Version |
Status |
Release
Date |
Changes,
Updates and Fixes |
Additions |
7.0.0.772 |
Final |
16-Jan-2015 |
- Upgrade to new compiler
- Improved licensing system
|
- Installer now compatible with Metastock 12 and 13
|
6.7.7.769 |
Final |
20-May-2011 |
- For commodities and risk/volatility PS models corrected the way position value is recalculated when the PositionValue exceeds the Position value limit.
|
|
6.7.6.768 |
Final |
7-Mar-2011 |
- In the trade database loading options in the global preferences the check for non trading days (saturday, sunday) can now be turned off.
- Ignoring non trading days in the open equity chart has now been disabled.
|
|
6.7.5.767 |
Final |
17-Jan-2011 |
- Increased the PointValue precision to 4 decimal points
- Reduced the minimum point value from $1 down to $0.01
|
|
6.7.4.766 |
Final |
18-Nov-2010 |
- Fixed problem where exporting the R-multiple chart in the trade statistics did not export the correct chart.
|
|
6.7.3.765 |
Final |
12-Nov-2010 |
- Fixed divide by zero error when simulating intraday system with a trade duration less than one day.
- Fixed problem for stocks where a margin of less than 100% wasn't being utilised to take more trades when it could have thus reducing the maximum capital in trades and the maximum number of trades that can be taken at any one time.
|
|
6.7.2.764 |
Final |
9-May-2010 |
- Fixed problem where Exporting Charts as well as Print Preview of charts would generate a Win32 API error.
- Some changes made to the Trade Log Preferences.
- Fixed issue with Erase License not working on some computers.
|
|
6.7.1.763 |
Final |
18-Apr-2010 |
- Fixed problem where session files were not being loading correctly as a result of the changes made in Version 6.7.0.
- Fixed problem where session files would not load correctly in batch sweep mode.
- Fixed problem where the batch sweep mode would not work correctly when the project was loaded up and the Project Editior window was to small to show all of the contents.
- Sometimes a "Zero trades taken" error can result when running a parametric sweep and the minimum position size sweep value is less than the minimum trade size in the trade preferenecs. Editing the parametric sweep parameters will show up the error before you run the parametric sweep.
- When running a batch sweep or loading a trade database file from the project editior the file name is no longer added to the file cache.
- The Monte Carlo batch sweep report no longer displays the trade parameters for the last file in the project.
|
|
6.7.0.762 |
Final |
13-Apr-2010 |
- Dates are no longer shown when there is no maximum and minimum trade price.
- To reduce clutter and confusion window toolbar icons are now only visible only when the window has been displayed.
|
- Added Monte Carlo Batch Sweep
- Added project editor for the Monte Carlo Batch Sweep. Batch project files are saved with a .pja extension.
- Added Report Memo which allows you to add additional notes that can appear in a report. For example you could paste your MetaStock trade database exploration code in the memo and save it. Memos are automatically saved with a .mem extension. If a memo has the same name as the trade database file you will be prompted to load the memo in which case you will be able to include the memos in your reports.
|
6.6.3.761 |
Final |
15-Dec-2009 |
- Fixed Trade Log export for virtual Trade Log mode.
|
|
6.6.2.760 |
Final |
11-Dec-2009 |
- Added better hardware detection for Vista.
- Added check for Margin Requirements less than 0.01% in the Trade Parameters.
- Reject Trades for margins less or equal to 0%.
- Remove leading and trailing spaces from license key.
|
|
6.6.1.759a |
Final |
18-Nov-2009 |
- Added administration rights to the protected application for better stability and compatability with Vista.
|
|
6.6.1.759 |
Final |
1-Nov-2009 |
- License information is now written out to the registry intsead of a file.
|
|
6.6.0.758 |
Final |
21-Oct-2009 |
- Improved update speed of Monte Carlo histograms. Changing the frequency display or number of histogram bars now almost results in instant changes to the histograms.
|
- Added Maximum Relative Dollar and Percentage Drawdown Stats to the Monte Carlo analysis.
- Added Average Relative Dollar and Percentage Drawdown Stats to the Single Simulation report.
- Added Maximum Relative Dollar Drawdown to the Monet Carlo Histogram bar charts.
- Added Maximum Relative Percentage Drawdown to the Monte Carlo Histogram bar charts.
- Added Maximum Consecutive Winners to the Monte Carlo Histogram Bar Charts.
- Added Maximum Consecutive Losers to the Monte Carlo Histogram Bar Charts.
- Added Average Consecutive Winners to the Monte Carlo Histogram Bar Charts.
- Added Average Consecutive Losers to the Monte Carlo Histogram Bar Charts.
- Added Parametric Sweep function to the MonteCarlo analysis which steps through a range of trade parameter and runs a Monte Carlo analysis for each step and superimposes the resulting bar charts.
|
6.5.0.757 |
Final |
29-Aug-2009 |
- Improved the responsiveness of the Open Trade Plots to user abort when the abort button is clicked.
- When "Allow invalid price data" in the data loading options and "Price checking" for the open trade plots is enabled a message box is now displayed which allows the user to abort the process because any price errors will be reported to the Message Log but the plot will not be created.
- Added improved error checking and reporting when accessing MetaStock security files.
- Added security date range checking when displaying trade information on a chart.
- Enhanced the speed at which open trades charts are generated by a factor of 10 times the previous performance.
- The Standard Edition now supports reading TRT and CSV trade database files.
- Fixed problem when Trades Executed exceeded 3000 and a dialog box would appear asking whether or not you wanted to create the Trade Log. This would sometimes result in a message box with "Canvas does not allow drawing".
- Improved error reporting and recovery when generating open trade charts.
|
- Added Compacting function for the HT Dynamic Lists. You can now remove upto 97% of redunandant information form the HT Dynamic list and still reconstruct the SBF Table without any differences in the results.
- Added security data cache option for more speed improvements for the open trade plots.
- Added better memory management for loading large trade database files.
- Added Virtual Mode to the Trade Log which is useful when dealing with a large trade database and large number of executed trades. However in this mode some functionality is not available such as Trade Inspector, Open Trade Inspector and "Highlight currently open trades" from the Trade Log popup menu.
|
6.4.3.756 |
Final |
22-June-2009 |
- Changed
some licensing MessageBox to stay on top for better user alert.
- In
the trade parameters tab Changed "Maximum daily open positions"
to "Maximum allowable daily orders" to better reflect the
situation with provisional trades where some trades may not get filled.
- Remove
"Disallow more than one open position with the same symbol"
and replaced with a limit of the number of trades with the same symbol.
- If
an attempt is made to run a simulation with Provisional Trades and Entry/Exit
ordering other than "default ordering" then a error message
is issued and the simulation is aborted.
- Fixed
problem where "Position Value Limit" for the risk /volatility
PS models did not work correctly when "Magnify Position Size/Risk"
was disabled.
- Changed
Provisional Trades Entries in the Trade Log from Silver to Dark Grey
background for better visibility.
- When
Provisional Trades are enabled and Confirm Entry is false then the trade
status in the Trade Log is displayed as "Cancelled" rather
than "Enter".
|
- Added
extra branch for "Use Alternate Pyramid Entry Trigger" to
the Signal Chart Reecord Trades Parameters Tree.
- Added
"Maximum allowable daily orders" to the parameters section
of the trade report.
- Display
Ignored the Ignored Trades in the Report and Simulation status box.
- Display
the Ignored trades in the Trades Rejected Report.
- Display
hints in the status bar.
|
6.4.2.755 |
Final |
9-May-2009 |
- Fixed
problem where you could not access library document files from within
TradeSim after the name changes from previous release.
|
|
6.4.2.754 |
Final |
26-Apr-2009 |
- Increased
limit of 'Daily Maximum Open Positions' from 100 to 500
- Allow
the user to re-register when 'No more hardware changes' message is displayed.
In the previous version the user had to manually delete the 'regkey.dat'
file in order to re-register.
- PDF
Document files ANx,TBx were rename to replace spaces with underscores.
This makes it easier to generate a more legible link,
|
|
6.4.1.753 |
Final |
29-Mar-2009 |
- Removed
warning message box alerting the user that some or no trades have valid
InitialStop values and therefore cannot use any of the risk based PS
models. Instead the warning is now posted to the Message Log.
- Removed
warning message box alerting the user that some or no trades have valid
Volatility values and therefore cannot use any of the Volatility based
PS models. Instead the warning is now posted to the Message Log.
- Duplicate
trades can now be checked irrespective of the data loading options.
Previously the "Sort by symbol" loading option had to be selected
to enable checking of duplicate trades.
- Fixed
exception which occured when the Trade Database Inspector was enabled
and another trade database was loaded and the user click a trade on
the trade database manager.
- When
the chart time base is changed in the global preferences you are now
asked whether you would like to re-run the simulation again.
|
|
6.4.0.752 |
Final |
24-Mar-2009 |
|
- Added
YYYYMMDD mask comment to the SBF table file.
- Added
AN7 document to the document library.
|
6.3.5.751 |
Beta |
18-Mar-2009 |
- When
price inconsistencies are found plotting the open equity chart and the
user aborts the plot, the window is now closed.
|
- Added
SBF Table Check List to the Report Log. When an exploration is run with
a SBF Table the table will be loaded into the check list and as each
security in the table is loaded by the Exploration it will be checked
off (highligted in green) in the table. You can therefore see at a glance
which securities were not included in the exploration.
|
6.3.4.750 |
Beta |
12-Mar-2009 |
- Fixed
problem where TradeLog Export would not ecport the date and time properly.
