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  • eSignal 7.2

    Here is the current list of what we are thinking about for the eSignal 7.2 release. A beta will be available in a few weeks. It includes a lot of data improvements and enhancements we have been working on for some time.

    Data Enhancements

    1. Market Depth -- Market Depth refers to a more detailed level of data that is available from the exchanges and includes such data as:

    SuperMontage - QuoteView, PowerView (includes DepthView) and Total View
    ECNs - Island, Arca and Instinet
    Regional Options Display


    2. Fundamental Data -- We will be expanding our fundamental data offering.

    3. Direct Source for International Futures Data -- Before the end of the year we will be sourcing all our international futures data including LIFFE, SIMEX, IPE, EUREX and Euronext from FTID's network resulting in better, more reliable data.

    4. Historical International Data -- We'll be expanding our international history data beyond the current 2 year offering to 5, 6 and in some cases 7 years.

    5. Single Stock Futures -- Single Stock Futures from OneChicago and Nasdaq Liffe Markets is not software dependent and is due to be released on November 8

    6. Mix and Match -- The ability to mix real-time and delayed exchanges in one product is being made available on a limited basis beginning October 25

    Advanced Charting Enhancements

    1. Better Drawing Tools - The line tools can be selected by a simple click, plus the anchors are now "grabbable". (No need to use the move or copy tools from the line toolbar anymore.) A right-click menu is available when clicking on a line providing access to to Edit, Copy and Remove functionality

    2. Tick Volume Bars -- This will allow a user to enter an interval of something like 5000V to create bars that each represent 5k worth of ticks.

    3. EFS Enhancements
    EFS Performance Monitor (on the View menu) lets you monitor the amount of CPU usage of a particular study
    EFS can now talk to broker plug-ins allowing you to develop a study or strategy that can initiate a trading action.
    EFS now allows you to include a study within a study using "Built-ins", (eg. a MOV of RSI). The features greatly improves the EFS language by reducing the amount of work our users need to do to create certain formulas and provides additional CPU relief.

    4. Spreads update in real-time -- Spread charts were previously updating at the end of an interval only. Now they'll update as each tick comes in for either symbol in the spread.

    5. Replay / Training Mode -- We'll be combining a replay and training mode of the advanced charting in a single GUI to give the users the ability to capture tick data to a file for later playback. They'll be able to replay the data into a chart with the goal of seeing how their indicators and strategies played out. This will have a fast forward and reverse capability as well as the ability to step through the data a bar at a time.

    6. Alerts on Studies -- Users will now be able to tie and alert pop up or sound to a study through EFS so they'll be alerted to buy and sell opportunities

    7. New Formula Studies from Market Experts -- We'll be adding proprietary indicators from John Bollinger and Joe DiNapoli that will be available for free.

    eSignal Central Enhancements

    1. New File Sharing enhancements such as the ability to publish a PDF file instead of the actual image and automatically uploading files to the most recent file list make File Sharing easier to use.

    2. Instant Messaging (IM) and Chat-- Using a technology known as IRC, eSignal will support a new chat window to let users communicate in real-time on any of the IRC chat rooms on the net. We'll also support instant messaging, the ability for users to chat one-on-one through eSignal.

    Chuck
    @eSignal
    Chuck
    @eSignal

  • #2
    6. Mix and Match -- The ability to mix real-time and delayed exchanges in one product is being made available on a limited basis beginning October 25
    How will delayed quotes be distinguished from R/T quotes? I would hate to see someone get nailed from a misunderstanding on the type of data they are getting.
    Garth

    Comment


    • #3
      Hi Garth,

      There will be a capital "D" after each symbol to indicate that it's delayed.

      Here's a snap shot of what it will look like.



      Thanks,
      Andy

      Comment


      • #4
        Real Time with Delayed exchanges.

        Garth,

        eSignal marks the symbol as delayed, I believe with a red "D". Yes, that would be a problem if you didn't know real time from delayed data. This has been a long time request, as some users want to follow other exchanges but not in real time to save money on the exchange fees.

        Chuck
        Chuck
        @eSignal

        Comment


        • #5
          Thanks Guys, a follow up question. If a user puts his cursor over the D (for delayed) will a pop up tell him what it means? If not, I might suggest adding this...

