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      for your Trading Success

New Features

Tradesignal Market Data System 5.2.0

User-defined Rolling Forward Contracts for Bloomberg, Thomson Reuters, Trayport and OpenConnect feeds.

It is now possible to create server-side continuation symbols (UDCs) for any Future contract sequence available on Bloomberg, Thomson Reuters, Trayport and OpenConnect. These new symbols are server-side and will collect in intraday and interday periods (the previous Reuters only implementation only collected daily data).

The symbols will be shared by all users who request the same instrument with the same set of parameters, significantly reducing the load on the Tradesignal Market Data System.

A UDC symbol can be created and saved to the Symbols Toolbox by starting the New Symbol Wizard and selecting User-defined continutation. In the wizard, it is still possible to create the old Reuters interday-only UDCs by checking the "Legacy UDC" check box, these legacy UDCs continue to have the option of rolling based on Volume and Open Interest, but otherwise offer only disadvantages over the new server-side UDCs (e.g. slower startup time).

Please note that the feature to restrict which months are included in the continuation, is only respected by Reuters and Bloomberg exchange traded futures. Symbol lists containing UDCs can be shared between users like any other symbol lists.

Bugfixes:

Charting

Improved display

New assistants to facilitate your work

User-friendly interface

Additional improvements 

• Dragging and dropping symbols or symbol lists (including Chain Codes) into the chart using the Drag & Drop function either replaces or simultaneously inserts all the desired symbols at once.
  
  
• Chart-Objects (Indicators, Subcharts, Strategies) can now be moved more easily with Drag&Drop. So now you can align the object in the corresponding set direction of the scale by using the drag.


• Quickly changing the timespan or period for all charts is now also possible. By holding down the CTRL key when selecting the period or timespan, you create the desired change for all charts in the selected workspace. The available options now include six months in addition to five and ten years.


• The Copy & Paste export of a chart into the Windows clipboard is also new, and can be inserted into a different programme (e.g. Excel).


• During the optimisation process when you apply a trading strategy to an indicator the parameters of the indicator can now be included and tested.


• In the editor for the Composite Symbol, a new Symbol Picker has been created for a simplified use of Inline Instruments.
  
  
• The calculation method for the Candle Rollover has been revised. In periods shorter than one day (e.g. 5 hours) the candle calculation will begin at the start of the day and be reset at the end of the day.

Collaboration

Additions to the Equilla area

The formula language Equilla offers a high degree of flexibility in creating indicators and trading strategies across all Tradesignal products. We have expanded this area even further in the new version of Tradesignal.

Inline instruments

Inline instruments can be replaced with Inputs. This long requested function allows for entirely new variants when creating indicators and trading strategies. It allows you to create and assemble portfolios entirely on your own. Using the Optimiser, you can test strategies with Inline instruments against a number of instruments.

Example:
This example displays arrays and inline instruments with the List command. In the example, they are used to create a portfolio system without first opening the individual instruments as charts; instead, the instruments are loaded and traded in the code. The resulting equity curve displays the P/L of all traded instruments.

Code:
Meta:
       Synopsis("Example indicator that is designed to be the parent of a trading
              strategy for which the strategy author would like to 'stress test' by
              varying the indicators input parameters during optimization."),
              Author("Tradesignal GmbH");

Inputs:
       Security(SIE, DTE, LHA), // Change the security being tested
       Period(Minutes1, Minutes5, Minutes60, Daily, Weekly, Monthly) = Daily; // Change the period being tested
       
Instruments:
       inst(  IFF(Security = SIE, "SIEGn.DE",
                     IFF(Security = DTE, "DTEGn.DE",
                     IFF(Security = LHA, "LHAG.DE",
                     ""))) + " " +
                     IFF(Period = Minutes1, "1m",
                     IFF(Period = Minutes5, "5m",
                     IFF(Period = Minutes60, "60m",
                     IFF(Period = Daily, "daily",
                     IFF(Period = Weekly, "weekly",
                     IFF(Period = Monthly, "monthly",
                     "")))))) ); // We only every load a single instrument, thus ensuring our date/time series is not full of gaps
                     
//Output the data as we get it
DrawBar(Open of inst, High of inst, Low of inst, Close of inst);

