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AdminIPS

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  1. Version 2.1.16.0 Attention! It is highly recommended to back up your data before performing the update! New: The "Start all agents" button has been added to the "Autotrading Control Center" window; A button for group change of providers in sources has been added to the agent settings window; Added a message / event about the availability of a program update; New block "Net value by account"; New version of Transaq connector 2.21.14. Changes: Added the ability to change the display dates of historical data in containers when selecting the "Allowed to apply optimization" item; Improved memory and performance when working with option board; BinanceSpot: increased tick download limit; Added the ability of the Cached Data Provider to work with tick data caches; Increased history length limit when testing on tick data; OKEx: added display of total futures position. Important! in the account settings on the OKEx website, 'Clean Mode' must be selected; Added column sorting in the editor on the Parameters tab for those columns where it is allowed. Fixed: Fixed an error that caused double logout messages after vendor reconnection; Fixed an errors in the "Last position has been closed and it was long" and "Last position has been closed and it was short" blocks; Fixed placing orders via QuikLua on the American market; Alor: fixed the situation with duplicate orders with a large volume of orders; ByBit: various bugs fixed; Fixed an error that prevented changing the Name of the Control Pane block in the editor; Transaq MMA: the provider has been improved to work with a margin account (the error "Not enough funds" was issued); Fixed error "NullReferenceException: Object reference does not point to an object instance" in the indicator editor; IB: fixed IB cancellation; Fixed an error where after compiling the script, the dependent dll blocks were not added; Fixed operation of the "Recalc Scheduler" block when working with the Control pane; Cryptocurrency exchanges: fixed "Tick size" in quotes for cryptocurrency exchanges; various minor bugs .
  2. Version 2.1.15.0 Attention! It is highly recommended to backup your data before performing the update! Fixed : An error due to which the cached deals of agents were not loaded when the checkbox of the data provider settings "Offline orders/Trades visibility" was enabled; Binance providers. Fixed an error that occurred when connecting to a provider: "Timestamp for this request is outside of the recvWindow"; An error that occurs while loading tick data for a chart; various minor bugs .
  3. Version 2.1.14.0 Attention! It is highly recommended to backup your data before performing the update! New : TSChannel - Service for building automated distributed trading systems Changes : A setting has been added to all crypto providers that saves ticks every N minutes (Save tick, min); Added detailing in the Agent Control Center module; Added the option "Detail logging order/trade cache actions", which solves the problem with a long connection time with a large order / deal cache; Added the ability to configure the parameters of TSChannel blocks in the agent settings window; Added a new option in the agent settings - "Order Expiration, days"; Added indices for Binance and Deribit: FundingRate, MarkPrice, IndexPrice; Added the ability to pause during optimization; In the script manager, a button "Change provider in sources" has been added to quickly change similar providers in script sources; Removed output of information in exponential format on the chart; Fixed memory leaks in the My Orders and My Trades windows; Binance: The option "Download ticks in N days" has been changed to "Ticks loading depth,min". Allows you to speed up the connection if you don't need a large depth of history; Binance: Improved work with rate limit for multiple data providers; Okex: Migrated from V3 to V5 API. Fixed : Fixed an error related to the option Visibility of deals / orders offline; Fixed an error that reset the content settings of secondary windows; Added output of data from the Text block to the Control Panel; Binance: Fixed a timeout bug that was breaking the agent; Binance: Fixed an issue where the agent did not see commissions on Binance Spot; Binance Spot: Fixed due to changes to the exchange API; BitMEX: Fixed various minor bugs; Deribit: Fixed a bug that occurred when a conditional order was triggered; IB: Fixed work with orders created during non-trading hours and after reconnections; IB: Fixed error "Reading after end of stream is not possible" for some contracts; QuikLua: Fixed a bug due to which the account when creating an order was different from the account in the sent data on the order; Rithmic: Fixed local time setting; various minor bugs.
