Beta Version 4.0.901 Released

News and other information that may be important to StrataSearch users.

Beta Version 4.0.901 Released

Postby Avarin » Tue Jul 08, 2008 11:55 am

The beta release of StrataSearch Version 4.0 is now available for download. We'd like to encourage as many StrataSearch users as possible to help in the beta testing phase, particularly if you've requested an enhancement that has been implemented in the beta release. There are no formal requirements. Simply use the beta release as you normally would, and inform us of any problems or issues you may encounter. For information on how to install this beta release, please visit this link:

http://www.stratasearch.com/updates/beta.html

The following are some of the many enhancements that have been made in this release:

* GENERAL. Added Multi-Product Support. StrataSearch can now be used to process Stocks, Mutual Funds, Futures and Forex, all within a single back test if desired. The Setups > Trade Settings menu has been significantly revised to allow trade amounts to be entered for the different products. For more information on trading these products, users should view the Help > Advanced Features > Futures Processing and Help > Advanced Features > Forex Processing help pages.

* GENERAL. Revised the QuickStart Help. Previously, the QuickStart Help tried to show users how easy it was to use the automated search. With the revised version, there is a greater emphasis on learning StrataSearch from the ground up, and therefore understanding how the automated search works.

* GENERAL. Enhanced automatic updates. The Help > Check for Updates menu has been enhanced, and should allow for the majority of users to install program updates via this option.

* GENERAL. Ability to run multiple StrataSearch installations. For those with multiple processors, users can now run multiple StrataSearch installations if they wish to run each against a single symbol. Since the multi-processor support in StrataSearch benefits only sectors with multiple symbols, this option allows users that wish to evaluate single symbols to take advantage of each of their processors. See the Setups > System Settings menu, General tab, for more information.

* PRICES. Telechart Import Speed Enhancement. The Telechart price import has been improved to speed processing. Fundamental data imports using Telechart still run rather slow, but this is a fault of the Telechart API. Importing prices without fundamental data is now very fast.

* PRICES. Quotes Plus Data Expansion. The Quotes Plus import has been enhanced to import individual futures, continuous futures, and cash contracts. Checkboxes are available on the Import Prices window to define which group you'd like to import.

* PRICES. Volume Adjustments on each Price Import. Each price import now allows you to make a volume adjustment specific to that import. Some pricing services divide their volumes by 100 or more while others do not. This new feature in the price import allows you to synchronize your price imports so they all used the same decimal positions.

* PRICES. Metastock and ASCII Product Definitions. Metastock and ASCII imports now allow you to define the product during the import. Thus, you can import stocks in one price import and futures in another, each time categorizing them properly within StrataSearch.

* PRICES. Manual Product Definitions. The Setups > Price and Symbol Setups menu has been given a new Product button. By holding down the Ctrl or Shift keys, you can select a large group of symbols at one time. When selected, you can then click the Product button to change the entire group to the Product of your choice (i.e. Stock, Index, Mutual Fund, Future, Forex).

* PRICES. Display excluded prices in red. Excluded prices will now display in red instead of light gray. This will allow them to be identified more easily.

* PRICES. Add 'Other' option for Yahoo and MSN. In addition to importing Yahoo and MSN prices for U.S. and Canadian markets, users can now also choose 'Other' to setup their own symbol lists for the country of their choice.

* SECTORS. Added ability to explode an entire sector into single-symbol sectors. Some users like to create a unique strategy for each symbol. This had previously created some overhead in that users would need to create a sector manually for each symbol they wished to evaluate. By clicking the Expand button from the Setups > Sector Setups menu, users can create single-symbol sectors for a large number of symbols at one time.

* SECTORS. Added ability to turn off Sector Indexes. StrataSearch builds internal Sector Index data for each defined sector. This data includes not only an index of the sector, but also values like numbers of new highs and lows and advance/decline numbers. While this data can greatly enhance a trading strategy, it can also take significant time to create during the price import, and it is incompatible with other technical analysis software packages. Version 4.0 now contains a switch in the Setups > System Settings, General tab, to turn off the sector indexes. When turned off, no trading rules that use sector indexes will be used. Likewise, the Rebuild Sector Indexes function will not be run after importing prices or sectors.

