revisionhist

V1.6.2 (2-12-07)

Historical Data Downloader and Data Updater function properly again after changes to Yahoo Finance data server.

V1.6.1 (12-11-06)

	The TSL interpreter is now able to accept filepaths that contain the character "x". This applies only to TSL commands that have a string as an input (i.e.: EXECUTE, WRITESERIES, READSERIES, WRITEPOINT, READPOINT).
	Trading system input parameter (s1 to s15) values are now internally rounded to 0.0000000000000 places. This change will have no practical effect on most trading systems.

V1.6.0 (1-12-06)

	Added several new statistics (e.g.: profit factor) to the trading system performance report form and Mass Analysis tool.
	Added maximum drawdown stat to simulated portfolio report.
	Improved method of "Relative Performance RP" calculation, now takes into account whether system is long or short.
	Changed "Relative Performance RP" stat in Mass Analysis and Simulated Portfolio tool to average "...RP" of all charts.
	Changed method of calculating "Profit %" stat, now based on final result, not individual trades (may also affect WFV results).
	Removed the confusing "Efficiency" stats, replaced by "Trading Edge Coefficient" stat.
	Fixed bug that was deducting too much slippage and commission from Mass Analysis tool trades resulting in a slight underreporting of Average Trade value.
	Renamed "Portfolio" tool to "Mass Analysis and Simulated Portfolio" to better distinguish its dual function.
	Improved "Mass Analysis and Simulated Portfolio" user interface, tool now divided into 2 forms: "Mass Analysis and Simulated Portfolio Control" and a new "Mass Analysis and Simulated Portfolio Results" form.
	Added several stats to the "Mass Analysis Grid" report.
	Modified ticker symbol look-up tool on data downloader to conform to changes in Yahoo Finance data server.
	Added ability to directly use type *.csv database files (files must conform to Date,Close or Date,Open,High,Low,Close,Volume format).

V1.5.5 (10-7-05)

Changed method of calculating "Efficiency" and "Efficiency (thresh)" statistic. Now takes into account whether trading system is long- only, short-only, or both long and short; and also if "Total-Equity-Trade -Size" is used.

V1.5.4 (2-25-05)

Added capability to select optimization criteria in Optimizer/Walk- Forward-Validator. Max Stability, # Wins, and Min StanDev can now be toggled on/off as needed.

V1.5.3 (4-4-04)

Historical Data Downloader and Data Updater function properly again after changes to Yahoo Finance data server.

V1.5.2 (3-30-04)

	Added multi system capability to Optimize/WFV. Can now select best parameters and best trading system from among many.
	Added "Show Log File" MenuItem to Optimize/WFV form.
	Added Japanese Candlestick chart style.
	Improved chart counter in "Data Updater" form.
	Changed method of calculating the "Balance Simulated Buy/Hold" stat in the "Simulated Portfolio Results" section of the Portfolio form, only affects situation where port init balance > available trades.

V1.5.1 (1-30-04)

	Added histogram display to "Show Trades" and the Portfolio tool "Mass Analysis Grid"
	Added the logical operator "OR" to TSL, now both "AND" and "OR" may be used in conditional statements.
	Added the Calendar Functions "DAYWEEK{}", "DAYMONTH{}", and "MONTHYEAR{}" to TSL.
	Changed the "Percent of Capital Invested" bottom bar graph display on the Portfolio tool result graph page from a moving average to an instantaneous value display.

V1.5.0 (1-12-04)

	Data Downloader now automatically split-adjusts data downloaded from Yahoo.Finance.
	Added program flow control instructions to TSL: FOR-NEXT WHILE-LOOP EXITFOR EXITWHILE IFF-ELSE-ENDIF
	Added external object control instructions to TSL: EXECUTE READSERIES WRITESERIES READPOINT WRITEPOINT GETEXERROR SETERROR
	Added the INTEGER function to TSL.
	Added three custom trading system examples to demonstrate new features.
	Changed method of calculating functions with a `Length` input when the function has a value inside the back operator [n] that varies.
	The system editor now responds to the keyboard `Tab` key.
	Modified various TSL help files to account for new capabilities.
	Several minor internal improvements.

V1.4.1 (9-18-03)

Historical Data Downloader and Data Updater function properly again after changes to Yahoo Finance data server.

