Investor/RT Version 11.2.12 Release Notes
Released: Jan 3, 2014
- Historical Data Backfill Automation
Investor/RT has long featured automated backfill at startup, designed to backfill historical data since the date/time that the data feed was last stopped. Backfill is now automatic and has been enhanced to fill in any historical data per symbol for all trading that has occurred since the last trade recorded in the local database. In prior releases, Setup: Preferences: Backfill allowed user control on whether to auto backill or not, whether to auto backfill all intra-day symbols or just those open in charts. Version 11.2 eliminates these choices and performs all necessary backfill on all symbols that the user has marked for intra-day data retention. Symbols that are open in chart windows are backfilled first; other intra-day symbols are then backfilled in the background but this activity will not interfere with real-time data reception or open chart windows. The improved backfill automation does what is necessary to ensure that all intra-day symbols' historical data will be complete and up-to-date each time you start the program and connect to your data source.
Improvements have also been made to automate historical data management. For example, a symbol setup to retain say 30 days of intra-day data may be charted using a chart setup that calls for say 100 days of data. Investor/RT will recognize situations like this, automatically download the extra data needed to fill the chart request and automatically adjust the setup of the symbol to retain that newly downloaded data. In the event that a chart calls for a static begin date/time, data is downloaded back to that begin date and the symbol is automatically setup to "Retain All 1-Min Data". This option to retain all 1-minute data is new in this release. When this option is in effect for a particular symbol, the 1-minute data for the symbol will be retained, unlike other symbols whose data is trimmed each day to retain only a fixed number of days on the local historical database. While this is not recommended, you may opt out of this chart driven backfill and automatic retention setup, by setting configuration variable DataRetentionAutomationto false in Setup: Configuration.
The automation of historical data management will be a welcome improvement for the vast majority of Investor/RT users. Nevertheless, we recognize that some users, perhaps those who track many hundreds of intra-day symbols, may wish to opt out of these improvements in order to exert more control over when data is downloaded. This can be accomplished by going to Setup: Configuration and setting the variable BackfillAutomation to false. Doing so will enable Setup: Preferences: Backfill to be used to manually control the auto fill process as in prior releases.
During the download process, prior versions would output detailed diagnostic messages to the message log for each symbol back filled. These messages are now suppressed. If you miss them, or wish to diagnose the data downloading activity for some reason, then a configuration variable named HistoricalDownloadDiagnostics can be set true to turn on detailed logging of every download request.
- Volume Price Statistics Indicator (VPS) Improvements
A new result was added to the VPS indicator titled "Average Price" which simply takes the average price of all ticks/trades that occurred within the bar.
A new checkbox "Normalize (% of Total)" was added for the Statistic "Volume and Price" which computes a normalized result as a percentage of the total volume of the bar. This allows the user to compute statistics such as what percentage of volume within the bar was traded above the close of the bar. In addition, a price of "VWAP" was added to the "Volume and Price" statistic, in addition to close, high, low, and VPOC, allowing the user to access the amount of volume that traded above or below the VWAP of each bar.
- Profile Indicator Improvements
A new checkbox option "Dev VA" was added to the Profile Indicator. This option allows the user to plot the developing Value Area High and Low for each profile. This developing VA allows the user to see where the VAH and VAL lines were at the close of each bar historically, and therefore see how price reacted to these values. This new option is in addition to the "Dev VPOC" feature that has been available to the Profile Indicator for some time.
- Object Manager Improvements
The Object Manager now has a setup preferences window to customize the behavior of this centrally important window in Investor/RT. Choose Setup > Preferences > Object Manager, or right-click inside the Object Manager window itself to view this preferences panel. The preferences include all settings that formerly were available in Setup > Configuration as configuration variables. A key new feature is the ability to provide Investor/RT with a user-specified list of selected object types if desired. For example, if you use the Object Manager to select charts, quotepages and custom indicators during everyday use, then you can setup the Object Manager to offer only those three object types. This eliminates the clutter of object types that you only occasionally or never use in practice. If at anytime you wish to switch back to viewing the comprehensive list of all types of objects, right-click in the Object Manager window, click the "Show All..." radio button and click OK.
