Investor/RT Changelog

What's new in Investor/RT 13.3.1 Build 33309

May 1, 2018

Consolidated Tape (RTX)
Security Improvements
VolumeScope (RTX)
ChartTradingDOM (RTX)
CQG Continuum Connectivity
Window Manager Improvement
Dynamic Feedback When Dragging Custom Profiles
Signal Markers: New Marker Options
Profile Indicator: Auto Merge Option
Reference Lines: Termination Options
Bar Statistics: Now Exportable
Remove Instrument Bar Data Temporarily From Chart
Bar Statistics: Added Indicators 7-12 Row Options
Bar Stats and Price Stats: New Options
Profile Indicator - Delta Profile Color Options
Multiple Price Highlighter: New Results: Above X (2 Prices) & Above X (3 Prices)
Mixed Periodicity Data: Allow Filtering When Not Mixing Periodicity
Playback: Improved Efficiency
Improved Bar Drawing Style
Price Statistics - Outside Volume Filtering
Miscellaneous Enhancements

New in Investor/RT 12.7 (Apr 21, 2017)

New in Investor/RT 12.5.9 Build 33226 (Aug 9, 2016)

Volume Filtered Tick Charts:
When periodicity is specified as 1 Tickbar (every bars is a single tick or trade), a "Size >=" filtering option is now available which will limit the charted ticks to those at or above a user-specified size. For active instruments, a 1 tickbar chart can be very inefficient with sometimes 100s of bars forming in a single second and millions upon millions of 1 tickbars loaded in chart. Adding a tick filter can greatly increase the efficiency of such charts and allow a user to focus only on larger trade size and perform analysis on such filtered data.
QuoteBoard and InfoBox Exporting:
The QuoteBoard and InfoBox may now be easily exported to a text file by right-clicking on the respective indicator and "Export Data". When exporting QuoteBoard data, all data visible in the chart is replicated in a comma separated file which opens nicely in Excel (and will open up automatically in Excel). When exporting InfoBox, all the indicator data that is displayed in the InfoBox will be exported to a commaseparated file. This makes it easy for user to take the data analysis produced and displayed by these indicators and quickly move that data to a report, a chat room, an email, etc.
Changing Periodicity When Scrolled Back:
A new option was added which forces charts to remain scrolled back when changing periodicities. In previous versions, when a user changed the periodicity of a chart, the chart automatically scrolled to present. A new configuration variable, ScrollPresNewPdcity, has been added. When this variable is set to false, charts will retain their scrolled back state when changing periodicity. This makes it much easier for users to scroll back and analyze past data across multiple periodicities.
Resetting One Day Charts at Open - A new configuration variable, ResetOneDayChartsOnOpen, has been added which forces charts with view period set to Last 1 Day to reset to current session only on the first trade of a new session. In previous versions, the new data would just append the previous session ultimately resulting in 2 charted days instead of 1. With the new variable set to true, charts will remove the previous day on the 1st trade of the new session allowing users to always look at just a single developing session.
Mixed Periodicity Data (MPD) and Align To Master - An important change was made to the MPD indicator in 12.5. When MPD is setup with "Mix Ticker" turned on, but "Mix Instrument" and "Mix Session" turned off, it will then use Align To Master automatically when loading the mixed data. This is important because some symbols don't mix well with some periodicities. For example, if a user is plotting ES with 3t Renko periodicity, but using MPD in a signal to grab the data of the NYSE Tick index, 3t Renko and data of indices often does not work well at all (resulting in possibly millions of bars). Forcing Align to Master in this situation results in the data of the index getting lined up bar for bar with the data of the ES using the timestamps of the ES bars and resulting in a 1 to 1 relationship between ES bars and MPD/Index bars. This change really increases the power and flexibility of an already very powerful and flexible MPD indicator.
Profile Indicator Enhancements:
Two new data options were made available to the Profile InfoBox and a new custom duration "To Visible" was added to aid with playback of profiles. A custom duration option "To Present" has been available in Profile Indicator for quite some time, plotting a profile from any user-specified start point through present (current bar). In addition, a "Visible" option has been available which profiled all visible data and changed dynamically as the visible data changed (scrolling, resizing, zooming). These two options have been married into the "To Visible" option which allows the user to drag start of profile to any given bar/datetime and the profile will build from that point to the right edge of visible chart. This allows user to scroll the chart back, and pin a "To Visible" profile to the start of a session, and then scroll forward through that session and see how the profile developed bar by bar throughout the session. Same concept could be applied to seeing much longer term composite profiles develop over time, bar by bar or session by session. Also, 2 new data items were added to the InfoBox: Average Volume Per Price and Duration. Average Volume Per Price can be activated by entering the character M in the InfoBox parameter list at bottom of Profile Indicator preferences and divides the total volume of profile by the number of prices in profile. Duration can be activated by entering the character & in the InfoBox parameter list at bottom of Profile Indicator preferences and provides the duration of the profile in seconds. Also, the HVN/LVN sensitivity can now be supplied as a C# or V# variable instead of a constant integer. This allows users to dynamically adjust the sensitivity with a Button Indicator that sets the C# or V# value.
Button Indicator Supports Layered and Tick Filtered Periodicities
The "Change Periodicity" purpose of the Button Indicator can now support layered periodicities (Average Price, Point and Figure, Heiken Ashii, and Kagi) as well as the new size filter for 1 tick per bar. To set periodicity to 5m with the layered periodicity of Average Bars with period of 5, user would enter 5m+AB5 (enter base periodicity then a plus sign and then the abbreviation for the layered periodicity followed by the period if applicable). The abbreviations for layered periodicities are as follows: Average Price=AB, Point and Figure=PF, Heiken Ashii=HA, and Kagi=KG. Similarly, the magnitude of the tick filtering of 1 tickbars is supported using this format: 1t+SZ100. This would result in 1 tickbar with size filtering >= 100.
Buttons for Showing, Hiding Indicators:
Investor/RT has long offered chart buttons for quickly adding or removing indicator setups (called presets). Clicking a button adds a preset indicator to the chart or removes it if it is already present. Indicators toggled in this way do not consume resources except when present. Sometimes it is desirable to hide an indicator while keeping it active in the chart. In version 12.4 the chart element manager provides this capability; you may also click on the pane element menu at the top center of each pane to show/hide specific indicators or all indicators. In Version 12.5, a menu item for hiding an indicator is available in the right-click menu. Right-click on any indicator in the chart and choose Hide. The button indicator has similarly been enhanced to offer Show/Hide Indicator as a button purpose. Specify an indicator preset just as you do to create a button to Add/Remove some indicator. Clicking the button will then alternately Hide or Show that indicator. If you have an existing button for adding/removing an indicator, you may edit the button and revise its purpose to Show/Hide Indicator if you prefer. Note that hidden indicators become visible again the next time you reopen the chart.
