2.2.13.0 - 2023/05/12

Attention! It is highly recommended to back up your data before performing the update!

New

• Portfolio testing: on the "Profit" tab, the "Drawdown" and "Drawdown duration" panels were added;

• Portfolio Testing: on the "Profit by strategies" tab, an profit graph for each instrument was added;

• Portfolio Testing: added "Strategy correlation" tab which displays the matrix of correlations;

• Added a menu for creating sets of securities (main menu item Data - Security Sets);

• Added "Batch ticker replacement" menu for futures contracts in the "Autotrading Control Center" window. Tickers can be changed for a selected group of agents. Note! Before changing the ticker, it is necessary to stop running agents.

Improved

Data providers:

• Binance: Added support for RSA keys.

Other:

• The following columns have been added to the "Optimization Results" tab: "Bars Held (all trades)", "Bars Held (win trades)", "Bars Held (loss trades)". Invisible by default;

• Optimization of the program work with the cache of candles;

• Block "Save to Global Cache": added an output that returns saved values. Added parameter "Save to next bar";

• Information about the number of the latest nightly build has been added to the "Update to a nightly build" window.

Fixed

Data Providers:

• Binance Spot: fixed a bug that caused the Binance Data Provider to hang when it was disconnected.

• Binance: fixed a bug in the "Use local time" setting;

• Binance: fixed a bug that caused the agent to lose active orders after a disconnect;

• Binance: fixed a bug that prevented the drawing of new bars on the Agent chart when working with a script that uses several sources;

• ByBit: fixed a bug related to the rounding of the order price;

• ByBit: fixed error that occurred when synchronizing with server time;

• ByBit: the problem of writing the database of orders/deals was solved. Improved interaction with the exchange;

• ByBit: for the ByBit USDT Perpetual provider, the option "Upload orders and trades in N days" has been added to increase the speed of connection to the exchange;

• Interactive Brokers: fixed problem with reconnecting to data provider;

• Fixed various bugs in data providers:

  • Binance

  • ByBit

  • Deribit

  • Huobi

Other:

• Blocks "Relative commission" and "Relative commission with minimum": when calculating the commission for purchase transactions (long), the "Margin, %" parameter is not used;

• The "Parameters" tab in the Agent: added the ability to collapse and expand all directories;

• "Scripts" window: fixed a bug that caused scripts to disappear from the directory;

• Fixed a bug where data from a text file was not loaded into the Agent as an additional source;

• Fixed an error that occurred when connecting to a scheduled data provider at the start of the program with the "Risk Manager" window open;

• "Order Manager" window: fixed a bug that prevented placing a conditional order with a negative price;

• "Order Manager" window: fixed incorrect display of negative prices;

• Fixed calculation of lots in the agent when using multiple exit;

• "Optimization" tab of the "Laboratories" window: for percentage optimization, calculation of optimization steps has been fixed when changing the number of parameters to be optimized;

• Fixed a bug that did not allow opening the installation dialog for the nightly build when downloading the manifest failed;

• Various minor bugs