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AmiBroker 5.19.0 Beta Read MeOctober 3, 2008 16:09THIS IS A BETA VERSION OF THE SOFTWARE. EXPECT BUGS !!!Backup your data files and entire AmiBroker folder first!INSTALLATION INSTRUCTIONSIMPORTANT: This archive is update-only. You have to install full version 5.10 first.Just run the installer and follow the instructions.Then run AmiBroker. You should see "AmiBroker 5.19.0 beta" written in the About box.See CHANGE LOG below for detailed list of changes.CHANGE LOGCHANGES FOR VERSION 5.19.0 (as compared to 5.18.0)Internal log window deletes all items if "!CLEAR!" text is outputted (FC 1552)Example:_TRACE("!CLEAR!"); // this clears the internal log window._TRACE("First line after clear");SetOption("RefreshWhenCompleted", True) added. This performs View->Refresh All once AFTER AA operation is completedUnder normal circumstances it is not needed to use that because AmiBroker refreshes ticker tree if necessary,for example if use AddToComposite. It may be useful if you however use OLE automation inside AA and you don't want to trigger too many refreshes using RefreshAll().This only works in Automatic Analysis, when used in indicator code it has no effect.Sometimes AddSummaryRows was not working when AB.RefreshAll() was used in the formula. Fixed now. (FC1550)Date time calendar disappeared when streaming update arrived. Fixed now. (FC 1572)Equity ticker symbols (~~~EQUITY, BESTEQUITY, ISEQUITY, OSEQUITY) marked with special flag so they are not used (skipped) in backtestFib Timezones tool now displays lines 144 and 233 too. (FC20)math functions (sin,cos,log, ...) added to profiler reporting (array versions only)RT quote and log window tab sheet drag-drop marker is visible againY-axis scale labels do not overlap even if chart is very compressedCHANGES FOR VERSION 5.18.0 (as compared to 5.17.1)AFL: CategorySetName() functionCategorySetName( name, category, number )Function sets the name of category (group,market, watch list, industry)Arguments;name - a new name for the category (in case of watch lists it has to be unique)category - type of category, one of the following: categoryMarket, categoryGroup, categorySector, categoryIndustry, categoryWatchlistnumber - the number (index) of the category 0.255 for market, group industry, 0..32 for sectors, 0...unlimited for watch listsPlease note that the function will also create watch list of given index if one does not exist.Added protection against trying to use 3d graph on non-exhaust optimizationParamToggle default value not shown after "Reset all" in AA [#52129]. Fixedadded <= 0 check for log10 calls to protect from FPU exceptions when using log chart scaleAdded error message that prevents from running "Current symbol" backtest on IS/OOS/Best equity special tickersAdded symbol validity check in backtest "Apply To: Current symbol"In detailed log mode the backtester now reports reason why trade is not enteredLine studies were not visible on Yearly and Qtrly charts. FixedProgress window does not steal focus from active window (prevents some random crashes when "run every" is used)When "run every" is used progress window is displayed minimized when AA is minimizedCHANGES FOR VERSION 5.17.1 (as compared to 5.17.0)In 5.17.0 "Current symbol" selection in AA always used first symbol in the database. Fixed.CHANGES FOR VERSION 5.17.0 (as compared to 5.16.0)Log Window implementedLog window (View->Log) allows to view:edit-time errors displayed during formula checkrun-time errors that occur when formula is running (not edited)_trace command output within AmiBroker (without using 3rd party debug view)To perform tasks such clearing the output, copying, changing settings use right - mouse click over the log window list.Double click on the error line brings up the editor, so you can fix the error easily.While "edit-time" error list is cleared automatically each time you check the syntax in the editor, the run-time error list is NOT cleared, so all errors remain listed, even if they are fixed already, unless you manually clear the list.Note that _TRACE output is by default directed to outside debugger (like DebugView), in order to enable internal display you need to switch appropriate option in the Tools->Preferences->AFL You can choose to display internally / externally or in both places.Internal _trace has much lower performance penalty (order of magnitude) than external, but that is