Scrubbing Holidays and Honoring Session:
A new config variable, ScrubHolidayHonorSession, was added which forces the scrubbing of holiday data to honor the session of the symbol/instrument. A user may right-click on a chart (typically just after a holiday) and "Scrub Data: Holidays". In the past, that action would scrub all the data on the dates of holidays in the holidays file. With this new config turned to true, only the data of the session will be deleted. For instance, if ES is set to session 31 which goes from 4:30pm ET to 4:15pm ET, and 1/18/2016 is setup as a holiday in the holidays file, data from 1/17/2016 4:30pm until 1/18/2015 4:15pm will be deleted. This is different from before in that it removes any data on the evening of 1/17 and leaves the data on the evening of 1/18 (start of 1/19 session). This essentially results in removing "sessions" of data instead of "dates" of data. The holidays file may be accessed in the Object Manager by selecting Text Files: Holidays.txt.
Labeling Weekly and Monthly Pivots - While Pivots are typically built off daily data, the Pivot Point Indicator allows the user to build pivots using any periodicity including 30min, Weekly, Monthly, etc. In 12.5, when Weekly or Monthly data is used to build the pivots, the pivots will be labeled accordingly. Monthly levels will be labeled MPP, MS1, MS2, MR1, etc. Weekly levels will be labeled WPP, WS1, WS2, WR1, etc. This allows user to add daily, weekly, and monthly pivots to same chart and easily tell them apart using labels (different colors may also be used to easily differentiate).
Zig Zag Indicator Export:
Duration - Users may right-click on a Zig Zag indicator in a chart and choose Export Data and the result in a well formatted comma separated file showing various data items on each leg which opens automatically in Excel for analysis. In 12.5, a new column of data, Duration, was added, which provides the duration of each leg in seconds. The complete list of exported columns in 12.5: zzPrice,zzChange,zzVolume,zzDelta,zzBars,zzAvgSz,zzTrades,zzSlope,zzWave,zzVolBar,zzVolPrice,zzRetrPer,zzDur.
PaintIndicator (RTX):
A new RTX indicator named PaintIndicator is now available. This indicator allows users to paint any indicator based on a variety of conditions and draw using some new and unique drawing styles. Up to 4 painting conditions may be specified with each condition giving options to paint based on an indicators value relative to a constant number, an indicators value relative to another indicator, or based on an signal build using RTL. Any custom indicator can be used as the basis for the PaintIndicator. The PaintIndicator has it's own base color which will be used when none of the paint conditions apply. If any paint condition applies the indicator will be drawn in that color, with conditions lower down in the preference window taking priority if multiple conditions apply on any given bar. Several attractive drawing options are available to PaintIndicator including: Line, Dots, Dotted Line, Histogram, Rounded Histogram, and Filled Histogram. All drawing styles have an optional border color.
BuySellMeter (RTX):
The BuySellMeter plots the buying volume versus the selling volume of a user-specified period of time, from last 1 day, to reset on demand, to auto-reset. Buying volume is defined as volume that traded at the ask/offer price while selling volume is defined as volume traded at the bid price. BuySellMeter gives a clear visual of these two volume metrics on a compact box anywhere on your chart. User specifies the horizontal and vertical position of the box (in pixels from top left) and may drag and drop the box within chart or select and use the up/down/left/right arrows to fine tune position. Durations include: Last X Days, Last X Bars, Manual Reset, Reset When Close, Reset When Even (< X%). Last X Days and Last X Bars simply plot the buy and sell volume of the specified period. Choose "Last 1 Days" to show buying and selling of the current session only. Last 1 Bar to show buying and selling of the currently forming bar. Manual Reset allows the user to click a "c" button on the box to reset the buying and selling volume on demand and accumulate from that point. Reset When Even will automatically reset buy and sell volume to zero when the two are equal. The logic behind providing this option being that the event of buying and selling being equal is not terribly interest, so reset to zero and build from there. A similar option, Reset When Close (< X %), works on the same logic but resets the two whenever they get close (whenever the magnitude of the difference between buying and selling is < X% of the total volume accumulated.
Linnsoft ChartShare:
Subscribers can now share charts directly to linnsoft.com. Just like other chart sharing services, you can optionally include your chart definition. Additionally, if you would like to make your chart private and visible only to yourself, click the checkbox Private Share to Linnsoft. When logged in to the website, you can find all of your shared charts by clicking on the Charts tab from your account page.
Version 12.5 Miscellaneous Enhancements
A translucent option was added for the bands of the External Data Indicator ToTheTick.com PowerZone bands. Also, a labeling issue for ToTheTick.com bands was fixes so that labels are now properly labeled with PZ1, PZ2, PZ3, etc.
The loading of volume at price data within bars was made much more efficient. User should see faster load times for chart when initially opening the charts or when importing data.
A new configuration variable, DrawBidAskLastLines, was added which allows users to suppress the thin bid/ask/last line which appears just left of the vertical scale in multi-pane charts.
A minor issue in the extend naked option of the Bands indicator was fixed which was preventing the extension of bands for indicator combinations which had results on consecutive bars.
A new config, TPOChartBufferPrices, was added which allows user to customize the amount of whitespace (number of prices in tick increments) printed above and below realized prices in TPO Profile charts. This simply allows users to scroll further above and below realized prices to view or plot reference lines, etc.
File > Functions > Chart Indicator Reports produces a report of all active indicators, their computation frequency and last calculation time. The output is filtered by a user configuration variable ChartIndReportFilterMS. Set this variable to a number of milliseconds to show only those indicators with calculation time greater or equal to the setting.
Chart Buttons with purpose Execute Toolbar Button allow you to create buttons inside the chart for any of the chart toolbar buttons, including 18 additional chart actiions. Newly available in 12.5 are Revert, Toggle Whitespace, Scroll page Left/Right, Quick Change Session/Viewing Period.
The chart right-click menu now has menu items for Session... and View Period... noting the keyboard shortcuts for these useful fuctions for quickly adjusting the chart's session and the period of time to be viewed in the chart window.
A configuration variable PinLayoutToolbarAtStartup may be set true if you wish to keep the layout toolbar pinned at the right end of the main toolbar. This works especially well if the main toolbar is in Slim mode. When PinLayoutToolbarAtStartup is true, the layout toolbar is created without a title bar so that it appears visually as an extension of the main toolbar.