- When
changing the trade database loading options in the global preferences
a reminder message box will popup reminding the user that the options
will only take effect th next time a trade database is loaded.
|
- Added
formatted date/time option for the Trade Log export to CSV.
|
6.3.3.749 |
Beta |
23-Feb-2009 |
- Fixed
problem where tags on weekly return bar chart was not displaying the
correct percentage values.
- Fixed
problem where Trade High/Low Date did not display time.
- Fixed
problem where PDF documents from the help menu would not open when TradeSim
was opened from Metastock.
|
- Added
Volatility, Trade Low Time, Trade High Time to the trade database CSV
export, import.
|
6.3.2.748 |
Beta |
14-Feb-2009 |
- Fixed
Problem where "Portfolio Limit(%)" extended data was not being
displayed in the trade datbase manager.
- A
new license key is now needed to run the beta versions. You will have
to re-submit your license details by the license manager within TradeSim
in order to get a new key to run the beta versions.
- Increased
the maximum number of securities per folder from 2000 to 6000.
- Increased
the precision for the fractional transaction cost from 2 places to 4
decimal places.
- Fixed
problem where the closed trade Monthly bar charts were not displaying
the correct date when monthly profit was zero for that month and linear
time scale was used for the time scale.
|
- Added
support for Intraday data. Some features are not supported for Intraday
data at this stage such as Open Equity Charts and Linear Time Scale
Charts. Intraday data follows the MS internal format of HHMMTTT where
HH=hours(0-23), MM-Minutes(0-59), TTT-Ticks(0-999).
- Added
"Survivorship Bias Filter Utility" used to construction Index
date range tables of the S&P Indices which can be applied to a loaded
trade database or applied at the time a trade database is created in
Metastock.
- Added
Maximum number of trades that can be taken on a given day.
- Added
Operating System Version to license details email submission.
- Added
Trade Database Inspector to view all trade data for the selected trade
in the trade database manager. This is useful when the window is not
large enough to dispay all information in the Trade Database Manager
window.
- Added
the ability to load extended data tables (symbol vs value) from within
TradeSim such as Margin Rquirement, Initial Margin, Point Value, Transaction
Cost and Trade Rank. Extended data can be inserted into the trade database
at the time a trade database is created but this can now be done post
trade database generation for quick evaluation. For example you may
want to compare the effects of margin requirements from different CFD
providers. This can now be done without have to recreate a trade database
with a different margin requirement table.
- Added
Provisional Trades. An extra status bit CE (Confirm Entry) has been
added to each trade in the trade database which donotes confirmation
of trade entry. This allows trade signals to be generated and TradeSim
treats these as prospective trades where orders are put into the market
and depending on whether or not the CE bit is asserted the trade will
actually be taken or discarded. Discarded trades are shown in the Trade
Log as a trade entry with yellow text on a grey background. There is
no corresponding trade exit in the log because the trade was never accepted
by the market. The provisonal trades with CE=false are removed after
all entries on the same date/(time) have been considered which may include
other provisional trades with CE=false or accepted trades with CE=true.
Trades with CE=true are treated as trades which have been accepted by
the market and treated as complete trades with entry and exit conditions
shown in the Trade Log as in previous versions of TradeSim. When Provisonal
Trades has been switched off in the Trade Parameters then the CE bit
is ignored and all trades are treated like they were in previous versions
of TradeSim and assumed to be successfully accepted by the market. Provisional
Trades along with SetVariableTradeRanking, IncludeAllSignals from the
plugin library can be used to achieve complete signal ranking capability.
|
6.2.0.745 |
Final |
26-Oct-2008 |
- Some
fine tuning made to the licensing for better compatibility with Vista.
|
|
6.2.0.744 |
Final |
23-Oct-2008 |
- Fixed
problem with Open Equity, Weekly, Monthly Charts.
- Improvements
in Hardware identification under Vista and XP 64.
|
|
6.1.6.743 |
Final |
16-Jul-2008 |
|
- Added
version info to the registration mail.
|
6.1.5.742 |
Final |
11-Jul-2008 |
- Disabled
MAC address checking from the Hardware ID. Some wireless devices change
the MAC address when they reconnect.
|
|
6.1.5.741 |
Final |
7-Jul-2008 |
|
|
6.1.4.740 |
Final |
3-Jul-2008 |
- On
some users PC the "Send Registration Details" dialog box was
cutoff and the license details could not be sent.
- Change
the precision of Initial Stop to four decimal places.
- When
the Closed Chart Time scale is changed in the preferences the user is
prompted to rerun the simulation to see the changes,
- Non
trading days (Saturday and Sunday) were causing the Weekly Charts to
be terminated prematurely.
|
- When
loading a trade database warnings have been added for trades which occur
on non trading days (i.e. Saturday and Sunday).
|
6.1.3.739 |
Final |
11-Jun-2008 |
- Some
minor changes to the licensing
|
|
6.1.3.738 |
Final |
9-Jun-2008 |
- Some
minor changes to the licensing
|
- Added
an option to allow the user to abort displaying the Trade Log after
the number of trades taken exceeds on a certain amount. This is useful
on slow machines with limited resources.
|
6.1.2.736 |
Final |
5-Jun-2008 |
- Some
minor changes to the licensing
|
|
6.1.2.735 |
Beta |
24-May-2008 |
- Improved
the reliability of the registration mail composer which did not previously
work on some users machines.
- Fixed
problem where closed trade weekly,monthly and yealy charts would not
display anything when the Trade Log was disabled.
|
- Added
licensing key text string to the registration dialog box so that the
user just has to copy and paste a license text string rather than save
an attached registration file.
- For
large trade database greater than 5000 trades enabled added prompt to
allow user to disable the Trade Log before a simulation is run in order
to speed up the simulation.
|
6.1.1.734 |
Beta |
28-Apr-2008 |
- Improved
minimization/maximization function in the Simulation Status dialog box.
- Simulation
Status counters now include 1000 comma separators
- Corrected
problem where the position size columns in the TradeLog weren't being
saved in the Trade Log Preferences.
|
- Added
Message box to alert users when risk based and volatilty based position
size models are disabled due to invalid InitialStop and Volaltilty data
in any of the trades.
|
6.1.0.733 |
Beta |
22-Apr-2008 |
- Added
'Open Trade Equity Charts' and 'Display Trade on Chart' to the main
Tools menu. It is still also available from the TradeLog menu.
- Improved
HTML export of reports.
- Fixed
problem not recognizing a change in security directories in the preferences.
|
- Added
Weekly Profit and Weekly Return charts to the closed trades charts.
- Added
Weekly,Monthly,Yearly Profit and Weekly,Monthly,Yearly Return to the
Open Trade Equity charts.
- Added
option to add tabs to each column of the reports to facilitate preserving
the column formatting when exporting or copying and pasting to Excel.
- Added
option to select between condensed and expanded reports. With expanded
reports "Value(date)" is expanded over two lines rather than
fitted into one.
- Added
sorting to security directory display.
|
6.0.0.731 |
Beta |
29-Mar-2008 |
- You
can now specify more the one top level security directory in the global
preferences. This allows more specific selection of security files and
can speed up creating open equity charts by eliminating uneccessary
securities.
- Changed
Licensing system from online activation to a file key system.
- Fixed
problem where Update Manager was not checking for updates.
- Fixed
problem which would randomly cause TradeSim to throw an exception when
the global; preferences were being accessed on the Standard and Professional
Editions.
- Fixed
problem with Trade Database export and import which would sometimes
raise an exception.
- Fixed
problem where Monte Carlo scatter charts would not automatically update
after a Monte Carlo run.
|
- The
Enterpise Edition now supports trade by trade selection of position
size model and associated parameters.
- Added
Trade High and Trade Low Date information.
- Changed
the report format so it is easy to copy and paste into a Word document
etc. Can also export in RTF, HTML and TXT file formats.
- Added
Composite report generator to the Enterprise Edition which allows a
report to be created which includes user selection of various reports
and charts created during a simulation, open trade charts or Monte Carlo
analysis. This report can then be printed, copy and pasted into a Word
document or exported as RTF, HTML and TXT formats.
- Added
open trades Relative Drawdown chart.
- Added
open trades Underwater Equity chart.
- Added
activation flag to the registry to tell the TradeSim/Metastock plugin
to abort loading if TradeSim is not activated. There is no need to remove
the plugin when TradeSim is uninstalled.
|
5.4.2.730 |
Final |
3-Sep-2007 |
- Fixed
problem where changes in the Volatility Position Size trade parameters
were not being accepted.
|
|
5.4.1.729 |
Final |
18-Aug-2007 |
- For
large Trade Logs the status bar would not neccessarily be updated when
the Open Equity plot was being generated.
|
- Added
user abort button when plotting the open equity chart.
|
5.4.0.728 |
Final |
26-Jun-2007 |
- Fixed
problem where cross-hair cursor would only show up on the Closed Trade
Equity chart.