achieved by the fact thatinternal log window is refreshed only when application is not busy. It is appropriate for some uses, but you may prefer more immediaterefresh offered by DebugView.Zooming via Scroll bar improved. Now it works with wider range of zoom factors and also does not disable scoll bar when all quotes are visible. As accessibility feature, you can temporarily DISABLE zoom via scroll bar by pressing and holding down CTRL key.Added extra protection against going out of drawing array bounds in GetNextDrawingwhen broker.master file was loaded, some symbol temporary data were read from non-zeroed memory, fixed nowfixed display glitch that occurred on some bars when logarithmic scale was used and chart was drawn using compression (2x more bars than pixels)When application is closed in Minimized state, the x,y co-ords of main window are not storedstyleHistogram chart when drawn in compressed mode could fail to display some negative spikes (below base level) in 5.16. Fixed.inQuarterly and inYearly higlighted in AFL editor nowSetBarFillColor could not make candle with same body and outline color. Fixed now.Fixed handling Null in styleArea chart (Null was ignored in 5.16)32bit AmiBroker is now compiled with LARGEADDRESSAWARE flag, that allows it to use 3GB on 32 bit Windows versions that have /3GB boot flag enabled and 4GB on 64 bit WinFirst sorted column is drawn with darker color now (as in Windows explorer)Layouts are displayed in alphabetical order now (previously they were sorted only if files were stored on NTFS partition)When from-to range of backtest was small, AB sometimes allocated too large cache for portfolio backtest than necessary. Now it is fixed and should provide speed up for short range backtests.CHANGES FOR VERSION 5.16.0 (as compared to 5.15.0)If in-memory cache was too small, it could happen that Walk-Forward kept old equity values in ~~~BESTEQUITY. Fixed now.AFL: Faster LR. Added constant-period version of linear regression calc - reduces complexitiy from O(N^2) to O(N)Constant-period LinearReg, LinRegSlope, LinRegIntercept, TSF and StdErr functions execute now order(s) of magnitude faster.AFL: new GetChartBkColor functionReturns RGB color value of chart background. Sample code:SetChartBkColor( ParamColor("Color", ColorRGB( 255, 255, 255 ) ) );rgb = GetChartBkColor();red = ( rgb & 255 );green = floor( (rgb/256) & 255 );blue = floor( rgb/(256*256) );Title="R="+ red + " G=" + green + " B=" + blue;Candlestick style switches back to bar chart when number of bars displayed is twice the number of screen pixelseSignal plugin 1.9.0 (fixes to problem with RT update of certain foreign future markets such as NSF)IBController 1.2.0following TWS API changes ignoreRth and rthOnly flags are removed and replaced with single flag: outsideRTHIBc now allows to define which error codes should be ignored using File->Error code ignore listupgraded to use latest TWS API 9.41 (tested with latest TWS 885.7, requires at least 879)Improved speed of Day(), Month(), Year(), DaysSince1900(), DayOfWeek(), DayOfYear() functions on intraday data (upto 20x faster)Improved speed of DayOfWeek(), DayOfYear(), DaysSince1900() on EOD data (upto 2x faster)Optimized chart drawing for large number of bars, upto 10x faster when more than 70000 bars are visible on screenThe drawing algorithm switches to optimized drawing mode when just one line draw per horizontal pixel is performed if there are 2x or more bars than screen pixels.Say() function has now ability to queue speak requestsSay( "Text", purge = True );when purge is set to True (the default) - any call to Say() purges all previous speak requests (queued or in-progress) and speaksspecified text immediatelly.when purge is set to False - speak request is queued and will be spoken right after previous requests are done.Also now Say() function returns the NUMERIC value that indicates how many speak requests are pending0 - ERROR - speech engine not installed or not working properly1 - currently requested text is spoken now (queue was empty)2 or more - queue was not empty and previous request(s) will be completed prior to speaking currently specified textCHANGES FOR VERSION 5.15.0 (as compared to 5.14.0)SetForeign called multiple times with "tradeprices" parameter set to True freed memory only partially. Now fixed.Equity() function does not cause exception when running backtest with QuickAFL enabledEquity() function does