New in Investor/RT 12.3.2 Build 33191 (Sep 10, 2015)

Direct Support for OEC Market Data/Order Routing.
RTX Extension: Price Volume Patterns (PVP).
RTX Extension: Trail of Intentions (TINT).
Indicator on Indicator Calculations.
Zig Zag Indicator Improvements.
Profile Indicator Improvements.
Alternate Range Bar Method Periodicity.
Custom Indicator: Label Values.
Display Format for JY/6J Futures.
Indicator Buttons Improvement.
Version 12.3 Miscellaneous Enhancements:
A new "Invisible" drawing style was added to indicators. This option was added so users may be add indicators to charts and label the current value next to the scale without the indicator drawing a line or histogram across the chart.
File > Functions improvements were made enable adjustment of Trading Notes fill prices to align them with premium adjusted historical data after rollover.
File > The Button Indicator has been enhanced to handle the Range and Reverse periodicity for purpose "Change Periodicity". This periodicity requires text in the form "8x4rr" with the first number representing the range (in tick increments) and the second number after the x representing the reversal (in tick increments).
The logic for building the Range and Reverse periodicity has been improved. The Range and Reverse periodicity can be found in the listbox just under the Renko periodicity in the periodicity control. When Range and Reverse is selected, the user supplies the periodicity in the format 8x4. The number preceding the x dictates the range and the number after the x dictates the reversal, both in tick increments (prices). For an 8x4 R&R, the bar will build until the range of the bar meets or exceeds 8 ticks. Once this range is achieved, bar will continue to build until price reverses 4 ticks from the last extreme it created (high or low).
Four result options were added to the Profile Indicator PROF token when used within RTL: HVN2 Price, HVN2 Volume, HVN3 Price and HVN3 Volume. These provide the price and volume of the second and third highest volume prices within each profile. This allows the user to get at not only the price and volume of the VPOC, but also the price and volume of the next 2 highest volume prices. This enables users to do further analysis with respect to double and triple distributions.
Schedules, under File > Preferences... has a new schedule action in the Database Functions list. Titled "Scrub Holiday Data", the action eliminates tick data on holiday dates for the symbols in a specified quotepage.
Chart cross hairs show only the horizonal (price) line when the Chart Highlighter is active. The highlighter serves as the vertical component of the cross hair and this results in a cleaner look. When the highlighter is off, both horizonal and vertical cross hair lines are drawn as usual.

New in Investor/RT 12.2.2 Build 33172 (May 22, 2015)