- Increased
precision for Transaction costs from 2 to 3 decimal places
- Update
software licensing for improved compatbility with Vista
- Fixed
problem where child windows would not maximize correctly
|
|
5.3.3.727 |
Beta |
2-May-2007 |
- Fixed
problem with Margin Requirement Interest for short trades so that the
trade interest is credited to the trading account rather than debited
from the trading account.
|
- Added
Credit/Debit flag to the trade interest field in the Trade Log.
|
5.3.2.726 |
Beta |
24-Apr-2007 |
- Fixed
problem where printing of any the reports that required more than one
page would only print the first page.
|
- Added
standard ASCII Text file(TXT) export to the Trade Database which includes
all fields in the trade database in the order displayed.
|
5.3.1.725 |
Beta |
17-Apr-2007 |
- Internal
modifications for better window minimization on startup.
|
- Added
"Check if host app still running before exiting" option to
the host application preferences in the global preferences. Normally
this option should be left enabled as it allows checking if the host
charting app is still running. However on some users machines a long
delay before exiting can be caused when this option is enabled.
|
5.3.0.724 |
Beta |
8-Apr-2007 |
- Fixed
problem where Monte Carlo Report and Monte Carlo Simulation Log would
not print.
- Fixed
problem in the Trade Report (parmeters) where an additional Fixed Volatility
Model parameters would be added irrespective of the actual PS model
used.
- The
System Tray icon is now always displayed in the system tray when TradeSim
is running. When TradeSim is run by running Metastock, TradeSim will
automatically be minimized to the system tray icon. When TradeSim is
run normally the system tray icon is still displayed but TradeSim will
only be minimized to the task bar as normal. The way TradeSim is minimized
can be changed from the "Minimize to the system tray" option
in the "Window menu.
- The
simulation and Monte Carlo reports can now only be exported to html
format.
- Reduced
time lag on running a simulation after a new trade database is loaded.
- Fixed
problem in reports where the "Start pyramid trade at any level"
would not be displayed in the report for trade pyramids.
- Fixed
problem where windows control functions in the main Toolbar and "Window"
menu would disable after clicking on them.
- May
have fixed problem with disappearing Toolbar on the main parent form
when TradeSim is started from the host charting app.Some more testing
needed.
|
- Added
option to the Report Log which allows it not to automatically popup
when messages are generated when a trade database exploration is run.
Instead another hint box is displayed alerting the operator even if
TradeSim has not been minimized to the system tray.
- Added
Document Library to the Help menu.
- When
entering numeric values in the parameters window it was important to
either push the return key, tab key or move to another edit field or
control in order for the new value to be checked and accepted. However
if this was not done the new value may not have been accepted particular
if only one edit field was updated and the user moved the mouse outside
the parameters window without moving the focus to another edit field.
This has now been changed so any new edit field value is captured irespective
of whether or not focus is moved to another field.
|
5.2.1.723 |
Beta |
9-Feb-2007 |
- Fixed
problem where Total Capital and hence Net Profit in the Trade Summary
report did not reflect margin trade interest deductions.
|
|
5.2.0.722 |
Beta |
23-Jan-2007 |
- Fixed
problem where "Profitable Trades" in the Summary Report would
always read 0%
|
- Added
two Volatility position size models.
- Added
Margin Requirement Interest Rate for Long and Short Trades.
- Added
Losing Trades Percentiles to the Trade Summary Report.
- Added
an "Automatic Scroll Window" option in the TradeSim.DLL Report
Log.
- Added
Minimum Transaction Cost for the "Fixed Cost per Share/Contract"
or "Fractional Cost" transaction cost options.
- Added
better detection of the TradeSim.DLL plugin.
- Added
TradeSim.DLL version info, full path info and host application name
to the 'About' dialog box.
- Added
System ID to the Trade Database import/export.
|
5.2.1.721 |
Beta |
23-Oct-2006 |
- Fixed
problem with the closed charts where exporting or printing would always
refer to the Equity chart only and not the selected chart.
- Fixed
problem with Margin Requirement on stocks was not producing the correct
results when "Magnify Position Size" was disabled.
|
|
5.1.0.718 |
Beta |
18-Sep-2006 |
- Trade
Duration Statitistics in the detailed report was incorrectly labled
with Long and Short trades instead of Winning and Losing trades.
|
|
5.1.0.717 |
Beta |
13-Sep-2006 |
- Fixed
problem with the Open Trade Database function in the report log would
not be enabled when the Tradesim data directory was on a different drive
to the TradeSim.exe application.
- Changed
the way that Position Size Limit and Portfolio Heat Limit are interpreted
when Magnify Position Size is enabled. In this case the linits are magnified
according to the margin requirement. For example if PS Limit is set
at 100% and the Margin Requirement is 10% then the PS Limit is automatically
scaled to 1000%. Similarly for the heat.
|
|
5.1.0.714 |
Beta |
TBA |
- Changed
the Trade Report format and printing options.
- Increased
max Initial Capital Limit to 10 billion dollars.
- Increased
max Portfolio Heat from 100% to 10000% to allow for margin requirement.
- Fixed
minor problem where the cursor type would not change to Cross Hairs
cursor on charts.
- Fixed
problem which would cause the Pyramid Re-entry not to display correctly.
|
- Some
people were experiencing price inconsistencies when plotting the open
equity chart. This can happen when there are trades with non-daily periodicity.
Due to the way non-daily periodicity security data such as weekly data
is constructed by Metastock makes it incompatible with the daily security
data used to generate the open equity curve. If price checking is enabled
then warnings will be issued however a message box will always be issued
regarding the non-daily periodicty before the open equity plot is generated.
|
5.0.0.697 |
Beta |
13-Jun-2006 |
- On
installation the TradeSim data directory location is stored in the registry.
The first time TradeSim is run TradeSim searches the registry for this
location.
|
|
5.0.0.696 |
Beta |
TBA |
- Some
changes were made to prompt the user when exiting only if the TradeSim.DLL
plugin was still loaded.
|
|
5.0.0.694 |
Beta |
12-Mar-2006 |
- Improved
the update rate of the Report Log which was slowing down the Metastock
Trade Database Exploration.
|
|
5.0.0.693 |
Beta |
7-Mar-2006 |
- Change
the Trade Report from RTF fromat to list view format.
- Added
Extra Printing options.
- Previously
when there was a trade database where there were no trades or trades
selected with identical entry dates the Random Walk and Monte Carlo
facilities were not able to be used. This has been changed so that the
user has the option of still running a simulation where there are no
trades with identical entry date trades. This allows simulations to
model the variability of the slippage even if a trade or selected trades
do not contain trades with identical entry dates.
|
- Added
Report Log Window and Show Signal Chart Window that was previously integrated
into the plugin. Some users were experiencing problems with the windowed
version of the beta plugin so the window components have been moved
to the TradeSim application. This means that TradeSim has to be registered
to use these features.
- When
closing the app by clicking on the close icon in the top right corner
TradeSim now gives you the option of running TradeSim in the background
which is accessible from the system tray.
|
4.4.0 |
Beta |
TBA |
|
- Added
'Pyramid Group' column to the Trade Database manager and Trade Log.
Previously the trade exit date was one criteria used to determine whether
or not a trade was part of a pyramid. Hiwever in some circumstance such
as when the base trade is prematurely stopped out higher level pyramid
trades would be ignored even if the entry date was less than the exit
date of the base trade. When this information is not available (ie previous
trade database version) a question mark is displayed and a warning message
is displayed recommending that the trade database be regenerated with
the latest plugin.
|
4.3.2 |
Beta |
21-Dec-2005 |
- In
version 4.3.1 changed the way that risk is handled for margin requirements
so that the actual risk is magnified in accordance with the margin requirement.
We have now made this feature selectable so that the risk can be handled
the way it was prior to Version 4.3.1.
- Fixed
problem with open trade equity chart when transaction cost was non-zero.
- Added
CSV exports in place of DOC, TXT and XLS formats, for the TradeLog,
Trade Statistics, Monte Carlo Simulation Log. This export now includes
column header information. When imported into a spreadsheet such as
Excel all data will be displayed with its respective column header.
HTML format is still supported.
- Improved
exception handling which may have caused the app to prematurely terminate.
|
- Added
additional error checking to the Open Trade Equity Plot to allow checking
for conditions where the security data is missing or incomplete for
the respective trading date range.
- Added
additional error detection and reporting for the open trade equity chart
when security data is incomplete for a given trade date range. This
can happen if a different vendor security data is used to generate a
trade database compared to the one used to generate the open equity
chart which is setup in the global trade preferences dialog box. For
example if a trade spans from 22/1/2000 to 3/4/2000 and the security
data only provides security data starting from 2003 then an error will
introduced in the open trade equity chart. This inconsistency is now
flagged as an error whereas previously no error was flagged and there
could sometimes be a discrepancy between the open and close equity charts
as well as the final equity value.
- Added
option in the global preferences dialog box to disable checking of invalid
price data. If you disable invalid price data checking when generating
a trade database from Metastock you should disable invalid price checking
in TradeSim otherwise TradeSim will still reject invalid price data
when loading a trade database.
- Added
Periodicity column to the Trade Database manager and Trade Log. When
this information is not available (ie previous trade database version)
a question mark is displayed otherwise 'D'=daily, 'W'=weekly, 'M'=monthly,
'Q'=Quarterly, 'Y'=Yearly.
|
4.3.1 |
Beta |
31-Aug-2008 |
- The
color attribute setting used in the Trade Database Manager is now saved.
- The
System ID is now used to check duplicate trades along with the Symbol,
Position, EntryDate and Exit Date.
