SmartQuant News and Events

OpenQuant Christmas Discount

Hello All,

We are pleased to announce 20% (USD 150) Christmas Discount to those who decide to purchase OpenQuant Perpetual License before 01.01.2009.

Until the end of 2008 OpenQuant Perpetual License + One Year of Free Updates and Upgrades is available for just USD 599 instead of USD 749 ordinary price!

http://www.smartquant.com/order.php

Happy Holidays!

SmartQuant Team

Current Status of OpenQuant Development

This board has been quiet for a while and we have received many questions regarding current status of OpenQuant development.

We do continue OpenQuant development and we release updates and upgrades quite frequently. We have released the latest update a week ago or so. Current OpenQuant version number is 2.6.3.

Best regards,
SmartQuant Team

May Holiday Discount!

We have recently released OpenQuant 2.5 supporting .NET 3.5. As you know OpenQuant 2.x supports multiple trading strategies and we have updated OpenQuant Getting Started Guide to reflect numerous changes in the user interface. You are welcome to get an updated version of this guide at

http://www.smartquant.com/introduction/openquant.pdf

Finally, we are happy to announce May Holiday Discount of $100 for customers who decide to purchase OpenQuant permanent license before May 15th for only $649.

Please visit

http://www.smartquant.com/order.php

to benefit from this offer.

Best regards,
SmartQuant Team

OpenQuant 2.5.0 (.NET 3.5) is released

There are two major changes in the version 2.5.0:

1. .NET 3.5 framework is required to run OpenQuant.

2. All application data, such as databases(instruments, orders, ticks, etc), projects, scripts, settings, etc
is stored in application data folder, instead of installation directory.
This change makes the software fully compitible with Windows Vista UAC mechanism and allows to run OpenQuant
under non-administrative user account on all Windows systems.

Note. Setup program will not transfer your application data automatically.
The easiest way to migrate from the previous versions of OQ to version 2.5.0 is:

1. Uninstall previous version of OQ.

2. Copy all remaining files and directories(your databases, settings, etc) from the installation directory to the new application data folder
(\SmartQuant Ltd\OpenQuant 2).
Usually, is C:\Documents and Settings\\Application Data on Windows XP
and C:\Users\\AppData on Windows Vista.
If you don't know where is such directory, run 'echo %APPDATA%' in the command prompt.

3. Install OQ version 2.5.0

OpenQuant 2.0 is released

OpenQuant 2.0 is a major version upgrade featuring multiple trading strategies support.

OpenQuant 1.0.51 is released

added: Script Manager. The Script Manager allows to develop, manage and execute maintenance scripts such as data and instrument import, instrument screening, data analysis, etc.

added: OpenQuant can now display IB positions and account information.

added: AddTimer and OnTimer methods to Strategy. These methods work in the simulation and live trading modes

added: MinCommission to CommissionProvider

added: OPG time in force for IB orders

added: Exchange time and UTC Exchange time option in MBT market data provider

fixed: Clicking on Order manager orders throws exception

fixed: Order Manager Working Orders status column incorrect

http://www.smartquant.com/forums/viewtopic.php?t=6075

OpenQuant 1.0.50 is released

- Open E Cry general improvements

- added: Compress Facility (bars from trades/quotes/bars)

- added: Window Manager

- added: public Instrument(type, symbol) constructor

- added: Connecting message box in the live and paper trading modes

- fixed: Download trades and quotes from the DataCenter: broken data

- fixed: Simulation execution provider doesn't persist commission

OpenQuant 1.0.49 is released

- IB FA improvements

- now you can click on the link in the "new version available" popup window to download OpenQuant updates. You can also use "Check for Updates" utility in the OpenQuant installation folder

- added run strategy confirmation dialog in the Paper and Live modes

- added expiration column to the Import Instruments dialog

- added "Run Last Loaded Project" option

- added string Strategy.ExecutionProvider, Strategy.MarketDataProvider properties to the Strategy class

- Instrument properties are persistent if modified in the code

- added IsNew, IsPendingNew, IsPendingCancel and IsPendingReplace to the Order class

- added MBT to the default provider list

- add PartialFills option to the ExecutionSimulator

- added IB trailing stop order type

- add GetBars(Instrument, ...) to the Strategy class

- OpenECry improvements : AutoReconnect, Validate order fields to prevent system exceptions from SendOrder method.

- fixed: application shows the floating dock windows incorrectly

- fixed: open projects from non-standard location (project subfolders)

- fixed: Load Last Loaded Project on startup option doesn't work

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)

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

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

OpenQuant 1.0.44 is released

- new namespace in OpenQuant API, OpenQuant.API.Plugins

- UserIndicator moved to Plugins namespace and improved to provide better flexibility for developers (BarData option was added to make it possible to develop custom indicators using High, Low, Close, etc. of bars from the input bar series).

- Visual Studio solution with several examples of custom user indicators was added to OpenQuant installation

- Indicator was refactored for better perfromance, so that charts with indicators should appear instantly in OpenQuant

- IB historical data provider can request (and receive) historical data from IB till current datetime.

- ticks with negative and zero prices get filtered out from realtime data stream (particularly from IB)

In the previouse release:

There were several maintenance updates before 1.0.44 not discussed in the news and announcements.

- possibility to debug OpenQuant strategies in Microsoft Visual Studio. A demo video was added to documentation

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

- PATS, OEC and MBT videos were added to demo video collection

http://www.smartquant.com/doc.php

- several fixes in PATS provider. Still there are several remaining issues with this provider (particularly order replace functionality). We need to spend more time interfacing the latest PATS API and talking to PATS support. It might be so that these issues are fixed in the most recent PATS API but the API crashes OpenQuant and other .NET applications. We expect an update on this within next week. As a work around, PATS users can substitute order replace with order cancel / send combination.

- Portfolio.Add(...) method was added to allow manual construction of strategy portfolio

- Financial Advisor (FA) account support in IB

- many other small bug fixes and improvements

OpenQuant 1.0.39 is released

- IB and Opentick providers now work with DataManager.GetHistoricalBars/Trades/Quotes() methods
- Execution Reports tab added to the Order Manager. This allows to view and analyse the complete history of order execution and status changes
- Text column is added to the Order Manager window (see screenshot below)
- Compress method added to BarSeries class

Bug fixes and improvements.

OpenQuant 1.0.37 is released

- Added new HistoricalDataProvider interface support
- Added support for Historical backfill from IB (Interactive Brokers)
- Added new OpenTick interface implementation. View a demo video

http://www.smartquant.com/openquant/video/video6/video6.html

This video demonstrates how to download instrument definitions and historical market data with OpenTick.

- Added OnOrderPartiallyFilled event handler
- Added Remove method for time series
- Added possibility to select bar size in instrument bar chart
- Added Buy, Sell and other order generation methods taking non-default Instrument as a parameter
- Added Order.DateTime property

- various fixes and improvements

OpenQuant 1.0.32 is released

- full MB Trading support (market data and execution)
- new Linear Algebra Package (Vector, Matrix classes in OpenQuant API)
- minor bug fixes and enhancements