SmartQuant QuantRouter is a standalone server side .NET application designed to serve clients demanding feed replication, consolidation, aggregation, transformation and smart order routing.
QuantRouter offers a possibility to work with multiple data feeds and brokers within a single OpenQuant application. QuantRouter also offers a possibility to connect several OpenQuant applications to the same data feed or execution account.
]]>- .NET 4.0 and Microsoft Visual Studio 2010 support
- MS SQL Server instead of MS Access data base for instrument data base and order/portfolio management
- New solution Scenario feature:
o Configure solutions and projects programmatically
o Backtest strategies in the batch mode with different sets of instruments and parameters
o Optimize strategies with your own optimization algorithms
o Implement walk-forward and Monte-Carlo backtests
o Produce custom backtest reports
o And much more. Unleash your imagination!
Since we have two versions and two new download links, you need to register again at http://www.smartquant.com/downloads.php .
Merry Christmas!
]]>If you have already registered for VisualQuant demo, most likely you should register again since there are two download links now.
There is also a new major feature, the "Strategy" project type. The idea is to have a "normal" strategy development environment like OpenQuant or QuantDeveloper with pre-configured IDE where a user can develop strategies either as C# code or as a composite visual block. The main difference is that strategies are part of a framework (application) diagram that user can re-design/extend/simplify/etc. Basically it should look and feel like OpenQuant with fully configurable and extendable framework, GUI, providers, simulators, portfolios, reports, etc.
We will try to release a demo video and documentation next week.
Enjoy,
SmartQuant Development Team
http://www.smartquant.com/visualquant
VisualQuant is an IDE (integrated development environment) for designing and executing computerized quantitative trading applications on either historical or live market data. It is the latest generation in a 10-year evolution of IDE platforms for programming and executing event-driven computerized trading strategies.
The first major goal of VisualQuant is to provide a new development model that enables users to assemble their own underlying framework using predefined (or user provided) building blocks. This way, users can have full access to all functional blocks within the underlying trading engine, and can extend the constructed engine as they please with their own building blocks, to support whatever advanced filters, strategies, and reports that they can imagine.
The second major goal of VisualQuant is to provide a more convenient drag-drop-and-connect visual user interface for assembling strategies from building blocks. This way, non-programmers can learn to create and experiment with strategies without having to understand C# programming. Complete and functional strategies can be created simply by dragging and interconnecting a suitable suit of building blocks on to the development canvas.
]]>Current OpenQuant version is 2.9.2 released on 2010-02-27
is set
(ADX, ADXR, CAD, F_Fast, D_Slow, K_Fast, K_SLow, MACD, TRIX)
unsupported security type.
It allows to setup non-standard maturity date of the instrument in symbol field.
It allows to modify(replace) some fields of the working orders.
and run it automatically if the second parameter (/r) is passed.
The dialog displays the release notes of the latest version of software.
We are pleased to announce 20% (USD 150) Christmas Discount to those who decide to purchase OpenQuant Perpetual License before 01.01.2009.
Until the end of 2008 OpenQuant Perpetual License + One Year of Free Updates and Upgrades is available for just USD 599 instead of USD 749 ordinary price!
http://www.smartquant.com/order.php
Happy Holidays!
SmartQuant Team
]]>We do continue OpenQuant development and we release updates and upgrades quite frequently. We have released the latest update a week ago or so. Current OpenQuant version number is 2.6.3.
Best regards,
SmartQuant Team
http://www.smartquant.com/introduction/openquant.pdf
Finally, we are happy to announce May Holiday Discount of $100 for customers who decide to purchase OpenQuant permanent license before May 15th for only $649.
Please visit
http://www.smartquant.com/order.php
to benefit from this offer.
Best regards,
SmartQuant Team
1. .NET 3.5 framework is required to run OpenQuant.
2. All application data, such as databases(instruments, orders, ticks, etc), projects, scripts, settings, etc
is stored in application data folder, instead of installation directory.
This change makes the software fully compitible with Windows Vista UAC mechanism and allows to run OpenQuant
under non-administrative user account on all Windows systems.
Note. Setup program will not transfer your application data automatically.
The easiest way to migrate from the previous versions of OQ to version 2.5.0 is:
1. Uninstall previous version of OQ.
2. Copy all remaining files and directories(your databases, settings, etc) from the installation directory to the new application data folder
(
Usually,
and C:\Users\
If you don't know where is such directory, run 'echo %APPDATA%' in the command prompt.
3. Install OQ version 2.5.0
added: OpenQuant can now display IB positions and account information.
added: AddTimer and OnTimer methods to Strategy. These methods work in the simulation and live trading modes
added: MinCommission to CommissionProvider
added: OPG time in force for IB orders
added: Exchange time and UTC Exchange time option in MBT market data provider
fixed: Clicking on Order manager orders throws exception
fixed: Order Manager Working Orders status column incorrect
]]>- added: Compress Facility (bars from trades/quotes/bars)
- added: Window Manager
- added: public Instrument(type, symbol) constructor
- added: Connecting message box in the live and paper trading modes
- fixed: Download trades and quotes from the DataCenter: broken data
- fixed: Simulation execution provider doesn't persist commission
]]>- now you can click on the link in the "new version available" popup window to download OpenQuant updates. You can also use "Check for Updates" utility in the OpenQuant installation folder
- added run strategy confirmation dialog in the Paper and Live modes
- added expiration column to the Import Instruments dialog
- added "Run Last Loaded Project" option
- added string Strategy.ExecutionProvider, Strategy.MarketDataProvider properties to the Strategy class
- Instrument properties are persistent if modified in the code
- added IsNew, IsPendingNew, IsPendingCancel and IsPendingReplace to the Order class
- added MBT to the default provider list
- add PartialFills option to the ExecutionSimulator
- added IB trailing stop order type
- add GetBars(Instrument, ...) to the Strategy class
- OpenECry improvements : AutoReconnect, Validate order fields to prevent system exceptions from SendOrder method.
- fixed: application shows the floating dock windows incorrectly
- fixed: open projects from non-standard location (project subfolders)
- fixed: Load Last Loaded Project on startup option doesn't work
]]>- Close Position and Close All menu added to Portfolio Manager window
- Order.Type setter is added. This allows to replace order type with Order.Replace()
- better current mode indication in the GUI
- added code editor options (display line numbers, etc.)
- a message box will pop up if a user tries to run two instancies of OpenQuant (instead of error message)
- float parameters can be optimized now (bug fix)
]]>- custom provider examples (OEC market data feed and MBT execution) added to OpenQuant installation
- added export to text files (Excel CSV) in the data series context menu of the instrument market data window
- added Parabolic SAR indicator
- added BidAsk option to BarFactory.Input (both bid and ask prices are used to create bars from quotes)
- added Adjusted property to Yahoo historical market data provider that allows to control adjustment of downloaded data for splits and dividends
]]>