not require all past bars anymore when used in AAOptimizerSetEngine("") in some circumstances selected random plugin. Fixed now.When user has aborted optimization during in-sample step, the previously used opt params were not freed. Fixed.Implemented command line parameter that allows to specify the database to load at startup. /database "the path to the database here"In some places C-runtime mktime() was used leading to problems with dates prior to 1970. Fixed now.During custom backtester phase the ~~~EQUITY ticker is protected from flushing out of cache (it could only happen if using OLE to access quotes inside CB proc)Now ~~~BESTEQUITY, ~~~ISEQUITY, ~~~OSEQUITY are not flushed out from the cache during WF even if cache is small (ensures no missing parts in IS/OOS chart)Single-symbol optimization now also uses QuickAFL (when enabled). Requirements for the first symbol are calculated in setup phase. To get "most safe" requirement estimation, the setup phase uses maximum values of opt params.CHANGES FOR VERSION 5.14.0 (as compared to 5.13.0)added support for Quarterly and Yearly intervals in all parts of the programnew menu items under View intervalnew AFL constants inQuarterly, inYearlyYearly and Quarterly charts compressionupdated TimeFrame functionsChanges to drawing made in v5.13 caused improper drawing lines located PAST the last available quote (trendlines and pitchforks) when timestamping method was "START TIME of interval". This is fixed now.Fixed AddSummaryRows so 'onlycols' parameter default (zero) is applied properlyImplemeted "Select all" via Ctrl-A keyboard shortcut for all list (result list in AA for example)Mouse cursor shape (moving/sizing) reflects the selected study priority when more than one study exists under mouse positionnew multiple Volume At Price charts at user-defined points via new PlotVolumeOverlayA functionPlotVAPOverlayA( segments, lines = 300, width = 80, color = colorLightGrey, vapstyle = 4);segmens - is an array which holds 0 and 1 (False/True) values, where 1 indicates starting/ending point of each VAP segmentAmiBroker will draw as many segments as there are '1' in the array. Note that minimum segment length is 2, so if entire array is filled with 1-s only,it won't draw anything. In other words, there must be zeros (at least one) between 1's.Simplest example:Plot(C, "Close", colorBlack, styleCandle );segments = IIf( Interval() < inDaily, Day(), Month() ); // draw daily or monthly VAP segments depending on display intervalsegments = segments != Ref( segments , -1 );PlotVAPOverlayA( segments );More complex example:_SECTION_BEGIN("Price");SetChartOptions(0,chartShowArrows|chartShowDates);_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );_SECTION_END();_SECTION_BEGIN("VAP");segments = IIf( Interval() < inDaily, Day(), Month() );segments = segments != Ref( segments , -1 );PlotVAPOverlayA( segments , Param("Lines", 300, 100, 1000, 1 ), Param("Width", 80, 1, 100, 1 ), ParamColor("Color", colorGold ), ParamToggle("Side", "Left|Right" ) | 2 * ParamToggle("Style", "Fill|Lines", 0) | 4*ParamToggle("Z-order", "On top|Behind", 1 ) );Plot(segments, "", colorLightGrey, styleHistogram | styleOwnScale );_SECTION_END();QuickAFL can now be used in Automatic Analysis (Settings: General: "Use QuickAFL" - check this box) - this can speed up explorations, scans and backtests by factor of 2+ if range is less than "all quotations"More on QuickAFL feature here: AmiBroker Knowledge Base " QuickAFL factsRange Bars compression now uses TickSize as "1R step". TickSize defined in the Symbol Information, if its value is zero, then 1R would be equivalent to 0.01 movement (for backward compat)selecting date in multiple linked charts is now faster because redraw is not made when selected line in higher compressed interval remains in placeselector line in linked charts works OK now, regardless of selected time compression timestamping methodSetBarsRequired accepts now values -2 in special meaning: reference ALL barsSoSetBarsRequired( -2, -2 ); // require ALL past and future bars - this turns OFF quickAFL(Note that in pre 5.14 versions, such combination does NOTHING, and with those versions one neededto write SetBarsRequired( 1000000, 1000000 ) to achieve the same effect)For readability sbrNoChange (-1) and sbrAll (-2) constants were added so you can write:SetBarsRequired( sbrAll, sbrAll );Sometimes progress bar did not show the name of optimization engine