v8.0 [Nov 24, 2015]
Bugs Fixed:
Chart canvas was improperly displayed on a Windows 10 virtual desktop
Last 1 minute bar for session could hold entire days range
VX futures was no longer resolving to monthly expiry since IB added weekly expiries
Multiple indicator plots were not available under input series of indicators
Lock icon was showing up on drawing tools without moving them
Draw.Text genearted error when reloading historical data
Bars out of sync from Ul and core processing
Resolved errors when requesting historical tick data
Market depth subscriptions were sometimes being subscribed to twice resulting in
uneven depth display
Importing backup file caused unhandled exception and platform freeze
Regression Channel not being drawn on secondary instrument
Moving data series to new panel reverts to "right" when moved
Holiday defininition can throw off some session calculation on chart
A race condition could prevent successful connect
Rollover feature could exhibit issue displaying today's data
Calling a second AddPlot() with same name did not render
OHLC chart style right-facing line extends further than left-facing line
Strategies count doubling when applied in strategies grid on playback connection
Strategies not updating trading hours template when applied in strategies grid
Error message when requesting some stocks
Error when opening the News Window on FXCM connection
Exception could occur when drag and dropping data series with strategy attached
Visual Studio custom project not updating when file is pasted into an appropriate
NinjaScript folder in file system
Drawn objects duplicated when template is applied
Market Analyzer alerts was only pulling condition columns from first tab
Right click time axis switches crosshair in daily charts
Andrew's Pitchfork anchor line being redrawn when calculation mode changed
Tick Replay not functioning prior to rollover date on current futures contract with "merge
back adjusted" set
Executions were sometimes duplicated
Interval link button did not always work after a restart
Plot values was not updating within the same millisecond in the data box on tick charts
Draw methods did not render when compiled to DLL
Trades display "chart" option was combining executions from multiple instruments in a
single chart
Adapter not consistently pulling external executions upon connecting
Text in note column of Market Analyzer reappears after deleting
Print feature throwing unhandled null reference exception on all windows
Sim101 applied commission template was not being replicated on Playback101 account
Unhandled exception could occur after deleting last workspace
Drag and drop dataseries was incorrectly cloning previous charts bar spacing
Machine id error/attempts to launch second NT8 instance when double-clicking on NT8 backup archive
Font color on all skins was black in the "share" window
DirectX error when using "horizontal line" plot style in CurrentDayOLC indicator
Updated show help to always be language specific
Russian localization not allowing stop limit orders on SuperDom and russian words are
left over when switching to English
No calls to OnMarketData with multiple indicators when using tick replay
Removed ’Visible" property from data series due to lack of applicable use cases
Public indicator properties were not showing unless using NinjaScriptProperty tag
A folder named GlobalDrawObject' was being created by the installer
Added error when attempting to load NT7 chart templates or corrupt NT8 templates
"price based on” property of data series was reverting to "last" when switching interval
on a chart
Strategy was unable to change account after restarting the platform
Strategy columns did not update when strategy is enabled in a particular way
Allow sub-cent commissions for stocks
Exception when sorting by indicator column
Global cross hair issues while connected to playback connection
Some features indicator "data series" does not show pnf bar type property name
Playback controller still showed "play" button when no data is available
Border around the data area of ruler drawing objects was not selectable
Submitting an order as there is not playback data available, e.g. right after connecting
and before starting playback, could crash ninjatrader
Chart panels re-sizing when data series properties are changed
v7.0 [Aug 31, 2009]
- General Enhancements
Performance
- Significant memory reductions across all areas of the application
- Faster application start up and workspace recovery on multi-core machines
- Optimized processing of streaming/real-time events
- Optimized processing of bar data recording - Lower CPU utilization and smaller memory footprint
- Significant optimization of internal in memory bar management and building processes
- Historical data requests are now internally processed down to an increment of one hour if the connectivity provider supports this level of granularity reducing data download times
- Upgrade to Microsoft .NET 3.5 runtime
- True 64-bit windows support where possible
- Historical data now stored in binary format in file system vs database
- Replaced Jet database engine with SQL server compact edition database engine
General
- Added new Google adapter
- Added support for fundamental data