When the Object Manager window is resized narrow, the list of object types and object names are stacked instead of being side-by-side as they are by default. When the two lists are stacked, drag the divider line between the two list boxes to adjust the proportion of the window devoted to object types versus object names. If the room for the Object Type list becomes very small, Investor/RT revises the user interface to show the current object type as a menu button, a single line you can use as a menu to select the object type. This enables most of the window height to be used to display the names of the selected object type. Drag the divider line downward and the list of object types becomes a list box again.
- New Annotation Tokens %MSG and %SESNAME
The token %SESNAME can now be used in the text of an Annotation indicator to display the name of the session currently being used by the chart. The session of the chart can be changed, for example, by pressing the comma key when the chart is active. When the session changes, the annotation will update to reflect the current session name. An Annotation indicator setup with %MSG in its text will show the most recently issue message displayed to the message area of the main toolbar.
- Using Plug-in Indicators in Paintbars, Signal Markers, Color Markers
The Investor/RT Software Developer Kit (SDK) has long enabled C/C++ developers to write technical indicator plug-ins to extend Investor/RT functionality. Plug-ins can compute custom indicators in C/C++ or they can compute signals that tell Investor/RT whether the plug-in's signal is true or false for each bar in the chart. Plug-in indicators can be used inside RTL custom indicators and signals as well. In fact, one way to make a plug-in's indicator results or signal results available to the Paintbars, Signal Marker, and Color Marker indicators is to reference the plug-in from a simple RTL formula and then use that RTL custom indicator in the Paintbars and Marker indicators. Version 11.2 offers a more direct way. In the setup for Paintbars, Signal and Color Markers, you may now specify that a specific plug-in is to be the source signal or indicator. This approach is more efficient, eliminating the need for RTL purely as a way to make the plug-in results visible to these indicators.
- System Defined Quotepage ".Unreferenced"
Investor/RT now keeps track of the date/time that historical data of any kind was last referenced for each symbol. Historical data is referenced when you open or backfill a chart, or when a custom column operates in a quotepage, or when a scan is run on the symbols of a quotepage. This date/time of last reference can be seen by adding the column named "Hist Accessed" to a quotepage. You may then sort the quotepage on this column to see the most recent or least recently referenced symbols among those you are following. The RTL token HIST is available; HIST is defined as the number of full hours that have elapsed since a symbol's historical data was last referenced. For example, the RTL scan: HIST > 72 will show a quotepage of all symbols whose historical data has not been referenced during the most recent 72 hours (3 full days). Scanning using the HIST token requires Investor/RT with RTL license. Users without RTL access can open the system-defined quotepage named ".Unreferenced". This quotepage by default lists any symbols whose historical data has not been referenced in the past 5 days. You can revise the meaning by adjusting that configuration variable UnreferencedSymbolDays. This variable defaults to 5 days. These tracking features are added to enable users who follow a great many symbols to easily determine which symbols have not be referenced recently. The .Unreferenced quotepage could be used to delete the entire list of symbols for example.
- Starting/Stopping Playback with Schedules and Keyboard Shortcuts
Schedules can now include actions: Start Playback and Stop Playback. A schedule can be assigned a keyboard short and that keyboard shortcut can be assigned to a chart button to, for example, have a Start Playback button in a chart.
- New MPH Result: Touched Over Period
A new result option was added to the Multiple Price Highlighter (MPH) Indicator for highlighting prices "Touched Over Period". When this highlighting option is selected, the user specifies a lookback period, and a number of bars that must be touched over that period. For instance, if a user specifies a period of 10, and a touch period of 5, then all prices who have been touched at least 5 times oveer the last 10 bars will be highlighted. This option complements the "Consecutive Bars Touched" option which requires all bars to touch over the period specified. These options allow user to quickly identify prices that are frequently returned to over a given period.
