PTL Trader Changelog

From Pair Trading Lab WIKI
Revision as of 10:36, 27 August 2013 by Admin (Talk | contribs)

Jump to: navigation, search

Contents

1.0.3

  • workaround for strategy P/L tracking (ignore portfolio data in IB "black hour" 0:** EST)
  • modified default log levels

First official 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

  • strange equity stats coming from IB outside trading hours
Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox