ATAS platform update.
Dear friends, 07.06.2021 the next update of the ATAS V5 platform was released!
In the new version 188.8.131.52:
– Auto-scaling has been added for cryptocurrency charts. Calculation of the optimum price step is done, while the chart is being loaded, for optimization of cluster charts and acceleration of chart loading;
– The ‘Custom VWAP starting point’ section has been added to the VWAP/TWAP indicator. Now, after you mouse over a candle and press the set hotkey, calculation of VWAP levels starts from this candle.
Update your ATAS V5 in the main window or agree to update when you restart the platform.
If you have not installed the new version yet, download it in your personal cabinet:
In the new version:
1) Colour adjustments for Best Bid and Best Ask were added to the Price column in SMART DOM.
2) Display of level names, when hovering over them, was added (for example, when hovering over levels of TPO and Profile, Dynamic levels, etc.).
3) Display of the white tooltips in the OI analyzer indicator was fixed.
4) A possibility to place Stop and Limit orders for cryptocurrencies, which are traded in USDT, was added to the Bybit connector. Also there are some small fixes.
5) The Watchlist performance was optimized.
6) 3 indicators were added:
– COT Net positions;
– COT Open Interest;
– COT Index.
– Auto-scaling has been added for cryptocurrency charts. Calculation of the optimum price step is done, while the chart is being loaded, for optimization of cluster charts and acceleration of chart loading;
– The ‘Custom VWAP starting point’ section has been added to the VWAP/TWAP indicator. Now, after you mouse over a candle and press the set hotkey, calculation of VWAP levels starts from this candle.
In the new version 184.108.40.206:
– A possibility of entering an account name in ByBit was added.
– Refreshing of Binance orders` states after reconnection was added.
– Functioning of TrailingStop and Breakeven in ATM strategies for accounts without connected quotations was fixed.
– The problem of cancelling orders in portfolio groups was fixed.
– A possibility of editing a loading workspace before it`s completely loaded was added.
– The Length option, which adjusts the length of a line, was added in the Maximum Levels indicator.
– A property of characters` number after a comma in pop-up windows was added in the Tape Patterns indicator.
– The calculation of the Daily Change indicator for charts with one-day history depth was fixed.
– An option, which adjusts characters` number after a comma for levels of DOM, was added in the Scalping DOM indicator.
– Request timeout (ms) parameter, which adjusts maximum request time, was added in ByBit settings (In some cases, if there are connection problems with the exchange, requests may take a long time, so we recommend increasing this parameter)
These indicators were added:
– Bollinger Squeeze
– Bollinger Bands: Bandwidth
– Bid Ask Volume Ratio
– Arms Ease of Movement
– Average Price for Bar
– Aroon Oscillator
– Accumulation / Distribution – Williams
– Aroon Indicator
– Chande Forecast Oscillator
– Rate of Change
– Connie Brown Composite Index
– Accumulation / Distribution Flow
– Detrended Oscillator
– Coppock Curve
– Stochastic RSI
– 1 Divided by Price
– AC DC Histogram
– DT Oscillator
– Balance of Power
– Bar Difference
– Normalized Average True Range
– Bill Williams Moving Average
– Minor fixes and improvements.
– Cluster statistic indicator. Added new mode ‘Delta change’
– VWAP indicator. Added hourly period of calculation
– Added ‘Logo’ indicator which allows to show logo on the chart
– Added the ability to edit Workspace before loading the platform in the login window, as well as, in the section with workspaces, in the main window. So, until the moment of loading, you can delete/change charts, the number of days of loading history, and graphic objects.
– Fixed incorrect cancel of all orders with the button “Close All” for connection to CQG Real.
– Set up the correct opening of market orders while trading cryptocurrencies towards USDT on the ByBit exchange.
– Fixed placing of orders defensive strategies when trading on the ByBit exchange.
– Fixed a bug where PnL wasn’t displayed on the ByBit exchange.
– We have added a ByBit cryptoexchange connector.
– Now it is possible to reset the balance of the ATAS Sim demo account to 100,000. To do this, right-click on the demo account in the main window of the platform and select Reset.
– We fixed a bug of inability to send a fractional lot on cryptocurrencies.
– updated API of TRANSAQ connector
– added gradient background for the charts
– added a new type of chart display, called Area
– added Dynamic Level Channel indicator
– fixed MT5 connector
– made some minor fixes and improvements.
– made some minor fixes and improvements
To improve the functionality we added:
– links to the instructions for connecting to Huobi, MT5, dxFeed connectors;
– offset settings to the Alligator indicator;
– an alert to the Stacked Imbalance indicator;
– setting of the number of days to the Pivots indicator.
Also we implemented new indicators such as:
– Average Daily Range
– Hull Moving Average
– Accelerator Oscilator
– Murray Math
– Bars Pattern
– Relative Volume
– Voss predictive filter
– Money Flow Index
– Kaufman Adaptive Moving Average
– Chaikin Oscillator
– Schaff Trend Cycle
– Squeeze Momentum
– Qualitative Quantitative Estimation Indicator
– Fisher Transform
– VSA – WSD Histogram
– VSA Better Volume
Finally, we made some minor fixes:
– display of the number of orders at the Best bid and Best ask levels in the Scalping DOM indicator;
– setting of the Initial balance length in the TPO and Profile;
– display of the bid ask on the tape in a split mode;
– display mode for bars in the Delta indicator;
– display of the Daily Lines indicator when the text display is disabled;
– saving OI analyzer data after 20:45 MSK;
– drawing of the Awesome Oscillator indicator;
– translations of some items in different indicators.
– a Watchlist module and the ability to link platform windows;
– a Cumulative mode to the LTQ Smart DOM column;
– an UNIUSDT@BinanceFutures.
In the new version we have also:
– fixed loading history for YFIIUSDT, SUSHIUSDT, BALUSDT @Binance and ONTUSDT, ADAUSDT @BinanceFutures;
– fixed and made improvements in indicators and platform connectors.
– a Scalping DOM module.
– LTQ (last trade quantity) column to Smart DOM.