* FORMULAS. Added use of a $PREV macro. Metastock users are familiar with the PREV variable that allows you to reference the previous value of your calculation. For example, you can now add the line to a Custom Formula script to create a 15% exponential moving average: avg = (close*.15)+($PREV*.85)

* FORMULAS. Added MACD with parameters. The new formula MacdEx(), which creates the MACD line with parameters, has been added to the permanent formula list.

* FORMULAS. Added MACD Average Line. The new formula MacdAvg(), which creates the MACD crossover line with parameters, has been added to the permanent formula list.

* FORMULAS. Added alternate periodicity. The new formula Period() allows you to evaluate alternate periods, such as weekly, monthly, or yearly bars in your evaluation. Using this new formula, users can include an evaluation of daily, weekly and monthly bars all within the same Entry or Exit String.

* PROCESSOR. Added buttons to adjust priority. For items in the Processor Queue, users can now highlight any item and raise or lower the priority. This gives greater control when multiple items with the same priority have been submitted for processing.

* STRATEGIES. Expanded name to 100 characters. Strategy Setup names have now been expanded from 50 to 100 characters.

* MULTI-SYSTEMS. Expanded name to 100 characters. Multi-System Setup names have been expanded from 50 to 100 characters.

* AUTOSEARCH. Expanded name to 100 characters. AutoSearch names have now been expanded from 50 to 100 characters.

* AUTOSEARCH. Allow AutoSearch rename. AutoSearch Setups can now be renamed by entering the Setups > AutoSearch Setups menu and clicking the Rename button.

* AUTOSEARCH. Added Always, Random and Never to Trading Rules Filters options. The AutoSearch Setup allows certain groupings of trading rules to be displayed. But the options of [Always], [Random] and [Never] have now been added to quickly display the trading rules that fall into these selection categories.

* AUTOSEARCH. Added Entry/Exit String Filter. Searching for all the trading rules that use a particular formula had been a very manual task in the past. A new Entry/Exit String Filter has been added that makes this task very simple. For example, enter the string "RSI" and click the Filter button and only those trading rules containing that formula will be displayed.

* ONECLICK. Expanded name to 85 characters. OneClick Setup names have now been expanded from 35 to 85 characters.

* ONECLICK. Allow OneClick rename. OneClick Setups can now be renamed by entering the Setups > OneClick Setups menu and clicking the Rename button.

* ONECLICK. Expanded number of Alternate Data tests. Previously, the number of Alternate Data tests that could be done in a OneClick Search was limited to 3. This has now been expanded to 10. The Alternate Data periods have been moved to their own tab in the OneClick Setups.

* ONECLICK. Easy creation of a Walk-Forward Analysis. By right-clicking on a result in the Combination Results Listing, a new option has been added to "Create Walk-Forward Analysis". This option allows you to quickly create all the setups required to create a WFA from the strategy. The Dynamic Strategies tab of the OneClick Setup has also been enhanced to provide a number of statistics regarding the number of possible parameter sets, the time required to evaluate them, and the estimated time till completion of the WFA.

* ONECLICK. Added custom benchmark. A OneClick Setup now allows a custom benchmark to be used for just that setup. A benchmark configured in the OneClick Setup overrides the benchmark configured in the Trade Settings.

* ONECLICK. Added ability to select a group of Sectors. Previously, each sector added to a OneClick Search needed to be added individually. Now, users can hold down the Ctrl or Shift keys to select a range of Sectors, and then add them to the OneClick Search at one time.

