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SDK updates. Subscribe to be informed!!!

Postby Nikolay.Gekht » Wed Sep 15, 2010 2:20 pm

September, 15.

Indicore SDK III update.

1) Fix the problem that enumerator skips rows in the debugger when an object is removed from the table during enumeration.
2) Fix the problem with performance testing of the indicators which requires additional data.
3) Search command is added to the editor and both debuggers.
4) Full-text search is added to the help file.
5) The close netting order documentation is fixed.

http://fxcodebase.com/documents/indicor ... oreSDK.exe
Nikolay.Gekht
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Re: SDK updates. Subscribe to be informed!!!

Postby Nikolay.Gekht » Tue Dec 14, 2010 2:29 pm

Dec, 14 2010

The SDK is updated to support all new features of the upcoming Trading Station release.

New features:

What’s new in indicator interface in the upcoming Trading Station
release.

What's new:

1) New table mathex.

All the statistical functions (min, max, sum, stdev and so on) are
moved to the mathex table from the core table. The backward
compatibility is supported, but using of this functions from core
table is deprecated for all new indicators.

A lot of new statistical functions, including linear regression,
linear regression slope and correlation are added to the mathex table.

2) findDate function now is implemented in the core

The function finds the index of the bar by it’s date/time. The
function works in O(log2N) time, where N is a number of bars in the
stream.

3) New indicator and strategies are added to the standard set of the Trading Station:

Indicators:
SMMA(Smoothed Moving Average)
VIDYA(Chande’s Variable Index Dynamic Average)
WMA(Wilders Moving Average)
AC(Acceleration/Deceleration)
Alligator
AO(Awesome Oscillator)
Gator Oscillator
AD(Accumulation/Distribution)
CHO(Chaikin Oscillator)
CMF(Chaikin Money Flow)
OBV(On Balance Volume)
CMO(Chande Momentum oscillator)
The indicator “Show time to end” which displays the time remaining to the closing of the current candle.

Strategies/signals:
Divergence on MACD Signals
Bill Williams Fractal-Alligator System
Classic MACD sample
Margin alert signal

4) Line and text output color can now be specified using the method
output_stream:setColor(period, color) and text_output:set(…) for each
bar individually.

The line color also affects all the groups: channels, from/to bar and
candles. The color of the first stream in the group is used to draw
the group. Please note that in case the color is specified at least
for one bar for the stream in the group, then the color must be
specified for all the bars.

For streams which aren’t included into the group, the default color
(the color specified when the stream is created) is used in case the
color of a bar is not specified.

5) Line stream can be broken.

You can set break of the line using setBreak method of the
output_stream. If break flag is specified, the line which connects
this and previous bar will not be drawn. This flag, applied to a bar
in the first stream of the channel group also affects channels groups
drawing.

6) The indicator or strategy now can get all the information about
output_stream of indicators created in this indicator (see the
output_stream table documentation).

7) A new host:execute(“setStatus”) method is added.

This method sets the additional label displayed right to the indicator
label. See the new standard showtimetoend indicator for demonstrating
this feature

8) nameOnly parameter is documented for Prepare() function of
strategies and indicators.

The nameOnly parameter is true when the indicator or strategy is
initialized in order to create the name only. The implementation must
avoid performing any actions except creating the name (call
instance:name()) in case this parameter is true. The indicator
instance will be surely destroyed right after getting the instance
name in this case.

9) A new host:execute(“isTableReady”) method is added.

The method is useful to check whether the trading table data is
available. The data can be not available when the strategy (or
indicator) are started immediately after the login or when the user
executed the “refresh” command for all or particular table. The
strategies and indicators must always check whether table is ready
before accessing the data.

10) A strategy can also use host:execute(“addCommand”) now. The
commands (up to two commands) will be shown as buttons in the alert
dialog and AsyncOperationFinished() will be called in case the user
clicked on that buttons.

11) A strategy can stop itself using host:execute(“stop”) method.

12) ELS orders are supported.

ELS (entry limit/stop orders) can be used in the strategies.

ELS order is a pair of the entry stop and entry limit order which can
be attached to entry or market order.

These orders:
a) Becomes active only when the position is created by the “root”
(main) order.
b) In case the amount of the root order is changed, the amount of the
attached orders is changed as well.
c) When one of these orders is executed, the second order is
cancelled.
d) The orders never creates the opposite position, only closes the
existing position.
e) When there is no more positions/instrument in the opposite
direction, the orders are cancelled.
f) The orders can be pegged orders.

So, in short, these orders behave very close to the regular stop/limit
orders with two exceptions:

a) When the position is created and then partially closed, the amount
of the orders is not changed.

b) When the condition is met, these orders closes the oldest of the
existing positions, not the position they are created for.

