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September 27, 2007

OpenQuant 1.0.48 is released

- complete IB FA support

- Close Position and Close All menu added to Portfolio Manager window

- Order.Type setter is added. This allows to replace order type with Order.Replace()

- better current mode indication in the GUI

- added code editor options (display line numbers, etc.)

- a message box will pop up if a user tries to run two instancies of OpenQuant (instead of error message)

- float parameters can be optimized now (bug fix)

Posted by admin at 09:36 PM

September 20, 2007

OpenQuant 1.0.47 is released

- UserProvider class is added to OpenQuant.API.Plugins namespace. Users can override this class to develop custom provider plugins in Microsoft Visual Studio (market data feed and execution). User plugins derived from UserProvder class are now fully supported in OpenQuant.

- custom provider examples (OEC market data feed and MBT execution) added to OpenQuant installation

- added export to text files (Excel CSV) in the data series context menu of the instrument market data window

- added Parabolic SAR indicator

- added BidAsk option to BarFactory.Input (both bid and ask prices are used to create bars from quotes)

- added Adjusted property to Yahoo historical market data provider that allows to control adjustment of downloaded data for splits and dividends

Posted by admin at 10:28 PM

September 07, 2007

OpenQuant 1.0.45 is released

- new Market Scanner functionality

http://www.smartquant.com/openquant/video/marketscanner/marketscanner.html

- added InstrumentManager class that provides access to all instruments in the OpenQuant instrument data base (Strategy.Instruments provides access to the list of instruments used by particular strategy)

- CloseD, CloseW, CloseM, CloseY, ... methods added to BarSeries

- fixed issue with multiple transactions added for one execution report for OEC provider

- fixed issue with OnBarSlice firing previous bar for instruments with current empty bar

- Linear regression indicators (LRI, LRS, FO) can be calculated using either number of data points or time interval

- other minor fixes and improvements

Posted by admin at 03:57 PM