We deployed 2.0 today

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David

06 Dec, 2010 04:03 PM via web

A new version was deployed today.

Market Runner Improvements

  • Updated third-party libraries: LIBSVM3.0, Weka 3.7.2 and Encog 2.5.
  • Improved Scorecard performance.
  • Improved Backtest results viewer performance. As a consequence of the optimization, results of backtests submitted in June 2010 or earlier cannot be displayed anymore.
  • Fixed signup form not behaving well with special characters, particularly accented ones.
  • Refactored ExecutionStrategy (execution costs) to make it more flexible. See this Knowledge Base article for details. Note that this breaks every custom ExecutionStrategy you might have written so far.
  • Improved Sharpe Ratio calculation.
  • Gave strategies access to last Open prices through their BarSeries. See this Knowledge Base article.
  • Added the ability to register strategies to groups of stocks in one go. See this Knowledge Base article.
  • Introduced best bid/best ask on bar open and bar close. This will be enabled gradually, on CAC, DAX and FTSE stocks and futures.
  • Introduced calculating execution slippage based on Quotes. This will be enabled gradually, on CAC, DAX and FTSE stocks and futures.

What we are working on

  • Connectivity to markets & live execution
  • Best bid/ask
  • Market conditions

Please download the latest version of Market Runner here.

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