– a subperiod number to the TPO and Profile indicator, from which the Initial Balance calculation starts.
– an option to display the duration of the candlestick and the ability to hide row headers in the Cluster Statistic indicator.
– an “IgnoreZeroValues” property to the Stacked Imbalance indicator, which ignores zero values in clusters.
– Added German language
– Expanded list of Rithmic servers
– Improved platform performance
– Added 500 most liquid CBOE EU stocks
-optimized calculation algorithm in the Cluster Search indicator;
– did minor fixes and improvements in the platform and API.
– we fixed minor bugs in DOM Levels, Dynamic Levels, TPO and Profile, Smart DOM, instrument manager, server connections, technical indicators.
– and improved API connection to dxFeed.
– we improved defensive strategies. Now you can save and load settings, create templates.
– we fixed some errors in the work of the TPO and Profile indicator and charts, orders placing, displaying alerts and servers, horizontal line creation, as well as dxFeed and All Price module connection.
– we added the ability to set an optional period manually in the TPO and Profile indicator.
– added new F2 server
– we fixed incorrect work of defensive strategies on Binance exchange instruments;
– the BarsToProportion parameter has been added to the DOM LEVELS indicator;
– improved G2 server.
– some bugs in the work and display of the charts are fixed
– the connection to OKEx is improved
– we did some corrections in the TPO and Profile indicator
– the display of Big Trades indicator markers is fixed
– we also did small corrections of drawing objects on the chart
– we fixed the location of the charts during the workspaces loading
Adding of Futures and Connectors to OKEx and Binance Exchanges Accounts
Notifications about the server closing-down.
+ Zig Zag indicator.
+ Margin Zones indicator.
MES, M2K, MNQ, MYM
– Optimized drawing of the Chart
– Optimized Smart DOM
– Optimized Horizontal Histogramm on the Chart
– Added new indicators Chaikin Money Flow, Chaikin Money Iscillator, Donchain Channel.
Initial Balance Indicator
The following exchanges were added to the crypto-platform: Bithumb, Cex.io, Huobi, Kraken and Okex.
four functions in the Delta indicator
hotkeys for chart moving and scaling
an option for limiting the visible depth of market
new module for time-frame switching
new instruments: M6A, M6B, QG, YI
the horizontal ray drawing object
the current BestBid/BestAsk display option
Renko charts, rarefied DOM option, the ‘channel’ drawing object, new system of version marking
alerting in the event of max. and min. price changes for the following connections: Quik, Transaq, Plaza2 and Smartcom
reverse function in Fibo retracements
Pivot Points indicator
Connector for the latest version of NinjaTrader 8
Availability of just2trade accounts
Warning about problems with connection to Rithmic’s servers
4h and Weekly timе-frames
New Rithmic’s servers
– The maximum volume text colour option was added to the cluster settings.
– Data load indication was added to the Smart Tape.
– The size and location of the program main window is saved now in the workspace.
– Rithmic API was updated to the latest 220.127.116.11 version.
– MES Capital server was added to the Rithmic connection.
– The cumulative trade processing option and also the minimum and maximum number of trades in the chain were added to the Tape Patterns.
– An icon, which identifies a line as a line with alert, is added near the horizontal line when alert is activated.
– The Universal layout was added. All windows from this layout will be visible in all layouts.
– New value alert was added to the Big Trades indicator.
– The Show Bid & Ask option was added to the graphical Market Profile object. When this option is on, Bid and Ask values are shown as a histogram above the upper right profile border.
– Optimisation of the Transaq connection.
– Capacity of the Prod.U1 server was increased.
– Additional logging was added to the Rithmic connection.
– TopstepTrader server was added to the Rithmic connection.
– Some bugs were fixed.
– Transfer of microseconds was added when connecting to the Quik platform.
– The possibility to add a filter, above which values will be highlighted with a specific colour, was added to the Volume indicator.
– The Volume indicator is combined with the Tick Counter indicator.
– The Highlight X and Highlight Y graphical objects, which allow marking vertical and horizontal areas in the chart, were added.
– Settings of horizontal lines were expanded. The following features were added:
– Hide the price – allows hiding the price display in the price scale.
– Font size – allows regulating the font size.
– Text location – allows selecting the place where the text will be located.
– ATAS SIM account supports now the demo of Russian instruments trading.
– ATAS Indicators API was improved:
– The Candle now has the LastTime field, which stores the time of the latest candlestick tick.
– Volume was transferred to the decimal type.
– The Category feature helps to set the category of indicators for placing in the list of indicators.
The layout settings window was improved. Buttons for moving layouts were added.
The layout panel was improved. The button for calling layout settings was added.
– Colour display of PnL in the main window in accordance with the position. The same type of display is introduced in the trading statistics.
– The possibility to change the PnL display type in the chart open positions was added (to do it, you should click PnL on Chart Trader).
– The Bar Timer indicator was added in the list of technical indicators. It shows the time left until the candle closes.
– Sound alert button was added for the RTindicator.
– The graphical object settings window size was made bigger.
– The monthly period can be applied now in the Market Profiles indicator (to do it, you should set the period of 40,320 minutes).
– The window with the indicator value display is also shown below (after pressing the CTRL key), depending on where the chart is displayed in the window.
– The time label colour for the session divisor coincides now with the session divisor colour. You can also set it up in the chart visual settings.
– The cluster chart shows numbers if clusters are partially invisible.
– Support for the FDXM instruments on the TT account was added.
– A possibility of connecting GAIN Futures OEC brokerage accounts was added http://support.orderflowtrading.ru/topics/5756-/
– Algorithms of the queue identification in the Smart DOM and pending order execution simulation on the ATAS Sim account were improved.
– The colour scheme of the information display in the main window tabs for drawing trader’s attention to the most significant data was improved.
– New drawing object – circle – was added.
– NinjaTrader 8 is now compatible with the ATAS platform. The NT charts with the added ADataFeeder indicator should not be minimised for receiving quotations (this is a specific feature of the new NinjaTrader 8 version). The Connection to NinjaTrader instruction contains more detailed information about the connection settings.