- Investor/RT SDK
Beta testing begins on Investor/RT Software Developer Kit (SDK), a toolkit for developing plug-in indicators for Investor/RT. The SDK Version 11.2 has been enhanced to support an improved API for C++ developers while maintaining upward compatibility with plug-ins developed in earlier versions of the SDK. The new SDK supports an extended API for doing custom drawing of text, lines, and shapes by the plug-in.
- Custom Column Persistent Data
A major enhancement to custom column calculation speed is now available for beta testing. When this feature is enabled for a particular custom column, the custom column will maintain data and indicator calculations needed for all instruments in the quotepage. This data is maintained real-time as new bars are formed; it serves to keep the custom column calculating continuously for each row in the quote page. When persistent data is not used, custom columns load data when needed, calculate, and discard the data per symbol each time the column calculates. This enhancement eliminates this inefficiency, enabling a custom column to calculate continuously real-time. The persistent data will use memory and processing resources proportionate to the number of symbols in the quote page. The Calculation Tab of the custom column setup is where you specify whether to use Persistent Data or Load Data As Needed. When Persistent data is selected, the Type tab of the setup for custom columns allows the user to specify how much data should be loaded for the custom column, expressed as some number of days, or from all data from some starting date to present. The default for all existing custom column upon upgrade to Version 11.2 is the Version 11.1 behavior of loading custom column data as needed.
- Investor/RT Startup Manager
Investor/RT has long had an emergency startup mode invoked by holding down the SHIFT key while starting up Investor/RT. Version 11 now detects the SHIFT key at startup as a signal to open the Startup Manager window. The Startup Manager is also opened at startup if Investor/RT detects problems with the database during startup. The Startup Manager window enables the user to check the database, restore the most recent daily backup, or revert to any restore point that is available. Deletion of all historical data before continuing with startup is also available. When continuing with startup the user may elect to startup "working offline" so that no attempt is made to auto connect to the data source in use. There is also an option to continue startup without opening any layouts. The Startup Manager window is a big improvement over the prompting messages associated with the former emergency (shift key) startup.
- Transact/Infinity now available as Brokerage Destination for Trading
The Data > Configure Data Source/Broker window now support TransAct Futures and Infinity Futures as brokerage destination. This enables "Trading from the Charts" for clients of TransAct/ Infinity. Transact/Infinity may be used as both data source and brokerage destination, or you can use DTN IQFEED or eSignal as data source and specify TransAct or Infinity as the destination for trading orders initiated from within Investor/RT. Whether you use InvestorRT exclusively to trade your TransAct/Infinity account and/or use your broker provided execution platform (e.g. TransActAT) to submit trades, all fills and working orders will appear in your charts while trades are in progress and an annotation showing your current market position appears in the upper right corner of chart windows.
Investor/RT now offers brokerage integration for all supported brokerages: TransAct/Infinity, Interactive Brokers, Rithmic (e.g. Optimus Futures), Gain (OEC) (e.g. Stage 5). Investor/RT brokerage integration is available for all brokerages using the Gain (OEC), CQG, Rithmic, and TTNet order routing systems as well. These include Stage 5 Trading, Open E-Cry, AMP Futures, Optimus Futures, and others.
- New Periodicity Option - Modified Renko
The Renko periodicity has been enhanced to allow the user to provide a reversal criteria in addition to a box size. In order to access Modified Renko in the periodicity control, simply check the Renko radio button and enter two values, the box size and reversal criteria, separated by an x (eg. 1x10). The number preceding the x, the box size, is specified in tick increments, and controls the size of the advancing Renko moves. The number after the x, the reversal criteria, specified in tick increments, is the move required, from the open, to result in a reversal. When the drawing style is Candle or Wickless Candle, a reversal box is automatically drawn on every bar showing clearly where price must move in order to create a reversal. A configuration variable tiled ModifiedRenkoDrawReversal can be set to false in order to turn the reversal box drawing off.