- (See
Version 4.3.2 - the following description is no longer valid) For stocks
the Trade Risk now takes into account the increased position size due
to margin requirement. Previously the risk/trade was the same irrespective
of the Margin Requirement setting. This is not quite correct because
a Margin Requirement less than 100% means that the position size is
effectively magnified and hence so is the risk. For example a 50% Margin
Requirement means that a trade incurs twice the risk as compared to
a 100% Margin Requirement. However when specifying the Risk per Trade
this is still based on the cash supplied by the trader and not the additional
money from the margin lender. For example if the Initial Capital is
$20,000 and the risk per trade is 1% of total cap then the risk on the
first trade is 1% of $20,000 which is $200. However the actual risk
when the trade is taken is maginified by extra trade capital due to
Margin so that the real risk now becomes $200/0.5 = $400 which is now
2% of the current trading capital pool of $20,000.
- Fixed
problem where double clicking on any point on the Open Equity charts
would not highlight the relevant open trades in the Trade Log.
- Fixed
problem where the trade entry and exit would not be highlighted correctly
on the Open Trade Inspector.
- Fixed
problem where the horizontal scroll bar on the open trade inspector
would always reset back to the left hand side of the Open Trade Inspector.
- The
Open Trade Inspector updating has been improved.
- Fixed
problem where the Open Trade Equity Graph would not account for the
open equity on a trade entry.
- Changed
the way the Open Trade Equity handles transaction costs. Previously
the entry and exit transaction costs would only be deducted when a trade
is closed. Now the entry cost is deducted on trade entry and the exit
cost is deducted on trade exit.
- Fixed
problem when plotting the Open Equity chart where invalid price did
not flag errors when this option was enabled in the preferences.
- When
launching TradeSim from the command line (i.e, double clicking on a
trade database file) TradeSim launches and the Open File dialog box
now appears prompting for confirmation.
- Fixed
problem when writing a trt file. The MaxLoss and TransactionCost fields
were transposed and have been reversed on input so that the MaxLoss
appears after the Transaction Cost. The import remains unchanged.
- Impoved
the Message Log and Error Reporting.
- Fixed
TradeLog column sorting on Transaction Cost, Total Transaction Cost
and Total Profit (%).
- (V4.3.1)
TradeSim can now be installed onto any drive. Previously all file references,
referenced the C: drive.
- Fixed
problem where the number of Monte Carlo simulations would default to
1.
- Monte
Carlo Simulations parameter is now saved to the session file.
- The
simulation option is now saved to the session file.
- Fixed
problem when displaying a trade on a chart which would sometimes report
a 'mismatch of data' when redisplaying the same trade.
- Fixed
problem where Window function ToolButtons would remain disabled when
a trade database was loaded from the command line.
|
- Added
16 extra User Exit Status flags to the Exit Status column in the Trade
Database manager.
- Added
"Save Preferences On Exit" option to the Trade Log Preferences
window, which allows the Trade Log column settings to be saved.
- Added
"Pyramid Count" column to the Trade Log which displays the
current pyramid count. ie '0' represents the base or entry trade of
the pyramid,'1' reprsents the first trade in the pyramid... This is
irrspective of the pyramid level which may not represent the number
of trades in the pyramid if some pyramid levels have been ignored.
- You
can now start a Pyramid at any Level level providing that the level
does not exceed a level specified by a limit.
- If
"KEYFAILED" error message is displayed when TradeSim is run
the user is now given the option of completely erasing the license from
the system.
- Added
the ability to directly read in CSV files exported in the trade database
manager. This allows you to export - modify with Excel - and then import
back into TradeSim without having to change filename extensions.
- Added
some minor help support.
|
4.2.2 |
Final |
24-Nov-2004 |
- Fixed
problem where the Total Equity Scale would not display on the 'Open
Trade Equity Chart' when the 'Display Total Equity Scale' option was
selected in the Global Chart Preferences.
- Fixed
problem where the previous chart contents on the 'Security Profit Distribution
Chart' (in the Trade Report) would not be erased before new data was
added to the chart.
- Fixed
problem where an exception error was generated when a basket test was
the first test to be run.
|
|
4.2.1 |
Final |
13-Nov-2004 |
- Renamed
the "Trade Profit($)" and "Trade Profit(%)" to "Net
Trade Profit($)" and "Net Trade Profit(%)" respectively.
- When
using fractional transaction costs the transaction cost in the trade
log was displayed using a percent sign instead of a dollar sign. This
has now been corrected.
- Relabled
the "Maximum Volume" in the trade database manager to "Traded
Volume".
|
-
Added "Gross Trade Profit($)" and "Gross Trade Profit(%)"
to the Trade Log which represents the Trade Profits before transaction
costs are deducted.
- Added
Pyramid Level to the text trade database format.
- Added
Pyramid Re-entry Status to the trade database manager and Trade Log.
|
4.2.0 |
Final |
1-Oct-2004 |
-
Trade database file association now works correctly. Clicking on any
database file will attempt to load that file into TradeSim whether TradeSim
is already running or not. When double clicking on a trade database
file TradeSim would only load a trade database when it was not already
running.
- Removed
default trial mode operation.
|
-
Dates on charts can be displayed on weekly or monthly boundaries.
- Added
open trades charts which displays the number of open trades at any date.
- Added
R-multiple (Reward/Risk) distribution chart.
|
4.1.0 |
Beta |
2-Sep-2004 |
- When
a simulation was run and the following message box displayed "Invalid
Simulation Alert - Zero Trades Taken" the "Rejected Trades
Window" was automatically closed so the user could not obtain any
feedback. This has now been corrected so that the "Rejected Trades
Window" remains open with a list of the rejected trades.
- Fixed
erroneous problem which would cause an exception after running a Single
Simulation and with the Trade Inspector enabled a "Basket Test"
or "Monte Carlo" analysis was run.
- When
crossreferencing to a chart from the Trade Log the marker is now always
positioned mid-screen.
|
- All
closed trade charts can be displayed with a linear time scale which
displays all dates except weekends.
- Added
Linked Chart button to the chart toolbar which when clicked brings up
a menu of possible linked charts. Previously you had to right click
on the toolbar to bring up the menu.
- Added
Enable/Disable Chart Grid Tool Button to Closed and Open Trade Charts.
- Added
Preferences Tool Button to Closed and Open Trade Charts.
|
4.0.2 |
Beta |
14-Aug-2004 |
- Fixed
problem where switching between charts when the Trade Log was disabled
would cause an exception.
- Fixed
problem when linked charts were added would not correctly scale until
the chart was panned. Also the link charts now rescale correctly when
a new and different simulation is run.
- Fixed
problem where the zero reference line on the Monte Carlo scatter charts
would appear off the charts when it was out of range.
|
|
4.0.1 |
Beta |
5-Aug-2004 |
- When
requesting a chart for an arbitrary symbol typing a question mark will
bring up a window with a list of available symbols to select from.
- Additional
fixing of the problem which would occasionally cause an exception error
when loading a new trade database file.
- Fixed
problem where extra price information floating window would not correctly
update the prices
- Used
a different internal trade database sorting routine to sort trades so
that the original order of trades with equal dates is preserved. Note
that this may have an effect on the simulation results as compared to
previous versions.
|
- Added
"Select All Trades" and "Invert Selection" to the
popup menu in the trade database manager.
|
4.0.0 |
Beta |
27-Jul-2004 |
- When
requesting a large number of simulations (ie 1 million) in a Monte Carlo
analysis the program would appear to hang after the analysis was completed.
This was found to be caused by the huge resources required by the excessively
large simulation log and scatter charts. The software has been modifed
so that when a MC simulation with more than 20000 simulations is requested
then the software gives you the option of temporarily disabling both
the simulation log and scatter charts. You can also individually enable
and disable the simulation log and scatter charts from the global preferences.
- Increased
the maximum Point Value limit to 1,000,000 whuch was previously limited
at 20,000.
- In
some cases pyramid trades which prematurely terminated due to a breach
of stop etc would be ignored because they did not terminate at the pyramid
exit date. This has now been corrected.
- Fixed
problem which would occasionally cause an exception error when loading
a new trade database file.
- The
CSV and TRT trade database export function has been enhanced. The following
data columns are now exported:- Symbol, Position, Entry_Date Exit_Date,
Init_Stop, Entry_Price, Exit_Price, Entry_Low, Entry_High, Exit_Low,
Exit_High, Max_Vol, Rank, Point_Value, Init_Margin, MaxLoss ,Trans_Cost,
Margin_Req, Trade_Low, Trade_High, Exit_Status. Unavailable data (shown
as a '-' in the trade database manager) is exported as a '0' value
- A
new trade database export option for CSV format has been added to allow
the date data to be formatted according to the default date format.
|
- Implemented
a new online licensing system that simplifies software registration
and no longer requires a hardware ID to be sent and a license file to
be received.
- Added
max position size limit field in the trade preferences. This is a useful
feature for limiting the position size to a maximum of N units. For
example in commodities trading you may only want to take 1 contract
per trade rather than the position size calculated according to the
position size rules.
- Added
option to the TradeLog which allows all trades used in the TradeLog
to be selected in the Trade Database manager.
- Added
weekly charts to the security charts.
- Added
extended data field processing handling in the binary trade database
format. See rev history for tradesim.dll Version 5.0.0.
- Incorporated
an option to enable intraday exits. Currently when single bar trades
are processed all trades with the same entry date are entered (limited
by the capital) before they are closed off. When "Allow Intraday
exits" is enabled single bar trades are closed off before another
same day trade is entered.