– The procedure of checking for a new version and platform automatic update was improved.
– The possibility of manual setting the Value Area percentage was added (the General Settings submenu was added to the Settings menu in the main window). This parameter influences all calculations of the Value Area in the platform. The charts should be refreshed after changing the parameter.
– The active/current layout is highlighted now in the list of layouts.
– The context menu of the Alerts window now has the option of turning on/off alerts for hidden layouts.
– The hotkey ‘Clear all depth change’ combination was added for clearing depth change columns/limit change in the active Smart DOM.
– The option of the proportional bar height, depending on the liquidity level at every price level, was added to the DOM Levels indicator. Also, the ‘Fix max values’ option was added. If the item is checked, only maximum values are shown in a bar. If the item is unchecked, only the most recent values are shown in every bar (as of the moment of its closing).
– The option of turning on/off circles with values when you mouse over the indicator was added to the visual chart settings.
– The side histogram settings (visual chart settings). The colour setting option (including transparency) was added for vertical borders of the post-profile area.
– Protective strategies were improved.
– The Smart DOM trade blocking mode is saved in the workspace after ATAS reloading.
Options of the line display in the form of arrows were added to the trend line features:
- Connection to Quik, which allows connecting to the latest Quik versions, was improved.
- The check for rejected orders, if the margin is insufficient, was added to protective strategies.
– The order auto-cancel option in the event of strategy deactivation was added to the protective strategy settings. Description was added to the instruction: Exit Strategy.
– Synchronization of protective strategies in the Chart Trader and Smart DOM.
– Rendering of some indicators is improved for chart scaling.
– Western market stocks were added to the Prod.E1 server (available starting from version 3.53).
– The Open Interest indicator was improved. The candlestick display was added. Now, other technical indicators can be added to this indicator.
– ATAS Indicators API was improved. The following was added to the Candle parameters: the minimum/maximum Delta and the Open Interest minimum/maximum value.
– The ‘Price level height’ was added to the Depth Of Market indicator. This option allows manual setting up sizes of every price level in the Smart DOM. The option could be useful for displaying the indicator, for example, in daily charts where, due to a big number of prices, every price level is very narrow and it is impossible to see volume levels at every price level in the event of a standard indicator display. The chart and indicator scales are different when this option is used.
– The DOM Levels indicator was added. The indicator allows displaying the DOM data changes. The indicator shows the minimum and maximum volumes, basic Ask/Bid colours and colours of Asks/Bids above maximum levels. If the DOM limit level is above the minimum one but below the maximum one, the price level is coloured proportionally to the volume size. If the limit level volume is above the maximum one, the price level is marked with maximum volume colours.
– Moreover, if you mouse over the price level with the pressed CTRL key, you can see the DOM data value at one or another level.
– Open Interest (OI) was added to the Smart Tape for the Russian market instruments.
– The OI column, which shows the Open Interest value for every trade, was added.
– Also, the ‘Display OI changes’ option, which allows visualising the Open Interest Delta change, was added to the Tape settings. If the option is on, the ‘+’ sign will be shown on the Tape in the event of the positive Open Interest change and the ‘-’ sign will be shown if the change is negative.
– The quick search field was added in the upper part of the indicator window. Indicators are filtered out when text is entered.
– The order posting mode was added to the chart trading parameters – LMB:Buy and RMB:Sell. When you turn this mode on, the left mouse button (LMB) is responsible for buying only and the right mouse button (RMB) is responsible for selling only. Besides, the order type (limit or stop) will be determined automatically, depending on the location with respect to the current price of the instrument: http://support.orderflowtrading.ru/topics/141-torgovlya-s-grafika-pereputanyi-knopki/
– Protective strategies were improved. Now, a protective strategy could be activated for an already existing open position. To do it, you need to create a new or select an already existing protective strategy from the list and the stop loss and take profit orders will be immediately posted for the open position. It also means that protective strategies could be changed in the process of the position management. It should be taken into account that orders will change every time and will be posted over again in accordance with the settings of the installed protective strategy.
– A warning about availability of active orders and open positions in the event of closing the platform was added.
– The cache clearing and chart refreshing button was added to the chart context menu.
– Support of OCO orders for CQG accounts was added. It means that ‘One Cancels the Other’ orders will be saved now remotely on CQG servers near the exchange and it is not necessary now to keep computers on in order for the orders to work. Moreover, this innovation will make a positive impact on the speed of cancelling orders when executing one of the OCO group orders.
– When you mouse over indicators now, you will see an information window with the indicator value.
– The minimization option was added to the Delta indicator: http://support.orderflowtrading.ru/topic/1100931-indikator-deltyi/
– The option of marking not only the maximum volume but also the number of trades, time, delta (positive and negative), Bid and Ask was added to the drawing object and Market Profiles indicator: http://support.orderflowtrading.ru/topic/1114770-gistogramma-market-profajl/
– You can see more detailed information about a trade when you mouse over the trade arrows in the history: http://support.orderflowtrading.ru/topic/1152600-podrobnaya-informatsiya-po-sdelke-na-charte/
– The possibility to add the price level to the horizontal line parameters was added: http://support.orderflowtrading.ru/topic/1121666-predlozhenie-v-nastrojkah-vyivodit-vse-harakteristiki-risuemyih-obektov/
– The option of vertical line transformation was added to the chart visual settings, which increases the quality of visual perception in the cluster chart mode: http://support.orderflowtrading.ru/topic/1099205-transformirovat-vertikalnyie-linii-v-rezhime-klasterov/
– The ‘behind the chart’ option was added for drawing objects: http://support.orderflowtrading.ru/topic/1061954-price-level_2/
– Optimization of heavily loaded chart rendering was done.
– Optimization of chart caching was done.
– Work with OCO orders was simplified in the Chart Trader module. You do not need to enter the OCO group name, you just need to press the OCO button and post 2 orders (similar to the Smart DOM).
