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  4. Коллеги, приветствую! Если кто-нибудь собирает ТИКОВЫЕ данные с биржи Deribit, очень прошу поделиться. Интересуют тиковые кеши в формате TSLab за 2019-2020 год.
  5. Добрый день, нет, коннектора Exante не будет. Нет спроса.
  6. Добрый день! А что в итоге с коннектором к EXANTE по FIX? Какие-то отголоски и рудименты в документациях нахожу, но подключить по всей видимости нельзя. Появится ли?
  7. Дополнительная информация: побарный (не потоковый) кубик: https://docs.tslab.pro/pages/viewpage.action?pageId=38961293 папка Handlers и создание индикаторов на API: https://docs.tslab.pro/pages/viewpage.action?pageId=20185716
  8. Кубик "IntervalsBetweenDates" Периодически встает задача подсчитать конкретное кол-во дней между двумя датами. В ТСЛаб нет способа сделать это быстро, особенно учитывая формат времени ТСЛАБ в видео ГГММДД, то есть ГОД, Месяц, ДЕНЬ. Данный кубик автоматически рассчитывает необходимое кол-во интервалов между двумя датами, для чего необходимо на вход №1 подать дату начала интервала, на вход №2 - дату окончания интервала. В кубике имеется выбор необходимо интервала для расчета: дней, часов, минут. В зависимости от настройки будет выдаваться необходимо значение. Кубик не потоковый, что го
  9. В данном разделе размещены кубики, выполненные пользователями ТСЛаб. Кубики размещены as is, то есть автор провел определенное тестирование, но не гарантирует работоспособность во всех случаях применения Правила: -- каждый кубик выкладывается в новую ветку с описанием функционала и целей применения -- кубик распространяется свободно, то есть бесплатно, любое желающий может воспользоваться, в том числе изменить код кубика для личных целей -- в случае выявления ошибок и/или наличия предложений, они (ошибки, предложения и т.д.) указываются в ветке соответствующего кубика, автор кубик
  10. Version 2.1.12.0 Attention! We strongly recommend to backup your data before update! New: Added new "Previous value" block; Added new "Stacked Trading Statistics" block; Added display of positions for all instruments in the Agents window. Changes: Improved optimization and memory load speed on multi-core processors; Added the ability to display custom optimization results on a 3D chart; Updated FORTS work schedule for 2021 in the program; Transaq New provider has been renamed to Transaq in the list of online data providers; I
  11. Version 2.1.11.0 Attention! We strongly recommend to backup your data before update! Fixed: Deribit: fixed connection problems The former logic of the ATR indicator has been restored for compatibility with old scripts. Block renamed to ATR (Old). Made a new ATR block. various minor bug fixes and improvements.
  12. Version 2.1.10.0 Attention! We strongly recommend to backup your data before update! New: New data provider Binance Coin-M Changes: Bittrex: added trading history Fixed: Binance Futures: fixed an error when connecting a data provider Binance Futures: fixed the freezing of the request queue while the data provider is running Bittrex: modified the mechanism of formation of prices candles Bittrex: increased inactivity timeout Bittrex: transfer to the V3 API Interactive Brokers: edits for working with deals Binance: transfer t
  13. Version 2.1.9.0 Attention! We strongly recommend to backup your data before update ! Changes: added a script loading indicator when opening the editor; added the "Copy" button, by which the notification handler is copied (if allowed for this handler type) with all filters and settings. Fixed: fixed an error where trade data from the Alor data provider was not loaded; fixed an error with loading indicators in some situations; fixed a bug in the order manager that caused it to freeze when working with the Binance Futures data provider; fix
  14. Version 2.1.8.0 Attention! We strongly recommend to backup your data before update ! Changes: The "Calculate Sharpe/Sortino Ratios" parameter has been added to the Program Settings menu. Fixed: various minor bug fixes and improvements.
  15. Version 2.1.7.0 Attention! We strongly recommend to backup your data before update ! New: New data provider: cryptocurrency exchange OKEx. Changes: added Sharpe ratio with monthly calculation to the Optimization Results table and to the Result table; added Sortino ratio to the Optimization Results table and to the Result table; added the ability to set the minimum interval for dumping screenshots to disk equal to 1 sec. Fixed: Interactive Brokers: improved data provider, fixed work with requests; fixed the error when the trade
  16. Version 2.0.42.0 Attention! We strongly recommend to backup your data before update ! Fixed an error in the programm update component. Previous version 2.0.41.0 Changes: added support for the evening session of the MCX; updated Transaq libraries. Fixed: Quik Lua: various minor fixes in the data provider; fixed an error in case of incorrect time input in the Risk Manager rules; various edits on the options board; various minor bug fixes and improvements.
  17. Version 2.0.41.0 Attention! We strongly recommend to backup your data before update ! Changes: added support for the evening session of the MCX; updated Transaq libraries. Fixed: Quik Lua: various minor fixes in the data provider; fixed an error in case of incorrect time input in the Risk Manager rules; various edits on the options board; various minor bug fixes and improvements.
  18. Version 2.1.6.0 Attention! We strongly recommend to backup your data before update ! Fixed: Ricom Trust: restored connection to the Ricom Trust server; fixed error that caused the Agents to hang during their launch; various minor bug fixes and improvements.
  19. Version 2.1.5.0 Attention! We strongly recommend to backup your data before update ! New: New data provider LMAX Global. Changes: Interactive Brokers: added an option that limits the number of days to download ticks; Interactive Brokers: added skipping bars with zero volume; Transaq: improved processing of related orders in Transaq; text files data provider: fixed statistics calculation when working with tick data; block "Profit (in N positions)": fixed work of "Profit kind" parameters; block "Trade Statistics": added the ability to speci
  20. Version 2.1.4.0 Attention! We strongly recommend to backup your data before update ! Update: Transaq: updated Transaq library. Fixed: Interactive Brokers: fixed chart loading problems; Interactive Brokers: fixed errors with incorrect lot size filling; Interactive Brokers: fixed incorrect display "Positions (lots)" and "P/L" in Autotrading control center; Binance: fixed processing of pending orders (in some cases, the execution of the order could come earlier than the notification of the receipt of the order); Binance: fixed processing of liquid
  21. Version 2.1.3.0 Attention! We strongly recommend to backup your data before update ! Fixed: Binance: updated Binance API; Interactive Brokers: fixed history data loading; Interactive Brokers: fixed lotsize value for some securities; Interactive Brokers: fixed errors during processing orders; Lmax: fixed errors during processing orders (message "Quantity '0' order cannot be created"); Lmax: fixed production server URL (the new one is api.lmaxtrader.com); fixed and improved block GetValueAtm; Autotrading Control Center: fixed incorrect st
  22. Version 2.1.2.0 Attention! We strongly recommend to backup your data before update ! New: New provider BitMEX. Changes: Transaq HFT: updated Transaq HFT library. Fixed: Binance, Deribit: Buy/Sell recalculating interval error; Binance: fixed errors during processing orders/deals in a specific situation; text files data provider: price step was not read from settings; fixed error while saving agent message window settings; Alor: fixed errors during receiving data from Alor servers (due to a change in the
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