Enhancements:
TPO Profile Charting: Effective in Version 12.2, Investor/RT refers to time-lettered profile charts as TPO Profiles (Time/Price Opportunity Profiles), ending the use of the CME registered trademark to refer to this charting style.
Window Manager: Window Manager has been improved. The last position and size of the window is now retained. The shortcut Alt+N will toggle the window manager window on/off. The state of the check box to include hidden windows in the list is also retained when you close and reopen the window. The window manager now updates automatically as you open and close other windows and/or layouts or as the titles of windows change as they do when you switch the periodicity or symbol in a chart. An About... button displays diagnostic information about the selected window. Choosing Window Manager from the Window menu while holding down the Ctrl key opens the window at default (small) size directly under the Window Menu, otherwise the last know size and position is used.
Chart Trading Improvements: Trading Orders can be submitted from the charts in a variety of ways: a button click, a trading rule indicator, a signal action fired by an RTL signal, a trend line or reference line break. When a trading order is submitted with order type "Stop" or "Limit" and the trading order setup calls for stop or limit price selection using the mouse, Investor/RT will present a special price selection tool that moves with the mouse. The tool is a circle with a cursor in the center for aiming the mouse a the price level you want for your stop or limit order. The tool provides visual feedback of the price level as you change the vertical price position of the cursor. The tool shows a legend telling you whether you are selecting a Buy Stop, a Sell Stop, a Buy Limit or a Sell Limit price. As you move the mouse, the number of ticks away from the fill price is shown to enable you to place stops and targets easily at predetermined tick offsets. If you accidentally move the mouse outside of the chart pane containing the instrument, the tool feedback reads "Wrong Pane". If you move the mouse to a price level that would make the order, in effect, a market order, the word "Market" appears instead as a warning. For example, if you are setting a Sell Stop when long, moving the stop selection tool above the current market price will warn that the stop price level of the mouse would result in a market order.
Once you are in a position, the Fill reference line will show you that you are long or short and the number of contracts/shares at the right edge of the chart.
If you right-click on the fill line, a new chart trading menu appears from which you can:
Place Flatten Order
Place Stop Loss Order
Place Profit Target Order
Place Stop and Target Order
These menu items may be used to quickly bracket your position with working orders with mouse clicks for stop and limit price selection. For example, choose Place Stop Loss Order and Investor/RT will submit a trading order to place a protective stop for your current position prompting for the stop price using the new price selection tool. When long, you are prompted for the SELL STOP price, when short for the BUY STOP price.
Similarly, choosing Place Profit Target Order prompts for the limit price, either the BUY LIMIT price when short or the SELL LIMIT price when long.
Choosing Place Stop and Target, you bracket the order with two working orders with two mouse clicks. You are first prompted for your Stop Loss stop price, then for the Profit Target limit price. The working orders are submitted and then appear on the chart once accepted by the broker.
These new chart trading features are aware of your current position in the symbol. So, for example, if you are long 3 contracts and bracket your position with working orders for those 3, then you add another 2 contracts at some different price level, your fill line moves to the average price per contract for the 5 contract position. With working orders already in place for the first 3 contracts, you can right-click on the fill line and choose Place Stop and Target Orders. Investor/RT determines that you are already protected with stops/limits for 3 contracts, so your next mouse clicks will submit working orders for the additional 2 contracts at the price levels you select. These can be at the same or different levels as the existing working orders for the first 3 contract position. You will then have 4 working orders, 2 protective stops and 2 profit targets. You can drag and drop the working order lines in the chart individually to revise the stop or limit price of the working order with the broker.
These new trading features work hand in hand with other methods for submitting trading orders. If you wish to experiment with these, use a simulated trading account with your broker or setup Investor/RT with the Built-in Trading Simulator as your brokerage destination. You can use the built-in trading simulator to explore these feature during market data playback.
Note that if you use MarketDelta Trader as your brokerage destination, these stop loss/profit target tools are generally not needed if you have setup MD Trader to automatically bracket your trades using its ATOM (Automated Order Management) capabilities.
The Button indicator also permits these three special stop/target setting actions to be setup in a button. When button purpose is Execute Trading Order, you can choose one of these three "Place" actions instead of an actual trading order. For example, create a custom colored and titled button named "Bracket" to execute the trading order "Place Stop and Target Orders". Clicking this button then works just like right-clicking the fill line to initiate the bracketing of the fill with stop and target working orders.
Finally, Fill and Working Order Reference lines now have an "X" box to the left of the reference line title. Clicking the X on the Fill line will flatten the position and cancel all working orders. Clicking the X on a working order reference line cancels the working order.
New RTL Tokens: The RTL token TR_FILLSECS may be used in trading signals to consider the amount of time (in seconds) since the fill, i.e. the elapsed time since the position was opened. TR_FILLSECS will have value -1 when the associated symbol is not in a position (i.e. when TR_POS is zero). When a position has multiple legs, TR_FILLSECS will reflect the seconds since the most recent fill event. For example, the RTL signal:
TR_FILLSECS >= 300 AND TR_FILLSECS < 600 AND ;will fire true whenever the RTL expression is true while in a position for at least 5 minutes but less than 10 minutes.
Volume Breakdown Additions: Bid Delta, Ask Delta, and Bid/Ask Delta. Three new breakdown options were added: Bid Delta, Ask Delta, and Bid Ask Delta. These are designed to help traders identify the level of refreshed bids and offers that are occurring. The Bid Delta of each trade is computed by subtracting the difference in bid size on the book from the actual trade size. If the bid size did not change while a 20 lot went off, then the bid was refreshed and the Bid Delta would get a +20 value for this trade (positive values of Bid Delta should be considered bullish). The bid size before and after the trade occurred are compared. Similarly, the Ask Delta is computed by taking the difference in ask size before and after trade and subtracting that from the trade size. Again, positive values correspond with refreshing offers (positive values of Ask Delta would be considered bearish). The Bid Ask Delta for each trade takes Bid Delta and subtracts Ask Delta (Similar to Bid Delta, positive values should be considered bullish). These new options can be found in the "Breakdown" drop down listbox, and all results and/or statistics of the VB indicator build upon this data just as they do for the standard "Ask vs. Bid Traded" volume.
Zig-Zag Oscillator Enhancements: Many result options which consider "Pivots Back" were enabled to allow "Pivots Back" numbers of any size. Prior to 12.2 these were limited to a maximum of 20 Pivots Back. Now the internal variables are dynamically allocated and can handle any size. This enables users to calculate the average rotation size going back thousands of rotations on Zig Zag. Two new result options were added to Zig Zag Oscillator: "Rotations" and "Rotation Size". Rotations gives a running total of the number of legs or rotations that have occurred in the chart. Rotation Size gives a value only on the pivot bars equivalent to the size, in ticks, of the rotation or leg (zero on non-pivot bars). The Rotation Size option works very well in combination with the new Profile on Indicator (ignore zero) option as it enables users to plot a profile of the size/height of all rotation in any given chart.
Profile Indicator Enhancements: The Profile Indicator was enhanced to work on Indicators in addition to Instrument data. Also, an "Ignore Zero" option was added. It is only applicable when doing profiling of indicators. When the option is checked, the Profile will ignore values of zero (of the underlying indicator) when building the profile. To use this feature, add a profile indicator to a chart pane containing only an indicator. The Profile will plot based on the values of the indicator instead of the instrument market data. Adjust the Price Per Bar value in the Profile settings to something reasonable based on the expected values of the indicator. If no price per bar is specified, the Profile Indicator will compute a reasonable default. Use the Profile Indicator drawing tool to draw a profile into an indicator only pane. Edit the Profile settings to adjust the duration to "All Data" and the price per profile to make it appropriate for the values of the indicator to be profiled.