– The chart scaling step was reduced along the time axis: http://support.orderflowtrading.ru/topic/1011506-masshtabirovanie-chartov/
– Indicator names were added into indicator value description when mousing over the Cluster Search and Big Trades indicators with the pressed CTRL key: http://support.orderflowtrading.ru/topic/1051260-dobavit-opisanie-vizualnyih-elementov/
– The allowed time for the Smart DOM auto-centering was increased http://support.orderflowtrading.ru/topic/800119-vremya-avtotsentrovki-i/
– The program optimization and operation stability were improved.
– Confirmation of actions was introduced for loading, saving and deleting templates.
– The confirmation window for closing the current workspace was added when another workspace is loaded. Thus, if you open one workspace you can also open another and so on without closing the previous one.
Automatic selection of available trading accounts for a specific instrument was added.
The Reset button for returning to default settings was added to the trading platform settings window.
– The option of statistics export into Excel files was added to the Statistics tab settings.
– The Host parameter, where you can specify IP of the computer where Quik and Lua script port are launched, was added to the Quik connection settings. This will allow connecting to several Quiks simultaneously and also connecting to Quiks, which are launched on remote computers (you can find more details here).
– The Monthly calculation interval was added to the Dynamic Levels indicator.
– The Transaq Connector libraries were updated.
– The following instruments were added:
– M6E – micro EUR/USD Futures,
– FDXM – Mini DAX Futures,
– MOEX – Moscow Exchange,
– USD000000TOD – USDRUB_TOD – USD/RUB,
– The SmartCom connector was improved.
– Connection to SmartCom was added (Beta version).
– The password change button was added to the Transaq connection window. To change the password, you need to connect to the Transaq Connector trading account and go to the connection settings window.
– Trading platform settings were added. These settings allow setting the instrument trading time, which influences the session beginning time and points of indicator reset in the chart, based on the session, weekly and monthly data (for example, Cumulative Delta, Daily HighLow, etc.).
– The IsNewSession,IsNewMonth and IsNewWeek functions were added to the user indicators. They allow determining the session, month and week beginning based on the set trading platforms.
The function of cloning various charts, tapes and order books was added. The operation is realised through the Clone window command in the window context menu.
A possibility to change the PnL display type in the Chart Trader was added. To do it, you need to click the left mouse button over the PnL area. The following modes are available: PnL in money, percentage and ticks or ‘do not display’.
The Beta version of the trading connection to Transaq Connector was added. Here you can find the process description.
The possibility to copy layouts was added to the layout settings window.
The Plaza2 connector was updated for supporting the latest Plaza2 CGate versions.
The Interactive Brokers connector was improved.
The Template/Snapshot selection window was improved.
The main innovation in this version are combined portfolios.
- Update of the Rithmic API to 8.5 version.
- Update of the BlackWood API.
- Update of the Rithmic API to 8.5 version.
- Update of the BlackWood API.
- Volume calculation method was added to the Speed Of Tape indicator.
- MICEX index mini futures was added. Ticker: MM.
Smart Tape improvements:
- You can use the mouse now for changing the column width and order.
- You can use the context menu for managing the column visibility.
Milestone Content goes here
– An option is added to the Smart DOM Trades column, which allows clearing values every N minutes.
– Reaction to the right mouse button click on the data clearing button was added to the buy/sell current trades columns. The right button click clears all data in all buy/sell current trades columns.
– The logic of calculation of changes in the Smart DOM Depth changes column was improved.
– The Smart DOM category was added to the Hot Keys Manager. You can use it for setting up hotkeys for: centering of an order book, centering of all order books, trade blocking and clearing trades and current trades columns.
The Level2 window, designed for trading Western stocks, was added. Moreover, you can trade any instrument, which is not in the ATAS list of standard instruments, with the help of this window. In order to trade a non-standard instrument, you need to enter it in the following form: instrument@exchange, for example, 6EZ5-6EU5@CME (Euro calendar spread for the Rithmic connection).
The Open Interest indicator was improved. Now, the indicator shows the Open Interest value for every bar in the Cumulative mode.
Support of several micro contracts was added: E7, QM, YG, UB.
– A possibility, which allows cancelling pending buy/sell orders with the right mouse button click over the Bid/Ask columns respectively, was added to the Smart DOM in the Simple Order placing mode.
– The ‘Close Outstanding Orders when position is closed’ option was added. When this mode is activated (in the trading Smart DOM settings), all pending orders are cancelled at the moment when position is closed (independent of using protective strategies).
– When the ‘C’ button in the Smart DOM instrument panel is pressed, all open order books are centered. And only the marked order book is centered if you double click the left mouse button over the price column.
– You can set now the order book auto-centering interval in seconds.
– The dynamic speed of auto-centering was introduced. The farther from the center, the quicker the centering moves.
– The option of limiting the number of candles was removed from the chart visual settings.
- The OnTop button was added to the Layouts window.
- The possibility of automatic CQG demo registration at the first ATAS launch was added.
- The Open Interest indicator transmission when connecting to Quik was added.
The program Full Screen process in the event of using several monitors was improved.
The layout minimization panel button was added.
– The Metro Light and Metro Dark platform visual themes were altered. The Expression Dark theme was removed. The space for the menu and buttons was optimized. They were moved to the window headings.
– Reaction of modal windows to the Enter and Esc keys for confirmation of an action or window closing was added.
– User indicator possibilities were expanded:
– The Text feature, which allows labeling horizontal levels, was added to LineSeries.
– The Instrument, ChartType and TimeFrame features were added to the indicators. They allow getting data on the instrument name, type and chart period, to which an indicator is added.
– The process of caching the loaded history is improved for faster chart loading.
The Volume Area High (VAH), Volume Area Low (VAL) and candle direction display was added to the Smart DOM Market Profile histogram.
– Options of displaying total values and volume values on inactive prices were added to the Smart DOM limit columns.
– Options, which allow highlighting the current day range, were added to the Smart DOM price column.
– The possibility of highlighting the maximum value (Point Of Control – POC) was added to the Smart DOM Market Profile column.
– The possibility to set alerts for price levels was added to the Notes column.
– The alert mechanism in the Cluster Search indicator was improved.