* ONECLICK. Added switch to Dynamic Trading Strategies to prevent look-ahead. When running the walk-forward analysis of a Dynamic Trading Strategies search, a new option has been added to prevent the Alternate Data analysis from potentially looking forward beyond the underlying analysis. Since the Alternate Data analysis has it's own Evaluation Period, this had previously been a risk. The new option, available on the Dynamic Strategies tab of the OneClick Setups, prevents this from happening.

* ONECLICK. Added switch to Dynamic Trading Strategies to force Alternate Data analyses to use the same Evaluation Period as the walk-forward analysis. An Alternate Data analysis has it's own Evaluation Period, but users can now force it to use the same Evaluation Period as the underlying search. The new option is available on the Dynamic Strategies tab of the OneClick Setups.

* COMBINATION RESULTS. Allow view of both long and short results. The Combination Results Listing will now allow you to view both long and short results within the same listing. The Customize Results Listing window, which allows you to define whether to view long or short results, now provides an option of "Long and Short Position Results".

* COMBINATION RESULTS. Ability to update Flags in batch. In the Combination Results Listing, you can select multiple results at one time by holding down the Ctrl or Shift keys while selecting additional results. When multiple results are selected, you can then right-click and select "Update Comments and Flags". Changes can then be made to the Comments and Flags for all the selected results at one time.

* COMBINATION RESULTS. Allow sorting of string fields. Users can now sort based on any of the string fields in the Combination Results Listing.

* COMBINATION RESULTS. Added maximum size of 50,000 results. Performance can significantly decrease when the Combination Results Listing becomes too large. While most users have been able to manage their database quite well, the occasional accident of leaving filters turned off can render a results database useless. This new maximum will terminate a search if the number of results in the database exceeds 50,000.

* CLEAR DATABASE RESULTS. Retaining settings from last clear. The File > Clear Results Database menu item has been enhanced to open with the last settings that were used. This will allow users to more easily clear the results database using the same settings.

* DETAILED ANALYSIS. Added Percent of Perfect. Used by many analysts and available in some software packages, the Percent of Perfect value allows you to identify the percentage of total profit that your trading system was able to achieve. The value can be configured for display on the Summary tab of the Detailed Analysis.

* DETAILED ANALYSIS. Added ability to create Custom Performance Values. Clicking the Views button on the Summary tab of the Detailed Analysis allows you to create your own collection of columns. But that screen has now been enhanced to allow you to define your own columns as well. Your calculations can include any performance value from any Report in the Detailed Analysis.

* DETAILED ANALYSIS. Added switches to turn on/off Portfolio Sizes. On the Detailed Analysis Trades tab of the Trade Settings, you can now turn on or off any of the Portfolio Sizes of 1 to 20. If there is a specific Portfolio Size you wish to view, turning off the other Portfolio Sizes can greatly decrease the time it takes to run the Detailed Analysis, in addition to decreasing the disk space required.

* DETAILED ANALYSIS. Added full analysis of Portfolio Size = All. The Trades Report of the Detailed Analysis previously allowed the user to see a Portfolio Size = All of just the Trades tab. This has now been expanded to all tabs of the Trades Report. This option can be turned on or off through the Detailed Analysis Trades tab of the Trade Settings.

* DETAILED ANALYSIS. Added ability to use a custom Portfolio Size. The Detailed Analysis Trade tab of the Trade Settings now allows the user to set a Custom Portfolio Size. Thus, users can now explore portfolio sizes larger than the previous limit of 20.

* DETAILED ANALYSIS. Allows Net Returns on the Trades tab. A checkbox has been added to the Trades tab of the Detailed Analysis to "Show Adjusted Price and Net Gain/Loss". When checked, the spread and slippage adjusted prices will display, and the Gain/Loss value will display the Net Return instead of Gross Return.

* SIGNALS. Added ability to merge Signal Setups. A new button has been added to the Setups > Signals Setups menu that will allow you to merge Signals Setups together.

* SIGNALS. Ability to create a Signal Setup from multiple Combination Results. You can now select multiple results in the Combination Results Listing (by holding down the Ctrl Key), right-click and select Create Signal. While the priorities of the individual systems may need manual adjustment, depending on your needs, all systems will be entered into the Signal Setup.

