PTL Trader Changelog
From Pair Trading Lab WIKI
Contents |
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 in testing.
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
- (none)