When an Profile is based on "Signal" (new profile every signal marker), you now have a way to specify WHICH signal the Profile should use. Prior to 12.2, the first signal found in the chart would be used. While that continues to be the default behavior, you can specify the text label of the Profile Indicator as "s:xxxxx" where xxxxx is the first 5 characters of the signal you want the profile to use. In this situation, the profile indicator will look for such as signal and use the first signal having those first 5 letters. Finding no matching signal, the Profile will use the default, the first signal in the chart.
Chart Specific Variables: Version 12.2 introduces the concept of Chart Variables. Unlike User Variables (V#1,...V#512), Chart Variables are not associated with a specific instrument (ticker) but with a specific chart. The RTL language and indicator setup dialogs support these C# variables, C#1,...C#32. Chart variables may be used in the same places as V# variables are, typically as variables/periods within indicator settings.
C# variables can be assigned values using RTL, e.g. SET(C#1, ). Since C#'s are associated with a specific chart name, the RTL SET method can be used only when an RTL signal or custom indicator is being evaluated within a chart. Typically, the most convenient way to assign a value to a C# will be to add a button to the chart for this purpose. Setup the button with the purpose "Set C# from a list of values". Like with V# variables, you can setup the button so you will be prompted for the value to assign to the C# in question and the chart's indicators will then update to reflect the newly assigned C# value. This button purpose can also be used to create buttons that set a specific value into a C# without prompting, or to create menu buttons that offer a menu of various values to be set into a particular C#, both avoiding the prompting message.
Each chart has its own set of 32 C# variables. Chart_A has a value for C#1 and that value does not change when you change instruments in Chart_A. Assigning a value to C#1 when using Chart_B has no effect on Chart_A. This applies to export/import of chart definitions. When you import a chart definition that uses C#'s there is no need to be concerned about conflicts of C# usage with other charts. The chart will be imported and setup using the C# values exported in the definition. You can duplicate a chart that makes use of C# variables. In the duplicate chart you can assign different values to the C#'s and observe the effect while the original chart remains unchanged. In contrast, if you have an indicator that depends on V#33 to supply the period of some average and you duplicate that chart (same symbol) and change V#33 to a different value, both charts will show the same result since V#33 changes in chart A are reflected in all charts that reference the same symbol's V#33.
There are usage cases for V#'s where you need to have variability per symbol so that symbol changes in charts causes different values of the V# to be used. Choose a C# instead of a V# in situations where you want variability per chart, but you want the same value to be used consistently for any symbol you place in a particular chart.
When viewing a chart that uses C# variables, if you wish to see the C# values currently setup in that chart, right-click in the chart and choose Calc Statistics. Values for each non-zero C# are shown at the bottom of the statistics in the ensuing text window.
The values of each non-zero C# variable in a chart are exported in chart definition by Version 12.2 and higher. When importing chart definitions produced by earlier version of IRT, all C# variables will initially be set to zero in the imported chart.
Profile Indicator: Stacked Profiles, 2nd Value Area, Overlay Other Profiles. The Profile Indicator has a new option to "Stack from Side". Formerly, when the Profile Indicator was setup to draw multiple profiles, e.g. drawing 20 daily profiles, the profiles would be drawn over the bars being profiled. Version 12.2 offers two choices: "Overlay Bars", the default, or "Stack from Side". When stacked profiles are requested, they begin drawing from the left or right edge of the chart and stack horizontally side by side. The "Right Align" check box controls whether they are stacked from the left or right edge, and the "Custom Width" setting is available for user to specify how wide (in pixels) each profile is to be drawn. Stacked profiles are drawn independently of the underlying bar data and are unaffected by scrolling or horizontal zooming of the chart. Thus is possible to zoom in on the short term picture (1-minute data) while keeping months of daily, weekly, or monthly profiles visible in another chart pane containing a "Stack from Side" Profile indicator.
The Profile Indicator was enhanced with a 2nd Value Area option. The Preference is located just under the existing Value Area settings and allows the user to specify a unique color and VA Percent level. The "Current" check box must be checked in order for the VA2 option to be available.
The Profile Indicator, when set to "To Present" in order to plot a profile of data from a certain date time to present, now has an option to overlay other profiles, or stack with other profiles. When the "Overlay Other Profiles" check box is checked, the "To Present" profile will be flush with the right or left edge of the chart regardless of other profiles may be present on the right or left edge. If this option is unchecked, the "To Present" profile will be stacked horizontally along with other profiles on the same side of chart, if present.
Chart Session Time Filter: An option was added to Multi-Pane charts to allow the user to limit the charted data to a time-based subset of the chart's session. This option is present in the View Period tab of chart preferences; it is currently visible only for "Begin to End" static view period. This option is designed to facilitate research and homework by allowing users to focus in on certain periods of the day and exclude others. When "Begin to End" is the chosen view period, a check box titled "Start Offset" appears. When checked, the user may enter the Start Offset and the Duration. The Start Offset dictates how far into the chart session, in minutes, the data will begin. The Duration dictates how much data, in minutes, from the start offset, will be plotted. For instance, if the user has the chart set to day session (9:30am ET to 4:15pm ET) and sets the Start Offset to 60 and the Duration to 30, then only data from 10:30am to 11:00am will be plotted. Both the Start Offset and Duration may be specified in C# or V# variables. Users are encourage to use C# variables for both and use the Button indicator with purpose "Set C#" to easily change filtered sub sessions.
Annotation Data Export: The Annotation Indicator has a "Pin to Bar" option that pins it to a specific bar dictated by the date/time control within the Annotation indicators. "Pin to Bar" is implied when the Annotation is setup to plot a marker. When a user now right-clicks in a chart and "Export All Data", all "Pin to Bar" annotations are represented in a single "NOTES" column of the exported data, with the column displaying the text of the note.
Zig-Zag: Fractal Option: The Zig Zag Indicator has a "Minimum Price Change" magnitude option of "Fractals". When this option is chosen, the user specifies the number of Fractal bars to use and the Zig Zag will compute the pivots just as it would a Fractal indicator with the same bar settings and "Alternate High Low" checked (as Zig Zag must alternate between high/low). Providing this option allows users to label their Fractal Markers with the wealth of options available for labeling Zig Zag pivots. To use a Zig Zag in combination with a Fractal in same pane, set the Zig Zag label to an offset of at least 1 to move the labels outside the Fractal markers. Fractals and Zig Zag Indicators are both now enabled for using C# and V# variables for the Bars / Min Price Change settings.
Reference Lines Positioning Options: (Video) The Horizontal Reference Line indicator provides a great deal of flexibility with respect to the horizontal span of the drawn line. Formerly, a "Compact" option was available to limit the drawing of the line to the area between the right-most bar and the right scale. This check box has been replaced by a "Line Position" check box. When this box is checked, the user has the option to limit the drawn line to Compact, Margin, Bars, All. Choosing the "Compact" option provides the same "Compact" behavior as in prior releases. The "Margin" option is similar to "Compact", drawing only in the area right of rightmost bar. "Bars" limits the drawing to the area left of Margin, overlapping the bars. "All" encompasses the full horizontal chart region from left edge to the right scale. When either "Margin", "Bars", or "All" is chosen, there are further options to draw the lines across a subset of that area on the "Left", "Right", "Center", or "Full". The width may be specified in units of "Pixels", "%", or "Bars". For example, if position is setup as "Margin: Left: 50: Pixels" then the line is drawn from the left edge of the Margin extending right 50 pixels. Choosing "Bars: Full" would draw the line across all bars. Choosing "Bars: Right: 10: Bars" would draw the line across the rightmost 10 bars.