          Very nice feature BTW...

          G
          Garth

          Comment


          • #6
            REQ: Export data from Interval Tabular

            I am using the export data function a lot in Adv Charts, to build up files for backtesting.

            However, to export for example 1 min data fro adv charts is a very time consuming job, since you first have to scroll through the whole chart in order to get all the data: request-receiving-request-receiving etc. etc.

            Now, it is possible to request 60 days of data through the Interval Tabular chart. Then you can go to an Adv chart showing this data. But you STILL have to scroll through the whole chart in order to export the full range of data. .

            Also, the advanced chart shows LESS data then the Interval Tabular chart!!

            Life would be a lot easier and more complete if a direct export function from the Interval Tabular chart would be available.

            Hope you can do something with this (or explain to me a more simple way to export intraday data...

            Thanks,

            Edo.

            Comment


            • #7
              Edo
              Use the Time Templates to automatically load the requested number of bars or
              days without having to scroll back to do so.
              So, for example, if you want to export 60 days of 1 Minute data, create a
              Time Template with a User Defined 1 Minute interval where 60 days of data
              are loaded.
              Hope this helps
              Alex



              > Hello Alexis C. Montenegro,
              >
              > ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
              >

              Comment


              • #8
                No optimizer in eSignal 7.2?

                Hello,

                Do you plan to correct all the bugs of the backtester (wrong statistics mainly on the Time analysis section) in 7.2? I posted some infos to you about the bugs a long time ago about it...


                Also to compete with TS6 you need to add a optimizer to the backtester so we can optimize our important variables in EFS...
                Is it something you think about?



                Thanks for the comments.

                Comment


                • #9
                  Re: No optimizer in eSignal 7.2?

                  Originally posted by mbriand

                  Also to compete with TS6 you need to add a optimizer to the backtester so we can optimize our important variables in EFS...
                  Is it something you think about?
                  Please see my response to a similar question on the backtesting thread at http://forum.esignalcentral.com/show...s=&threadid=22

                  Comment


                  • #10
                    Did not see replay / training mode. Is it there ?

                    If so, where?

                    Comment


                    • #11
                      7.2 replay / learning mode.

                      hgornic,

                      Its not in the pre-beta of 7.2 but is being working on for the 7.2 release. We look forward to this functionality. It will allow users to replay any symbol at any time but especially nice after hours or on weekends to test or analyze the chart.

                      Will be useful for seminars or testing an EFS study. On yahoo egroups users were asking for a 'dummy' symbol - this will be much better than that.

                      Can't wait,
                      Chuck
                      @eSignal

                      Comment


                      • #12
                        7.2 and backtester

                        Chuck,

                        Can you make sure next beta of 7.2 will contain a way to fix the point value and monetary symbol for the backtester module, so we, future traders, can use it properly without applying the existing tricks ?

                        And also if time statistics can stop saying my strategy has been 103% on the market, or the time between 2 trades is 0% on a non always in system and so on, stop saying 180mn when I use a 180Ticks for my backtest and so on...

                        Also STRATEGY.MIDBAR based on a 50% between high and low will give better real market performance compared to .CLOSE or .MARKET on nextbar...

                        As you say: can't wait to see it finally FIXED..

                        Comment


                        • #13
                          strategy.MIDBAR

                          I'd like to second the request for strategy.MIDBAR!

                          Also how do you implement strategy.LIMIT?
                          /\/\/\/\/\/\/\/\

                          Comment


                          • #14
                            I believe "Strategy.Midbar" can be implemented currently using:

                            Strategy.doLong("Buy", Strategy.LIMIT, Strategy.THISBAR , null , (high() + low()) / 2 );

                            Comment


                            • #15
                              eSignal 7.2 Beta

                              The beta version of 7.2 is now available to all. Check it out here:



                              Also, there are mini releases of new data types coming out.

                              The Single Stock Futures (SSF) are available from One Chicago.

                              The new Mix and Match (M&M, take some exchanges real time, take others delayed and save on exchanges fees). M&M is available for the US markets, coming soon for the European markets.

                              In a few weeks 2 new News feeds will be added, "Fly on the Wall" and "Real Time Trader's News".
                              Chuck
                              @eSignal

                              Comment

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