// Tradesignal GmbH
// www.tradesignal. com

New functionality: Multidimensional Arrays

New real Multidimensional Arrays are now also possible in the new version of Tradesignal.
The new command reference: ArrayLength, SetArrayLength, GetArrayDimensions, SetValRangeArray, FillArray, InsertAtArray, InsertSortedArray, RemoveAtArray, ClearArray, CopyArray, Array_Copy, AppendArray, HighestArray, LowestArray, IndexOfHighestArray, IndexOfLowestArray, SortArray, Array_Sort, SearchArray, BinarySearchArray, CompareArray, Array_GetType, Sort2DArray, CreateSortedIndexArray, Array_Sum SummationArray, SummationRecArray, SummationSqrArray, MedianArray, AverageArray, AvgDeviationArray, HarmonicMeanArray, KurtosisArray, SkewnessArray, StdDeviationArray, StdErrorArray, VarianceArray.

Example:
This example displays arrays and inline instruments with the List command. In the example, they are used to create a portfolio system without first opening the individual instruments as charts; instead, the instruments are loaded and traded in the code. The resulting equity curve displays the P/L of all traded instruments.

Code:
Meta:
       Synopsis("Example portfolio trading system that demonstrates the use of
              arrays and non-trivial trading commands applied to a user-defined list 
              of securities. The strategy will trade long any portfolio member
              whose normalized price crosses the portfolio average and guard the
              new position with a stop loss set a number of points below the next 
              bar's open."),
       Author("Tradesignal GmbH");

Inputs:
       PortfolioSymbolList("//My Symbol Lists/DAX30"), // Portfolio of securities to trade
       Period(10, 1), // Period for the lowest low/highest high calculation to determine the price range for price normalization
       StopRetracePoints(50, 1); // Number of points the position must retrace from the open of the bar in which a position is held

Instruments:
       portfolio(List(PortfolioSymbolList));
       
Variables:
       i, avg, lo, priceRange, count(Len(portfolio));
       
Arrays:
       prices[count](0); // Stores normalized prices for each portfolio member so we do not have to recalculate them
       
avg = 0;

// Compute the portfolio average based on normalized prices
For i = 0 To count - 1 Begin

       lo = Lowest(Low, Period) of portfolio(i);
       priceRange = (Highest(High, Period) of portfolio(i)) - lo;
       
       prices[i] = IFF(priceRange > 0, 100.0 * (Close of portfolio(i) - lo) / priceRange, 0.0);
       
       avg = avg + prices[i];

End;

avg = avg / count;

// Generate orders for each portfolio member
For i = 0 To count - 1 Begin

       // Enter long if the nomalized price crosses over the portfolio average
       If prices[i] Crosses Over avg Then
              Buy Next Bar at Market Trading portfolio(i);
       
       // Exit if the price drops 50 points below tomorrow's open
       Sell Next Bar at (Open of Next Bar - StopRetracePoints Points) of portfolio(i) Stop Trading portfolio(i);
       
End;

// Tradesignal GmbH
// www.tradesignal.com

Expanded DrawText commands

The DrawText command has been expanded with a hyperlink function, allowing additional information for a security to be displayed from a Watchlist. This allows users to create an indicator that displays additional information for a specific instrument from in-house intranet sources or even external internet sources.

New functionality: FilledOrders

This expansion of Equilla displays detailed information on executed orders. The new command reference: FilledOrderAmount, FilledOrderCount, FilledOrderDate, FilledOrderDateTime, FilledOrderIsEntry, FilledOrderIsExit, FilledOrderLabel, FilledOrderPrice, FilledOrderTime.

Equilla-Expansion: Use Order Command in Equilla-Functions

Optimise your trading system and outsource redundant programming in a separate function. Right now Order Commands (buy, sell, short, etc) can be applied in Functions.

New Meta-property OutputTimeStamps

The new Meta-property “OutputTimeStampsˮ allows users to set timestamps for the output for strategies or indicators using several input instruments.

New Equilla commands for P&F Charts

There are two commands to facilitate trading strategies used in Point & Figure Charts: Boxsize(Price), AddBoxes(Price, Quantity).