- Added
minimum and maximum markers to the Security Charts to display the trade
minimum and maximum values. Note that this doesn't require the minimum
and maximum trade values to be embedded within the trade database.
- Added
entry stop orders.
- For
entry limit and entry stop orders a new option has been added to unconditionally
accept trades. When this option is enabled the internal random algorithm
which generates an entry price is adjusted so that the trade is always
accepted.
- Added
option to readjust position size. When this option is enabled it readjusts
the position size according to the new entry price caused by any slippage.
- When
loading a trade database file TradeSim will look to see if a session
file with the same name is available and prompt the user to load the
trade parameters.
|
3.5.0 |
Beta |
TBA |
- Evaluating
new licensing system.
|
3.4.3 |
Beta |
17-Dec-2003 |
- When
the Trade Log is disabled the Open Trades tool button is now disabled
which was previously causing an exception error.
- Some
internal modifications.
|
3.4.0 |
Beta |
18-Nov-2003 |
- The
Trade Database manager loading has now been sped up by an order of magnitude
eliminating the need for the load status dialogue box. This also considerably
reduces the memory resource requirements for large trade databases.
It now takes only a few seconds (2GHz AMD XP2000+) to load a trade database
with over 80 thousand trades. Previously this would take an exceptionally
long time to load.
- The
Monte Carlo Simulation Log is now always enabled and memory resource
requirements has been improved.
- Fixed
problem where Monte Carlo analysis scatter charts were not being cleared
properly so points were being accumulated from one MonteCarlo run to
the next.
- Fixed
problem where "Transaction cost per share/contract" parameter
was saved in the session file but not being read in when the session
file was loaded.
- Fixed
problem where Text Trade Database files would cause loading to prematurely
terminate when the line length exceeded buffer capacity of 128 characters.
Buffer capacity has now been increased to 256 characters.
- Zero
frequency bars on Histogram Charts are now colored grey to improve chart
legibility.
- Points
on the Monte Carlo analysis scatter charts are now color coded to represent
the profit status.(Lime=profit and Red=Loss).
- Added
Security Charts Toolbutton to the main toolbar.
- Added
independent color coding for each cell in the Trade Statistics Table.
Previously the color of each line in the table was determined by the
sign of the Average Net Percent Profit which could be misleading for
other values which had an alternate sign.
- Using
the date picker to exclude date ranges now results in trades which are
excluded to appear with a light gray background and white font color.
- The
Rejected Trade Report has now been expanded to include 'ignored trades'
ie trades that lie outside the date range or trades that have been unchecked
in the trade database manager. This is also reflected in the Trade Simulation
report such that:- Trades Rejected + Trades Taken = Trades Processed.
- The
Single Trade Simulation has been sped up by only updating the 'Trades
Processed' and 'Total Trades Processed' in the 'Trade Simulation Status'
dialogue box only when a trade position has entered or exited. Previously
it was updated for every trade in the trade database thus causing a
performance hit particulalry for a large Trade Database.
- In
the previous beta version added minimum trade size as a percentage of
the available trading capital. This has been changed to minimum trade
size of the total trading capital. Now you can specify the minimum trade
size as a dollar amount or a percentage of the total trading capital
and TradeSim will use the higher of the two as the minimum trade size
threshold.
- In
the Web Update Manager added the ability to check for new Beta Pre-Release
Versions.
- Added
Profit Distribution Chart to the Trade Reports. This illustrates how
the percentage profit of each trade in a simulation is distributed.
- For
the Enterprise Edition added the ability to display any chart for any
symbol even if it is not listed in the Trade Database Manager and provided
that the security data is available for it.
- Standardised
all chart colors in order to avoid confusion. The following conventions
are now used:-
- For
Closed Trade Charts
-
Red=Trade
Exit,
- Blue=Trade
Entry,
- For
Monthly and Yearly Charts
- Lime=Profitable
situation,
- Red=Loss
situation,
- For
Open Trade Equity Chart
- Blue=Trade
Entry,
- Red=Trade
Exit,
- Purple=Trade
Entry and Exit,
- Lime=Inactivity,
- Gray=Open
Trade,
|
3.3.0.668 |
Beta |
26-Oct-2003 |
- The
last trade database directory accessed is now remembered and also stored
when the program exits.
- Slight
change to user interface
- Fixed
problem where the Transaction Cost field did not correctly register
the value being entered.
|
3.3.0.667 |
Beta |
24-Oct-2003 |
- For
the Professional and Enterprise Editions The Monthly and Yearly Profit
Gain Charts which were added in 3.2.0 have been replaced by Monthly
and Yearly Return Charts.
- Fixed
problem where the save session toolbar button did not do anything.
- Changed
definition of duplicate trade to include trades with identical trade
position, symbol, entry and exit dates. Formely a duplicate trade was
defined as one that had identical symbol, and entry date only.
- For
a group of open trade positions which have the same exit date you can
now change the order at which trades are exited. Previously, for a group
of trades with a given exit date the trade that was last trade entered
(ie highest trade number) was the first trade removed ie Last In First
Out (LIFO). You can now change this order of removal so that the first
trade entered is the first trade that is removed ie First In First Out
(FIFO). Default operation is of course LIFO mode which can be changed
in the global preferences dialogue box.
- Fixed
problem where trading on margin did not produce the correct trade simulation.
- Fixed
problem where transaction cost of $1 would produce a divide by zero
error.
- Added
maximum and minimum trade duration to the report.
- Added
minimum trade size as a percentage of the available trading capital.
Now you can specify the minimum trade size as a dollar amount or a percentage
of the available trading capital and TradeSim will use the higher of
the two as the minimum trade size threshold.
- Added
fixed cost/share transaction cost to the stock simulation. Formerly
this was only available for commodities simulation. Also all transactions
cost options are now saved as separate entities when a session file
is created.
- For
the Enterprise Edition only added linear time Open and Closed Equity
plots. (Right click on the Trade Log to access this function).
- For
the Enterprise Edition only added Open Trade Inspector which operates
with both the Closed Trade and Open Trade Equity Charts.
- For
the Enterprise Edition added Multi-Charts which allows alternate charts
to be stacked vertically on top of each other for direct comparison.
(To access this function right click on the chart tool bar).
- Fixed
problem where slippage was not taken into account when calculating the
Position Value. Normally the target entry price is used to calculate
the position size of the trade and the actual or slippage modified entry
price is then used to calculate the position value for the trade. In
some cases the target entry price was being used to calculate the position
value.
- Dynamic
crosslinking from any of the daily charts now highlights the trade in
the trade database window although the trade log window is always brought
to the foreground with the trade highlighted as normal.
- Previously
when focus was moved from the trade log window the highlighted trade
would be stealthed. This has now been changed so that the highlighted
trade changes from navy blue to silver when focus is moved away from
the trade log window (similar to any highlighted trades in the trade
database manager).To avoid confusion with trade entries which had a
silver colored background trade entries in the trade log are now highlighted
using a light yellow color rather than the former silver color. This
was done to avoid any conflict.
- Fixed
minor problem where the 'Use Point Value from the Trade Database' checkbox
was not reflecting the state stored in the session file.
- Added
optional cross hair focus to all charts.
- Added
extra transaction column to the Universal Text Trade Database format.
- Added
Crosshair cursor to the charts.
|
3.2.0.665 |
Beta |
20-Aug-2003 |
- Fixed
problem where the minutes display in the simulation dialog box would
not correctly wrap around to zero when the simulation time exceeded
1 hour.
- Fixed
problem where the File->Print menu option did not work correctly.
- Fixed
problem where checking or unchecking single trades in the trade database
would not update the number of trades selected in the statusbar.
- Fixed
problem where the 'Trade Log' and 'Rejected Trade' tools on the main
toolbar where always disabled.
- Allowed
the 'Rejected Trade' report window for the Basket Tester.
- For
commodties simulation added an extra 'max loss' column to the text trade
database format. The maximum loss parameter is useful when employing
the Optimal-F money management strategy.
- Increased
maximum dollar transaction cost from $200 to $2000.
- Fixed
problem where selecting/highlighting one row in the Trade Log and then
reloading a new trade database would cause an exception error.
- For
the Professional and Enterprise Editions added the ability to highlight
(in yellow) the currently open trades in the Trade Log with respect
to a trade that has been selected in the Trade Log.
- For
the Professional and Enterprise Editions added Monthly and Yearly Profit
Gain Charts.
- Added
Total Equity ($) scale to the right hand side of the Dollar Equity chart.
The scale values displayed are the left scale values offset by an amount
specified by the Initial Capital. This is enabled in the Global Preferences.
- Added
Total Equity (%) scale to the right hand side of the Percent Equity
chart. The scale values displayed are the left scale values offset by
100. This is enabled in the Global Preferences.
-
Fixed problem when loading a session file and the Fixed Percent Risk
parameters were being used in the Fixed dollar risk parameters, although
the correct information was being saved in the session file.
- Added
Margin Requirement field for stocks to the trade parameters tab. This
specifies the proportion of funds that you must deposit in order to
place a trade. The effect of this on a trade simulation is that it allows
you to leverage each trade when the Margin Requirement is less than
100%.
- In
the Trade Statistics section of the Detailed Report added trade statistics
relating to the exit type status.
- To
avoid confusion with other stop mechanisims used by TradeSim the 'Stopped
Out' exit status has been renamed to 'Protective Stop'.
|
3.1.1.664 |
Beta |
22-Jul-2003 |
- Fixed
problem where selecting start and stop dates from the date pickers in
the trade database managers would not correctly set the start and stop
entry dates.
