StrataSearch Releases

Public Discussion about the StrataSearch platform
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StrataSearch Releases

Postby progster » Thu Sep 11, 2008 10:18 am

StrataSearch 4.0 Beta has been released. This is a major upgrade, and FREE to StrataSearch 3.0 users.

From the StrataSearch Forum, here is a list of new features:

The following are some of the many enhancements that have been made in this release:

* GENERAL. Added Multi-Product Support. StrataSearch can now be used to process Stocks, Mutual Funds, Futures and Forex, all within a single back test if desired. The Setups > Trade Settings menu has been significantly revised to allow trade amounts to be entered for the different products. For more information on trading these products, users should view the Help > Advanced Features > Futures Processing and Help > Advanced Features > Forex Processing help pages.

* GENERAL. Revised the QuickStart Help. Previously, the QuickStart Help tried to show users how easy it was to use the automated search. With the revised version, there is a greater emphasis on learning StrataSearch from the ground up, and therefore understanding how the automated search works.

* GENERAL. Enhanced automatic updates. The Help > Check for Updates menu has been enhanced, and should allow for the majority of users to install program updates via this option.

* GENERAL. Ability to run multiple StrataSearch installations. For those with multiple processors, users can now run multiple StrataSearch installations if they wish to run each against a single symbol. Since the multi-processor support in StrataSearch benefits only sectors with multiple symbols, this option allows users that wish to evaluate single symbols to take advantage of each of their processors. See the Setups > System Settings menu, General tab, for more information.

* PRICES. Telechart Import Speed Enhancement. The Telechart price import has been improved to speed processing. Fundamental data imports using Telechart still run rather slow, but this is a fault of the Telechart API. Importing prices without fundamental data is now very fast.

* PRICES. Quotes Plus Data Expansion. The Quotes Plus import has been enhanced to import individual futures, continuous futures, and cash contracts. Checkboxes are available on the Import Prices window to define which group you'd like to import.

* PRICES. Volume Adjustments on each Price Import. Each price import now allows you to make a volume adjustment specific to that import. Some pricing services divide their volumes by 100 or more while others do not. This new feature in the price import allows you to synchronize your price imports so they all used the same decimal positions.

* PRICES. Metastock and ASCII Product Definitions. Metastock and ASCII imports now allow you to define the product during the import. Thus, you can import stocks in one price import and futures in another, each time categorizing them properly within StrataSearch.

* PRICES. Manual Product Definitions. The Setups > Price and Symbol Setups menu has been given a new Product button. By holding down the Ctrl or Shift keys, you can select a large group of symbols at one time. When selected, you can then click the Product button to change the entire group to the Product of your choice (i.e. Stock, Index, Mutual Fund, Future, Forex).

* PRICES. Display excluded prices in red. Excluded prices will now display in red instead of light gray. This will allow them to be identified more easily.

* PRICES. Add 'Other' option for Yahoo and MSN. In addition to importing Yahoo and MSN prices for U.S. and Canadian markets, users can now also choose 'Other' to setup their own symbol lists for the country of their choice.

* SECTORS. Added ability to explode an entire sector into single-symbol sectors. Some users like to create a unique strategy for each symbol. This had previously created some overhead in that users would need to create a sector manually for each symbol they wished to evaluate. By clicking the Expand button from the Setups > Sector Setups menu, users can create single-symbol sectors for a large number of symbols at one time.

* SECTORS. Added ability to turn off Sector Indexes. StrataSearch builds internal Sector Index data for each defined sector. This data includes not only an index of the sector, but also values like numbers of new highs and lows and advance/decline numbers. While this data can greatly enhance a trading strategy, it can also take significant time to create during the price import, and it is incompatible with other technical analysis software packages. Version 4.0 now contains a switch in the Setups > System Settings, General tab, to turn off the sector indexes. When turned off, no trading rules that use sector indexes will be used. Likewise, the Rebuild Sector Indexes function will not be run after importing prices or sectors.