used. Now it is fixedStatus("ActionEx") provides more codes than Status("action") to detect special executions statesStatus("ActionEx") provides more detailed information about action that triggered AFL execution. Note that 5 first codes are the same as Status("action") but scope is limited to 'core'meaning (see notes below).Possible values1 - actionIndicator - when indicator is being repainted2 - actionCommentary (NOTE: commentary only, not interpretaion nor tooltip)3 - actionScan - when AA Scan is performed4 - actionExplore - when AA exploration is performed5 - actionBacktest (NOTE backtest only, no optimization)8-9 - reserved for future use10 - actionExAAShowArrows - when AA "Show arrows" command is used11 - actionExAAParameters - when AA "Parameters" dialog is displayed/updated12 - actionExEditVerifyFormula - when AFL editor verifies syntax13 - actionExOptimizeSetup - when Optimize() parameters are read (to setup optimization engine)14 - actionExOptimizeBacktest - when Backtest is performed as a part of optimization process15- actionExOptimizePortfolio - when portfolio-backtest phase (CUSTOM backtester) is performed as a part of optimization process16 - actionExTooltip - when tooltip for given chart is being displayed/updated17 - actionExInterpret - when the Interpretation window is being updated18 - actionExInit - when AA needs to initialize QuickAFL bars required information and/or formula contains functions changing general AA optionsNOTE: for backward compatiblity with all formulas you have written already, the codes for Status("action") did NOT change .Streaming chart update could stall if trend line handle was clicked in attempt to resize and released in the very same position (without moving the mouse). Now it is fixed.TimeFrameMode() now supports mode == 4 - which expresses RANGE bars in TickSize units (as opposed to mode 3 that uses dollars for backward compatiblity)when display chart timing option is turned on and RT stream is active the application STATUS BAR now displays TOTAL time for all charts, it should be BELOW 1 second for RT tradingCHANGES FOR VERSION 5.13.0 (as compared to 5.12.2)Main app window maximize state on 2nd monitor is saved OK now.Trendlines drawn in smaller interval (such as 1-minute), was moved one bar in higher interval (such as 5 minute) if compressed intraday timestamps ware set to START time of interval or FIRST tickThe left-hand handle moved to the next bar when it was off-screen and right-hand handle was adjusted by the user. Now it is fixed. (FC#890)When drawing is clicked without moving the mouse, the co-ordinates stay untouched ( snap is not activated until you move the mouse)AFL: AddSummaryRows changedAddSummaryRows( flags, format = 0, onlycols = 0, ...)AddSummaryRows automatically adds "summary" row(s) to the exploration output.the flags parameter can be combination of the following1 - add TOTAL row2 - add AVERAGE row4 - add MIN row8 - add MAX row16 - add COUNT rowformat - defines the numeric formating in WriteVal style so 1.2 for example means 2 decimal digits.If default value of zero is used (or parameter not specified) the default formatting of "maximum precision"is used - upto 15 digits are printedonlycols - defines for which columns you want to display summary row values.Note that if you do not specify any columns - ALL will be printed.If you are using onlycols, you can define upto 10 columns, columns, likein SetSortColumns are numbered starting from 1. For example:AddSummaryRows( 1, 1.2, 3, 5, 7, 9 );Display sum for columns: 3, 5, 7, and 9.Generally you should call this funciton only once, using combination of flags desired.But it is possible to call AddSummaryRows multiple times and the result will be "accumulation" (i.e. bitwise OR)in case of "flag" parameter. format and onlycols are always overwritten by last call.Example:Filter=1;AddColumn(V, "Volume" );AddSummaryRows( 31, 1.2 ); // add Total, Average, Min, Max, and Count rows (1+2+4+8+16)=31 - with two decimal placessummary rows are added at the top of the listHandles from selected study line are respected (i.e when study is already selected, and multiple studies exists under "click" point, the selection does not change) (FC#726)Magnet mode can be asynchronously (temporarily) toggled by holding SHIFT key while drawing. Toggle means that if you are in magnet mode and hold down shift it will turn it off and vice versaMagnet mode implemented for horizontal