Drag & Drop functions in one script

Drag and drop Symbol Lists into an Equilla script for a more simplified way of creating instrument lists: simply drag a symbol into your script in order to avoid typos. Symbol Lists are automatically inserted as a Chain into the script. 

Improved output window

A new output window with its own filter input field enables a ‛Pause for Updates’ and simultaneously increases the maximum number of entries in the output window. The output was increased to 100,000 entries but can be increased further to 10,000,000.

Additional options for administrators

More symbols

The limit of 2000 instruments per Tradesignal Market Data System has been increased to 10000.

Official support for new Windows versions

In addition to the 32-bit versions (Windows XP to Windows 7), all 64-bit Windows versions are now also officially supported.

Connecting to Bloomberg  

From now on the Tradesignal Market Data System (only locally) can be connected to a Bloomberg Professional Terminal via the BBComm Interface and allows users to simultaneously use other data feeds such as Reuters or Trayport.

Expanded recovery of missing ticks  

With this new version the Tradesignal Market Data System supports the data reconciliation with a Failover Tradesignal Market Data System instead of a Recovery Tradesignal Market Data System. This saves a server in the Tradesignal Market Data System infrastructure.

Using the “Olson” Timezone database

All data providers will now rely on the “Olson” Timezone database. So now the timezone and the change from summer to winter time can be adjusted precisely and independently from live feed data.

Deleting unused symbol classes by users  

You can define individual settings for deleting symbol classes in the new Tradesignal Market Data System.

Expanded contract displays (Reuters)

A Reuters data feed also allows you to access expired contracts. These are displayed as Symbol Lists in Tradesignal.

VImproved license management

The new Licence Manager now supports setting up groups and importing and exporting licence settings.

Batch-Import

Using a batch command allows you to import RIC lists and their corresponding histories in a DBU format.

E-Mail Logs

On request, the Tradesignal Market Data System can create a ZIP file via the Email Function, which contains all the necessary logs of the connected providers.

• Chart does not update when removing a candle in TMDS
• A storage.ini created on a Japanese system can cause crashes when used on a European system, when it contains certain unicode characters
• The lower and upper property switch labels for the linear regression tool are reversed
• • Searching for a chain when you have top-up directory added does not expand the tree to show the found result and selects the wrong result in the tree

The bug fixes:

• 2 composite instruments in a scanner can lead to an unhandled exception.
• Left handle disappears in panoramic scrollbar when showing full data history.
• Panoramic scrollbar shows wrong value range when mixing two charts when one of which has irratic data including many zeros.
• Dirty flag in workspace tab for forward curve when reopening workspace after saving.
• Irregular crashing when requesting data after a period change following a manual reconnection.
• Instruments in a scanner become disconnected from the TMDS stopping and starting the TMDS following optimizing.
• Installation on Windows 7 may fail with "system cannot find the path specified" error.
• Crash when changing scale factor in market profile when workspace is present on a network share.
• Portfolio does not reconnect properly when shutting down master TMDS.
• Active optimizer though no network conenction.
• After disconnection the optimizer dialogue cannot be closed with only one click.
• Active Optimizer and Strategy Button after closing all workspaces.
• Renamed tab in the forward curve is not saved after reopening workspace.
• Changing the Port field in the SMTP Mail settings has no effect.
• Heikin Ashi chart looks different after refresh .
• Sometimes LII data for some japanese futures does not cleared at the start of the morning session and continues to show yesterday's order book at close.
• Local Highs & Lows indicator shows too many decimal places when used on another indicator (e.g. correlation).
• Crash occurs in the panoramic scrollbar if one instrument of a multi-input indicator is removed.

• Expand JavaScript API/command line to specify chart type, scale alignment and sub-chart when adding instruments to new or existing charts.
• Add new combined symbol type that allows a synthetic instrument to be created that includes all of the trades from a list of constituent instruments, cumulated from a base period.
• Export and import XML formatted symbol lists including composite instruments and user-defined continuations from a context menu option when a symbol list is selected

The bug fixes:

• The date for the end point of an arrow tool drawn in the future on a daily chart may shift by some days after some days have passed
• Application is unresponsive when changing from seasonal chart including a linear regression channel to the renko chart type
• Morningstar: Requesting an instrument that has a single non-ticking candle can lead to a devision by zero error
• TeleTrader: Ranges of weekly candles for currency instruments occasionally only contain data from a single day
• TeleTrader: Opening a two bar UDC shows no data