- Added support for historical bid and ask data (most connectivity providers do not support historical bid/ask data)
- Added ability to automatically connect to your broker/market data service on NinjaTrader start up
- Improved search algorithm used in the Instrument Manager
- Deprecated OpenTick adapter support
- Miscellaneous Enhancements
General
- Z-order of application windows are accurately restored on reloading of a workspace
- Removed "Default" workspace requirement
- ATM strategy generated stop loss orders are no longer hard coded to use "Stop Limit" orders on Globex
- Removed "Loading data..." pop up dialog window for historical data
- Start up splash screen is no longer top most
- Strategy Analyzer Enhancements
General
- Multi-core support for strategy optimization and basket backtesting
- Optimized backtesting performance
- New Monte Carlo analysis window
- New genetic optimization algorithm
- New bar interval optimization - In addition to optimizing on strategy parameters you can now optimize on bar interval
- New multi-instrument optimization that aggregates all optimization results of an instrument list into a virtual data set which then generates a "total" performance report
- Add performance graph - Trades by Entry Time as histogram
- Added performance graph - Trades by Exit Time as histogram
- Bars required parameter is now only relevant on the first test period during walk forward optimization
- Strategy Wizard Enhancements
General
- Added condition element "Session Break"
- Added action "Set bar color"
- Added action "Set back color"
- Added action "Set back color all"
- Added action "Candle outline color"
- Added drawing action "Regression channel"
- Added drawing action "Fixed text"
- Added "Compile" button which allows you to compile your strategy at any point in the wizard vs at the very end
- Data Management Enhancements
General
- Added "Historical Data Manager" which provides the ability to edit historical data records through addition, exclusion or change
- Added "Session Manager" which allows for the creation of session profiles that can be assigned at the instrument level
- Added automatic merging (continuous contracts) by where historical data from an expired futures contract will be transparently merged into the front month contract
- Added "Metastock" data import
- Added ability to import data where time stamps are start of bar time stamped
- Added ability to generate minute or day bars from imported tick or minute data
- Improved flexibility in historical data import format
- Market Replay Enhancements
General
- General performance improvements
- Added ability to download historical replay files from NinjaTrader servers
- New data files are started at midnight ET
- All recorded replay data files are now aggregated into a single replay session allowing for continuous replay across all available days
- Draw objects added during replay are now removed on rewind
- NinjaScript Enhancements
General
- Objects that implement the IDataSeries interface (excluding DataSeries objects that hold drive indicator plots) now by default only hold the last 256 values but can be overridden to hold infinite values if required
- "Save As" and "Print" menus to the Output window
- Historical data import are now implemented as NinjaScript objects - Advanced developers can program their own custom import formats
- Improved File > Utilities > Import NinjaScript to support custom 3rd party assemblies
- NinjaScript exceptions are now sent to the Output window in addition to the Log tab
- Added "Weighted" and "Weighteds" price type data series
- SendMail() method now supports multiple email addresses
- Output window can now be launched from a chart
- Added new "OnFundamentalData" method that is called on any change in fundamental data
- Changed data type of "int" to "long" for Volume
Indicators
- Added support for multi-series indicators
- Improved support for multi-color plots
- Changed internal logic of how/when OnBarUpdate() is triggered - There were situations where buried indicators using custom data series did not fire OnBarUpdate() in correct sequence
Strategies
- Added "StdDev" standard deviation to the TradesPerformance class
- Added "GetAccountValue()" method
- Fixed issue with sequence of OnBarUpdate() calls for multi-series strategies
- Market Analyzer Enhancements
General
- Added ability to add/change instruments by typing the instrument name (symbol) directly into the grid
- Significantly optimized data series loading for indicator based columns
- Optionally highlight instrument column if any cell in its row changes value
- Added ability to change the text of a cell based on user defined conditions
- Added ">=" and "<=" conditions
- Added "Cross Above" and "Cross Below" conditions
- Added ability to drag and drop rows
- Added ability to add user defined label rows
- Added new column "Instrument description"
- Bars look back property now customizable per indicator column allow for optimized user set ups resulting in smaller memory footprint
- Session definitions can now be defined by instrument row
- Clicking in white space or pressing the Esc key now de-selects a row
- Added 10+ fundamental data columns
- Charting Enhancements
General
- Added support for "Ask" and "Bid" charts