- Added
Windows system date format to the global preferences.
- Added
the following parameters to the Detailed Report :- Start Entry Date
- Stop Entry Date - First Exit Date - Last Exit Date
- Fixed
problem where the 'last entry date' was actually being reported as the
'last exit date'
- Fixed
problem in the Trade Log Preferences dialog box where the 'Basic Log'
and 'Default Log' configuration would not select the correct columns.
|
3.1.0.663 |
Beta |
15-Jul-2003 |
- Added
Optional Candle Stick Trade Charts to the Enterprise Edition to allow
displaying trade information on a chart. This facility requires security
data stored in Metastock binary format.
- Fixed
problem where the "Maximum Available Trading Capital" graph
(grey line) on the "Capital in Trades" chart was not being
plotted correctly.
- Added
"Maximum Capital In Trades" to the Trade Log and Trade Inspector.
- Added
attributes to the Trade Inspector which better indicates the relationship
between the chart and the inspector.
- Added
'Rank' to each trade to allow the trade database be sorted based on
some ranking criteria ie P/E ratio etc. Ranking can only be added to
a text trade database. To add ranking to a binray trade database first
export your binary trade database and then assign ranking to the text
trade database.
- Added
a ranking column to the Trade Database Manager and Trade Log.
- For
commodities simulation added the ability to assign a 'Point Value' to
each trade in the trade database. Dynamic point values can only be added
to a text trade database. To add point values to a binary trade database
first export your binary trade database and then assign point values
to the text trade database. If the point value is zero or absent then
the default value specified on the trade parameters tab will overide
it.
- Added
a point value column to the Trade Database Manager and Trade Log.
- For
commodities simulation added the ability to assign a 'Initial Margin'
value to each trade in the trade database. Dynamic initial margin values
can only be added to a text trade database. To add initial margin values
to a binary trade database first export your binary trade database and
then assign initial margin values to the text trade database. If the
initial margin value is zero or absent then the default value specified
on the trade parameters tab will overide it.
- Added
a initial margin value column to the Trade Database Manager and Trade
Log.
- Added
Start and Stop Entry Dates to the Trade Database Manager.
- Improved
sorting on the symbol column to allow improved displaying of trade pyramids.
- Remove
the 'last database file' used entry in the file menu and replaced it
with a 'Recent File' submenu list which contains a list of the six most
recently loaded trade database files.
|
3.0.0.654 |
Final |
8-Jun-2003 |
- Fixed
Problem where the session files were not being saved properly.
- Added
additional threshold to Volume Filter which allows a trade to be rejected
if a specified percentage of the traded volume is exceeded. Previously
this was implicitly fixed at 100% with no way of adjusting it.
- Added
option in the global preferences which allows the TradeSim screen settings
to be remembered.
- Added
option in the global preferences which allows the Monte Carlo settings
to be remembered.
- Fixed
problems with file associations which would cause the license registration
procedure to be invoked when double clicking on one of the TradeSim
defined file types.
- Added
a Combined Reports page which displays the Trade Parameters, Detailed
Report and Trade Summary Report on the same page.
- Added
the ability to export the Trade Simulation report in plain text and
rich text formats.
- Added
the ability to export the Monte Carlo report in plain text and rich
text formats.
- Previously
when the 'Load default parameters' was enabled in the global preferences
dialog box, the default parameters were only loaded when the TradeSim
was run. Now they are loaded every time a rade database is loaded.
- The
'Maxium Pyramid Level' in the Trade Preferences tab has been renamed
to 'Limit Pyramid Level to' and now operates correctly.
- Added
a control to limit the pyramid count to a certain depth irrespective
of the level.
|
3.0.0.653 |
Beta |
13-May-2003 |
- Fixed
problem which would cause an exception error the first time a session
file was loaded straight after TradeSim was run.
|
3.0.0.652 |
Beta |
2-May-2003 |
- Due
to unreliability the registration scheme has been changed so that registration
details are now entered online rather than using the local mail client.
|
3.0.0.650 |
Beta |
17-Apr-2003 |
- Changed
the Licensing system due to unreliability of the existing licensing
scheme. It is no longer possible to transfer the license from one computer
to another.
- When
printing distribution charts from the Enterprise Edition the "Net
Profit Distribution" chart would always be previewed and/or printed
irrespective of the tab selection. This has now been corrected so that
the correct chart is previewed and/or printed.
- Fixed
problem which caused the Consecutive Trade Statistics in the Trade Report
to be incorrectly calculated in some instances.
- Improved
error handling and reporting when trying to load a trade database file
which does not exist.
- Spread
the Trade Simulation Report over two pages. The first page contains
the Simulation Summary as well as the Trade Parameters. The second page
contains the detailed report.
- For
the Professional and Enterprise Editions added a Performance Summary
Report Page to the Trade Simulation Report.
- Added
a default session file (_default.ses) which contains a set of default
trade parameters that can be optionally be loaded the first time a trade
database is loaded into TradeSim.
- The
"Save Preferences on Exit" option in the Preferences Dialogue
Box is now always saved on exit.
- Added
"Maximum Open Positions" to the trade parameters which limits
the maximum number of open trades at any one time.
- Added
a "Rejected Trades" window to display the rejected trades
when running a single simulation.
- Added
the ability to simulate trade pyramid strategies.
- Changed
the upper limit for "Point Value" from 100 to 20000.
- Added
Stop Loss ($) and Stop Loss (%) to the Trade Log.
- Added
Net Profit vs Drawdown Scatter Charts to MonteCarlo Analysis.
- The
standard deviation of the percentile profit frequency distribution is
now calculated correctly.
- Added
last trade database file loaded to the "File" menu.
- For
the Professional and Enterprise Editions added chart exporting capabilities
to all charts.
- The
"tradesim.ini" global preferences file is now saved in the
TradeSim program directory whereas previously it was saved to the windows
directory.
- You
are now prompted when overwriting an existing session file.
|
2.4.1 |
Final |
10-Nov-2002 |
- Reduced
Binary File Size and Optimized for speed improvement.
- Fixed
Divide by zero error.
|
2.4.0 |
Final |
30-Oct-2002 |
- For
the Enterprise Edition added warning to notify that Monte Carlo Analysis
cannot be performed on a trade database with trades with no duplicate
entry dates.
- Added
a Peak-to-Trough Percentage drawdown to the trade simulation report.
- For
the Enterprise Edition added a Peak-to-Trough Percentage drawdown to
the Monte Carlo Analysis.
- Fixed
problem where sometimes the basket tester would prematurely terminate
before all of the securities selected in the trade database were tested.
- Consolidated
the Trade Summary Table with the Trade Reports Window and renamed it
as Trade Statistics. The Trade Statistics now consist of a Trade Statistics
Table and a Security Profit Chart with dynamic cross linking between
the two.
- Improved
chart display by integrating the reference line point into the chart
rather than displaying the reference line as a seperate chart series.
- The
focus point on bar charts now lines up with the middle tip of the bar
rather than on the left tip corner as it did previously.
- Dynamic
cross linking from the Trade Log to a Chart automatically positions
the chart focus in the middle of the chart pane and retains the axis
scaling unlike previous versions which would reset the axis scaling
to show the whole chart.
- Added
the ability to save the trade database in Comma Separated Variable (CSV)
Format. This facilitates editing or manipulating the Trade Database
using Microsoft Excel and then rewriting the trade database back out
to a Universal Text Trade Database (.trt) format which can be read by
TradeSim.
- Added
warnings and recommendations to disable any resident antivirus software
before proceeding to import or export the license key.
- Added
Fixed Transaction Cost per Contract for Commodities only.
- Added
the ability to round the position size to a specific lot size. For example
you may only beable to trade lot sizes of 100 shares or contracts so
if you have a position size of 351 then this will be rounded down to
300 units if the "Round Lot Size to" is set to 100. When a
lot is rounded so that the resulting position size is smaller than originally
requested an 'R' flag is added to the Position Size status.
|
2.3.0 |
Final |
14-Sep-2002 |
- Fixed
problem when loading a new trade database the main window would resize
to a state when the program was first started.
- The
chart zoom rectangle now shows up in a dark color for hi-color and true-color
displays.
- Added
the ability to scale currency values by 100 which allows currency data
that is expressed in cents or pence to be scaled back to the correct
default decimal values.
- The
currency is now displayed correctly according to the setup contained
in the "Regional and Language Options" settings of the Windows
Control Panel.
- Added
Peak-to-Trough Drawdown calculation to the Trade Simulation Report as
well as the actual Peak/Trough Capital dollar values and dates.
- Added
automated version update checking via the web.
- Changed
the Largest Minimum Trade Size from $10,000 to $1,000,000.
- Added
additional trade preferences to the Trade Simulation Report
|
2.2.1 |
Final |
16-Jul-2002 |
- Added
an extra option to the global preferences dialogue box to allow reporting
of duplicate trades. Duplicate trades are only reported they are not
removed from the trade database.
- Added
extra error reporting options. When a trade error is detected a popup
Message Box allows the option of controlling how subsequent errors are
processed.
- Enhanced
the Message Log with greater history depth and enhanced display with
text highlighting and coloring.
- Added
a Clear Log button to the Message Log.
- Added
the ability to print the Message Log.