• Fixed: Forward Curve does not respect the auto-select properties option
• Fixed: UDC for LCO is not ticking and does not contain the data from the latest contract
• Fixed: Forward curve: Crash can occur when hovering the mouse over a spread curve data point
• Fixed: A monthly top-up instrument cannot be displayed as a candlestick chart if only close values are provided
• Fixed: Top-up instruments from TXML do not display a currency and unit in the property Inspector
• Fixed: ID fid cannot be charted when connected to a Trayport MDS
• Fixed: Entering a valid term for a current future contract on the command line will be converted to an expired ("^") RIC
• Fixed: Bloomberg: It is not possible to add a user-defined Bloomberg instrument to a scanner
• Fixed: VFI function always returns zero
• Fixed: Reuters: Price ticks in Time and Sales for Bid and Ask are 2 hours in the future for some RICs
• Fixed: Morningstar: Monthly chart does not load for a few instruments
• Fixed: Morningstar: Tick chart may load forever depending on history length and how data is received from the server
• Fixed: IB: The prices for two auto-traded items can be swapped under a rare condition
• Fixed: Opening a specific chart from the forum can cause a crash

The bug fixes:

• Fixed: Starting order routing while instruments are still in the process of loading can lead to an application crash
• Fixed: Indicator data input selection dialog should not display the symbol for selection but rather the name
• Fixed: Indicator data input selection dialog should display the name of the input being requested not just the input number
• Fixed: Price Editor can be opened via the context menu while automatic order routing is active
• Fixed: Backup: Restoring a backup sometimes fails to restore order routing information
• Fixed: Hide Manual Order Routing properties if manual order routing is not supported
• Fixed: Portfolio: The status of an order routing connection is not displayed correctly if the connection failed
• Fixed: Position Manager: Additional order routing tabs might not be removed when "Monitor All Workspaces" is disabled
• Fixed: Position Manager: Filled and Cancelled order tabs gets cleared when "Monitor All Workspaces" is toggled
• Fixed: Watchlist: Managing indicators and strategies might not work when a portfolio is using automatic order routing
• Fixed: Position Manager: Additional order routing tabs might not be removed when the connection to the broker is closed
• Fixed: Manual reconnect to a data provider may sometimes be ignored
• Fixed: Reuters: UDC instruments based on futures traded on ICE cause the application to become unresponsive
• Fixed: UDCs based on WTCL cannot be charted
• Fixed: Morningstar: there may be an obvious gap in a tick chart at the point a history was requested if the history is significantly longer than 2000 ticks
• Fixed: Reuters: Instruments (e.g. .SPX) that have no data points for a secondary FID may get reset and show no data
• Fixed: Print schedule is ignored if you choose a printer that is not your default printer
• Fixed: Browsing a symbol list from a chart can cause the application to crash when browsing past the first or last element
• Fixed: Moving a trendline sometimes results in the menu asking for selection of a new parent chart object
• Fixed: Chart Viewer: Add a button to automatically set the rendering size based on the current chart dimensions in mm
• Fixed: Morningstar: Changing date scale mode for a Renko chart to seasonal can cause the application to crash
• Fixed: Chart Viewer: Control shows the German property page on an English system
• Fixed: Bloomberg: The period from a dynamic inline instruments are ignored in equilla when the parent instrument is added from a symbol list
• Fixed: Application crashes occasionally when using tile mode for six charts, repositioning one chart and then using tile mode again
• Fixed: Account tabs in the position manager will not be removed when the automatic order routing for a new order router is stopped
• Fixed: Print scheduler must abort a printing job if a scheduled item takes too long to obtain data
• Fixed: Order routing to IB cannot be started for a future contract in a second chart when order routing is already active on a different future contract in another chart so long as neither symbol is manually mapped
• Fixed: Morningstar: Delayed Instrument/Exchanges will not be displayed as delayed
• Fixed: IB: Automatic symbol mapping for currencies does not work
• Fixed: Morningstar: A crash occurs when refreshing a portfolio (and other types of reloads)
• Fixed: Delayed chain lists cannot be used for custom symbol lists
• Fixed: Time & Sales price entries are omitted for fractionally traded instruments