- Added support for rapidly changing charts for forex and indexes
- Alt + F4 key combination now closes chart
New Multi-Series Charting
- Accurately mix multiple data series on the same chart
- Data series can be any mix of instruments or interval types
- New "Format Data Series" dialog window to support multiple series
- Each data series can be parameterized independently allowing for full visual customization
Indicators
- Added support for indicators on indicators at the user interface level
- Infinite nesting of indicators on indicators
- Added support to save user defined default settings per indicator
- Added new plot styles Block, Cross, HLine, TriangleDown, TriangleUp, TriangleLeft, TriangleRight
- Added "T3" indicator
- Added "DEMA" Double Exponential Moving Average indicator
- Added "Double Stochastics" indicator
- Added "ZLEMA" Zero Lag Exponential Moving Average indicator
- Added "Chaikin Volatility" indicator
- Added "LinRegIntercept" indicator
- Added "LinRegSlopes" indicator
- Added "MAEnvelopes" indicator
- Added "PFE" Polarized Fractal Efficiency indicator
- Added "RSquared" indicator
Enhanced Y Axis Scaling
- Logarithmic or linear
- User defined fixed range y axis
- Three independent scales per panel (Left, right and overlay)
- User defined horizontal grid lines now expressed in points
- Reduced white space in left and right margins creating a bigger chart canvas
New Flexible Chart Panel Management
- Move panels up or down
- Panel properties dialog window
- Panels can be maximized to full screen and restored
- Auto-arrange panels to default ratios
- Panels can be removed which removes all objects within a panel
- When adding a new indicator or data series to a chart you can select "New Panel", "Same as input series" or by panel number
Drawing Objects
- Drawing objects can attach to data series or indicators
- Drawing objects can be local to the chart or global to an instrument across all charts
- Snap to OHLC now snaps to any valid data point within a panel
- Added new "Lock" property
- Added new "Triangle" drawing tool
- Added new "Arc" drawing tool
- Added option to display fibonacci text levels on the left or right
- Regression Channel drawing tool now supports selectable price type
- Selecting a draw object and right clicking with your mouse shows context menu with relevant commands
Enhanced Data Box
- Enhanced to support multi-series charts
- Can control the display of data series labels, indicator labels and panel numbers
- Added "Auto Size" function that automatically resizes the Data Box based on the number of data rows required for display
- Added "Always On Top" toggle
- Added user defined fonts
- Plots that are set to a transparent color are no longer displayed
- Sizeable column widths
Enhanced Mini Data Box
- Condensed format to preserve space
- Only displays data from within the panel
- Added display for indicator values
New Chart Object Manipulation
- Any object on chart can now be selected
- Drag and drop indicators or data series to a different panel or create a new one by dropping it in between panels or at the upper/lower boundaries of a chart
- Change the paint order (z-order) of any chart object per panel
- Double click on any chart object to bring up it's properties dialog window
- Right mouse clicking on any chart object will show relevant context menu commands
- Press the delete button on any selected chart object will remove it
- Connectivity Adapter Enhancements
Barchart Adapter
- Updated to the latest API
- Added support for a divisor parameter in the symbol map to address incorrect price levels where needed
eSignal Adapter
- Updated to eSignal Standard API 152
- Added support for a divisor parameter in the symbol map to address incorrect price levels where needed
- Added support for eSignal fundamental data
- Fixed issue where timestamps could be inaccurate during pre and post market hours
Interactive Brokers Adapter
- Fixed issue where price events with zero volume were filtered
IQFeed Adapter
- Updated to the latest API (you must update the DTN client)
- Optimized processing of news and historical data series requests
- Fixed issue where daily events were not processed correctly if NinjaTrader was left connected to IQFeed overnight
- Fixed issue where loss of connection during a pending historical data series would cause NinjaTrader to hang
MB Trading Adapter
- Added support for historical data (requires MBT Navigator version 11.1.0.2 or later)
- Added option to drive streaming level 1 data from either snap shot data or time & sales data
- Fixed issue where redundant execution events were thrown after recovery on a loss of connection
Patsystems Adapter
- Updated to the latest Patsystems API
- Added support for a divisor parameter in the symbol map to address incorrect price levels where needed
- Added support for account values (applicable only if FCM provides this data)
- Fixed issue where data streams could abruptly stop
PFGBEST.com Adapter
- Added support for block accounts
TD Ameritrade Adapter
- Implemented streaming API, slight performance improvement
Yahoo Adapter
- Complete performance overhaul
- Optimized HTTP request processing
Zen-Fire Adapter
- Updated to the latest API
- Fixed issue with duplicate execution id's with Eurex
- Improved reconnect logic