* SIGNALS. Added TSL / SSL support to e-mail transmission of signals. Some SMTP servers require this secure SMTP connection. With this enhancement, users can now transmit signals via e-mail through a wider variety of servers, such as Google's Gmail.

* SIGNALS. Added enhanced e-mail formatting. Each e-mail recipient now has multiple options to allow for alternate formatting of the Signals. This will allow a larger number of e-mail recipients to view the signals in an easy-to-read layout.

* SIGNALS. Added launch of chart from Last X Days tabs in Signals Listing. The Last X Days tabs in the Daily Signals Listing provides a list of positions that were recently closed by the selected Signal Setup. Users can now double-click on any of those trades to bring up a chart showing that single trade.

* PORTFOLIO MANAGER. Added a "Trade Returns by Days Held" chart. The Detailed Analysis previously had this chart available, and it has now been made available in the Portfolio Manager.

* PORTFOLIO MANAGER. Added multi-product support. Users can now track Stocks, Mutual Funds, Futures and Forex in the Portfolio Manager. All charts, performance reports, and position and activity listings can be used to track a variety of investments.

* IMPORT/EXPORT. Added ability to filter a database import. Just as the File > Export Database has allowed users to filter which items are to be exported, the File > Import Database menu now offers this as well.

* IMPORT/EXPORT. Added ability to import/export DLL formulas. Custom Formulas can either be created in an internal script, or through an external DLL. Previously, external DLL formulas could not be exported or imported. This has now been enhanced so that any Custom Formulas can be exported and imported.

* CHARTS. Added ability to create a chart with formula calculations. From the Combination Results Listing, you can now right-click and select Create Chart With Calculations. This option allows you to quickly display a chart containing any or all of the formulas in the trading strategy.

* CHARTS. Added ability to switch between charts. Right-clicking in a chart and selecting Switch Chart allows you to quickly switch from one chart to another.

* CHARTS. Added ability to set default charts for different areas. There are numerous areas where you can open a chart to see a specific trade. You can now define which Chart will be opened in these cases. See the setups > Default Charts menu for more information.

* SCREENER. Increased columns to 20. The number of possible columns in the Screener has been increased to 20.

* SCREENER. Added 'New' button. A 'New' button has been added to the Screener to allow users to quickly open an empty Screener Setup.

* SCHEDULING. Expanded use of commandline option. The commandline option in the scheduling has been enhanced with multiple options. Users can now monitor the external program for a return code, terminate the external program after an excessive period of time, and retry the external program when it has not completed properly.

* SCHEDULING. Added Screener to scheduling. A new option was added to the Scheduling to allow a Screener Setup to be run, essentially allowing users to create a Sector via that Screener Setup's selection filter.
Avarin
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Postby Overload » Wed Jul 09, 2008 9:07 am

The list of enhancements in Version 4.0 is pretty large, but here's a list of my favorite new features. I'll probably be using each of these a great deal, so I thought I'd give them special mention here.

* Right-click on a result in the Combination Results Listing and select "Create Chart With Calculations." You'll then be provided with a window that allows you to identify which of the trading rules from your strategy you'd like to place on the chart. After setting your preferences and clicking OK, you can then see a chart showing the calculations of each of the trading rules in your strategy. After working with this a bit, I can see how helpful this can be. It's a real benefit to be able to see, visually, how the entry rules are lining up, and which exit rules are triggering the exits.

* Right-click on a result in the Combination Results Listing and select "Create Walk-Forward Analysis" to create the setups necessary to create a WFA. I've become a big fan of the WFA, so I'm going to be using this a lot. Previously, one had to manually arrange all the setups to do this, but this new shortcut makes it pretty easy. Even further, the Dynamic Strategies tab of the OneClick Setup now includes some very helpful statistics. After entering the estimated time to run a single combination, you can then see estimates of the percentage of possible combinations you'll cover in each interval, and how long it will take for the entire WFA to complete.