price levels and working correctly now (stay horizontal) (FC#728)During optimization Progress bar shows engine ID, opt. target, best value, step and best combination of parameters found upto "now". These figures are refreshed every second.Optimization (in non-WF mode) results are sorted by optimization target column (too)New optimization engine added: CMAE (Covariance Matrix Adaptation Evolutionary Strategy) optimizer plug-inCMA-ES (Covariance Matrix Adaptation Evolutionary Strategy) is state-of-the-art non-exhaustive optimizer.For scientific background see:http://www.bionik.tu-berlin.de/user/niko/cmaesintro.htmlAccording to scientific benchmarks outperforms nine other, most popular evolutionary strategies (like PSO, Genetic and Differential evolution).http://www.bionik.tu-berlin.de/user/niko/cec2005.htmlThe CMAE.DLL plugin implements "Global" variant of search with several restarts with increasing population sizeCMAE.DLL comes with FULL SOURCE CODE (inside "ADK" folder)By default number of runs (or restarts) is set to 5.It is advised to leave the default number of restarts.You may vary it using OptimizerSetOption("Runs", N ) call, where N should be in range 1..10.Specifying more than 10 runs is not recommended, although possible.Note that each run uses TWICE the size of population of previous run so it grows exponentially.Therefore with 10 runs you end up with population 2^10 greater (1024 times) than the first run.There is another parameter "MaxEval". The default value is ZERO which means that plugin will automatically calculate MaxEval required. It is advised to NOT to define MaxEval by yourself as default works fine.The algorithm is smart enough to minimize the number of evaluations required and it converges VERY fast to solution point, so usually it finds solutions way faster than other strategies.It is normal that the plugin will skip some evaluations steps, if it detects that solution was found, therefore you should not be surprised that optimization progress bar may move very fast at some points. The plugin also has ability to increase number of steps over initially estimated value if it is needed to find the solution. Due to its adaptive nature, the "estimated time left" and/or "number of steps" displayed by the progress dialog is only "best guess at the time" and may vary during optimization course.To use CMA-ES optimizer, you just need to add one line to your code:OptimizerSetEngine("cmae");This will run the optimization with default settings which are fine for most cases.It should be noted, as it is the case with many continouos-space search algorithms, that decreasing "step" parameter in Optimize() funciton calls does not significantly affect optimization times. The only thing that matters is the problem "dimension", i.e. the number of different parameters (number of optimize function calls). The number of "steps" per parameter can be set without affecting the optimization time, so use the finest resolution you want. In theory the algorithm should be able to find solution in at most 900*(N+3)*(N+3) backtests where "N" is the dimension. In practice it converges a LOT faster. For example the solution in 3 (N=3) dimensional parameter space (say 100*100*100 = 1 million exhaustive steps) can be found in as few as 500-900 CMA-ES steps.New optimization engine added: "Tribes" adaptive PSO optimizer implementedTribes is adaptive, parameter-less version of PSO (particle swarm optimization) non-exhaustive optimizer.For scientific background see:http://www.particleswarm.info/Tribes_2006_Cooren.pdfIn theory it should perform better than regular PSO, because it can automatically adjust the swarm sizes and algorithm strategy to the problem being solved.Practice shows that its performance is quite similar to PSO.To find solutions significantly faster I can recommend CMA-ES (Covariance Matrix Adaptation Evolutionary Strategy) algorithm instead.The Tribes.DLL plugin implements "Tribes-D" (i.e. dimensionless) variant. Based on http://clerc.maurice.free.fr/pso/Tribes/TRIBES-D.zip by Maurice Clerc. Original source codes used with permission from the authorTribes.DLL comes with FULL SOURCE CODE (inside "ADK" folder)Supported parameters:" MaxEval" - maximum number of evaluations (backtests) per run (default = 1000).OptimizerSetOption("MaxEval", 1000 );You should increase the number of evaluations with increasing number of dimensions (number of optimization