  4. Version 2.1.13.0 Attention! We strongly recommend to backup your data before update! New: New Data provider OKEX Futures; New Data provider Binance Margin; Implemented "Agent Control Center" (experimental); New block "Stacked Trade Statistics"; New block "Position by name"; In the menu "Program Settings" - "Trade" added the option "Minimum script recalculation interval". Changes: Updated version of Transaq connector; Updated version of Transaq HFT connector; In the IB Data provider Settings window, the option "Load trades" has been added, which allows enabling / disabling the loading of ticks upon connection; The number of entries in the "Sum up", "Max" and "Min" blocks has been increased; The logic of sorting block names in the "Optimization" window has been changed; In the "Toolbar" window, added the ability to expand / collapse the lines of the block tree by double-clicking; Added a field with a description of the error when the mouse pointer is over the block; The auto login mechanism has been redesigned for QUIK; For RTS Plaza 2, the ability to manually enter the "Custom start trading time" in milliseconds has been added; The work of the Trade Statistics Upper and Lower Level blocks has been accelerated; Finam Data provider - added support for American Stock when QuikLua is connected. Fixed: Bug fixes / changes made to Binance COIN, Binance Spot, Binance Futures, Transaq HFT, Deribit, Bitfinex, Smartcom, Rithmic providers Added the ability to insert text consisting of several lines into the "Comment" block; Fixed a problem with loading a container made in the previous version of TSLab; Binance Providers - error exceeding data upload limits (2400 requests per minute); In the script manager, the sorting has been fixed for the "Creation Date" and "Modification Date" columns; Added check for reserved characters in block names; Fixed the work of the "Start time" parameter of the "Trade Statistics" block; Fixed an error in working with the "Control Panel" when using a container; various minor bug fixes and improvements.
  5. 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; In the "Quotes" window, the "SumBid" and "SumAsk" fields for Binance and Deribit have been improved; Implemented work with Quik 8.10.1.1; Updated the Transaq library to work with the new version of the Finam broker server software; Changes made to the process of scaling the chart using the mouse wheel. Fixed: fixed an error that occurred when selecting scripts; removed the simultaneous saving of the program database when saving the script to an external file; fixed an error that occurred when working with optimization results; fixed an error that occurred when using the "Event" block as a source of conditions for an order; fixed an error in the work of limiting the number of orders in Risk Management; fixed negative values of control panel elements; fixed incorrect operation of left / right movement arrows when working with multiple windows; changes in Risk Management were not always savedя; fixed trading session settings for SPC.Transaq data provider; fixed time filter for group in Risk Management; fixed display of data when selecting a new contract for an agent in the Agents window; fixed an error that occurred when deleting agents; Transaq: fixed reopening of a position during long breaks between trading days; fixed properties of type enum (selection from the list) in optimization; Bittrex: fixed number of decimal places for instrument price; fixed display of Sharpe / Sortino ratios during optimization; fixed an error when exporting optimization results to Excel; fixed updating of source information from a text file when paired with a source connected to a real connector; Interactive Brokers: the disappearance of instruments from the list of securities; Okex: fixed getting positions; Okex: fixed work with placed orders when restarting the program; IQFeed: fixed work with Interactive Brokers; Interactive Brokers: loading of skipped bars when TWS terminal is restored; various minor bug fixes and improvements.
  6. 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.
  7. 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 to updated API Bitmex: fixed reconnection problems QuikDDE: improved connection process QuikDDE: fixed position display after reconnection fixed incorrect work of the "group" frame in the visual script editor withdrawal of profit/loss when the line of deals is collapsed in the agent fixed work with instrument subscriptions displaying an error message when canceling an order fixed sorting in the position window improved work of the script optimization process fixed dumping parameters from external script in editor after closing fixed display of the price of a related order after reconnection fixed rounding of fractional volume values when sizing positions fixed message output when the volume is set less than the minimum fixed construction of a standard second chart from a tick chart various minor bug fixes and improvements.
  8. 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; fixed display of comments and tags when selecting a script during Agent creation; fixed calculation of accuracy in entry price if tickers have different price accuracy; the process of calculating the Sharpe / Sortino ratios has been improved; various minor bug fixes and improvements.