* FORMULAS. Added use of a $PREV macro. Metastock users are familiar with the PREV variable that allows you to reference the previous value of your calculation. For example, you can now add the line to a Custom Formula script to create a 15% exponential moving average: avg = (close*.15)+($PREV*.85)

* FORMULAS. Added MACD with parameters. The new formula MacdEx(), which creates the MACD line with parameters, has been added to the permanent formula list.

* FORMULAS. Added MACD Average Line. The new formula MacdAvg(), which creates the MACD crossover line with parameters, has been added to the permanent formula list.

* FORMULAS. Added alternate periodicity. The new formula Period() allows you to evaluate alternate periods, such as weekly, monthly, or yearly bars in your evaluation. Using this new formula, users can include an evaluation of daily, weekly and monthly bars all within the same Entry or Exit String.

* PROCESSOR. Added buttons to adjust priority. For items in the Processor Queue, users can now highlight any item and raise or lower the priority. This gives greater control when multiple items with the same priority have been submitted for processing.

* STRATEGIES. Expanded name to 100 characters. Strategy Setup names have now been expanded from 50 to 100 characters.

* MULTI-SYSTEMS. Expanded name to 100 characters. Multi-System Setup names have been expanded from 50 to 100 characters.

* AUTOSEARCH. Expanded name to 100 characters. AutoSearch names have now been expanded from 50 to 100 characters.

* AUTOSEARCH. Allow AutoSearch rename. AutoSearch Setups can now be renamed by entering the Setups > AutoSearch Setups menu and clicking the Rename button.

* AUTOSEARCH. Added Always, Random and Never to Trading Rules Filters options. The AutoSearch Setup allows certain groupings of trading rules to be displayed. But the options of [Always], [Random] and [Never] have now been added to quickly display the trading rules that fall into these selection categories.

* AUTOSEARCH. Added Entry/Exit String Filter. Searching for all the trading rules that use a particular formula had been a very manual task in the past. A new Entry/Exit String Filter has been added that makes this task very simple. For example, enter the string "RSI" and click the Filter button and only those trading rules containing that formula will be displayed.

* ONECLICK. Expanded name to 85 characters. OneClick Setup names have now been expanded from 35 to 85 characters.

* ONECLICK. Allow OneClick rename. OneClick Setups can now be renamed by entering the Setups > OneClick Setups menu and clicking the Rename button.

* ONECLICK. Expanded number of Alternate Data tests. Previously, the number of Alternate Data tests that could be done in a OneClick Search was limited to 3. This has now been expanded to 10. The Alternate Data periods have been moved to their own tab in the OneClick Setups.

* ONECLICK. Easy creation of a Walk-Forward Analysis. By right-clicking on a result in the Combination Results Listing, a new option has been added to "Create Walk-Forward Analysis". This option allows you to quickly create all the setups required to create a WFA from the strategy. The Dynamic Strategies tab of the OneClick Setup has also been enhanced to provide a number of statistics regarding the number of possible parameter sets, the time required to evaluate them, and the estimated time till completion of the WFA.

* ONECLICK. Added custom benchmark. A OneClick Setup now allows a custom benchmark to be used for just that setup. A benchmark configured in the OneClick Setup overrides the benchmark configured in the Trade Settings.

* ONECLICK. Added ability to select a group of Sectors. Previously, each sector added to a OneClick Search needed to be added individually. Now, users can hold down the Ctrl or Shift keys to select a range of Sectors, and then add them to the OneClick Search at one time.

* ONECLICK. Added switch to Dynamic Trading Strategies to prevent look-ahead. When running the walk-forward analysis of a Dynamic Trading Strategies search, a new option has been added to prevent the Alternate Data analysis from potentially looking forward beyond the underlying analysis. Since the Alternate Data analysis has it's own Evaluation Period, this had previously been a risk. The new option, available on the Dynamic Strategies tab of the OneClick Setups, prevents this from happening.

* ONECLICK. Added switch to Dynamic Trading Strategies to force Alternate Data analyses to use the same Evaluation Period as the walk-forward analysis. An Alternate Data analysis has it's own Evaluation Period, but users can now force it to use the same Evaluation Period as the underlying search. The new option is available on the Dynamic Strategies tab of the OneClick Setups.