params).The default 1000 is good for 2 or maximum 3 dimensions."Runs" - number of runs (restarts). (default = 5 )You can leave the number of runs at default value of 5.By default number of runs (or restarts) is set to 5.To use Tribes optimizer, you just need to add one line to your code:OptimizerSetEngine("trib");OptimizerSetOption("MaxEval", 5000 ); // 5000 evaluations maxCHANGES FOR VERSION 5.12.2 (as compared to 5.12.0)In 5.12.0 BETA the walk-forward test was stopping after first in-sample cycle. Now it is fixed.AddSummaryRows total did not include the very first item. Fixed.CHANGES FOR VERSION 5.12.0 (as compared to 5.11.1)ADK: A new interface for external optimization engines, see optimizer.htmlAdded two example non-exhaustive optimizers: Standard Particle Swarm Optimizer (spso), and Monte Carlo (random pick) optimizer( moca)Note that BOTH optimizers are provided for demonstration purposes.Particularly Monte Carlo optimizer is meant as a "the most trivial and simple" or even "dumb" example of optimizer DLL coding.It works by randomly picking parameter combinations without ANY additional logic. The results are thus randomand most probably sub-optimum.On the other hand Standard Particle Swarm Optimizer is based on SPSO2007 code that is supposed to producegood results provided that correct parameters (i.e. Runs, MaxEval) are provided for particular problem.Picking correct options for the PSO optimizer can be tricky therefore results may significantly vary from case to case.The source codes for both optimizers are OPEN and provided as illustration how to implement optimizer engines using" simple" and "advanced" methods as described in optimizers.html file. You can find full source codes inside "ADK" subfolder.In the future, I will provide more robust non-exhaustive optimizers using various methods.Example code for Standard Particle Swarm Optimizer:(finding optimum value in 1000 tests within search space of 10000 combinations)OptimizerSetEngine("spso");OptimizerSetOption("Runs", 1 );OptimizerSetOption("MaxEval", 1000 );sl = Optimize("s", 26, 1, 100, 1 );fa = Optimize("f", 12, 1, 100, 1 );Buy = Cross( MACD( fa, sl ), 0 );Sell = Cross( 0, MACD( fa, sl ) );Example Code for Monte Carlo optimizer:(finding sub-optimum value in 1000 test within search space of 10000 combinations)OptimizerSetEngine("moca");OptimizerSetOption("NumSteps", 1000 );sl = Optimize("s", 26, 1, 100, 1 );fa = Optimize("f", 12, 1, 100, 1 );Buy = Cross( MACD( fa, sl ), 0 );Sell = Cross( 0, MACD( fa, sl ) );Increased limit of optimization parameters to 100AFL: new OptimizerSetOption("name", value ) functionThe function set additional parameters for external optimization engine. The parameters are engine-dependent.For example SPSO optimizer supports "Runs" (number of runs) and "MaxEval" (maximum evaluations (tests)per single run) parameters. Monte Carlo optimizer supports "NumSteps" (number of steps) parameter.AFL: new OptimizerSetEngine("name") functionThe function selects external optimization engine defined by name. For demonstration two engines are provided: Standard Particle Swarm Optimizer ("spso") and Monte Carlo (random pick) optimizer ("moca")Example:OptimizerSetEngine("moca");ADK: new example C++ source codes: PSOSample, MOCASampleAFL: AddSummaryRows( flags )AddSummaryRows automatically adds "summary" row(s) to the exploration output.the flag parameter can be combination of the following1 - add TOTAL row2 - add AVERAGE row4 - add MIN row8 - add MAX row16 - add COUNT rowYou can call AddSummaryRows multiple times and the result will be "accumulation" (i.e. bitwise OR)Example:Filter=1;AddColumn(V, "Volume" );AddSummaryRows( 31 ); // add Total, Average, Min, Max, and Count rows (1+2+4+8+16)=31summary rows are added at the top of the listCHANGES FOR VERSION 5.11.1 (as compared to 5.11.0)Fixed problem with Walk Forward picking sometimes not the best parameter when thousand separator was used and metric values were greater than 1000CHANGES FOR VERSION 5.11.0 (as compared to 5.10.1)Backtester: Implemented SeparateLongShortRankTo enable separate long/short ranking use:SetOption("SeparateLongShortRank", True );When separate long/short ranking is enabled, the backtester maintains TWO separate "top-ranked" signal lists, onefor long signals and one for short signals. This ensures that long and short candidates are independently even if position scoreis not symetrical (for example when long candidates have