PTL Trader Changelog

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  • 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 not 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.


  • 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).


  • workaround for equity tracking (ignore equity data in IB "black hour" 0:** EST)
  • more detailed logs for IB portfolio updates

Internal release.


  • 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.


  • 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.


  • 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).


  • Status = BETA, not recommended for real trading yet (although we already use it that way ourselves)

Known issues we are working on

  • (none)
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