* COMBINATION RESULTS. Allow view of both long and short results. The Combination Results Listing will now allow you to view both long and short results within the same listing. The Customize Results Listing window, which allows you to define whether to view long or short results, now provides an option of "Long and Short Position Results".

* COMBINATION RESULTS. Ability to update Flags in batch. In the Combination Results Listing, you can select multiple results at one time by holding down the Ctrl or Shift keys while selecting additional results. When multiple results are selected, you can then right-click and select "Update Comments and Flags". Changes can then be made to the Comments and Flags for all the selected results at one time.

* COMBINATION RESULTS. Allow sorting of string fields. Users can now sort based on any of the string fields in the Combination Results Listing.

* COMBINATION RESULTS. Added maximum size of 50,000 results. Performance can significantly decrease when the Combination Results Listing becomes too large. While most users have been able to manage their database quite well, the occasional accident of leaving filters turned off can render a results database useless. This new maximum will terminate a search if the number of results in the database exceeds 50,000.

* CLEAR DATABASE RESULTS. Retaining settings from last clear. The File > Clear Results Database menu item has been enhanced to open with the last settings that were used. This will allow users to more easily clear the results database using the same settings.

* DETAILED ANALYSIS. Added Percent of Perfect. Used by many analysts and available in some software packages, the Percent of Perfect value allows you to identify the percentage of total profit that your trading system was able to achieve. The value can be configured for display on the Summary tab of the Detailed Analysis.

* DETAILED ANALYSIS. Added ability to create Custom Performance Values. Clicking the Views button on the Summary tab of the Detailed Analysis allows you to create your own collection of columns. But that screen has now been enhanced to allow you to define your own columns as well. Your calculations can include any performance value from any Report in the Detailed Analysis.

* DETAILED ANALYSIS. Added switches to turn on/off Portfolio Sizes. On the Detailed Analysis Trades tab of the Trade Settings, you can now turn on or off any of the Portfolio Sizes of 1 to 20. If there is a specific Portfolio Size you wish to view, turning off the other Portfolio Sizes can greatly decrease the time it takes to run the Detailed Analysis, in addition to decreasing the disk space required.

* DETAILED ANALYSIS. Added full analysis of Portfolio Size = All. The Trades Report of the Detailed Analysis previously allowed the user to see a Portfolio Size = All of just the Trades tab. This has now been expanded to all tabs of the Trades Report. This option can be turned on or off through the Detailed Analysis Trades tab of the Trade Settings.

* DETAILED ANALYSIS. Added ability to use a custom Portfolio Size. The Detailed Analysis Trade tab of the Trade Settings now allows the user to set a Custom Portfolio Size. Thus, users can now explore portfolio sizes larger than the previous limit of 20.

* DETAILED ANALYSIS. Allows Net Returns on the Trades tab. A checkbox has been added to the Trades tab of the Detailed Analysis to "Show Adjusted Price and Net Gain/Loss". When checked, the spread and slippage adjusted prices will display, and the Gain/Loss value will display the Net Return instead of Gross Return.

* SIGNALS. Added ability to merge Signal Setups. A new button has been added to the Setups > Signals Setups menu that will allow you to merge Signals Setups together.

* SIGNALS. Ability to create a Signal Setup from multiple Combination Results. You can now select multiple results in the Combination Results Listing (by holding down the Ctrl Key), right-click and select Create Signal. While the priorities of the individual systems may need manual adjustment, depending on your needs, all systems will be entered into the Signal Setup.

* SIGNALS. Added TSL / SSL support to e-mail transmission of signals. Some SMTP servers require this secure SMTP connection. With this enhancement, users can now transmit signals via e-mail through a wider variety of servers, such as Google's Gmail.

* SIGNALS. Added enhanced e-mail formatting. Each e-mail recipient now has multiple options to allow for alternate formatting of the Signals. This will allow a larger number of e-mail recipients to view the signals in an easy-to-read layout.