TPO Profile Split Profile Duration: Split Profile Duration. A new special profile duration option was added to TPO Profile Charts titled "Split Session". This option makes it easier for users to setup TPO Profile charts to split the session into day and overnight profiles. Previously, this was done by choosing Special Profile Duration of "Minutes" and entering a number of minutes equal to the minutes in overnight session. Now user may simply choose "Split Session" and then choose the "Day Session" for the respective symbol. This eliminates the need for user to determine the number of minutes overnight when configuring split TPO Profiles.
RTX Extension: Vervoort Oscillator. In his article “The Quest For Reliable Crossovers” (Stocks & Commodities Magazine, May 2008) author Sylvain Vervoort explains a trading method using the crosses of two moving averages: a zero-lag triple exponential moving average of the typical price HLC/3 and the Heikin-Ashi Close. The Vervoort Oscillator plots the difference between these averages. The implementation of this indicator as an RTX Extension is available now for downloading. Run the installer to add Vervoort Oscillator to your IRT system.
Miscellaneous Enhancements:
Configuration variable MPLowerCaseOvernight enables optional plot of overnight profiles with lowercase letters.
Right-click in a multi-pane chart and choose the Show submenu. A new menu item "Chart Highlighter" toggles the chart highlighter on/off for that chart.
The Object Manager shows an all inclusive Charts type with indented subsets for Multi-Pane Charts, TPO Profile Charts, and FootPrint Charts. Editing the setup of chart buttons can be accomplished by right-clicking on a button and choosing "Edit" from the ensuing menu. A keyboard short-cut has been added; hold down the SHIFT and CTRL key while clicking on a button and the button setup will appear.
The Annotation Indicator has been improved to enable placement of annotations at a precise date/time with optional user prompted for the text of the annotation. Annotation preferences control whether the annotation is to be placed at the click point when using the annotation drawing tool (Position by Price) or at some fixed percentage down from the top of the pane (Position by Percent).
The Trading Notes indicator places markers on bars in the chart during which a trade occurred. The Trading Notes indicator places a green buy marker above the high of the bar where a BUY occurred and places a red sell marker belwo the low of the bar were a SELL (SLD) occurred. A color-coded line is draw through the bar (or candle) to mark the price at which the buy or sell occurred. Hovering the mouse over the marker causes the text of the marker to appear at the mouse. Click on a marker to select the trading notes indicator. When selected, all bars having a note show a brief description.
The RTL token TNOTE can be used to detect whether a trade occurred at a particular bar. The value of TNOTE will be non-zero for any bar during which a trade occurred. A value above one is the BUY quantity. A negative value is the number of shares/contracts sold during that bar. A special value of .5 denotes that the bar had a trading note but the note could not be identified as a buy or sell note. Notes that begin with the text BUY, SELL, BOT, or SLD, are consider to denote trades.
Thus ABS(TNOTE) >= 1 will be true for bars at which a trade occurred. TNOTE = 0.5 will be true for bars having non-trade notes. ABS(TNOTE) will give you the size of the trade (>= 1) and TNOTE < 0 will be true for sell notes and TNOTE >= 1 will be true for buy notes. TNOTE = 0 will be true for bars having no note(s).
The Position Indicator (RTL: POS) has a result options that provide for each bar the "Seconds from start of year" and "Years back".
The File > Functions window has an function for creating a "Custom Profile". A custom profile is a multi-symbol histogram ranking the symbols in some quotepage by some data value like %Change, Change, EPS, Dividend, etc. Right-clicking on a quotepage column and choosing Create Custom Profile will create a custom profile for the symbols in that quotepage using the column right-clicked upon. It is often the case that a metric is being computed and stored in a V# variable for each symbol. Right-clicking on such a V# column in a quotepage can thus create a custom profile of that V# variable. The custom profile preferences now includes all V# variables as choices for the data column to use for the profile histogram.
File > Functions has a Custom Instrument Report function. This report has been improved in Version 12 to show more details about the components of each custom instrument and the multipliers and price values (including V#'s) that the components use to produce the custom instrument.
Quote pages that include columns High Alarm and/or Low Alarm, will see a visual indication for a period of seconds after an alarm occurs. The number of seconds to retain the highlighting of alarm events defaults to 30 seconds, adjustable in File > Preferences... > Configuration. Set AlarmColorTime to the number of seconds, e.g. setting to 86400 will cause the alarm to be highlighted in the quote page for 24 hours.
A chart button purpose "Drop Trading Note" can be used to easily drop notes of various kinds on specific bars at a specific click price. Notes can denote a buy or sell (BOT/SLD) that occurred at a specific price within a bar, or just commentary associated with a particular bar (and price) for future reference. The trading notes are shown visually in a chart by adding a Trading Notes Marker indicator to the chart. The trading notes marker indicator is added automatically to charts when fills occur for the symbol in the chart, or you can add the indicator manually in the usual way. The trading notes marker has been improved to show the actual marker image (e.g. a green diamond above the high for buys and a red diamond below the low for a sell) and also mark the buy or sell price on the bar itself with a horizontal line.
Display format "2.5s" was added. This is a display format for futures that trade with a tick increment of 2.5. Prices are shown with one decimal place, e.g CNH15, the FTSE CHINA A50 March 2015 futures contract is quoted at 10667.5.
File > Preferences... window, under Instruments, enables setup of custom instruments.
An option is available in the Annotation indicator for placing newly added annotations at a fixed percentage offset from the top of the pane. By default the option is unchecked, so the annotation drawing tool will create new annotations where you the click in the pane. This option will be useful in scenarios where you wish to make notes on particular bars (pin to bar option) yet have each annotation appear aligned vertically at a fixed offset in the pane.
Bollinger Bands were enhanced with a Price option. Previously, the "Typical Price" (HLC/3) was always used. Now users may choose from any price including close, high, low, OHLC/4, volume, or even VWAP or cumulative delta.
The Profile on Indicator option added to 12.2 was enhanced to allow multiple Profiles in the same pane working on different indicators. Profiles will now work on the last qualifying indicator it finds in the same pane as itself, that is also before itself in the element order. If there is only one indicator in the pane, the profile will operate on that indicator regardless of order. In order to setup two different profiles to operate on two different indicators, place the indicators just before their respective profiles in the element order.
Shapes Indicator: Price and Height as C#/V# and Labeling of Horizontal Zones. Both the Price and the Height of the Shapes Indicator may now be specified as a C# or V# variable. When the height is specified as a C# or V# variable, it may optionally be specified as an upper price boundary instead of a height. If a height is detected that is greater than price, and the Shapes Indicator is in the same pane with it's underlying instrument, then the height will instead be interpreted and used as an upper boundary. In addition, when a Shape is setup as a Horizontal Zone, then the price and text labels below the Shape Indicator preferences will be enabled and honored. Further, a custom label may be specified with a forward slash separating the labels of the upper and lower boundary of the zone. For instance a label of "Top/Bottom" would label the upper boundary with Top and lower boundary with Bottom".
Enabled SPB and MPB tokens to work with more periodicities including Time Per Bar: 1 Day, 1 Week, and 1 Month.
User Variable Cross Reference report was improved to including the label of the indicator if applicable, making it much easier to identify indicators that potentially set V# variables in busy charts with many indicators.

