New MT4 beta and assorted upgrades

Posted by on Mar 1, 2013 in ArbMaker News! | 2 Comments

sw updateIf you are a client you should have already received notification of this upgrade and beta. If you have not please contact us to gain access to the beta.

For the last couple of months we have been implementing additional code and improving existing code. We now have a new version 2.3.4 in beta for clients and selected beta testers only with general release through our website to follow in 2 weeks.

The changes and additions:

  • MT4 auto-execution code implemented. Semi-auto mode to follow in the general release – testers should only use demo accounts during this beta
  • MT4 auto-detection of lot granularity – user broker interrogated and ArbMaker set to trade to the lot, mini lot or micro lot resolution accordingly
  • Negative beta implementation for FX (where it is common) and equities (still under test for the Interactive Brokers execution interface)
  • Optimization of data handling code in the MT4 bridge for faster scanning
  • Only unit roots test passing at 99% are advanced for cointegration testing. This strengthens the profile of cointegrated pairs coming through the scanner and simplifies the presentation of the cointegration test process as compared to the pre-requisite ‘eligibility’ unit root tests carried out on each time series.
  • PACF bypass added to the ‘Bypass filters’ option. This passes autocorrelated pairs when enabled and, for example, permits dual listed equities, such as British American Tobacco (NYSE & LSE) to appear despite the autocorrelation (due in this case largely to the time lag between exchanges). Autocorrelation must not be present for cointegration to be valid; but such pairs can be profitable. This feature a direct request from a client. Note: we do not mark autocorrelated pairs as cointegration fails now but will for the general release
  • Dynamic filters now have a master on/off switch
  • Pending trades now update in the ‘Open Items’ pane of the ‘Trades’ tab whilst awaiting execution
  • Assorted minor fixes and refinements

2 Comments

  1. emmamail
    March 27, 2013

    when is the Arbmaker general release coming ?

    regards,

    Emmanuel.

    Reply
  2. Admin
    March 27, 2013

    Hi Emmanuel,

    We are behind schedule but aim to release in mid-February.

    Regards,

    __________
    The ArbMaker Team

    Reply

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