V1.4.0 (7-30-03)

	Added Trade Conditions (TCON) editor to the custom trading system editor, permits writing TSL formulas for stop-loss and trailing stop levels, enhanced self-reference formula capabilities (see new HELP section on new TCON form).
	Added the following Trade Statistics keywords to TSL specifically for use in TCON: enterprice -price at which the current open trade was entered. exitprice -price at which the last trade was exited. maxclose -highest close since the current trade was entered. minclose -same as above, except reports lowest close. maxhigh -same, except reports the highest intra-day high. minlow -same, except reports the lowest intra-day low. barsin -number of days the current trade has been open. barsout -number of days since the last trade was exited. lastposition -type of position of the last closed trade. 1=LONG, -1=SHORT currentposition -type of position currently in. 1=LONG, -1=SHORT, 0=Out of Market.
	Trade Enter and Exit price limit levels are now written using TSL. They are fully programmable using any valid formula and can be optimized.
	Added the following Trade Modifier keywords to TSL: buylimit -buy only if enter price is less than or equal to this value. selllimit -sell only if exit price is greater than or equal to this value. shortlimit -short only if enter price is greater than or equal to this value. coverlimit -cover only if exit price is less than or equal to this value.
	Added Maximum Drawdown statistic to trading system performance report when trading system is applied in the "Total Equity Trade Size" method.
	Added new function to TSL: LOR{Data1;Data2} logically OR`s Data2 to Data1.
	Eliminated automatic OR`ing of subsequent TSL trading system expressions with the same variable (allows enhanced capabilities in TCON). When needed this is now specifically handled by the new LOR{} function.
	Eliminated redundant hard-coded "built-in (b)" sample trading systems.
	Added 3 custom sample trading systems to demonstrate new features.
	Added "Adding Stops and Limits" section to Tutorial.
	Modified various TSL help files to account for new capabilities.
	Corrected method of determining exit price of exited position when a position reverse occurs on same day (e.g. Long to Short, Short to Long) and system uses limits. Previous version automatically assigned the limit price to the forced exited position (when entering new position, existing opposite position must be closed first) even if market never reached this level. New version sets forced exited position exit price at open price, regardless of limit. If you have systems that use Long and Short trading with limits, you may notice a slightly lower trading system performance with new version.

V1.3.1 (3-14-03)

	Added Menu Item "Show Mass Analysis Grid" to "Portfolio and Cumulative Statistics" form. Creates a spreadsheet style display of various performance statistics for all the charts in a subset. Allows easy comparison of trading system performance for all charts at once.
	Added Menu Item "Select Charts" to "Portfolio and Cumulative Statistics" form. Allows user to select which charts to include in next run.
	Added a tutorial with step by step instructions demonstrating program's major features.
	Added "sort-by-column" capacity to spreadsheet style grid display for "Database Viewer", "Trades List", and "Mass Analysis Grid".
	Added a "Random" mode selection to Walk Forward Validator (WFV) menu. Random mode selects random parameter sets instead of best parameter sets. Useful as a comparison to "Best" mode.
	Added an "Internet Settings" menu Item to the "Data Downloader" form. Allows user to set access mode if connecting through a firewall or a LAN.
	Changed the "# longs" and "# shorts" statistics in the "Simulated Portfolio Results" section of "Portfolio and Cumulative Statistics" tool. New method reports only completed trades, does not include open trades.
	Changed the "Av. % of capital invested" statistic in the "Simulated Portfolio Results" section of "Portfolio and Cumulative Statistics" tool. New method is more accurate in some cases when using short trading.
	Changed Simulated Portfolio short trading algorithm to stop entering any new short positions if open short positions go into losses exceeding available cash to cover.
	Fixed bug which prevented loading of certain charts with very high trading volume values.

V1.3.0 (1-26-03)

	Trading System TSL formulas can now use custom variable names instead of just x#, variables like av1, range, cu, up_band, etc. are now accepted (e.g. av1 = EMA{c1;10}.
	In all TSL formulas, System Input Parameters s1-s15 can now be referred to by their descriptive names, for example, if s1's name is avlen1 then you can use avlen1 directly in a formula, as in av1 = EMA{c1;avlen1}.
	Data types o#, h#, l#, c#, v#, representing the open, high, low, close, and volume of chart#, have been added to TSL. For example, c1 is the close of the current chart, h1 the high, and so on.
	The old data type d# is no longer documented, but still works as the close of chart# to maintain backward compatibility.
	Functions HIGHH{} and LOWL{} have been eliminated (the new h# and l# types render them obsolete). Any reference to them in your code should be changed. For example, change HIGHH{d1;1} to h1, HIGHH{d1;10} to HIGH{h1;10}, etc.
	A new more powerful Indicator Library can store multi-formula indicator sets and notes.
	Comments are now allowed after indicator formulas.
	Added Total Equity Trade Size capability (following trade's amount traded is adjusted up or down by previous trade's profit or loss) to system back-tester, optimizer, and walk forward validator.
	Added single chart Equity Graph feature.
	Walk forward validator Start-End Dates can now be easily adjusted using slider controls.
	Optimization length adjustment changed to a slider control.
	Portfolio tool universal start date no represents the start of actual trading, instead of the start of calculation. This control now takes into consideration "Precalc" and if using walk forward validation, the "Test Window" period.
	Added a Universal End Date control to portfolio tool.
	Portfolio tool can now run with just one chart.
	Portfolio tool now also accepts chart databases with the "date", "close" fields style (some mutual fund or index data use this style with no open, high, low, or volume).
	Added Gain/Share and Net Gain fields to <Show Trades> form. Also improved form legibility and added <Sort by Date> and <Sort by Type> to form Menu .
	<List Database> form now uses grid box to improve legibility. Also can show open, high, low, and volume fields in addition to close.
	Pointer "info' mode now enabled on Optimize/Validate and Portfolio graph results charts.
	Changed method of calculating # of shares to invest per trade, to consider the effects of slippage and commission. May result in slightly lower # of shares invested per given trade size (sizeoftrade).
	Can now open custom system editor while Optimize/Validate runs in background.
	Fixed bug in calculating indicators that refer to previous indicators separated by an empty indicator slot.
	Fixed bug that was causing a custom trading system "save" failure on some systems.
	Fixed bug that prevented reading imported type yyyymmdd date field style databases.
	Updated backup quote server download function to accept new data style.
	Updated ticker look-up function on historical data downloader.

