News:

02/18/2013
Updated and fixed forever the documentation images. Also some documentation has been updated to reflect the current status (database, and others).

I'm planning to improve the plugins documentation as I'm creating a third version of the base plugin infrastructure to be able to execute in parallel engines wherever is possible (as I have almost 2 years of data executing plugins with all the data is becoming really slow).

I'm still planning also to release a version with a installer to let you try the tool easily.

Archive:

28/12/2012

Ok, the new plugin infrastructure is mostly completed and now creating new plugins should be much faster. I'm currently creating a new set to check if all what's required is present.

I plan to focus on doing new plugins and indicators and doing minor improvements on the chart.

Maybe I'll create a new stable release in a near future.

11/13/2012

Ok, after several days fighting with Charts I've had enough. The third party we are using is plagued with  defects and the worst thing is that it's the best one I found.

Today I found a new provider of WPF Charts (SciChart) but the effort to change from provider would be too big to do it now.

So I'm going to finish what it's currently done, write down every feature that I feel is missing and switch on another task. 

The 'another task' will be to make much easier to create new strategies as I have lots of them to test.

10/27/2012

Charts are coming! I need just one or two weeks more to get everything finished. And they work in real time too!

Ey! And today I reached 12.000 lines of code (without comments!)

10/19/2012

The Chart module is almost finished and looks awesome to me. I have changed the way I make the check-ins and from now on I'll check.in only finished work, that's why it has been a while since the last check-in.

I've also fixed some issues related with initialization and what happened when futures expired. After I check-in the chart it will be time to focus on the strategies and make them much easier to create.

Don't ever think I'm leaving the project, it's just that this page gives me almost nothing and I'm focusing on the development

09/15/2012

Vacations are over. The tool has the realtime module working and has all the known issues found and fixed. The next objective is to make easier to create strategies, currently takes too long.  I have lots of them written on paper waiting to be tested.

I will probably add a chart too even when it's not needed, just for fun because I always wanted to have one on my application.

06/26/2012

I'm still preparing everything for real market operation. I'm improving its robustness, reducing its memory consumption and increasing its reliability. I've also added options to save the state of the realtime engine and to recover it if needed.

There are new options to export data from the execution results (copy & paste of operation details and charts). I've also improved the charts to show more data.

Currently the only goal is to make the tool trade by itself into the real market.

06/15/2012

Has been a while since my last update of the news. I've been busy making some money (that's what this is all about right?) :)

Currently real-time plugins are almost finished (not tested yet doing real operations, just simulating them). Several performance enhancements have been done and there are some more planned, mainly focused on recording accurate data and showing a more responsive UI.

Some updates have been done also to improve the robustness of the application, handling errors and disposing everything when needed. I also plan on improving the communications performance as I usually get too many connections resets (about 20 a day).

I've also started thinking on a 3rd version (not sure if 2.5 or 3) but this is something that is still beginning. Probably I will go to indicators on version 2 before changing the current version.

05/11/2012

The accessor has operations already implemented. Limited and market operations only even when only market operations should be used by plugins.

Also the sample plugin has been improved to include all the available features like charts and settings. More refactoring will be done to join what is common between strategies on a public API.

Now I'll focus on Historical and Realtime plugins

05/08/2012

I've fixed several defects and created a new release containing a first version of a sample strategy. I also added a logging system using the well-known log4net API to manage exceptions and errors. 

I'm currently working at 100% to make plugins capable of executing realtime orders. The first step is to give to the Interdin accessor the ability of executing orders, this is mostly done. After that I will split (somehow) the plugins into real-time & historical. 

Even when I'm trying to document things looks like I'm too focused on code to update the web. Anyway I'll do my best to update the site. If you don't see it updated it doesn't mean the project is abandoned, just check the change-sets and you'll see that I continuously do check-ins.

04/21/2012

Almost a month since the last time I wrote some news. I've been really at 100% with the application. Mostly trying to find working strategies but also improving the strategy subsystem.

Now there are reusable UserControls to create your own strategies, custom plugin data publishing, charts, etc. There is still field to improve but things are going well.

I've also created a demo video on youtube to let you see how the applications works.

03/28/2012

Strategies are almost finished but I stopped documenting because I was in a code rush. Time to write all what's missing and to refactor everything a bit so it looks as nice as the rest of the application. I want to be as proud as possible of each line of code.