– The option of saving access data was added to the authorization window.
Chart caching was added. Now, only the new data are loaded when charts are opened.
The BlackWood/Fusion connector is added for trading American stocks.
Trading DOM is renamed into Smart DOM. The previous Smart DOM was removed from the platform.
The speed of connecting the Interactive Brokers was increased.
The update mechanism was improved. Now, when updating, the program downloads the new version by itself and initiates its installation.
The х64 platform version was added.
– The possibility of trading American stocks through Interactive Brokers (IB) connection was added. There is a possibility now to select the order route (Routes/ECN) in the Chart Trader panel when trading from the chart.
– G1 server is available now for ATAS subscribers (only the Western market instruments are available).
– The statistics module was improved:
– The possibility of removing trades was added;
– The profit (tick) column was added in the trading log;
– Integration with the Trader Statistics service. More detailed information can be found HERE.
The old Quik connector was removed (with the help of the DDE server). Now, it is possible to connect through a more reliable and fast Quik LUA connection.
The statistics module was added. It is an automated log, which allows analysing your trades. Based on the trade data, a trader can build various reports and balance charts, assess his weaknesses and strengths and adjust his trading system for improving the result. The module envisages the following functions:
– automatic collection of trading statistics,
– online statistics or historical data for arbitrary periods,
– the balance change chart,
– 13 statistical efficiency indicators,
– a possibility to add comments to the trades,
– a possibility to add trades manually.
– Auto-filter was removed from the Order Flow indicator.
– American stocks were added to the Prod.U1 server in the test mode. IQFeed connection is required for receiving online data.
Trading DOM was changed:
– The possibility of removing all notes by one click was added to the Notes column of comments.
– A filter was added in the DOM demand and supply columns. If the volume level is above the filter, the background is highlighted.
– The Limit Changes column was added.
The tape setup window was changed. Now, you can change by default not only the view but also filters and alerts.
The possibility of exporting trades into a CSV file was added. To do it, mouse over the trade chart, press the right mouse button and select the account and file name.
The possibility of the automatic Quik launch with subsequent authorization was added to the LUA connector.
A new high-speed connector for the Quik terminal was added. It will allow making the connection process much simpler and creating a more reliable and speedy connection.
– The Trading Technologies connector was added.
– The session indicator was added.
– The display parameter in the form of candles was added to the External Chart indicator.
– The Market Voice custom package of indicators was moved from the list of pre-installed indicators into a separate installer.
– The possibility of sending trading orders to the NinjaTrader platform was implemented.
– The DOM time auto-centering function was added into the Trading DOM. Both auto-centering interval and speed can be set. It was implemented for the relative static character of the Trading DOM during active trading. The warning countdown in seconds will be started in the window heading before the auto-centering. You can center the Trading DOM at any moment of time if you mouse over the price scale and double-click the left mouse button.
– The possibility to turn off the MICEX flow processing was added to the Plaza II connection parameters. It was implemented for the situation if the MICEX data are not connected to the Plaza II login on the part of the exchange.
– The Prod.E1 server technical re-equipment was done. The capacity and data transfer speed were improved.
- The global mode of the protective strategy selection (ATM) was added. From now on, if a strategy is installed in the chart or Trading DOM, the same strategy is installed in other windows of the same instrument.
- The Prod.U1 server was upgraded. The capacity and data transfer speed were improved.
- A visual editor of the Trading DOM was added. Now you can set up the display, type, size and location of all elements individually.
- Now you can register the CQG demo account on our web-site.
- The possibility of the CQG demo registration directly from the ATAS platform was also added.
- The possibility of connecting the CTSfutures (T4) accounts was added.
- The possibility of connecting the CQG accounts was added.
- The Tape Patterns indicator was added.
The Prod.U1 server was upgraded. The capacity and communication channel speed were improved.
The possibility of using automatic protective strategies was added to the Trading DOM (read more details here).
Location of the trading function management elements was optimized for more comfortable use. Some options were moved to the upper part of the Trading DOM.
A demo server was added for Western futures.
The set up of sounds of connection/disconnection of communication with the server, trading account and sounds of main trading events were added.
– The graphical object list window was added for comfortable organisation and management of graphical objects.
– The possibility of entering trading commissions was added. The display of commissions for the account and individual positions was added in the main window. Now you can set and take account of commission expenditures in the trading account statistics.
– The OHLC colour setting was added to the chart colour settings.
– The ‘Display aggregate values’ option was added to the Market Profile graphical object and Market Profiles indicator. It allows displaying aggregate values of the volume, trades and delta.
– Operation of Rithmic connections was optimized.
– Logging was expanded.
– The Limit and Stop order posting buttons were added to the chart context menu.
– Functionality of user indicators was expanded. Now you can receive online the data of new ticks, order books and cumulative trades.
– The number of levels in the Fibonacci Retracement drawing object was increased to 12. Each level has the ‘Hide text’ option.
– Display of the balance by accounts, chart positions, calculation of the position average prices and PnL were added to the Interactive Brokers (IB) connector.
- The possibility of developing user indicators was added.
- A connector to Interactive Brokers was added.
– The chart operation was improved. The ‘Redrawing interval’ option was added to the chart settings. It will help you to control the Central Processor (CP) load at the peak moments of the market activity. The parameter is shown in milliseconds. The higher the value, the less the load of the CP will be.
– Automatic following the price of the visible chart area in the manual scale mode was implemented.
– Some technical indicators were added: AD, ADX, ATR, BollingerBands, CCI, DI-, DI+ DX, EMA, Highest, LinearReg, Lowest, MACD, MeanDev, Momentum, ParabolicSAR, RSI, RVI, SMA, SMMA, StdDev, Stochastic and WMA.
– All indicators are split into groups for more comfortable search.
– Display of the BestBid and BestAsk values is added to the Chart Trader.
– Display of the trading history in the chart was added.
– The Trading Settings tab was added to the settings menu in the chart. This sub-menu contains visual and colour settings of trading objects and some trading settings.
– The possibility of quick change of the chart offset from the window upper and lower borders was added. You can do it if you press SHIFT and rotate the mouse wheel.