V1.2.2 (11-4-02)

	Historical Data Downloader and Data Updater function properly again after changes to Yahoo Finance data server.
	Can update more types of charts, including Canadian Trust Units, eg. xxx_u.to
	Chart listing in the Edit Subset list now include database begin-end dates.
	Pressing the shortcut key "s" twice opens the Edit Subset form with the current chart highlighted in the list.

V1.2.1 Revision 5 (10-5-02)

Can now be installed on non-English Windows operating systems.

V1.2.1 (7-15-02)

	TSL formula days-back operator [...] now accepts any valid TSL formula, for example: d1[x3] , d1[1 + x2] , x2[x2 + x2[x2]] , etc.
	Left click index line now also appears in Indicator window 1,2, and volume window.
	Changed Walk-Forward Validator final results calculation method, now more tolerant of large TSL function 'Length' inputs.
	Null value now correctly replaces the zero for skipped days at beginning of time series, eliminates need to check for divide by zero in these cases.
	In the List Database form the Null flag, 3.402823E+37 has been replaced with the less cumbersome 'NA'.
	Improved divide by zero error checking, checking is enabled only after the first non-zero value in a time-series. Eliminates need to write code to check for division by zero at beginning of time-series.
	The 'Length' inputs in TSL functions now default to their minimum logical values if set to <= zero. Eliminates need to write code to check for this.
	Added warning message when chart, and trading system, s1-s15 parameters do not match.
	Fixed bug in TSL which caused an overflow error on some IF{} statements.
	Fixed bug that required user to click twice to highlight text in system editor.

V1.2.0 (6-5-02)

	Improved template feature by adding the "Template Library" which can create and store a practically unlimited number of individually named templates.
	Added the "Solid" MenuItem to the "Chart" menu, allowing charts with no open, high, and low data (e.g. mutual funds) to be graphed as a continuous solid line.
	The "Window-Size" menu items and up-down arrow shortcuts work much faster.
	Fixed bug which prevented "DayWatch" from running properly on the ...Data\Sample directory of sample charts included with InferenceTrade.

V1.1.0 (5-2-02)

	Improved data updater error checking routines and split detector.
	Data updater now will retry to update a directory that failed the first time.
	Added "click select" index to long help files.
	Added a keyboard short-cut (C) for "Reload Current Chart" menu item.
	Added a "Copy" command to subsets form.
	Added a "differences in performance between the `ACTUAL` and the `NULL` trades" graph (in Indicator2 window) to portfolio form.
	Added "Simulated Buy/Hold" comparison graph to simulated portfolio equity graph in portfolio form.
	Added "% time port fully invested" and "Av. % of capital invested" fields to performance results of simulated portfolio.
	Added a "Do not show graphics (faster)" check box to DayWatch form.
	Edited certain help files for greater clarity.
	Fixed bug in Portfolio form "Balance Simulated Buy/Hold" statistic.
	Fixed bug that caused the data updater to slowly erase the historical database of a chart whose ticker symbol is no longer valid.

V1.0.1 (2-1-02)

	Added "Universal Buy/Hold Net Profit" field to portfolio form.
	Replaced "S/N" stat with "10-day Volatility" stat in descriptive statistics
	Modified email code so time zone offset bias is correct for email time stamp.
	Directories are now automatically refreshed after adding or removing historical databases.
	Fixed bug in the TSL programming language DO{} function which caused a false initial value to appear at times.
	Fixed bug which created an overflow error when graphing charts shorter than window in mag. level-6.
	Fixed bug in composite calc which kept showing error message if composite contained a chart not up to date.
	Fixed bug which prevented any chart from being graphed after one chart had a custom trading system error.
	Fixed bug in Historical Data Downloader "Stop" command.