I have implemented a test strategy that executes the Dow Theory applied on intraday trading. It does not give good results (otherwise I won't publish it :)) but it's a good example on how to do your own.

I hope to make the demo video sooner or latter.

03/14/2012

Strategies are going reeeeeeeeally fast. I have the new infrastucture almost done with a sample strategy. The second version is going to be much more user friendly, with custom parameters and without the versioning problems that were present on the first version.

And now they are truly plugins that are loaded on runtime.

Stay tunned!

03/09/2012

New release done to be able to capture new data and experience the new look & feel while the strategy module is being developed (it's already being developed).

Feel free to try it and to comment whatever you want.

03/07/2012

I want to leave everything done until now working free of defects so I'm fixing several issues. The main one is the memory consumption as I'm having OutOfMemoryExceptions when the application has been running all the day long.

I'm also fixing several minor issues before I move to the strategy, charting and indicator subsystems.

A new release will be done when the bug fixing is done to let you use the new real time capture engine.

03/05/2012

Still working with the viewer trying to improve performance. I'm dissatisfied with the performance of the WPF Datagrid and I won't mind using a commercial grid but then I won't be able to share the tool so I will try to find other ways to improve the performance (like considering using a ListView).

I'm also spending some time moving the data I have stored (more than 1Gb already) from the old format to the new one ... it's being a hand job ... by the way, if you have realtime data stored and want to move it, ask me about how to do it!

I plan to add some filter options to the viewers as currently there are a lot of stocks and finding the one you want is harder than before.

Anyway as the viewer is almost finished I have 3 things to work with for version 2. Strategies, Charts and Indicators. I think I will create a basic infrastructure for strategies and then develop charts and indicators together as they are very related.

02/24/2012

Finally the second version of the viewer is here. You can capture data and view it in real time. You can fully configure the UI removing columns, changing their order, and setting a lot of properties for each column. There are some animations here and there to bring the UI to live.

There are still some performance problems when loading the initial values, I'm working on the issue. Code is paralleled so if you have 8 cores the code will use them!

Currently I'm going to fix two small issues and the next thing will be to add Historical View (this should be pretty fast).

I will upload a YouTube video very soon so you can see the application working in realtime.

02/17/2012

We have column options available right now! You will be able to configure how the realtime info looks. The dialog is already there and working but I will add more options in the near future. Currently the grid viewer is on the workshop.

02/10/2012

The current Stock Analyzer 2 project is already capable of capturing real time data. Much more stocks than before and much faster. They still cannot be seen at the status but they will be recorded on the database. Try it if you want.

02/08/2012

The second version is still on the way to go. We already have the options editor, the new status bar and the integration with the new engines and accessors tested and working. Now the stock group viewer (the main control of the application) is being done.

I expect to have something working in a week

01/30/2012

The second version of the UI is advancing quite well. There is a temp project where all the progress will be checked-in until I merge that code with  the main branch. Currently the options window is finished, tested and documented. Now working on the main screen.

01/24/2012

The second version of the engines is done. Better design, better initialization of groups, holidays and different markets times are now taken into account and finally the engine creates quotes with the new memory model making regular captures each second. And it is fully documented.

01/19/2012

The second version of the acquisition engine is almost done. Only some testing is required and it will be added to the repository. Better desing, better initialization of the groups, holidays are now taken into account and the engine creates quotes with the new memory model.

01/12/2012

Second version of the interdin accessor with major re factoring applied everywhere. The pages are read now in parallel, there is a separated memory model and engine, there are bug fixes and improvements. The design is more clear right now. The documentation is also complete for this area.

The accessor still does not read different expiry for futures because they are not implemented yet on the model.

01/07/2012

Second version of the model with re factoring applied everywhere. There are new concepts like markets and static data, bug fixes and improvements. The design is much clear right now. The documentation is also complete for this area.

The model is still missing the futures concepts but I will first end the second version of the engines to be able to capture real time data with the new capabilities.

01/04/2012

First version released and heavy application development underway. Currently source code is broken and cannot be built as it is under reconstruction. The new version will have the following new features:

  1. Different models for futures and CFDs.
  2. Different markets available with different open & close times.
  3. Paralleled reading of stocks to increase data acquisition speed.
  4. The same futures will be read with different expiry dates.
  5. Changed the memory model to increase chart & engine response and to make easier to include new indicators.
  6. More to come ...


Last edited Feb 18, 2013 at 10:09 AM by somos, version 35

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