- Increased
maximum "Fraction of capital risked per trade" from 10% to
50%.
|
2.2.0 |
Final |
19-Jun-2002 |
- The
Professional and Enterprise Editions now have the ability to import
and export trade database files that conform to the Universal Text Trade
Database File Format.
- The
color coding convention for the "Capital in Trades" charts
has been reversed. A red line on the chart represents a trade entry
wheras a blur line represents a trade exit.
- Added
a 'Maximum Trade Capital' envelope to the 'Capital In Trades' chart
which represents the maximum allowable total capital in trades.
- Reclassified
the "Bars" column in the Trade Database Manager. This column
now represents the number of bars in the trade not the days as was the
previous definition. One bar is always equal to one bar on the chart
irrespective of the chart periodicity.
- Added
a "Days" column to the Trade Database manager and replaced
the "Bars" column in the Trade Log with a "Days"
column. This column represents the number of days in the trade. TradeSim
uses the starting and ending dates of each trade to calculate the number
of days between the entry and exit dates. It does not distinguish between
trading and non-trading days.
- When
a trade database is generated each trade entry in the trade database
now includes trade volume.The trade volume is the minimum of the traded
volume at the time of the entry and exit triggers. TradeSim can now
use this information to determine whether or not there was enough traded
volume for the trade to be taken or it can throttle back a position
to a more realistic position size.
- Added
Traded Volume limits to the position size rules in TradeSim which allows
the traded volume in the trade database to be used to determine whether
or not a trade will be rejected based on its position size. A threshold
can be set as a percentage of the trade volume where a trade will be
rejected if insufficient traded volume is available.
- Added
the option of saving the Global Preferences on program exit. Previously
the Global Preferences were always saved on program exit.
- Corrected
problem where long trades were processed when "Process short trades
only" option was selected in the "Trade Position Type"
in the Trade Preferences tab.
- You
can now load a session file without reloading a database. This will
have the effect of initializing the trade parameters and preferences
to values stored in the session file without reloading the associated
database file. This feature is handy when you want to quickly setup
the enviroment with a predefined set of parameters.
- Added
extra information to the Position Size Status column in the Trade Log.
This column can now indicate a combination of the following status information
Normal, P=Partial Trade, S=Position Size limited and V=Position Value
limited.
- Added
the ability to jump from the currently selected item in the Trade Log
to it's matching trade entry/exit log event.
- Enhanced
the Trade Simulation Status Dialogue box by including a message log
window and extra indicators such as "Trades Rejected" and
"Partial Trades".
- Added
a Trade Database Manager Processing Dialogue Box which gives feedback
on the current processing status as well as allowing the user the option
to abort the process if for example a large trade database was taking
to long to process.
- Added
Portfolio Heat Limit parameters to the risked based position size models
according to Ed Seykotas definition of Portfolio Heat which is a measure
of the total risk of a portfolio at any given time.
- To
avoid any confusion with the newly introduced Portfolio Heat Parameters
the "Portfolio Heat" parameter in TradeSim has been renamed
"Portfolio Limit". It controls what portion of your trading
capital that can be allocated to all trades at any given time.
- For
the Professional and Enterprise Editions added three extra columns to
the Trade Log. These are:-
- The
trade risk as a percentage of the total trading capital.
- The
portfolio heat or total trade risk in dollars.
-
The portfolio heat or total trade risk as a percentage of of the
total trade capital.
- For
the Professional and Enterprise Editions added two extra charts. These
are:-
- The
portfolio heat or total trade risk in dollars at any one time. Overlayed
on this chart is an envelope which defines the maximum portfolio
heat limit in dollars.
- The
portfolio heat or total trade risk as a percentage of the total
trade capital at any one time. Overlayed on this chart is an envelope
which defines the maximum portfolio heat limit as a percentage of
the total trade capital at any one time.
- Added
two extra Exit Status flags which are:-
- Delayed
Exit
- Time
Stop
- Added
an Annualized Interest Rate column to the Monte Carlo Simulation Log.
- Added
a Trade Database Properties Dialogue box which is accessible from the
trade database manager popup menu. This displays the properties of the
currently loaded trade database.
- The
Trade Database "Extra Price" floating window is now turned
off by default but can be switched on via the trade database manager
popup menu.
- When
locating an event in the Trade Log by double clicking on a point in
a chart a marker is now placed on the chart at that point.
- Considerably
extended and enhanced the error checking and reporting capability of
the Trade Database Manager when a trade database is being loaded thus
allowing the user to quickly pinpoint and correct problems with the
trade data.
- Separated
the order type in the trade preferences to allow independent control
over the entry and exit ordering type.
|
2.1.1.467 |
Final |
24-Feb-2002 |
- Previously when
using a fixed dollar transaction cost the transaction cost referred
to the total transaction cost of the whole trade and not to each side
of the trade whereas the specification of the fractional transactional
cost referred to the cost of each side of the trade. To avoid confusion
and to make the specification of the transaction cost more consistent,
the definition of the transaction cost now applies to each side of the
trade as a separate cost irrespective of the transaction cost type.
For example a 30 dollar fixed transaction means that the total transaction
cost for the whole trade is 60 dollars whereas previously it was 30
dollars total per trade.
- Previously when
specifying a fractional transactional cost the exit transaction cost
was the same as the entry transaction cost irrespective of whether or
not the trade exit price was different to the trade entry price. This
has now been corrected and the exit transaction cost will reflect the
trade exit price.
- When using risked
based position size models and limiting the position size value to a
percentage less than 100%, selecting "Enable Partial Trades"
in the Trade Preferences tab would not limit the position size. This
has now been corrected in this version.
|
2.1.1.450 |
Final |
22-Feb-2002 |
- Previously
if a database was loaded with no trades, TradeSim would respond in an
unpredictable manner. This has now been corrected. The most likely cause
of zero trades in a trade database is because the trade database exploration
used an invalid security list or no securities were selected. Always
check the Exploration report to see if all of the selected securities
were used in the exploration.
- Improved
error checking and reporting of the Trade Parameters.
- When
a trade database is loaded and the price data in any trade falls below
the minimum price threshold of $0.00001(previously zero) then the trade
is automatically ignored and not included in the trade database. A message
is also reported to the message log which includes the trade information.
- Corrected
the progress bar display and status information in the status window
when a subset of trades has been selected in the trade database manager.
- When
a subset of the trades are selected and there are no trades with the
same entry date then it is not possible to run a Monte Carlo simulation
in the Enterprise Edition. If an attempt is made to run a Monte Carlo
simulation when an inadequate number of trade permutations are available
the Monte Carlo analysis will abort and a warning message box will pop
up to alert the user.
- The
"Ignore
Open Trades" option in the "Trade Preferences" dialogue
box has now been moved to the "Global Preferences" dialogue
box under the "Trade Database loading options" section. In
the previous version any open trades in the trade database would always
be loaded along with any other trades and a trade simulation would ignore
the open trades if the "Ignore Open Trades" was checked, even
if the open trades in the trade database manager were enabled. In the
current version, enabling the "Ignore Open Trades" option
ignores any open trades in the trade database so they do not appear
in the trade database manager.
- A "Sort by
Symbol" option has been added to the "Trade Database loading
options" section of the Global Preferences dialogue box. By default,
when a trade database is loaded the trade database is processed and
sorted by trade entry date only therefore all trades with the same entry
date are not sorted by their symbol. By checking the "Sort by Symbol"
checkbox the trades with the same entry date will be sorted alphabetically
by the security symbol.
- The Entry
Price and Exit Price columns have been consolidated
into one column in the Trade Log. This column is now labelled Price.The
status indicator in the Status column determines whether
the entry or exit price is displayed.
- The Actual
Entry Price and Actual Exit Price columns have
been consolidated into one column in the Trade Log. This column is now
labelled Actual Price. The status indicator in the Status
column determines whether the actual entry or actual exit price is displayed.
- The Slippage(Entry)
and Slippage(Exit) columns have been consolidated into one column in
the Trade Log. This column is now labelled Slippage. The
status indicator in the Status column determines whether
the entry or exit slippage is displayed.
|
2.1.0 |
Final |
4-Feb-2002 |
- A new column called
(Position Size) Status has been added to the Trade Log.
This column specifies whether or not the position size has been adjusted
according to additional trading rules, which constrain the maximum and
minimum position size.
- Normal
The position size is calculated according to the rules of the position
size model. No limiting or resizing of the position size has taken
place.
- Limited
The position size has been limited to an amount according to the
Position Size Limit parameter in the Trade Parameters window. Note
that position size limiting only has an effect when the risked based
position size models are used.
- Partial
Normally TradeSim will only take a trade if there is enough trading
capital to do so otherwise the trade will be rejected. If the Enable
Partial Trades option is selected in the Trade Preferences tab then
a trade whose position value exceeds the available trading capital
will be resized according to the available trading capital and the
trade will be taken as long as the available trading capital exceeds
the Minimum Trading Size parameter.
- A new column has
been added to the Trade Database Manager which displays the exit status
for the trade. The exit status indicates the way a trade was closed
when it was generated using the RecordTrades function. There are three
possible exit scenarios, which are stored along with the trade data
for each trade in the trade database.
- Normal
This type of trade exit was caused when a normal Exit Trigger forced
a trade exit.
- Stopped
Out This type of trade exit was caused when a money management
or hard dollar stop forced a trade exit.
- Open Trade
This type of trade exit was caused when an internal mechanism in
the RecordTrades function forced closure of an open trade.
- A "Minimum
Trade Size" parameter has been added to the Trade Preferences Tab.
