Now even more functionality!

Posted by on May 31, 2012 in ArbMaker News! | No Comments

 

We’ve added more functionality to the latest release:

  • Layering. A position can now be split half-and-half inside the back tester and, when the pair is saved to a portfolio, scaled into using separate entry criteria. This is aimed primarily at users who want to reward strategies that show initial profit by adding to that winning position. But it may also serve as a device to average the costs of entry
  • An ‘Exclude items that fail 99% cointegration’ check box inside the ‘Active Portfolio’ screen. If selected this kicks in automatically and will not allow signals or positions for pairs failing at 99% to be made
  • At user request a Z-Score chart has been added inside the individual back tester. This better  shows the exit/entry points for strategies relying on the Z score criteria
  • Chart layouts can now be saved. We’ll be adding additional layout saving features in due course

Subscribers and trialists should download the new version of ArbMakerPlus from the Take the trial page. The revised documentation, including coverage of the new functionality, is here.

Note that this upgrade will automatically recreate a new database. Therefore:

  1. You must backup your existing database using the ‘Export’ feature or you will lose your data
  2. Once the new version is installed use the ‘Import’ function on your backed-up data. Once the back-up is re-imported that it is necessary to hit the refresh buttons in the Watchlist and Portfolio screens to finalize the process
  3. You will have to re-import the symbol files (US, Global and currencies) composing your database
  4. The exchanges will need to be re-assigned to IQFeed if that is your provider

There are some fixes too, notably to the ‘Close’ trade button for forex pairs and a decimal check function for Yen-based transactions.

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