|Change File Log (Excess)|
|From JTAWiki, a project by J Talon LLC|
This page diplays the changes made to Excess
- Fixed: Trade arrows now show on the chart.
- Fixed: All trades have a comment "XS" to indicate the EA that created them.
- Changed: The lotStepInterval approach to defining dynamic lot sizes has been extended, with lotStepInterval being replaced with lotStepInterval1, lotStepInterval2 and lotStepInterval3
- Changed: The approach used for margin management has been changed. Rather than trying to prevent high margin levels developing in the first place, XS now monitors the margin level, closing the grid at breakeven if the margin level has dropped to a pre-defined limit and closes the grid immediately if pending orders are cancelled by the broker rather than being triggered.
- Fixed: The fixedTarget profit taker now closes out at breakeven if the breakevenTradeLimit is reached.
- Fixed: Metaquotes changed the way in which time series were handled in the tester. This broke the new scheduling of processes aligned with bar periods when running in the tester.
- Added: A SaveStats service process that optionally enables a balance, equity high, equity low file to be saved at regular intervals in the same way as is done in other JTA EAs
- Fixed: A bug in autoupdate in which concurrent auto-updates of different versions interfered with only one of the versions updating.
- Fixed: A bug that could cause a crash if auto-trading was initially disabled.
- Changed: The default logging setting to CRITICAL ERRORS. If XS is running with aggressive settings then it can generate a lot of warnings about insufficient margin, resulting in very large log files.
- Fixed: A bug that caused incorrect lot size errors
- Changed: The way that dynamic lot sizes are calculated. This is now specified using a lotStepInterval.
- Added: Improved error reporting for straddle trades
- Added: If an update file has been downloaded, then the notification on the chart also now contains a button which opens the folder containing the update.
- Fixed: A bug that prevented grid extensions
- Fixed: A spurious error message that sometimes occurred following the download of an update.
- Added: Explanatory comments to the settings file to clarify time and day restriction settings
- Added: Check to ensure that the dayOfWeekMask is 7 characters in length; one for every day in the week. The check is only applied if restrictDayOfWeek is true.
- Changed: dllDebug setting is now boolean (ie; true or false)
- Added: System state MARKET_CLOSED. Excess enters this state if Excess is left on over a weekend (or whenever the market of the particular instrument being traded closes). When the market re-opens, the system state returns to the prior trading state.
- Added: Spike catcher process that closes the grid in response to a sudden large price spike.
- Added: Pinbar and engulfing bar signals
- Removed: updateMaxGridSize property. This is now always assumed to be true.
- Fixed: Bug fixed in the Schaff Trend Cycle signal that could result in a division by zero error
- Added: Monitoring of both current and exposed margins. Trades are only added if they are unlikely to cause margin limits to be exceeded if they are triggered.
- Added: Display of current risk and both current and exposed margins.
- Added: Retracement Profit Taker
- Added: Modified Risk Profit Taker
- Added: Half Life Profit Taker
- Added: Processes can now be scheduled by price ticks, timer ticks or bar completion.
- Added: An optional display of all trades or all processes can now be displayed on the chart.
- Added: Lot sizes are now constrained to the maximum size permitted by the broker.
- Fixed: Bug fixed in ADX filter that resulted in some signals not being filtered.
- Fixed: Added the framework logger and drawdown manager back in.
- Added: Property straddleFollowsPrice setting, that keeps the spacing between the buy sell pairs constant.
- Added: Dynamic targets. With this option, the target reduces progressively as the grid size increases.
- Added: Straddle shift option. This enables the placement of the initial straddle pair to be shifted up or down, the direction of the shift being determined by the signal direction.
- Added: No trigger maximum age option. If no trades are triggered within this number of bars, then the grid is closed.
- Added: OnTester settings. Collects statistics that are available to the optimiser, such as average grid size when closed.
- Changed: AutoUpdater now works.
- Changed: New drawdown manager options. If the maximum drawdown is exceeded, the options are now abort (close all trades and exit), pause (continue managing the current grid and stop trading when it is complete), start over (close all trades and carry on trading).
- Removed: Property autoResumeOnTest. Superseded by DD manager options.
- Removed: Property abortOnDDExceeded. Superseded by DD manager options.
- Added: Abort button. Pressing this and confirming the action results in all grid trades being closed/deleted and the EA terminated. Note: Cannot be used in the tester.
- Added: Pause button. Pressing this and confirming the action results in the current grid (if there is one) being managed through to completion. Once that has happened, trade processes are paused until resumed. Note: Cannot be used in the tester.
- Added: Resume button. The pause button changes to a resume button when you pause the system. Resuming results in normal trading behaviour returning.
- Added: Dashboard components that display profit and loss, current target, number of pending and active buy trades, number of pending and active sell trades and the ratio of active buy or sell trades (whichever is the greatest) to the total number of active trades.
- Added: Property autoResumeOnTest. If true and if the DD manager pauses XS due to the DD limit being exceeded, then XS is automatically resumed when the current grid is completed.
- Added: Property straddleFollowsPrice. If this is true the grid pairs are laid out relative to the most recently triggered trade rather than the initial grid centre. This reduces risk but increases the likelihood of counter trades being triggered.
- Added: Property useDynamicLotSize. If this is true then trade size is calculated based on the current balance. if false, then lotsPerTrade defines the static trade size used.
- Added: Property lotsPer1000. This is the lot size used for each $1000 balance. Hence if the current balance is $5000 and this property has the value 0.01, then each grid trade will have a lot size of 0.05.
- Added: Property useDynamicTarget. If true, then the target is continuously calculated instead of the normal fixed target with a specified grid size beyond which the grid is closed at breakeven.
- Added: Properties profitFactor and targetDeclineRate, used to calculated the target is useDynamicTarget is true. profitFactor is used in calculating the initial profit target and targetDeclineRate defines how rapidly the target decreases with increasing grid size.
- Added: Smoothed Heiken Ashi signal
- Added: Smoothed Heiken Ashi filter.
- Changed: The property reportWhat now has the option REPORT_ALL instead of REPORT_LIBRARY since if this is selected then all possible logging is performed.
- Fixed: A problem in the calculation of grid profit has been corrected.
- Fixed: A FIFO issue with closing hedged pairs of trades has been corrected. This was very important since it could result in a grid not being fully closed.
- Fixed: The DD manager has been properly integrated into the system, so it now works!
- Added: If the grid size reaches the limit of trades set by the broker, then this is recorded in the log, and optionally (if updateMaxGridSize is set to true), the maxGridSize is set to this value.
- Added: A rule has been added to enable grids to be closed at breakeven if the grid size reaches a pre-defined maximum. The property breakevenTradeLimit defines this limit. If breakevenTradeLimit is zero, then the rule is ignored.
- Added: Each trade now has a trade comment containing the name of the associated grid.