2.2.18.0 - 2024/02/09

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

New

New blocks in the editor:

• Block "Format message". The block allows you to create a message with numeric values. Work with string formula is supported.

Agent trading settings:

• Added "Auto fix dbl. exit" option. Automatically aligns position if double outputs are detected. For this option to work, you need to enable the "Automated closing (bars)" option;

• Added option "Stop if Timeout". Stops trading by an agent if the waiting time for a response from the server indicating that the order has been accepted is exceeded (the value of the "Order Timeout" parameter can be set in the "Program Settings").

Other:

• New "Indicator Libraries" window showing status and information about loaded third-party indicator libraries (*.dll).

Improved

Data Providers:

• ByBit: added support for a single account for the Spot and USDT Perpetual markets;

• ByBit: added USDC swap instruments (instruments with PERP ending, for example BNBPERP);

• ByBit: if the connection to the server is lost, the provider will continue to work for 15 seconds, waiting for a reconnection;

• ByBit Spot: added exchange conditional orders;

• Tinkoff: corrected quotes for futures;

• OKX: The option "By market as a limit plus %" has been added to the data provider settings.

Other:

• Cluster analysis. Added abbreviations to block names:

  • "Trade Statistics Extremum Price" - (POC);

  • "Trade Statistics Upper Level" - (VAH);

  • "Trade Statistics Lower Level" - (VAL).

• Changes have been made to the "Cache Settings" option of data providers. The parameters "Storage period of transactions" and "Storage period of executed orders" have been combined;

• Updated working day calendar for option blocks;

• Repository Manager. Added display of the time the record was created in the "Creation Date" column;

• Block "List of instruments". Improved loading and alignment of instrument bar history.

Fixed

Data Providers:

• Binance Futures: Fixed an issue that caused delays in issuing orders;

• Interactive Brokers: fixed display time of "My trades";

• Interactive Brokers: fixed a bug due to which data on completed orders did not get to the agent;

• Interactive Brokers: corrections have been made to the process of placing limit orders;

• KuCoin: the server time synchronization problem has been resolved. Added automatic time update in the program equal to one minute;

• OKX: the process of updating order data in case of receiving information about an error when placing or canceling it has been improved;

• Various errors in the work of suppliers have been fixed:

  • Binance

  • ByBit

  • BitGet

  • Interactive Brokers

Other:

• Notification Manager: fixed a bug that blocked messages when using the "Show messages from script with name" filter;

• Repository Manager: fixed a bug where the calculated Sharpe and Sortino ratios were not included in the saved optimization results;

• Corrections have been made to the ToString() method of the OptimProperty optimization parameters in the TSLab API;

• Portfolio testing: corrections have been made to the calculation of the “Profit”;

• Fixed a problem with data discrepancies on the “Optimization Results” and “Results” tabs of the laboratory;

• In the "Central Strike" block for the "Shift strike" parameter, the ability to accept negative values has been added;

• Solved the problem with importing parameter values with the same name when transferring a set of parameters from one script to another;

• Fixed an error that occurred when loading a script with an unconfigured instrument in Source blocks;

• Fixed a bug where orders continued to be sent after the agent was stopped;

• Various minor bugs.