- Indicator Drawing Styles - Steps and Steps (U/D)
Two new drawing styles, Steps and Steps (U/D), have been made available to most indicators. These new drawing styles are very similar to the Stepped Lines drawing style that has been available for some time, except Steps does not draw the vertical lines connecting the Steps, just the horizontal ledges. Steps draws all horizontal lines the same color, while Steps (U/D) draws increasing values in the up color (first color) and decreasing values in the down color (second color).
- Rectangle Tool/Indicator Improved
Several new options were added to the Rectangle Tool: Labeling Options, Repeading Rectangles, and Solid Fill Option. Rectangles have always been labeled with Bars x Range. Now, in addition, the user has the option to label with Date, Day of Week, Time, or no label at all. Users now also have the option of repeating the rectangle at the same time every day or every week. This enables options the user to wrap a rectangle around a particular session, the initial balance, the first session of the week, etc. And a new "Solid Rectangle" option allows the user to fill in the rectangle, thus highlighting the background of boxed area.
- Watermark Indicator Improved
Custom Watermarks may now be added to chart backgrounds using RTL tokens to produce the watermark text. For example, the custom text "%TICKER %PERIOD" will produce a watermark showing the ticker symbol and periodicity of the instrument in the chart. %PERIOD is the short periodicity description, e.g. 30m, while %PERIODICITY spelled out in full produces the longer periodicity text, e.g. 30 Minutes. These two new tokens may also be used in annotation texts to show the periodicity.
- Improved Method for Adding Futures Contract Symbols
Investor/RT 11.2 now maintains a curated list of widely followed futures contract types specific to each market data source the product supports. This list can be seen at any time for the data source in effect using File > Functions > Add Futures Contracts. The Add Futures Contracts window shows the list, sorted alphabetically by the name of the contract. This window provides access to the details of each contract type; select one in the list and click the Details... button. If you follow futures not seen in the list, you can set these up manually by clicking the New... button. The Add Futures Contract window shows the contract months for the selected contract type; check/uncheck the months and click "Add" to add the contracts you wish to follow to your Investor/RT symbol list. The Setup: Instruments (Alt+A) window has also been enhanced to offer quick access to the Add Futures Contract window to enable you to lookup and/or add contracts as needed. In the Setup: Instruments window, click the magnifying glass icon (help tip: Lookup/Add Futures Contract) to bring up the Add Futures Contract window. Setup Instruments also has a built-in safe guard to alert you should you attempt to enter a futures contract symbol whose future type is unknown. For example, if you are using IQFEED as data source and you enter the futures symbol ESU3, Investor/RT will alert you that ES is incorrect for IQFEED (the message will inform you to use @ES along with a two digit year).
- Improved Crosshair Date/Time Display
For Windows users, the display of date/time on crosshairs has been improved to honor the user-specified Date Format in Setup > General Setup. In the past, crosshair dates were shown in month/day format. If you prefer to see dates with the day first, e.g. 3-Oct instead of 10/3 make your selection in the General Setup window. When the crosshair is positioned within the present trading day in intra-day charts, the crosshair will show only the time. When the crosshair is positioned on a prior date within the last 30 days, the month and day is shown in the user preferred format. For any dates in the more distant past, the full month, day and 2-digit year is displayed. Daily, weekly, or monthly chart, crosshairs show the month, day and year using the Date Format selected in General Setup.
- New Price Sources For Technical Indicators
Forty three technical indicators, including some key indicators such as Session Statistics, MA, MACD, MPD, and RSI allow the user to specify the price type (source) upon which the indicator is to perform its calculations. Price types include Close, High, Low, Volume, H-L Range, and a number of others. In Version 11.2.5, 11 new volume-related price sources are available for analysis by these 43 indicators. The new price sources include VPOC (Bar), VWAP (Bar), VWAP (Day), VWAP (All), Delta, Cum Delta (Day), Cum Delta (All), Buy Volume, Sell Volume, Ticks/Trades, Max Price Volume, and Average Size. These new options enable powerful new possibilities for technical analysis: A Moving Average of Cumulative Delta, the Highest High of Session of VWAP, and many more. Previously, such analsysis could sometimes be done only by creating custom indicators in RTL. The new price types are not only easier to setup but they calculate more efficiently as well. Two additional price sources, VPOC (Day) and VPOC (All), are under development for near term release.