• Fixed: Morningstar: TSe behaves unresponsible when Server gives up retrying fundamental data after receiving a timeout
• Fixed: Crash can occur when reconnecting with a currency converted instrument present in a chart
• Fixed: Endless loading when selecting a non-existent item type in a workspace scheduled for printing
• Fixed: Opening a chart containing 3 sub-charts with the default chart style=line sometimes causes some of the sub-charts not to display data
• Fixed: Chart Target Cursor and Tooltip instrument labels are too wide for extremely long symbols
• Fixed: Morningstar: changing period will sometimes result in an application crash (System.DivideByZeroException)
• Fixed: Morningstar: Changing period rapidly results in instrument loading endlessly
• Fixed: Changing layout for a workspace incl. many watchlists with frequently ticking instruments causes a crash
• Fixed: Disconnecting from a TMDS can lead to a rare application crash
• Fixed: A symbol list that has not yet been instantiated from the data source cannot be inserted into an already opened watchlist
• Fixed: Reconnecting to the current data provider with the reconnect button may lead to undefined behavior
• Fixed: Standard Edition: No message is displayed indicating remaining days when logging in with a trial account
• Fixed: Setting the option "overwrite existing data" when using a top-up file leads to incorrect historic data when changing the history data length
• Fixed: Market Profile: Screen and printouts must contain the CME copyright watermark
• Fixed: Top-up files for instruments with a slash ("/") in the symbol are not possible
• Fixed: TXML: Specifying a non-LAST FID as the only FID for an instrument will replace this FID with LAST
• Fixed: MDS: It is not possible to edit data on slave servers
• Fixed: Timezone conversion to south pacific times does not work correctly
• Fixed: Some prices that appear in the position manager are incorrectly rounded
• Fixed: Renko chart is drawn on top of position flags
• Fixed: Replace symbol doesn't display the replaced symbol correct when the to replace symbol have a marked order
• Fixed: Empty chart after reconnection to TeleTrader server
• Fixed: saving orderrouting option as new default settings will be ignored
• Fixed: Synchronization timeout alert has a timestamp using local time instead of tradesignal time
• Fixed: In some cases orders are routed even if the orders cannot be filled in equilla
• Fixed: Adding short position after long position doesn't work with Himawari account
• Fixed: Avoid starting automatic order routing when an invalid account is detected
• Fixed: Tenfore: The default ticksize for currencies is 2 decimal places
• Fixed: Filled area created by indicator loses color when workspace is reloaded and indicator is not locally present
• Fixed: Under some odd circumstances, the button "start automatic order routing" in toolbar is active though automatic order routing is already active
• Fixed: It is not possible to select a custom period of 12 months
• Fixed: Do not support saving broker connections and automatic order routing settings in a template
• Fixed: IB - CFD is missing in the order routing symbol linking options
• Fixed: Position manager is not available if the user has the Order Routing license but no strategies license
• Fixed: Startegies can removed from a portfolio while the order routing is working
• Fixed: Can't stop automatic order routing if the choosen symbol is not able to mapped to the broker
• Fixed: Using the CreateNewChart() javascript method forces the entered symbol to be lowercased when using a topup symbol
• Fixed: A crash can occur soon after confirming a connection request in TWS for a mapped symbol using unknown symbol types
• Fixed: You should not be able to change account settings while connected to your broker
• Fixed: Tenfore: Data gaps when loading 15.000 Data points and more
• Fixed: IB - Missing some exchanges in symbol linking dialog
• Fixed: Unhandled exception while editing prices during active automatic order routing
• Fixed: TeleTrader: Automatic reconnection does not wait between successive connection trials
• Fixed: TeleTrader: Exchange (düsseldorf) will not be displayed correct in symbol search exchange list
• Fixed: Values in position manager can go blank when resizing display fields in position tab
• Fixed: Reuters sessions where the start time is the same as the end time for a day are incorrectly interpreted as not starting on the previous day
• Fixed: Add description in tool tip for displacement in seasonal charts
• Fixed: Missing equillaapi.h in tse enterprise release setup
• Fixed: morningstar: flickering server time display
• Fixed: Predefined workspaces are missing