  9. 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.
  10. 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 settings of the script were not loaded into the created agent; fixed error in ATR indicator calculations; various minor bug fixes and improvements.
  11. 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.
  12. 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.
  13. 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.
  14. 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 specify the date and time of the start of the calculation of trade statistics; block "Save to Global Cache": added the ability to save data between program launches and recalculations; block "External C# script": added the ability to delete multiple files from an external script; new menu for selecting parameters of the time interval on the chart; added the ability to accept negative prices in the Order manager; changed the Agent settings window; drawdown for closed positions and recovery factor for fixed drawdown added to the "Results" table. Fixed: QuikLua: fixed error loading charts; QuikLua: fixed error loading a large amount of historical data on a minute chart; Interactive Brokers: fixed error causing disconnection from the data provider when requesting an expired instrument from quotes; Interactive Brokers: fixed error related to displaying the Account; Interactive Brokers: fixed error canceling orders Interactive Brokers: fixed error loading historical data; Interactive Brokers: fixed position opening error; Binance: fixed error creating an order with an amount equal to '0'; Binance: fixed error "Timestamp for this request was 1000ms ahead of the server's time"; Bitmex: fixed error opening a position for a free license; improved transition from version 2.0 to version 2.1; updating the name of the chart panel in the script editor; preservation of block connector colors; improved recalculation from the control panel, when changing a parameter; fixed error in block «Changed Position Exit Bar Number» ; fixed property "IOrder.Date": returns real time of order change; fixed setting of order parameters by clicking "Close position" in the "Order Manager"; various minor bug fixes and improvements.
  15. 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 liquidation orders( or trades) ; Binance: fixed incorrect rounding for Lot size - less than 1 (which led to the creation of an order with size 0); Binance: fixed errors when connecting to the server (in some cases user had to restart the program or in some cases it was necessary to restart the program); BitMEX: in some cases, when trying to place an order by Ask/Bid levels, there was a server error - with the mark 'Spam' BitMEX: fixed errors when connecting to the server; BitMEX: fixed error with incorrect recalcution for Buy/Sell mode without volume; Lab: fixed updating the Trades window (could lead to long-term processing on large volumes of data); Autotrading control center: fixed error incorrectly showing the size of the virtual position (rounding was not used); fixed error updating chart with text data; Order manager: fixed error with the wrong portfolio after restoring the workspace; Order manager: in some cases, the effect of twitching lines could occur; various minor bug fixes and errors.
  16. 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 statistics after restarting the program; Autotrading Control Center: an Agent could lose its securities binding and stop; various minor bug fixes and improvements.
  17. 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 exchange protocol); Quik: fixed errors during processing orders/deals processing using Quik DDE; various minor bug fixes and improvements.
  18. Version 2.0.39.0 Attention! We strongly recommend to backup your data before update ! Updated: Transaq HFT: updated Transaq HFT library. Fixed: Alor: fixed errors during receiving data from Alor servers (due to a change in the exchange protocol); Text files data provider: price step was not read from settings; Quik: fixed errors during processing orders/deals using Quik DDE; various minor bug fixes and improvements.
  19. Version 2.0.38.0 Attention! We strongly recommend to backup your data before update ! Updated: Transaq: updated Transaq library; Plaza2: updated libraries to support SPECTRA 6.3; Autotrading Control Center: added a confirmation dialog for the "Stop all agents" button Fixed: Alor: not showed NP/L in a Positions window; Deribit: fixed error when "The input string had an invalid format" message raised on the connection; text sources: in the names of instrument all lowercase characters changed to uppercase, now the original name is preserved unchanged; various minor bug fixes and improvements.
  20. Version 2.0.37.0 Attention! We strongly recommend to backup your data before update ! Updated: scheduled restart is disabled while optimization is in progress. . Fixed: Interactive Brokers: error on loading data (required to restart the program and delete the cache); Deribit: error on processing conditional orders; Deribit: connection error; wrong values display Agent profit/loss in some cases; abnormal termination of the program when working with the Option board; error at the start optimization; buttons could be inactive in the Orders manager in some cases; there was an error when you double-click on a block Control pane; various minor bug fixes and improvements.