* SIGNALS. Added launch of chart from Last X Days tabs in Signals Listing. The Last X Days tabs in the Daily Signals Listing provides a list of positions that were recently closed by the selected Signal Setup. Users can now double-click on any of those trades to bring up a chart showing that single trade.

* PORTFOLIO MANAGER. Added a "Trade Returns by Days Held" chart. The Detailed Analysis previously had this chart available, and it has now been made available in the Portfolio Manager.

* PORTFOLIO MANAGER. Added multi-product support. Users can now track Stocks, Mutual Funds, Futures and Forex in the Portfolio Manager. All charts, performance reports, and position and activity listings can be used to track a variety of investments.

* IMPORT/EXPORT. Added ability to filter a database import. Just as the File > Export Database has allowed users to filter which items are to be exported, the File > Import Database menu now offers this as well.

* IMPORT/EXPORT. Added ability to import/export DLL formulas. Custom Formulas can either be created in an internal script, or through an external DLL. Previously, external DLL formulas could not be exported or imported. This has now been enhanced so that any Custom Formulas can be exported and imported.

* CHARTS. Added ability to create a chart with formula calculations. From the Combination Results Listing, you can now right-click and select Create Chart With Calculations. This option allows you to quickly display a chart containing any or all of the formulas in the trading strategy.

* CHARTS. Added ability to switch between charts. Right-clicking in a chart and selecting Switch Chart allows you to quickly switch from one chart to another.

* CHARTS. Added ability to set default charts for different areas. There are numerous areas where you can open a chart to see a specific trade. You can now define which Chart will be opened in these cases. See the setups > Default Charts menu for more information.

* SCREENER. Increased columns to 20. The number of possible columns in the Screener has been increased to 20.

* SCREENER. Added 'New' button. A 'New' button has been added to the Screener to allow users to quickly open an empty Screener Setup.

* SCHEDULING. Expanded use of commandline option. The commandline option in the scheduling has been enhanced with multiple options. Users can now monitor the external program for a return code, terminate the external program after an excessive period of time, and retry the external program when it has not completed properly.

* SCHEDULING. Added Screener to scheduling. A new option was added to the Scheduling to allow a Screener Setup to be run, essentially allowing users to create a Sector via that Screener Setup's selection filter.

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Re: StrataSearch Releases

Postby progster » Sat Oct 10, 2009 11:19 am

StrataSearch 4.2.0 has been released.

From the StrataSearch Forum, here is a list of new features in this release:

* Implementation of a StrataSearch Subscription option. We've had a large number of trial users requesting a lower purchase price. While the support costs prevent us from significantly lowering the price, the option of running a monthly subscription will hopefully make StrataSearch available to many of these users.

* Integrated symbol lists for Australia and New Zealand markets. Symbol lists for Yahoo and MSN have always been available for U.S. and Canadian markets. Many international users, however, have requested this be expanded into other countries. Over the next 6 months, we hope to gradually increase our symbol lists to include a larger number of markets internationally.

* Prevent javascript errors in the Daily Signals Listing. The Daily Signals Listing can display web pages from different websites, but some web pages have javascript errors that have been creating popup errors. A change has now been made to prevent the display of these errors.

* Correct embedded use of period(), symbol() and sector() formulas. While each of these formulas has been working properly on its own, a problem was discovered when one of these formulas was embedded within another. For example, using the symbol() formula within the period() formula was creating trades based on the prices of the alternate symbol rather than the primary symbol. This has now been corrected. Note: this scenario is not present in any trading rules or strategies created by Avarin Systems, but could be encountered by programming such scenarios manually. If you have not programmed such scenarios, then you will not be affected by this issue.

* Added a maximum date range to the OneClick Evaluation Period. A StrataSearch back test is currently limited to 25 years of data, and this is enforced when setting the Evaluation Period on the Setups > Trade Settings menu, General tab. However, the same limitation was not being enforced on the OneClick Setups, allowing users to enter periods larger than 25 years which would then overflow and create a program fault. The 25-year maximum is now being enforced on the OneClick Setups, General tab.

I think it's great to see StrataSearch expanding in the International direction. Today's search for opportunity is WorldWide! :D

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