/closing positions is now enabled in more engine states (for instance in "wait for min profit")
- modified profit estimation formula for residual model, profit estimation now disabled for cases where A<0.1
- fixed PDT protection in position exit logic
- PTL Trader does not try to initialize trading engine and load historical data for portfolios bound to accounts not belonging to current IB account connected anymore
- historical data are now downloaded and models are recalculated every day at 9:30 EST, so z-score and profit potential indicators work with updated model, instead of waiting for user's configured trading window
Internal release.
1.0.3
- workaround for strategy P/L tracking (ignore portfolio data in IB "black hour" 0:** EST)
- modified default log levels
First official stable release (2013-08-27).
1.0.2
- workaround for equity tracking (ignore equity data in IB "black hour" 0:** EST)
- more detailed logs for IB portfolio updates
Internal release.
1.0.1
- debug logs for equity tracking
- reworked execution and commission report handling (fixes slippage tracking problems and missing entries in transaction history)
- PDT protection fix
- libraries updated
Internal release.
1.0.0
- changed valid range for instrument margins (15% - 100%)
- cooldown period after closing a pair trade (it is not possible to open new pair trade earlier than in two minutes) - to prevent sending new orders until IB portfolio stats settle
- more verbose logging of executions and commission reports (internal log)
- reworked periodic premium membership checks
- updated logo and icons
Internal release.
0.9.6b
- just a small fix - NYSEAMEX exchange has been apparently renamed to NYSEMKT, so both exchanges are now supported
- Initial version released to public (2013-05-17).
0.9.6
- Status = BETA, not recommended for real trading yet (although we already use it that way ourselves)
Known issues we are working on
...