Cumulative Delta is a feature of Volume Breakdown indicator which is part of the Volume Analysis package.
- Time-Shaded Profile Drawing Option
A new drawing option has been added to the Profile Indicator titled "Time-Shaded" which paints the volume different time periods of each profile different shades or colors. The time division is dependant on the duration of the profile. For instance, one day profiles are broken down into overnight period (gray), opening range (yellow), initial balance (green), late morning (red), early afternoon (purple) and closing period (blue). Weekly profiles are divided into days. Monthly profiles are divided into weeks. Quarterly profiles are divided into months. Yearly profiles are divided into quarters. When Time-Shading is turned on, several color options are available including Rainbow (default), Grey scale, Red, Green, and Blue. Users may also toggle quickly amongst the profile durations mentioned above by selecting the Profile Indicator and then using Ctr;+Shift+up/down arrow keys on the keyboard.
- Volume and Range-based Profile Indicator
Two new durations were made available to the Profile Indicator: Volume and Prices (Range). In the Time Per Profile section of the Profile preferences, users may now choose "Volume" or "Prices" from the drop down list in the lower right corner. When Volume is selected, the user specifies a magnitude such as 100,000 and each profile will consist of 100,000 in volume or more. Once a profile meets or exceeds the 100,000 threshold, the next bar begins a new profile. Similarly, the "Prices" option builds a profile until the range reaches that number of prices or ticks in height. Once that range is achieved, the next bar will begin a new profile. A "Fresh Start" check box option is available for both Volume and Prices, and when checked, a new profile will begin on the first bar of each session regardless of whether the prior profile had met the volume or range level. The magnitude of the volume and range may be expressed as a user variable (V#) as can any the magnitude of any other profile duration. With the magnitude express as a user variable, each symbol may have a unique volume or range level (when switching amongst symbols in a single chart), and buttons may be added to charts which adjust the user variable, and thus the profile, amongst various levels of volume or range.
- Calendar Indicator
The Calendar Indicator draws a calendar directly on your chart. Options include the number of months, size of calendar, number of columns, and position. The calendar automatically highlights US holidays in red, future rollover days in blue, today in green, and the days visible in chart in yellow. Users also have access to up to 6 custom highlighting criteria including Week X of Month, Day X of Week, First/Last X Days of Month, Month of Year, and Date. Each criteria can be highlighted with a user specified color. Additional date highlighting criteria will appear in future releases. As with all indicators, the Calendar can easily be toggled via the button indicator by right-clicking on calendar and "Add Button". Like the Infobox Indicator, you can click on the calender to select it, then use the keyboard arrow keys to move it within the chart pane. Use the mouse scroll wheel to move the calender up/down. Hold down the shift while using the mouse wheel to size the calender larger/smaller.
- Miscellaneous 11.2 Fixes and Improvements
- Session Statistics Indicator (SESST) duration "Quarters" is now available.
- Volatility Stop Indicator (VSTOP) - Added the option to "Use High/Low" price instead of considering only the close when computing the VSTOP.
- The right-click menu for the small scale button in multi-pane charts now includes a choice to set instrument range based scaling (RI).
- The Download Data window now presents a simple selection list of periodicities for downloading ticks, minute bar data, daily, weekly, monthly data.
- The RTL token SETTLE (settlement price) is available once again. It was unavailable in the prior version due to a bug.
- The Fibonacci Arcs indicator was enhanced to allow the begin and end dates to be expressed with "use price" or "use variables": two options which have been available for the Fibonacci Retracement Indicator for some time.
- A new result titled "Matches" was added to the Statistics Indicator which computes how many values match the current value over the period supplied.
