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Earlier this year Jul 14, 2009 issue 45 (new value needed for MAX_REQUEST_FREQUENCY_MILLIS ) commented on by timchung1 - This should not be an issue after all. With the current value 10100, the request is paced at (max) 1 request per 10.1 seconds, which is a little less than 60 requests in 10 minutes. Only the comments need to be updated. I got a "pacing violation" before reporting this issue, and it must be something else causing it. Sorry for the confusion. This should not be an issue after all. With the current value 10100, the request is paced at (max) 1 request per 10.1 seconds, which is a little less than 60 requests in 10 minutes. Only the comments need to be updated. I got a "pacing violation" before reporting this issue, and it must be something else causing it. Sorry for the confusion. Jul 14, 2009 issue 45 (new value needed for MAX_REQUEST_FREQUENCY_MILLIS ) reported by timchung1 - In TraderAssistant.java, MAX_REQUEST_FREQUENCY_MILLIS is currently set to be 10100 based on the following assumption: * IB's historical data server imposes limitations on the number of * historical requests made within a certain period of time. At this * time, this limit appears to be 60 requests in 5 minutes. The latest IB API document (p.20 Historical Data Limitations) states the following: ===== Quote ============================= Also, observe the following limitation when requesting historical data: • Do not make more than 60 historical data requests in any ten-minute period. ===== End Quote ========================= The frequency has to be lowered by half. In TraderAssistant.java, MAX_REQUEST_FREQUENCY_MILLIS is currently set to be 10100 based on the following assumption: * IB's historical data server imposes limitations on the number of * historical requests made within a certain period of time. At this * time, this limit appears to be 60 requests in 5 minutes. The latest IB API document (p.20 Historical Data Limitations) states the following: ===== Quote ============================= Also, observe the following limitation when requesting historical data: • Do not make more than 60 historical data requests in any ten-minute period. ===== End Quote ========================= The frequency has to be lowered by half. Jul 04, 2009 issue 44 (anyone done serious quality-control on recent ADX strategy ) commented on by mkoistinen - Here's my implementation, test and testing spreadsheet. Note that the data used in the jUnitTest and the spreadsheet is the AAPL data provided with JST. Here's my implementation, test and testing spreadsheet. Note that the data used in the jUnitTest and the spreadsheet is the AAPL data provided with JST. Jul 04, 2009 issue 44 (anyone done serious quality-control on recent ADX strategy ) commented on by mkoistinen - I have created a new Indicator AverageDirectionalIndex.java that I've implemented based on the description of the indicator from Wikidedia. I've implemented it in Excel too, then wrote a JUnit test for the indicator to prove that the indicator gets the same results. These results are different then the existing implementation of ADX.java. I've I had write-access to the repository, I'd submit my changes. I have created a new Indicator AverageDirectionalIndex.java that I've implemented based on the description of the indicator from Wikidedia. I've implemented it in Excel too, then wrote a JUnit test for the indicator to prove that the indicator gets the same results. These results are different then the existing implementation of ADX.java. I've I had write-access to the repository, I'd submit my changes. Feb 26, 2009 r274 (add JUnit tests (kfmfe04@gmail.com)) committed by florent.guiliani - add JUnit tests (kfmfe04@gmail.com) add JUnit tests (kfmfe04@gmail.com) Feb 26, 2009 issue 44 (anyone done serious quality-control on recent ADX strategy ) reported by a...@ymail.com - What steps will reproduce the problem? 1. just run it and see 2. 3. What is the expected output? What do you see instead? valid results. Rubbish What version of the product are you using? On what operating system? Please provide any additional information below. What steps will reproduce the problem? 1. just run it and see 2. 3. What is the expected output? What do you see instead? valid results. Rubbish What version of the product are you using? On what operating system? Please provide any additional information below. Jan 20, 2009 issue 41 (filter/run indicators on each other.) commented on by cork.crawbaugh - I'd like to second the request of the previous poster. All the commercial packages I'm aware of ( I currently use Amibroker ) have this ability. Indicators need to be defined with the flexibility to be applied to any time series, both the standard OHLC data for a security as well as a new time series generated by an indicator. It's quite common in the trading journals, i.e. Active Trader, Technical Analysis of Stocks and Commodities, etc., to see constructs like this: EMA( EMA( stock.high, 20 ), 5 ) The current design will not (easily) allow this. It is a serious drawback. If this platform is to deliver functionality that I believe many traders ( and especially those with a software background like I have ) expect, this design issue needs to be addressed. I'd like to second the request of the previous poster. All the commercial packages I'm aware of ( I currently use Amibroker ) have this ability. Indicators need to be defined with the flexibility to be applied to any time series, both the standard OHLC data for a security as well as a new time series generated by an indicator. It's quite common in the trading journals, i.e. Active Trader, Technical Analysis of Stocks and Commodities, etc., to see constructs like this: EMA( EMA( stock.high, 20 ), 5 ) The current design will not (easily) allow this. It is a serious drawback. If this platform is to deliver functionality that I believe many traders ( and especially those with a software background like I have ) expect, this design issue needs to be addressed. Older Dec 19, 2008 r273 (fix one chart bug ) committed by jabaumgarten - fix one chart bug fix one chart bug Dec 19, 2008 r272 (update library ) committed by jabaumgarten - update library update library Dec 19, 2008 r271 (fixing chart bug ) committed by jabaumgarten - fixing chart bug fixing chart bug Dec 17, 2008 r270 (update -add Chart for each Indicator or one Chart for all in...) committed by jabaumgarten - update -add Chart for each Indicator or one Chart for all indicators -some bug fixed update -add Chart for each Indicator or one Chart for all indicators -some bug fixed Dec 03, 2008 r269 (add chart for tick fix backtest ) committed by jabaumgarten - add chart for tick fix backtest add chart for tick fix backtest Nov 16, 2008 r268 (* add Indicator TrailIndicator * add Indicators LSValueInd, ...) committed by florent.guiliani - * add Indicator TrailIndicator * add Indicators LSValueInd, SMAInd, EMAnAlpha (Canoe) * fix Indicators SMA and WMA (Canoe) * add Indicator TrailIndicator * add Indicators LSValueInd, SMAInd, EMAnAlpha (Canoe) * fix Indicators SMA and WMA (Canoe) Nov 13, 2008 r267 (add ant build.xml) committed by florent.guiliani - add ant build.xml add ant build.xml Nov 07, 2008 r266 (update with the new IB API ) committed by jabaumgarten - update with the new IB API update with the new IB API Oct 28, 2008 r265 (data and data script add (script to do one file for backtest...) committed by jabaumgarten - data and data script add (script to do one file for backtest) data and data script add (script to do one file for backtest) Oct 28, 2008 r264 (update backtest Tick ) committed by jabaumgarten - update backtest Tick update backtest Tick Oct 16, 2008 issue 43 (EMA Indicator calculation and the EMA calculation in the MAC...) reported by casbeebc - What steps will reproduce the problem? 1. Look at the code. Please provide any additional information below. The EMA Calculation is as follows: EMA(current) = ( (Price(current) - EMA(prev) ) x Multiplier) + EMA(prev) OR EMA(current) = EMA(prev) EMA(current) += ( (Price(current) - EMA(prev) ) x Multiplier) in the EMA Indicator class: The Price(current) and the EMA(prev) are the same value at the very beginning. ie. the Price(current) is the price bar with index of 'bar' and EMA(prev) is the price bar of index 'firstBar'; both firstBar and bar HAVE THE SAME index at the very first calculation) in the MACDTrigger Indicator class: The Price(current) and the EMA(prev) have different values at the very beginning. (ie. the Price(current) is the price bar with index of 'bar' and EMA(prev) is the price bar of index 'firstBar'; both firstBar and bar DO NOT HAVE the same index at the very first calculation) I actually am not positive who is correct, or maybe NEITHER are correct. What I positive on is that EMA should be calculated in one place and not in two different places. What steps will reproduce the problem? 1. Look at the code. Please provide any additional information below. The EMA Calculation is as follows: EMA(current) = ( (Price(current) - EMA(prev) ) x Multiplier) + EMA(prev) OR EMA(current) = EMA(prev) EMA(current) += ( (Price(current) - EMA(prev) ) x Multiplier) in the EMA Indicator class: The Price(current) and the EMA(prev) are the same value at the very beginning. ie. the Price(current) is the price bar with index of 'bar' and EMA(prev) is the price bar of index 'firstBar'; both firstBar and bar HAVE THE SAME index at the very first calculation) in the MACDTrigger Indicator class: The Price(current) and the EMA(prev) have different values at the very beginning. (ie. the Price(current) is the price bar with index of 'bar' and EMA(prev) is the price bar of index 'firstBar'; both firstBar and bar DO NOT HAVE the same index at the very first calculation) I actually am not positive who is correct, or maybe NEITHER are correct. What I positive on is that EMA should be calculated in one place and not in two different places. Oct 10, 2008 r263 (update: - add tick - add a Tickfile - change the Tickfile ev...) committed by jabaumgarten - update: - add tick - add a Tickfile - change the Tickfile everyday - Chart doesn't work - backtest may have bug update: - add tick - add a Tickfile - change the Tickfile everyday - Chart doesn't work - backtest may have bug Sep 22, 2008 issue 42 (Historical Options Pricing) reported by tmdietrich - What steps will reproduce the problem? 