* Enter the Setups > Trade Settings menu and navigate to the Detailed Analysis Trades tab. You'll see there's now a checkbox for each Portfolio Size from 1 to 20. In Version 4.0, you can turn any of them on or off. While I like having the ability to display multiple Portfolio Sizes in the Detailed Analysis, it can sometimes take a few minutes to run the report for all of them. By limiting the Portfolio Sizes to just the few that I most want to see, I can greatly speed up the time it takes to create the report.

* The charts have always been able to display alternate bars (weekly, monthly, yearly, etc), but the new PERIOD() formula allows users to include alternate bars in their back tests. For example, in a single Entry String, users can evaluate daily, weekly, monthly and quarterly bars in their evaluation. I haven't played with this approach much yet, but I plan to. In fact, I can see throwing together a new batch of trading rules that use alternate periods.

* When looking at the Trading Rules in the AutoSearch Setup, it has always been rather difficult to locate trading rules that do certain things. For example, show me all the trading rules that use the $cursector macro. That setup window now contains an Entry/Exit String Filter that allows you to enter a string like "$cursector". Click the Filter button and only the rules that have that string will display. While I won't use this feature all that often, it's going to be a great help when I need it.

* Once in a while, I'll come up with a new Performance Value I'd like to consider. For example, the Monte Carlo Return divided by the Monte Carlo Drawdown. Viewing such a value previously required me to export my results into Excel and generate the value there. But in Version 4.0, I can now create a new Summary column in the Detailed Analysis that calculates that value. This is going to be really helpful and save me a great deal of time.

Naturally, every user has their own way of using StrataSearch, and will therefore appreciate different features accordingly. But the above short list are the ones I'm going to enjoy the most.
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List of enhancements/changes look great!!!

Postby erdiesel » Wed Jul 09, 2008 10:48 am

I read through the list of updates, and it looks great. Nice job guys!!!

I know that you do not recommend installing right over the current 3.0 production installation, however since I am still evaluating your application I have no problems with just going down that route so that I only have one copy of the application running on my machine. Have you heard any problems with doing this?

Will this cause me to lose any custom setups/formulas that I have created so far?

Also, I have participated in several beta programs before and it always helps when the developer publishes a list of open issues so that we are all aware of the open issues and you won't be answering the same queries over and over again. Can I suggest a sinigle thread somewhere for us to share any issues we find?

Thanks, and by the way I will most likely be purchasing your program shortly :)
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Postby Overload » Wed Jul 09, 2008 11:22 am

Have you heard any problems with doing this?

No, I'm not aware of any problems, but the beta release doesn't have much history yet. You should use the Upgrade program to do this, not overlay using the full install. Let us know if you run into any issues.

Will this cause me to lose any custom setups/formulas that I have created so far?

No, but various results will be cleared, including all Detailed Analyses and Signal Results. The results from Dynamic Trading Strategies will also be cleared, so those will need to be started over from the beginning. All setups and formulas will remain.

Can I suggest a sinigle thread somewhere for us to share any issues we find?

That's a good idea. I think this thread is a good place for that. We'll also keep the Beta Updates page (http://www.stratasearch.com/updates/beta.html)
updated with a list of outstanding issues. No problems have been reported as of this post.

Pete
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Postby erdiesel » Wed Jul 09, 2008 11:28 am

Overload wrote:
Have you heard any problems with doing this?

No, I'm not aware of any problems, but the beta release doesn't have much history yet. You should use the Upgrade program to do this, not overlay using the full install. Let us know if you run into any issues.




Sorry, i'm at work and don't have the program in front of me but you mean within the program itself there is an update function? If so, will it even be able to try to update from a beta version? Most release software with internal updaters aren't set to pull in and update beta versions on top of beta versions. Just asking now so that I can give this a go first thing when i get home :)
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Postby Overload » Wed Jul 09, 2008 11:42 am

you mean within the program itself there is an update function?