very high positive scores while short candidates have only fractional negative scores).That contrasts with the default mode where only absolute value of position score matters, therefore one side (long/short) may completely dominate ranking if score values are asymetrical.When SeparateLongShortRank is enabled, in the second phase of backtest, two separate ranking lists are interleaved to form final signal list byfirst taking top ranked long, then top ranked short, then 2nd top ranked long, then 2nd top ranked short, then 3rd top ranked longand 3rd top ranked short, and so on... (as long as signals exist in BOTH long/short lists, if there is no more signals of given kind, thenremaining signals from either long or short lists are appended)For example:Entry signals(score):ESRX=Buy(60.93), GILD=Short(-47.56), CELG=Buy(57.68), MRVL=Short(-10.75), ADBE=Buy(34.75), VRTX=Buy(15.55), SIRI=Buy(2.79),As you can see Short signals get interleaved between Long signals even though their absolute values of scores are smaller than corresponding scores of long signals. Also there were only 2 short signals for that particular bar so, the rest of the list shows long signals in order of position scoreAlthough this feature can be used independently, it is intended to be used in combination with MaxOpenLong and MaxOpenShort options.Backtester: MaxOpenLong/MaxOpenShort implementedMaxOpenLong - limits the number of LONG positions that can be open simultaneouslyMaxOpenShort - limits the number of SHORT positions that can be open simultaneouslyExample:SetOption("MaxOpenPositions", 15 );SetOption("MaxOpenLong", 11 );SetOption("MaxOpenShort", 7 );The value of ZERO (default) means NO LIMIT. If both MaxOpenLong and MaxOpenShort are set to zero (or not defined at all) the backtester works old way - there is only global limit active (MaxOpenPositions) regardless of type of trade.Note that these limits are independent from global limit (MaxOpenPositions).This means that MaxOpenLong + MaxOpenShort may or may not be equal to MaxOpenPositions.If MaxOpenLong + MaxOpenShort is greater than MaxOpenPositionsthen total number of positions allowed will not exceed MaxOpenPositions, and individual long/short limits will apply too.For example if your system MaxOpenLong is set to 7 and maxOpenShort is set to 7 and MaxOpenPositions is set to 10and your system generated 20 signals: 9 long (highest ranked) and 11 short, it will open 7 long and 3 shorts.If MaxOpenLong + MaxOpenShort is smaller than MaxOpenPositions (but greater than zero), the system won't be able toopen more than (MaxOpenLong+MaxOpenShort).Please also note that MaxOpenLong and MaxOpenShort only cap the number of open positions of given type (long/short).They do NOT affect the way ranking is made. I.e. by default ranking is performed using ABSOLUTE value of positionscore.If your position score is NOT symetrical, this may mean that you are not getting desired top-ranked signals from one side.Therefore, to fully utilise MaxOpenLong and MaxOpenShort in rotational balanced ("market neutral") long/short systemsit is desired to perform SEPARATE ranking for long signals and short signals.To enable separate long/short ranking use:SetOption("SeparateLongShortRank", True );Added ability to running Walk forward test from OLE, using Optimize(3)Analysis.Optimize( mode )when mode == 3 it runs walk forward testAB = new ActiveXObject("Broker.Application");AA = AB.Analysis;AA.Optimize(3);AFL: DaysSince1900() functionIt returns the number of days that passed since January 1st, 1900, counting from 1. January 1, 1900 is serial number 1, and January 1, 2008 is serial number 39448 because it is 39,448 days after January 1, 1900. Technically is equal to Windows OLEDATE and Excel's DATEVALUE function.The function can be used for calculations that involve calendar days as opposed to trading days and replaces previously proposed AFL solutionCalendar day indexNow RefDays can be implemeted as follows:SetBarsRequired( 365, 0 );function RefDays( Array, Days ){td = DaysSince1900();result = Null;if( Days < 0 ){for( i = BarCount -1; i >= -Days; i = i - 1 ){backday = td[ i ] + Days; // Days is negativefor( j = -Days/2; j < i; j++ ){if( td[ i - j ] <= backday ){result[ i ] = Array[ i - j ];break;}}}}return result;}Plot( C, "C", colorRed );Plot( Ref( C, -252 ), "Close 252 bars back", colorBlue );Plot( RefDays( C, -365 ), "Close 365 days back", colorGreen );HOW TO REPORT BUGS