– The function of automatic protective strategies was added to the Chart Trader.
– The Plaza II connector was introduced. Instructions on settings and connection variants.
– The Plaza II connector was certified by the Moscow Interbank Currency Exchange (MICEX).
– The process of order modification was made simpler: you just need to drag it to a new price without preliminary marking.
– The OCO and Comments items were added to the main window Order tab.
– An additional filter on the Delta predominance was added to the Cluster Search indicator.
– The ‘Chart offset’ option was added to the chart visual settings. This option allows setting an offset of the automatically scaled chart from the window upper and lower borders.
– Display of the aggregate volume and number of trades within your specific trade was added to the information window, which you call pressing the scroll in the Smart Tape.
– A new chart scaling option was added to the Depth Of Market (DOM). If you turn it on, the chart is automatically scaled in such a way so that the Depth Of Market indicator data do not go outside of the visible chart area.
– The possibility of saving logs into a file was added. To do it, you need to mouse over the log field and call the context menu clicking the right mouse button.
– The possibility of cancelling the program closing was added. The Cancel button – Cancel Close ATAS.
– Notification about the license expiry was added.
– The possibility of selecting the loaded workspace on the program launch was added. Login-workspace.
– The Global Crosshair mode was added. The cursor will be reproduced in all charts of the selected instrument where this mode is on. This function will be convenient for analysing the instrument simultaneously in several charts with different time-frames, including non-standard ones. Global Crosshair.
– The possibility of building non-standard time-frames was added to the spread charts.
– Bid and Ask alerts were added to the Smart Tape alert settings.
– A Quik platform connector was added. Now you can get quotations and execute trades in the Russian market directly from ATAS. The Quik settings for connecting to ATAS.
– Quik connection
– The process of connecting accounts for online quotations and trading was changed. You can find detailed instructions in the ‘Connection to trades and online quotations’ section.
– There is a possibility to connect and manage several trading accounts in parallel.
– The Delta display type was added to the Market Profile and Market Profiles indicator. The On Top option was also added. It allows putting profiles either on top of the chart or under it.
– Spread chart caching was added.
– The ‘Value Area line colour’ option was added to the Dynamic Levels indicator. Now you can change both line colour and background colour in the Value Area (with transparency).
– The ‘Display aggregate values’ option was added to the Depth Of Market indicator. It allows controlling the display of the aggregate DOM value module.
– The ‘Display aggregate values’ option (the ‘Histogram parameters’ section) was added to the visual chart settings. It allows controlling the display of the aggregate histogram value module.
– The width and line type options were added to the Open Interest indicator.
– The ‘Speed indication interval’ option was added to the Order Flow indicator. It allows changing the chart Order Flow speed in the event of absence of new trades. The lower the parameter, the higher the speed is.
– The grid display option was added to the Market Profiles indicator.
– The possibility of marking volume levels of certain sizes was added to the Market Profiles indicator. The Filter section.
– The possibility of trading spreads was added.
– The Hot Key Manager was improved. Hot keys of all chart functions were added.
The Order Flow Indicator was improved:
– The ‘Display mode’ option, which allows displaying the data in the form of circles or rectangles, was added.
– The ‘Display small trades’ option, which allows hiding or showing trades the volume of which is less than the set filter, was added.
– The ‘Join small trades’ option, which allows joining neighbouring trades the volume of which is less than the set filter, was added.
– The Cluster Search indicator was improved.
– The filter maximum volume option was added. It will allow clear dividing and identifying clusters by various volume groups.
– The Open Interest indicator scaling was corrected.
– The possibility of setting the line style was added to the SMA,EMA,Bollinger Bands, LinReg and VWAP indicators.
– The hot key setup for trading operations was added. Main menu -> Hot keys.
– The ‘Cluster direction sign width’ option was added to the cluster settings.
– The ‘Scale time format’ option was added to the visual chart settings. It will allow setting the type of display of the bar time values.
– The ‘Session dividing line colour’ option was added to the visual settings.
– The session beginning time display was added to the charts.
– The ‘Calculation type’ option was added to the Daily Change indicator. It will allow selecting the calculation size: changes are calculated either since the previous day’s closing or the current day’s opening.
The Level 2 data (DOM) analysis is now available for the Russian market instruments.
The Russian market instrument data are marked now in milliseconds, which allows conducting a much more accurate aggregation of market trades.
The Open Interest (OI) indicator for the Russian market instruments was added. The indicator has 3 display modes:
– ByBar – displays OI change for every bar;
– Session – displays OI change curve for every trading day;
– Cumulative – displays OI change curve for all loaded bars.
The ‘Price offset’ option was added to the visual chart settings. It influences the default distance between the current bar and the price scale.
The Depth Of Market indicator was improved:
– The indicator width setting was added;
– The BestBid and BestAsk background colour settings were added;
– Russian DOM.
The Order Flow indicator was improved: the ‘Linked to Bar’ option was added. If the option is on, the indicator is drawn with respect to the current bar. Otherwise, the indicator is drawn with respect to the price scale.
The ‘Input data’ parameter was added to the SMA, EMA, Bollinger Bands and LinReg indicators. It allows setting the value for calculation: Open, High, Low, Close, maximum volume level and maximum trades level.
– The window for working with workspaces was changed.
– The window for working with layouts was improved: the possibility of renaming layout groups was added.
– The possibility to change a window layout is available now in every window. You should use the context menu for this.
– Now, when you connect to the Prod.U1 server, the Russian platform instrument data are marked in milliseconds.
– Russian version of the platform.
The possibility of using Scale was added to All Prices.
The possibility of saving into a file and loading from a file was added.
A new chart type – Cumulative Trades – was added. It allows building the chart of cumulative trades within the range of set filters. In fact, this chart replaces the Tick Cluster.
– Visual display of All Prices was improved.
– Access to Reversal Bars was opened. This is a unique type of bar building, which allows assessing the price reaction to the traded volume.
– Spread Charts are launched in the test mode.