There is both a Full Installation and an Upgrade Installation that can be downloaded from this page:

http://www.stratasearch.com/updates/beta.html

If you're upgrading your V3 installation, you should download and run the Upgrade Installation.

The only way to install the beta is through one of the above 2 "manual" options. However, once you've installed the beta, you can use the Help > Check For Updates menu to check for (and install) beta updates. The beta operates on a separate stream of updates, so Version 3.0 installations are not affected.

Hopefully that makes sense, but feel free to ask if you have additional questions.

Pete
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Postby Overload » Wed Jul 09, 2008 12:10 pm

I know that you do not recommend installing right over the current 3.0 production installation, however since I am still evaluating your application I have no problems with just going down that route so that I only have one copy of the application running on my machine. Have you heard any problems with doing this?

Actually, I'm going to change my mind on this. When you run the "Upgrade Installation", the default option will be to upgrade a *copy* of your Version 3.0 installation, and I think this is the option you should choose. In the end, this will put your Version 4.0 in the standard Version 4.0 directory, and it'll give you Version 4.0 links from the Windows Start Menu. In the end this will probably be a lot less confusing. Just run the Upgrade Installation and it should be pretty self-explanatory.

Once you've installed V4 and have used it for a while, you should then be able to uninstall V3.

Pete
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Postby taowave » Tue Jul 15, 2008 7:23 pm

This applies to version 3 and 4..Why when I go into symbol setup is every stock named "COM"???

BTW,like the new features..nice job

Allan
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Postby Jaded » Tue Jul 15, 2008 9:03 pm

I just experienced a lockup in the application. It was starting to process a scheduled signal at the same time that I went into Setup->Futures Product Setup.. CPU usage is at 0% and RAM was not climbing.. It just froze.
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Postby Overload » Tue Jul 15, 2008 9:29 pm

This applies to version 3 and 4..Why when I go into symbol setup is every stock named "COM"???

I've not seen this before. When you enter the setups for a single symbol, does it give the symbol description as COM there too?

Pete
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Postby Overload » Tue Jul 15, 2008 9:31 pm

I just experienced a lockup in the application. It was starting to process a scheduled signal at the same time that I went into Setup->Futures Product Setup.. CPU usage is at 0% and RAM was not climbing.. It just froze.

Thanks, I'll look into this. It may have been a timing issue that won't happen often. Please let me know if it happens again.

Pete
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Postby taowave » Tue Jul 15, 2008 9:41 pm

Yes,when I type in IBM,the name says COM..In fact,when I look at my charts,its also says COM!!

Hmmmm


Allan

Overload wrote:
This applies to version 3 and 4..Why when I go into symbol setup is every stock named "COM"???

I've not seen this before. When you enter the setups for a single symbol, does it give the symbol description as COM there too?

Pete
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Postby Overload » Tue Jul 15, 2008 9:43 pm

Yes,when I type in IBM,the name says COM..In fact,when I look at my charts,its also says COM!!

What pricing service are you using? If you're using an ASCII, Yahoo or MSN import, you might want to look at the setups. Something doesn't appear to be lined up properly.

Pete
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Postby taowave » Tue Jul 15, 2008 10:26 pm

Quotes Plus

Overload wrote:
Yes,when I type in IBM,the name says COM..In fact,when I look at my charts,its also says COM!!

What pricing service are you using? If you're using an ASCII, Yahoo or MSN import, you might want to look at the setups. Something doesn't appear to be lined up properly.

Pete
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Postby Overload » Tue Jul 15, 2008 10:42 pm

Quotes Plus

I'd recommend reimporting prices from scratch. Use the File > Import Prices menu, and then select the 3rd option to "Clear Previous Prices, Symbols and Sectors". You'll then need to reimport Sectors after that completes. Give this a try and let me know if it takes care of it.

Thanks,
Pete
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