New in Investor/RT 12.1.1 Build 33145 (Dec 5, 2014)

INTRODUCING RTX EXTENSIONS:
RTX: Extension Development Tools:
The Investor/RT SDK (Software Development Kit) has been substantially improved and is now an integral toolkit available to all Investor/RT users. The tools are used to build Investor/RT Extensions (formerly called plug-ins). We will use the acronym RTX (RT eXtension) to refer to this new set of tools. The Investor/RT platform contains RTX tools for creating and editing RTX source code, building executable RTX components (DLLs), and adding them to charts. The suite of RTX tools enables consultants, third-party commercial software developers, and Investor/RT users who have basic familiarity with procedural programming to extend Investor/RT with high performance indicators, trading signals, drawing tools and auto trading systems. The name RTX was chosen carefully. RTL is the Investor/RT end-user formula language, the RT Language, used to compose custom indicators and trading signals. RTX is the RT Extensions toolkit used to develop indicators, signals, and drawing tools using C/C++. RTX has been designed to parallel RTL in many ways. References to market data and indicators in RTX development are the same or very similar to the tokens of RTL.
Version 12 of Investor/RT features user interface improvements designed make RTX extensions as easily accessible as built-in indicators. For example, Version 12 has a new indicator called RiskReward (see item #3 below for more information). You can add this indicator to a chart in the customary way using the Add Indicator dialog. Select RiskReward, specify the preferences, and click to add the indicator to the chart. This indicator is also a drawing tool; thus it can be added to a chart by right-clicking and choosing Draw > Risk/Reward Drawing Tool. The indicator operates just as built-in indicators do, but RiskReward is, in fact, an RTX Extension. Sample extensions for customized stochastics and balance of power indicators are also provided with Version 12 along with source code to illustrate the ease with which new indicators can be created using RTX tools.
The RTX Setup tool is used to automatically create source code for a new RTX Extension. Choose File > New > RTX Extension. Specify a name for the extension, describe its properties (its outputs and any parameters (preferences) the extension will have) and click OK. Investor/RT will then create a complete source program (a C++ source file).
All extensions you create and sample extensions installed by the product installer are managed by the Object Manager just like other types of objects such as charts and quotepages. Use File > Open > RTX Extension to view all your extensions. Select one or more and click Edit to edit the source code; click Build to build the selected extensions. The notepad++ code editor, customized for RTX, is built-in to the Investor/RT installation. This powerful code editor features syntax highlighting and a full auto-completion dictionary of RTX keywords and function names.
New LinnSoft.com Web Site:
Linn Software is pleased to announce its new web site, www.linnsoft.com. The new site is powered by a state-of-the-art content management system that provides the company with a solid foundation for delivering high quality content to our customers and prospective customers. The site is designed to facilitate interaction and sharing. Users who login as authenticated subscribers can view billing, license and subscription information and make revisions to licenses at the online store. The site is optimized for mobile, enabling viewing of videos and other content on tablets, smartphones and the desktop. The Revise License button in the File > License... window will direct you to linnsoft.com to view/edit your subscription. After making a change to your license at the linnsoft.com store, De-Activate and Activate the license again to get the revised features.
RTX: Risk Reward Tool:
The Risk Reward indicator is a rectangular drawing tool that studies a range of trading, showing how profit target and stop loss settings would have played out has you entered the market at some base price. The Risk Reward tool is an example of a sophisticated indicator/drawing tool developed by Linn Software using the same RTX tools available to users of Investor/RT.
PivotHunter Indicators Now Available:
PivotHunter is the first 3rd Party to introduce a suite of extensions (plug-ins) for Investor/RT users. PivotHunter.com, where price velocity meets order flow. PivotHunter offers a suite of 20+ RTX extensions and alerts, all unique, all designed to identify and catch the elusive Pivot. Provide a valid email address for a thirty day free trial. Start with the Posse Package where the Sheriff and Dog track the elusive Convict. Move up to the Royal Package where the 3 Kings show you order flow, price velocity and market cycles. Next the Hunters Package, under development, has all this plus the Four Horsemen, DefCons 1-10, Caliber 38, 45 and Laser Scope Alerts. Mix and match them all to your liking. Chart Definitions, pictures, documentation and videos are all included. The first 100 trial signups will have free access to PivotHunter's live charting room for a limited time. The free trial is for the Posse Package.
OTHER ENHANCEMENTS:
RTL Favorite Tokens
Chart Element Manager
TOKEN Usage in Annotations and Reference Line Titles.
Range Bar and Change Bar Setup Revision
Chart Scrolling By Date/Time.
Unified Preferences Window.
Keyboard Shortcuts for Chart Buttons.
10 Version 12 Fixes, Miscellaneous Enhancement.