- Custom Instruments, when used to sum two or more instruments, now are properly assigned a bid, ask, and volume representative of the action of the underlying instruments. When a trade on a component goes off on the ask, a trade on the custom instrument is assigned, on the ask, with a volume matching that of the size of the trade of the component. This allows delta analysis on summations in addition to differences (pairs).
- A new duration of "Quarters" was added to the Session Statistics Indicator.
- The Download Data window now provides a listbox for periodicity instead of a periodicity control. The listbox provides download options of Tick, 1-Minute, Daily, and Monthly.
- The Zig Zag and Zig Zag Oscillator Indicators were both optimized to calculate much more efficiently as new ticks flow into a chart.
- OHLC Candles drawing style was added to the EquiIndicator.
- File > Functions now has a function for adjusting the price level of all specific-price reference lines for some symbol by a fixed +/- amount. This function may be useful when rolling over to a new futures contract month to adjust all reference lines to new levels that reflect the greater time premium reflected in the new front month.
- Setup > Keyboard Shortcuts has an improved user interface. The menu of shortcut keys at the top now shows all existing shortcuts and all function keys that are not presently being used. This enables immediately selection of an existing shortcut for editing and easier selection of vacant key to add a new shortcut.
- The RTL setup window can be used to create formulas for custom indicators, signals, and scans. When you use File > New > RTL Object..., the windows opens, primed to create the same type of formula you last created/modified. To make it clearer which type of RTL object (scan, signal, custom indicator) the formula entry box will now contain a comment, e.g. . You may delete the comment text or use it to add your own descriptive text with the the comment delimeters. Use the radio buttons at the top of the window to pick a different type of RTL object when needed. Certain lists and buttons are color coded as additional visual feedback when you are using this window to work on custom indicators (light blue), signals (light green), or scans (light yellow). Configuration variables are available in Setup: Configuration to disable the comment block and color coding if desired.
- Setup > Keyboard Shortcuts can be used to create shortcuts to "Open > Custom Indicator > New Custom Indicator..." or "Open > Signal... > New Signal" or "Open > Scan > New Scan...". These function key shortcuts open a new RTL setup window, primed for entry of the designated type of RTL object. File > New > RTL Object (Shortcut Alt+R) does the same thing, but the type of RTL Object primed is based on the most recent type of RTL object created or modified.
- The Session Statistics Indicator now has a custom duration option to allow the user to specify the begin and end date/times for the statistic being computed. This is turned on by choosing "of the Custom" just below the price control. This option has been enhanced in two ways. First, if the width of the pen used to draw the indicator is greater than 1 pixel, then the line is drawn in the specified thickness for the period specified, then drawn thinner from the end of that period to the right edge (current) of the chart. This allows the user to clearly see the period on which the statistic is operating. Also, the user may select the indicator and use the arrow keys to adjust the start and end date/times. Using shift+left/right arrow will adjust the start date/time by 1 bar at a time. Using the ctrl-right/left arrows will adjust the ending date/time by 1 bar at a time. This allows you to quickly move the end points of the indicator without having to reference the preferences and adjust the date/time control.
- The TPO Profile Info Box now shows the delta above and below the price of the cursor within each profile. The Info Box has always shown the volume above and below the cursor, but now it shows both the volume and the delta above and below.
- The Session Statistics Indicator was enhanced with an option to store the current value of the indicator into a User Variable (V#). This feature has long been available for custom indicators. With this option accessible directly from the Session Statistics Indicator, there is no longer a need to create a custom indicator with syntax SESST to achieve this.
- A configuration variable titled DashedProfileBorders was added to control how the borders around the Profile Indicator are drawn. The Profile Indicator has always drawn a dotted rectangle around each profile to identify the period that is being profiled. If DashedProfileBorders is set to TRUE (the default) then that behavior continues. When set false, a much more subtle border is drawn, highlighting only the corners of the rectangle; the dotted rectangles will still appear when the Profile is selected. Selection occurs by tabbing to the Profile Indicator or clicking the border around the right-most profile.