Please download beta SDK here:
http://fxcodebase.com/bin/121710/IndicoreSDK.exe

Please download the beta version of the trading station here:
http://fxcodebase.com/bin/121710/FXTS2InstallDev.EXE
Nikolay.Gekht
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Re: SDK updates. Subscribe to be informed!!!

Postby Nikolay.Gekht » Wed Dec 15, 2010 1:13 pm

SDK at http://fxcodebase.com/bin/121710/IndicoreSDK.exe is updated. The File->Save Project and File->Load Project commands are added to the debugger.
Nikolay.Gekht
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Re: SDK updates. Subscribe to be informed!!!

Postby Nikolay.Gekht » Mon Dec 20, 2010 11:58 am

Bad news: Official release has been shifted to Jan, 09 2011.
Good news: We will have a few time to include OCO orders and default XML parser for indicator/strategies before the release.
Another beta will be available in a few days.
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Re: SDK updates. Subscribe to be informed!!!

Postby Nikolay.Gekht » Tue Dec 28, 2010 12:52 pm

Beta TS and new SDK has been released.
The links are the same.
SDK here: http://fxcodebase.com/bin/121710/IndicoreSDK.exe
beta version of the trading station here: http://fxcodebase.com/bin/121710/FXTS2InstallDev.EXE

What's new:

1) OCO orders added
2) a new method drawLabel1 is added to core.host:execute. Now you can create labels using screen coordinates instead of price/date
3) new color constant core.COLOR_BACKGROUND is added. I'll prepare the example how to use it soon.
4) documentation is significantly updated, a lot of cross-links and examples are provided inside the documentation.

Known problem:

1) In SDK and documentation TZ_UTC constant is documented. In beta the constant is still named TZ_GMT. In the final version TS will also use TZ_UTC.
2) There is a server-side error when a number of ELS orders are joined into OCO. When one of ELS is executed, other root ELS orders are canceled, but their depended orders aren't. BTW, these orders will be never executed because they are in the inactive state, but they are still visible.
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Re: SDK updates. Subscribe to be informed!!!

Postby Nikolay.Gekht » Fri Jan 07, 2011 10:54 pm

New SDK version is officially released and can be downloaded at SDK page. Online documentation is updated as well.

What's new:
1) Known problems are solved.
2) http_lua extension kit is added.
Nikolay.Gekht
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Re: SDK updates. Subscribe to be informed!!!

Postby Nikolay.Gekht » Fri Mar 25, 2011 4:56 pm

SDK 2.0 beta is released.

finally:
- new improved UI
- new advanced market simulator, backtester and parameter optimizer!

Please read the detailed release notes here:
http://fxcodebase.com/wiki/index.php/Wh ... SDK_2.0%3F
Nikolay.Gekht
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Re: SDK updates. Subscribe to be informed!!!

Postby Nikolay.Gekht » Fri Apr 01, 2011 4:04 pm

SDK 2.0 update 1

1) Further improvement of UI:
- folding of the source code
- disable break point (toggle break point now works as set->disable->remove->set->...)
- go to next/previous breakpoint
- SDK help and context help in all 3 applications (editor, indicator debugger, strategy debugger)

2) CPU usage is optimized in suspended mode. No more CPU loading the the debugger is just waiting for the user input.

3) Fix a lot of stability problems in optimizer

4) expat_lua extension now compatible 100% with LuaJIT (in older versions it may cause crashes).

5) geomean and median methods are added to mathex table.
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Re: SDK updates. Subscribe to be informed!!!

Postby Nikolay.Gekht » Tue Apr 26, 2011 9:46 am

SDK 2.0 update 2

1) Tick simulator now rounds simulated tick up to currency precision.

2) Fluctuate Trailing Stops supported

3) A new "Install Custom Strategy" command in the strategy debugger, so you don't need to copy strategies anymore.

4) The account currency now is saved to the project.
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Re: SDK updates. Subscribe to be informed!!!

Postby Nikolay.Gekht » Mon May 02, 2011 11:01 am

SDK 2.0 update 3

1) New option for bar indicator output and from/to bar - width of the bar. The bar width is specified in % of the candle width, the default value is 100 (1:1). To have 1-pixel width use 0%. The width of the from/to bar is specified by the first stream of from/to bar group.

2) The tick simulator now can use tick histories in addition to bar histories. In case a tick history is chosen, the ticks are played "as is". To get the ticks data use Marketscope (it can save tick histories in Indicore SDK format as well) or watch for updates at fxcodebase price archive (http://fxcodebase.com/wiki/index.php/Co ... ce_Archive). We will publish 2011 in ticks soon.

3) the problem of installation on some x64 systems (absent vcomp.dll) is fixed.

SDK 2.0 is available on the same location:
http://fxcodebase.com/bin/sdk2beta/IndicoreSDK.exe
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