  21. TSLab Deribit API v.2 Major change for Bitcoin futures Lot size is now 10 USD (used to be in units) This affects the Positions window and the volumes in the order queue. The equity curve in agents and scripts will now be displayed correctly (used to be chart prices) For ETH and all options the size remained in units What you need to do 1 . Back up your data In the program, open the Tools - Backup 2. Close Bitcoin Futures Positions stop BTC futures trading agents. Trade - Commands Manager. Run signals closing positions on BTC futures. 3. Updating the program Option A. (recommended). At 23:59 local time (or earlier) Disable the exchange connection schedule in the connection manager. Disconnect from the exchange Be sure to save the configuration! Open the program at 00:01 Perform update. (If the manual update mode was selected in the program settings, then Tools - Check for updates) After restarting the program, connect to the exchange (or enable the data provider connection schedule). Option B. (Anytime) in the program, open the item Tools - Folder with logs - Explorer will open Disable the exchange connection schedule in the connection manager. Disconnect from the exchange Be sure to save the configuration! Exit the program Go up one level in Explorer and go to the Your_Deribit_CacheTrade_Supplier_Server_name folder (the folder is on the same level as the log folder) Delete ALL files for the current day. Perform update. (If the manual update mode was selected in the program settings, then Tools - Check for updates) If you have any questions, we are happy to help. Support Center: http://support.tslab.pro
  22. Version 2.0.36.0 Attention! Backup data before update ! We kindly ask Deribit clients to read this article before update - https://forum.tslab.pro/index.php?/topic/126-how-to-update-from-tslab-2035-for-deribit-users/! Update: Deribit: move to API v.2; Huobi: libraries updated; Transaq(all connectors): broker's connectors updated. Fixed: "P/L trades" and "P/L of one lot" columns were missing while exporting trade report in CSV format; Telegram: "Chat not found" error fixed; occasional agent error while double closing postions; error while saving agent trades table settings; wrong displaying of bar-signal connection; Binance: repeated close occurred on zero quantity; BTC providers: Buy/Sell recalculating interval error; various minor errors.
  23. Version 2.0.35.0 Attention! We strongly recommend to backup your data before update ! New: Deribit: downloading bars from the server has ben added; Huobi: downloading bars from the server has ben added; Binance: downloading bars from the server has ben added; Alor: data providers for demo servers have been added. Updated: Opening: history server address has been changed. Fixed: Huobi: Problems with updating charts; Huobi, Binance: orders sent from the server could have been duplicated occasionally; There were problems with saving chosen filters in the optimization results; various minor errors.
  24. Options Desk cannot be used in trading options at Deribit. Please use these scripts created for Deribit - http://files.tslab.ru/files/script/2019-05_-_Deribit_Scripts.zip 95 - HV Deribit (RW) - collecting historical volatility 99 - HVIV Deribit - viewing long term historical volatility 99 - Static Analysis Deribit - position forming script able to manage all parameters of the "synthetic" market 105 - Simm Deribit BTC - trading simulation. The result is given in BTC. 105 - Simm Deribit USD - trading simulation. The result is given in USD.
  25. 4 июня 2019 года в 20:00 час по московскому времени состоится бесплатный вебинар «Ваш первый шаг к алгоритмической торговле». Дмитрий Власов расскажет о видах и стилях биржевой торговли, как устроена алгоритмическая торговля, как создать портфель торговых стратегий и управлять им прямо у вас на глазах! Дмитрий Власов более 15-ти лет торгует на Московской бирже. С 2014 года использует технологию алготорговли на платформе TSLab портфелем торговых стратегий, за 4 года счёт увеличен более чем в 6 раз. Он готов раскрыть свои секреты успешной торговли и ответить на ваши вопросы. Подать заявку на участие: http://promo.alorbroker.ru/onlineat?utm_source=tslab
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