1. Attempt to download stock option pricing with Historical downloads 2. 3. What is the expected output? What do you see instead? Would like to create the same type of output file as standard stocks, for backtesting What version of the product are you using? On what operating system? 6.23 Please provide any additional information below. i'm assuming that this can be done, but am unsure of the limitations on option back data What steps will reproduce the problem? 1. Attempt to download stock option pricing with Historical downloads 2. 3. What is the expected output? What do you see instead? Would like to create the same type of output file as standard stocks, for backtesting What version of the product are you using? On what operating system? 6.23 Please provide any additional information below. i'm assuming that this can be done, but am unsure of the limitations on option back data Sep 13, 2008 ReleaseNotes Wiki page edited by florent.guiliani Sep 13, 2008 ReleaseNotes Wiki page edited by florent.guiliani Sep 13, 2008 r260 (create tag 6.24) committed by florent.guiliani - create tag 6.24 create tag 6.24 Sep 13, 2008 r259 (Increase version number to 6.24) committed by florent.guiliani - Increase version number to 6.24 Increase version number to 6.24 Sep 12, 2008 r258 (Add Hull Moving Average contributed by sshack@gmail.com) committed by florent.guiliani - Add Hull Moving Average contributed by sshack@gmail.com Add Hull Moving Average contributed by sshack@gmail.com Aug 21, 2008 r257 (ajout des fichiers mis a jour ) committed by jabaumgarten - ajout des fichiers mis a jour ajout des fichiers mis a jour Aug 21, 2008 r256 (suppression des fichiers buges ) committed by jabaumgarten - suppression des fichiers buges suppression des fichiers buges Aug 20, 2008 r255 (Importing IBSnap) committed by florent.guiliani - Importing IBSnap Importing IBSnap Aug 15, 2008 r254 (Add indicators Stochastic and RSI2 contributed by Marco (huk...) committed by florent.guiliani - Add indicators Stochastic and RSI2 contributed by Marco (hukketto at google mail) Add indicators Stochastic and RSI2 contributed by Marco (hukketto at google mail) Aug 06, 2008 r253 (Create branch rawdata_experimentations ) committed by florent.guiliani - Create branch rawdata_experimentations Create branch rawdata_experimentations

issue 43 (EMA Indicator calculation and the EMA calculation in the MAC...) reported by casbeebc - What steps will reproduce the problem? 1. Look at the code. Please provide any additional information below. The EMA Calculation is as follows: EMA(current) = ( (Price(current) - EMA(prev) ) x Multiplier) + EMA(prev) OR EMA(current) = EMA(prev) EMA(current) += ( (Price(current) - EMA(prev) ) x Multiplier) in the EMA Indicator class: The Price(current) and the EMA(prev) are the same value at the very beginning. ie. the Price(current) is the price bar with index of 'bar' and EMA(prev) is the price bar of index 'firstBar'; both firstBar and bar HAVE THE SAME index at the very first calculation) in the MACDTrigger Indicator class: The Price(current) and the EMA(prev) have different values at the very beginning. (ie. the Price(current) is the price bar with index of 'bar' and EMA(prev) is the price bar of index 'firstBar'; both firstBar and bar DO NOT HAVE the same index at the very first calculation) I actually am not positive who is correct, or maybe NEITHER are correct. What I positive on is that EMA should be calculated in one place and not in two different places.

What steps will reproduce the problem? 1. Look at the code. Please provide any additional information below. The EMA Calculation is as follows: EMA(current) = ( (Price(current) - EMA(prev) ) x Multiplier) + EMA(prev) OR EMA(current) = EMA(prev) EMA(current) += ( (Price(current) - EMA(prev) ) x Multiplier) in the EMA Indicator class: The Price(current) and the EMA(prev) are the same value at the very beginning. ie. the Price(current) is the price bar with index of 'bar' and EMA(prev) is the price bar of index 'firstBar'; both firstBar and bar HAVE THE SAME index at the very first calculation) in the MACDTrigger Indicator class: The Price(current) and the EMA(prev) have different values at the very beginning. (ie. the Price(current) is the price bar with index of 'bar' and EMA(prev) is the price bar of index 'firstBar'; both firstBar and bar DO NOT HAVE the same index at the very first calculation) I actually am not positive who is correct, or maybe NEITHER are correct. What I positive on is that EMA should be calculated in one place and not in two different places.

Earlier this year

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