- A duration option was added to Session Statistics, titled "SubSession"; when SubSession is chosen, the indicator computes its statistic on a session which may be a subset of the session of the chart. For example, this makes it easy to compute the high of the day session on a chart of the full Globex session. This has always been available by using "Ignore First X Minutes". The SubSession duration is simpler, eliminating the need to compute the number of minutes in the overnight session.
- A configuration variable titled MaxMinutesPerTimeBar was added. Any minute bar chart with the number of minutes greater than MaxMinutesPerTimeBar will simply split the session into two bars, one built from the first MaxMinutesPerTimeBar and the second built from the remainder of the data for the session.
- Four new columns were added to the exported data of the Zig Zag Indicator: Average Size, Trades, Slope (degrees) and Waves. This information is exported per leg (or trendline) of the Zig Zag. These will appear when exporting the Zig Zag Indicator data alone from any chart.
- When saving RTL objects, e.g. a signal or custom indicator associated with a paintbars indicator, a bug was fixed so that the paintbars drawing updates immediately in all charts affected by the revision of the RTL object.
- Developing Nodes: Profile Indicator. The "Peaks/Valleys" check box has changed to a listbox with option of "HVN/LVN", "devNodes", and "Both". While HVN/LVN will draw lines for the current nodes, the "devNodes" will draw developing lines for the closest three high and low volume nodes, as of each bar. The "Both" option will draw both the reference lines for all current nodes as well as the developing lines for the closest three HVN and LVN.
- New Periodicity: Range and Reverse. A new periodicity was added titled "Range and Reverse". This periodicity requires each bar to complete both range and reversal criteria before beginning a new bar. The periodicity is specified as Range x Reverse, with the first integer dictating the range requirement (before the x) and the last integer dictating the reversal requirement. Both values are specified in tick increments.
- Two new labeling options were added to Trendlines and Zig Zag Indicators: Volume of End Bar and Volume of End price. Volume of End Bar will label the line(s) with the volume of the bar that terminates the line. The Volume of End Price will label the line(s) with the volume of the extreme price of the bar that terminates the line. If the trendline slopes up, the high price of terminating bar will be used. If trendline slopes down, the low price of terminating bar will be used.
- A "Midas" check box option is now available in the VWAP indicator when Custom Duration: Cumulative From Date/Time is specified. When this check box is checked, the low or high price of each bar will be used in combination with the bars volume when computing the VWAP (instead of using the closing price of bar, or the true volume at price data). If the VWAP builds from a low price, the low of each bar will be used. If the VWAP builds from a high price (peak), the high of each bar will be used.
- A new price labeling option has been added to the Profile Indicator titled "Volume > rvRatio". rvRatio is short for Relative Volume Ratio and is a ratio of the volume at each price and the volum of the price inside of it (towards the VPOC). This ratio shows how aggressive participation was by comparing the volume of the current price to the prior price. Under normal circumstances, the ratio should drop significantly as prices are perceived to be unfair. Two other price labeling options titled "Volume (Rank)" and "Rank" were also added. The Rank statistics represents the ranking of each prices volume relative to those within its sensitivity area. For instance, if the sensitivity is 10, the rank of each price will range from 1 (highest volume) to 21, as it's incuding each price, and the 10 prices above and 10 prices below it. The Rank statistic is also exportable when right-clicking on Profile Indicator and "Export Data".
- An experimental feature planned for general release in an upcoming 11.3 release is available for testing in version 11.2. To test this new feature, you must set configuration variable Version113BetaTesting to True.
In the RTL setup window, when adding technical indicator tokens to the list of tokens on the right, Investor/RT now enables you to quickly add predefined tokens. For example, if you have various session statistics presets defined in your system, when you add the SESST token in the RTL setup window, Investor/RT will prompt "Which SESST?" and present a list of predefined session statistics setups. You may select one or more items from the list and press OK; the associated tokens will be added to the available tokens list on the right side of the RTL setup window. After adding tokens in this fashion, you can rename the actual tokens if you wish to make them shorter for use in the RTL syntax, or simply use them as is.