We deployed 2.0 today
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.