– The instrument selection window was modernized. All instruments are split into categories for comfortable search and a fast instrument search was implemented: variants of the instruments you are looking for are offered now when you enter a ticker from the keyboard. The possibility of selecting combined contracts and their saving in the Favorites list was added to the same window.
– All windows with settings and system notifications were brought to a common style.
– The new ZenFire API was connected.
– The new Prod.U1 server was launched (for connecting to free ATAS demos and as a reserve server for our customers).
– The possibility of setting minute intervals manually was added (3 minutes, 240 minutes and so on).
– The possibility to make the text and price marks and to draw squares, circles, rhombs and arrows in the chart was added.
– An online data supplier – IQFeed – was added.
– The platform operation was optimized and the CPU load reduced.
– The VWAP indicator was improved and the following calculation period selection options were added: Daily,Weekly,Monthly and Any.
– The Daily Change indicator, which allows displaying data about the price change for the current trading day, was added.
– The line width edit option was added to the Dynamic Levels indicator.
– The Spread Volume indicator was added. The indicator displays the spread movement in time, simultaneously visualizing the Bid and Ask trading volumes. In fact, the indicator duplicates the Spread Tape counter readings.
– The possibility of building by the formation time was added to the Market Profile graphical object.
– The possibility of building by the formation time was added to the Market Profiles indicator.
– The possibility of the search for splashes in time was added to the Cluster Search indicator.
– The possibility of displaying levels, at which the price stayed longer than at other levels, was added to the Dynamic Levels and Maximum Levels indicators.
– The protocol of data transfer was modified with the aim to expand the functionality in the future.
– The possibility of building clusters based on time was added for the Market Profile theory admirers (the time of the price staying at a certain level is calculated for every price level). This possibility allows seeing the levels, at which the price stayed longer than at other levels.
– The line thickness bug in the Daily High Low was fixed.
– The Show Open and Show Close options were added to the ‘Bars’ section of the chart visual options. These options control the bar opening and closing display.
– The ‘Candles border width’ was added to the visual chart settings. It controls the external border width of candles.
– The ‘Border width’ option, which controls the width of external cluster borders, was added to the visual cluster settings.
– The ‘Border color by direction’ option was added to the visual cluster settings. It allows colouring cluster borders depending on the candle direction.
– The ‘Width to show text’ option was added to the visual cluster settings. It allows hiding text when clusters are compressed to a certain size.
– The ‘Visual Objects Transparency’ option was added to the Cluster Search indicator settings. It allows controlling the background transparency of the graphical objects, which are created by indicators (squares, circles, rhombs and so on).
– The graphical object copying option was added to the chart. You can copy/paste both from the menu and using the CTRL+C/CTRL+V hotkeys.
– Tooltips were added to the Cluster Search indicator. To see a tooltip, you need to mouse over an element and press the CTRL key.
– The Cluster Search indicator is displayed under the text when clusters are displayed.
– The ‘Save As Default’ option was added to all graphical objects.
– The panel hiding option was added to the chart context menu.
– The ‘Smoothing’ option, responsible for drawing, was added to the chart graphical settings.
– The Maximum/Minimum Size options were added to the Cluster Search indicator. They are responsible for the maximum and minimum sizes of the graphical elements, displayed by the indicator.
– The Session Delta indicator was refurbished. The indicator name was changed to Cumulative Delta. The ‘Session Delta Mode’ option was added. It allows displaying either the cumulative delta of the whole chart or the session delta. The ‘Show As Bars’ option, which allows displaying the indicator in the form of a line or histogram, was added.
– A panel of quick layout switching was added (Main window -> Settings -> Layouts).
– The Multi Market Powers indicator was added. It allows displaying several Market Power indicator lines simultaneously.
– The daily charts are built now with the account of time (including the Current Day and Last Day histograms).
– The horizontal scroll bar was added to the chart.
– A menu, which you call clicking the right mouse button, was added to the chart.
– The possibility to move with the help of the mouse wheel was added to the Smart Tape.
– The possibility to view detailed information about a trade was added to the Smart Tape (number of trades for every volume). This information is shown when you press the mouse wheel over the selected trade.
– The candle drawing was modified.
– The possibility to set the bar line width was added.
– The possibility to change the chart vertical scale with the help of the pressed SHIFT key and mouse wheel was added.
– The possibility of copying graphical objects with the help of the CTRL key was added.
– The CTRL+Z combination was added for cancelling the previous operation with graphical objects (adding and removing).
– The External Chart indicator was added for ‘joining’ bars into bigger time interval bars.
– The Market Profiles indicator was added for displaying the market profile of the set time interval on top of the chart.
– The possibility to set the session beginning and end was added to the chart settings.
– The platform stability in a fast market was improved.
– The time-frames in seconds were added.
– The possibility to display the maximum and minimum delta values in a bar was added to the Delta indicator.
– The Bollinger Bands indicator was added.
– Standard deviations in VWAP were added.
– Operation of the Big Trades and Order Flow indicators was optimized.
– The MaxSize and MinSize options were added to the Big Trades indicator. They are responsible for the maximum and minimum sizes of the elements, displayed in the chart.
– The calculation mode selection option was added to the Big Trades indicator: Cumulative Trades and Separate Trades. Separate Trades allows filtering separate (not aggregated) trades.
– The ‘Crosshair Price Border Mode’ was added to the chart settings. It allows marking the current price, which is moused over, from two sides.
– The quick indicator removal button was added.
– The possibility of adding text in horizontal lines was added.
– The possibility of setting the vertical grid step manually was added (Settings-Custom Vertical Grid Step). The number of minutes, after which a grid will be drawn, is set in the parameter.
– The cluster display in the event of strong vertical compression was improved.
– The ‘Scale’ option was added for ‘compressing’ neighbouring prices in clusters. The option is useful for the instruments with a big range of movements in respect of the price step (for example, the RTS index futures).
The possibility of connecting to NinjaTrader for getting real time quotations was added.
Transmission of historical Big Trades was renewed.
The following alerts were added:
– An Order Flow Indicator alert appears in the event of emergence of orders with the volume, which is above the set value.
