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PostPosted: Fri Aug 31, 2007 10:56 am 

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
- new namespace in OpenQuant API, OpenQuant.API.Plugins

- UserIndicator moved to Plugins namespace and improved to provide better flexibility for developers (BarData option was added to make it possible to develop custom indicators using High, Low, Close, etc. of bars from the input bar series).

- Visual Studio solution with several examples of custom user indicators was added to OpenQuant installation

- Indicator was refactored for better perfromance, so that charts with indicators should appear instantly in OpenQuant

- IB historical data provider can request (and receive) historical data from IB till current datetime.

- ticks with negative and zero prices get filtered out from realtime data stream (particularly from IB)

In the previous releases:

There were several maintenance updates before 1.0.44 not discussed in the news and announcements.

- possibility to debug OpenQuant strategies in Microsoft Visual Studio. A demo video was added to documentation ... /msvs.html

- PATS, OEC and MBT videos were added to demo video collection

- several fixes in PATS provider. Still there are several remaining issues with this provider (particularly order replace functionality). We need to spend more time interfacing the latest PATS API and talking to PATS support. It might be so that these issues are fixed in the most recent PATS API but the API crashes OpenQuant and other .NET applications. We expect an update on this within next week. As a work around, PATS users can substitute order replace with order cancel / send combination.

- Portfolio.Add(...) method was added to allow manual construction of strategy portfolio

- Financial Advisor (FA) account support in IB

- many other small bug fixes and improvements

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