Investor/RT Changelog

What's new in Investor/RT 13.3.1 Build 33309

New in Investor/RT 12.7 (Apr 21, 2017)

New in Investor/RT 12.5.9 Build 33226 (Aug 9, 2016)

New in Investor/RT 12.3.2 Build 33191 (Sep 10, 2015)

New in Investor/RT 12.2.2 Build 33172 (May 22, 2015)

New in Investor/RT 12.1.1 Build 33145 (Dec 5, 2014)

New in Investor/RT 11.3.12 (Jun 13, 2014)

New in Investor/RT 11.3.7 (Mar 27, 2014)

New in Investor/RT 11.3.1 (Feb 21, 2014)

New in Investor/RT 11.3 RC 2 (Feb 15, 2014)

New in Investor/RT 11.3 Beta 3 (Feb 3, 2014)

New in Investor/RT 11.1.11 (Aug 8, 2013)

New in Investor/RT 11.2 Beta 6 (Jul 24, 2013)

New in Investor/RT 11.2 Beta 5 (Jul 9, 2013)

New in Investor/RT 11.1.8 (Apr 15, 2013)

New in Investor/RT 11.1.7 (Apr 15, 2013)

New in Investor/RT 11.1.6 (Apr 15, 2013)

New in Investor/RT 10.6.3 (Aug 11, 2012)

New in Investor/RT 10.5 (Aug 11, 2012)

New in Investor/RT 10.4.4 (Aug 11, 2012)

New in Investor/RT 10.3.9 (Aug 11, 2012)

New in Investor/RT 10.2.8 (Aug 11, 2012)

New in Investor/RT 10.1 (Aug 11, 2012)

New in Investor/RT 10.0 (Aug 11, 2012)

New in Investor/RT 9.2.13 (Aug 11, 2012)