– A Dynamic Levels indicator alert appears in the event of changing the maximum level of the selected period.
– A Dynamic Levels indicator alert appears in the event of approaching the maximum level of the selected period.
– A horizontal line alert appears in the event of the current price approaching the horizontal line price.
– Visualize the order flow directly in the chart.
– The algorithm of drawing the histogram when the chart is compressed was changed.
– The option of selecting the displayed volumes (at the moment of rolling over or the accumulated ones) was added to the Dynamic Levels indicator.
– The ATR indicator was added.
– The possibility of drawing graphical objects outside the last bar was added.
– The Market Profile graphical object was added. It allows marking the range and display distribution of volumes in this range.
– Saving of graphical objects in the event of changing the time-frame was added.
– Value Area colour saving was corrected in the Dynamic Levels indicator.
– The maximum possible value of the Volume, Delta and Tick periods was increased.
– Saving of settings in the Cluster Search indicator was corrected.
– The possibility of setting a negative filter for the Delta was added to the Cluster Search.
– The bug of the minimized window recovery was fixed.
– New bar types were added.
– The possibility of setting the cluster background was added to the cluster settings.
– The possibility of instrument switching was added to the chart.
– Bugs in the Speed of Tape indicator were fixed.
– Graphics was improved.
The following graphical objects were added: Ruler, Rectangle and Triangle.
Changes in clusters:
– A cluster display mode was added: Volume x Delta.
– The Delta-based filing parameter was added to the cluster colour settings. It allows gradient cluster colouring proportionally to the Delta. This option works in the mode of Digital display.
– Trend lines and Fibo Retracements were added.
– Graphical object settings were expanded: colour, width and line type. To call the option, you need to mark a required graphical object and press the right mouse button.
– Notification of the new version availability was added.
The Tick Cluster improvements:
– A bar with the maximum volume is marked in the Tick Cluster when the chart is compressed. Numeric value of this volume is displayed.
– There is the possibility of changing the vertical and horizontal line colour. To do it, you need to mouse over the line on the panel, click the right mouse button and select a new colour.
The Chart improvements:
– The function of turning on/off the Value Area display was added to the chart histogram settings.
– The chart templates were significantly improved.
– Marking of the cluster maximum volume was added.
– A new bar interval – RangeZ – was added.
– The option of measuring the number of ticks and bars was added. In order to measure it, you need to press the scroll and move the mouse with the scroll pressed.
– Daily HighLow – displays High and Low of every day.
– HRanges – indicator of horizontal ranges. More detailed information about using the indicator will be published a bit later.
Changes in the indicators:
The function of building the histogram proportionally to the manually set volume was added to the Depth Of Market indicator settings.
The Dynamic Levels indicator was modified. The lower panel with volumes was removed and the volume size in the places of the volume rollover is shown instead.
The Dynamic Levels indicator was modified. There is the possibility of turning off the Value Area and volume display. Moreover, the new Hourly interval was added.
The Bid Ask indicator was added.
The real time method of tick aggregation for the Russian market was improved.
New Russian platform instruments were added.
The Dynamic Levels indicator was added. It displays the maximum volume and Value Area of the selected time interval (day, week or the whole available period).
The Cluster Search indicator was modified. New splash location (High and Low candles) and candle direction filters were added.
The bar display mode was added.
The VAH and VAL display was added to the histogram.
The Cluster Search indicator was added. It allows visualizing big splashes in clusters (modes: Volume, trades, Bid, Ask, Delta and icebergs).
Several visualization types were added to the Big Trades indicator (marking with rectangles, circles, rhombs and triangles).
Test connection of data from MICEX and RTS was done.
– RTS index futures,
– USD/RUB index futures,
– Sberbank (ordinary and preferred stock),
– GMK Nornickel,
– VTB Bank.
Time-frame quick switching buttons were added.
Display of the status of receiving data for the charts and DOM Power indicator was added.
The button of quick switching to the Market Profile mode was added to the MODE menu.
Clusters were significantly improved:
– The cluster display Both-mode was added. It displays clusters in the form of a histogram and, simultaneously, it specifies their volumes.
– The expanded cluster set-up was added.
– 6 adjustable filters were added. You can set a filter for the cluster volume, number of trades, Bid, Ask and iceberg sizes and also mark the places of interest with a required colour.
– There is a possibility to build cluster histograms proportionally to the maximum volume of the whole range rather than the current bar only.
– The average tape trade value was added to the Smart Tape.
– Marking of tape trades, which passed above the Ask and below the Bid, was added to the Smart Tape. The option works when the Cumulative Ticks display is off.
– Display of the buyer and seller proportion in DOM was added to the chart.
– The DOM columns are built in the chart based on the order book average volume.
– Spread Charts is in the online mode now.
– The order book initialization was added.
– The DOM Power indicator was added. It displays the buyer and seller balance in the order book.
– The EMA, SMA, LinReg and RSI indicators were added.
– The possibility of drawing horizontal lines on indicators was added.
– Display of the current indicator values in the price panel was added.
– A new server is installed in New York. Data are received even faster now!
– The neuronetwork Black Box indicator was added. It allows finding market reversal points. It is recommended to use this indicator in the RangeX charts.
– Spread Charts was added. It allows building spread charts of any instrument (only the offline version is available as of now).
– The daily chart loading was significantly improved. Now, it is very convenient to view daily profiles.
– Instrument names were added to windows.
– Authorization data are saved in the registry. You will not need to fill in the authorization form again if you reinstall the program.
– The number of days needed for the chart loading are saved in the template additionally.
– All settings, templates and workspaces are saved in the My Documents folder. The program launch on behalf of admin is not required now.
– Display of the current program version was added.
– A more sensitive system of identifying disconnections was applied.
– The possibility of saving workspaces was added.
– The possibility of analysing the market depth with the help of the Smart DOM was added.
– The new Depth Of Market indicator, which displays the market depth in the chart, was added.
– There is also a possibility of viewing the market depth on the Tick Cluster.
– The standard chart and Tick Cluster colour scheme was slightly changed.