This parameter specifies the minimum possible trade size before a trade
is taken. If the position value for a trade is less than this value
then the trade is automatically rejected. This allows the simulator
to take into account the minimum parcel size in accordance with the
rules specified by your exchange.
- An "Ignore
Open Trades" checkbox has been added to the Trade Preferences Tab.
When this option is selected all open trades in the trade database are
ignored during a trade simulation. This is the default operation of
the simulator. To include open trades in the simulation unselect this
option.
- An "Take Partial
Trades" checkbox has been added to the Trade Preferences Tab. Normally
TradeSim will only take a trade if there is enough trading capital to
do so otherwise the trade will be rejected. If the Enable Partial Trades
option is selected then a trade whose position value exceeds the available
trading capital will be resized according to the available trading capital
and the trade will be taken as long as the available trading capital
exceeds the minimum trading size parameter above.
- For the Professional
and Enterprise Editions a floating data window has been added to the
Trade Database Manager which is activated when the mouse cursor is moved
over the entry or exit price columns providing that the trade database
contains extended price data. When activated over the entry and exit
price columns, the floating data window displays the lowest and highest
value of the respective entry or exit prices for the trade.
- Added "Print
Preview" dialogue box to all charts. This allows greater control
and flexibility in the printed output for all charts.
|
2.0.4 |
Final |
1-Jan-2002 |
- Fixed problem with
"Equal Percent Dollar Units" position size model. Previously
the position size for this model was always stuck at $5000 irrespective
of the value in the "Fraction of total trade capital per trade"
field. This has now been corrected.
- Improved scaling
of chart bars when bar charts are zoomed out. Previously chart bars
would squash up and overlap each other when the chart was zoomed out
too much.
- Improved Auto Tag
and Auto Marker redraw. On some occasions, tags and markers would appear
when the number of chart points exceeded the threshold thus creating
a cluttered chart display.
- Added Maximum and
Minimum Equity and date of occurrence to the Trade Simulation Report.
- Added date of occurrence
to the "Maximum Dollar Drawdown" field in the Trade Simulation
Report. Note that the maximum dollar drawdown and the maximum percentage
drawdown don't neccessarily occur at the same time.
- Added date of occurrence
to the "Maximum Percentage Drawdown" field in the Trade Simulation
Report. Note that the maximum dollar drawdown and the maximum percentage
drawdown don't neccessarily occur at the same time.
- Added date of occurrence
to the "Largest Winning Trade" field in the Trade Simulation
Report.
- Added date of occurrence
to the "Largest Losing Trade" field in the Trade Simulation
Report.
|
2.0.3 |
Final |
2-Dec-2001 |
- Fixed problem causing
POW floating point exception errors to occur when bankrupt conditions
occurred.
- Fixed problem causing
floating point exception error to occur when the trade position size
was zero.
- When a Monte Carlo
analysis is run and the range of profit values spans from negative to
positive values the left most bar labelling value now corresponds to
the minimum negative trade simulation % profit value and the right most
bar labelling value now corresponds to the maximum positive trade simulation
% profit value. Previously these values did not correspond to the minimum
and maximum % profit values respectively, rather they were rounded to
values that were a multiple of the bar width value.
- Added color coding
to the progress bar in the Trade Simulation Status Window. During a
Trade Simulation the color of the progress bar will be dynamically updated
after each trade thus giving an indication of the current state of the
total capital pool. During a Monte Carlo analysis the progress bar color
will always be displayed in yellow color. When a Trade Simulation or
Monte Carlo analysis is run the following progress bar color coding
is used to denote the state of the total capital pool.
- Purple Bar-
Bankrupt condition ie Total Capital = 0
- Red Bar - Loss
condition ie Total Capital < Initial Capital
- Grey Bar -
Break Even condition ie Total Capital = Initial Capital
- Green Bar -
Profit condition ie Total Capital >Initial Capital
- Yellow Bar
- Monte Carlo analysis in progress
|
2.0.2 |
Final |
28-Nov-2001 |
- The 'Purchased'
and 'Position Size' columns in the Trade Log which represent the number
and value of a parcel of securities has been renamed to 'Position Size'
and 'Position Value' respectively. This has been done to remove any
confusion as 'Position Sizing' is a terminology which, is used to specify
the method of calculating the number and value of a parcel of securities.
- The position size
'Limit' column in the Trade Log has been removed and incorporated in
with the 'Position Size' and 'Position Value' columns using an asterix
* suffix to represent the position size limit condition.
- The Message Box
which pops up warning that the Monte Carlo analysis feature is not available
in the Standard and Professional Editions has been removed.
|
2.0.1 |
Final |
20-Nov-2001 |
|
2.0.0 |
Final |
14-Nov-2001 |
- Added Session(*.ses)
files which contain all of the trading parameters associated with a
trade database file.
- Added a Trade Summary
Table which contains trade summary information for all of the securities
that were executed in a trade simulation.
- Added basket testing
for objective testing of securities in isolation.
- Added extra information
in the Trade Simulation Report such as Average Profit per Trade, Gross
Trading Profit and Gross Trading Loss, Profit Factor, Profit Index,
Maximum dollar drawdown, t-value, Average bars in all trades, Average
bars in winning trades, Average bars in losing trades.
- Fixed problems
where the total trade duration would be incorrectly displayed in some
cases.
- Fixed problems
where the last bar of the Monthly and Yearly profit charts would not
display the correct value in some cases.
- Added the ability
to dock the Trade Inspector window to the Charts window.
- Added extra charting
features such as bottom axis labelling mode, label orientation and auto
markers.
- Added % Winning
Trades and % Losing Trades charts to the Professional and Enterprise
Editions.
- Added symbol information
to the status bar on the chart window.
- Added a Tools menu
to the Main menus.
- Added global preferences
settings which are updated on program exit and reloaded on program startup.
The global preferences dialogue box can be accessed from the Tools menu..
- Added date format
selection to the global preferences. These include short and long, European
and US date formats.
- Date formats are
now shown with a dash separator rather than a forward slash separator
to improve legibility particularly when viewing the Trade Log which
uses a 7 point Arial font. For example 21/07/98 is now displayed as
21-07-98
- Improved update
speed of the Trade Database, Trade Log and Monte Carlo log displays
particularly when resorting the data.
- Fixed a problem
where the "View User Manual" and "View Readme Document"
menu items in the Help menu would not correctly work after a trade database
file was loaded.
- Swapped the positions
of the 'Initial Stop' and 'Entry Price' columns on the Trade Database
display. The 'Entry Price' column is now directly displayed alongside
the 'Exit Price' column.
- The Trade Inspector
no longer displays data when the mouse cursor is moved outside the chart
boundary. When the mouse cursor is moved outside the chart boundary
the Trade Inspector data fields are automatically blanked.
|
1.0.2.225 |
Final |
9-Sep-2001 |
- In the Registration
Dialogue box the customer code is no longer emailed but a URL is given
where the details can be entered and processed.
|
1.0.2.221 |
Final |
8-Sep-2001 |
- Added extra error
detection and correction of the trade database files in both the Metastock
plugin and TradeSim executable. This enables spurious trade data to
be filtered out and not included in the trade database for analysis.
|
1.0.2.220 |
Final |
17-Aug-2001 |
- Release a new
low cost version called the Standard Editon which contains a feature
subset of the Professional Edition.
- Enhanced simulation
speed for single simulations when trades were disabled. Previously,
time would be wasted in updating the Status Log display for trades that
were disabled in the Trade Database.
|
1.0.1.207 |
Final |
1-Aug-2001 |
- Added Total Transaction
Cost to the Trade Simulation Report.
- Added Display Row
Filtering to the Trade Log preferences dialogue box which allows displaying
one of three options namely:-
- Trade Entry
and Exit.
- Trade Entry only.
- Trade Exit only.
- Added the ability
to model the effects of slippage through limit and market orders as
well as a worst case slippage model which enters and exits the market
at the worst possible price on the day.
- Changed the report
formating so that left naming fields are left justified and right value
fields are right justified separated by a light gray underlining and
the whole report is now center justified.
- The setup file
now automatically invokes the Metastock formula installation program.
- Improved the TradeSim.dll
external Metastock plugin so that it is easier to generate a trade database.
- Added the ability
to run the User Manual and Readme files from within TradeSim although
the Adobe Acrobat Reader is still needed to view the manual and a Web
browser is needed to view the Readme file.
- The TradeLog can
now be saved to a hypertext file (HTM, HTML) with color information
preserved.
|
1.0.0.166 |
Final |
19-Jul-2001 |
- Fixed problem which
caused a random exception error on program exit.
- Added hour glass
mouse cursor when highlighting and checking or unchecking a large number
of trades in the trade database.
|
1.0.0.163 |
Final |
15-Jul-2001 |
- Initial Release
- Added the ability
to export the contents of the Trade Database, Trade Log and the Monte
Carlo Simulation Log tables into various file formats such as:-
- Comma Separated
Variable format *.csv
- Word Document
file format *.doc
- Hypertext Markup
Language format *.html and *.htm
- Standard Ascii
Text file format *.txt
- Excel Spreadsheet
file format *.xls
- To access this
facility right click on the Trade Database, Trade Log or Monte Carlo
Simulation Log Window and select the Export file option. A file save
dialogue box will appear asking you to select the appropriate file and
file format. You do not need to specify the file extension as one will
be automatically appended according to the file format you have chosen.
|