Thinking Stuff's ATM

Automated Trading Machine (ATM) makes it simple to remove fear and greed from your trading. Automated trading is no longer just for the rich or nerdy. Our revolutionary software runs on your computer, using your trading rules, but none of your emotions. There's just one requirement - you know how to use a mouse.  Learn more...

Thinking Stuff's ATE

Automated Trading Execution (ATE) is where we run your trading systems for you on our servers. Your system can be exported from ATM, or written in plain English and we'll make it for you. We'll even backtest and suggest improvements if you want us to. This service essentially automates your automated trading.  Learn more...

Thinking Stuff's Groups

Join a group of like-minded individuals, and help each other to trading success. Once you join a group, you will have access to that group's trading systems, ideas, and feedback. And please contribute your own knowledge as much as possible. Or contact us to start your own group.  Learn more...

General discussion

Anything ATM-related that doesn't fit in the other categories.

How to tell us about a problem

Posted Wed, 02/17/2010 - 07:27 by sharky

The hardest part in fixing a bug is normally working out how to reproduce it.

Sometimes a one-sentence description is entirely appropriate, e.g. "website link on About window doesn't work".

And sometimes, a one-sentence description is very frustrating, e.g. "backtesting doesn't work".

As a guide on how much information you need to tell us, just give us enough so we can see the same error on our computer. Sometimes that is just one sentence. And sometimes that might be 3 or 4 paragraphs.
 

Speed of Bulk-price downloads from FXCM

Posted Fri, 07/09/2010 - 15:22 by antsants

Hi

First of all - congrats on the great site and really promising software.  Must have been a hell of a lot of work getting this software + documentation to its current state so thanks for making it available for free.  The project seems to have a really refreshing and open attitude to the development which is great to see in the FX industry - guess it goes to show you guys aren't just in it for the money.  Best of luck for the future and the success of your product. 

Anyway, just had a question/observation about the amount of time it takes for the ATM to download bulk-price downloads from my FXCM account.  It seems to take approx 20-30secs to download a block of 300 rows of data, which is fine when I'm focussing on daily and weekly data but can be a bit of a pain when downloading 15 minute or hourly data (and I quite often want to get data all the way back to 2001/2002 if possible which might mean up to 250.000 records).    This isn't too big a deal but I intend to download 15min data for up to 20 currency pairs so at the current rate this may take a couple of weeks.  It would be great if there was a way to speed this downloading option in future but i appreciate this may be totally dependent on FXCM rather than anything to do with the ATM.  

One other thing I should note in relating to the bulk-price downloading: after approx 20-30 mins of downloading, the ATM often will time out (the message pops up saying: "Problem encountered while downloading historical prices from FXCM:  Request timed out.").  Now this may be because of my wireless internet connection not being that hot, but I figured I should point it out in case it wasn't.  The annoying thing about this when it happens is that I then need to check what the last historical price data loaded was and then restart the bulk-price downloading process up to that date.  It doesn't take long to do but it means I can't leave the system on overnight to download all the data I want.

Cheers
Anthony

Bug: importing/copying doesn't update internal IDs [Fixed in v3.0.2]

Posted Thu, 03/18/2010 - 02:46 by sharky

When you click something and want to edit or delete, it's pretty important that you get to edit or delete the right one. ATM uses internal IDs to make things unique. But these internal IDs aren't being updated when you import or copy (the copy part only applicable to trading systems and alerts).

The import works fine. But here's how I discovered the problem - I imported a trading system and added a couple more trading rules. I went to edit a trading rule and a different one's details kept popping up. That's because the internal IDs were the same, and ATM was opening up the first one it came across.
 

Bug: bunch of backtesting bugs [Fixed in v3.0.1]

Posted Sun, 03/14/2010 - 00:46 by sharky

Here are some problems with backtesting:

  • After the first exit at market, all following trades are exiting at the same bar as the entry bar.
  • All other summary results and charts showed Short trades clearly had a loss, but the Ending Balance (and therefore also the % gain and % gain p.a.) are positive.
  • % winners + % losers + %break even don't equal 100% (as those 3 figures are each being rounded to whole numbers)
  • Need status updates on Chart window when adding all the chart icons from a backtest result.
  • Open Backtest Result button on completed list tab on Backtesting window is always disabled.
  • Backtest results "P/L By Trade" charts x-axis is showing dates rather than trade numbers.
  • Chart is showing some indicators based on the ASK price even though the BID was charted. Comes about when charting backtesting results and when copying indicators from a saved chart or using a chart template.

Bug: enter and exit at market [Fixed in v3.0.1]

Posted Sun, 03/14/2010 - 00:41 by sharky

Couple of bugs regarding these options:

  • Asked to confirm selections of "Enter At Market" and "Exit At Market" as it says that they are not overlays. But they are actually overlays of sorts. In any case, should not see that confirmation message.
  • Should not be able to choose "Exit At Market" and "Entry Price" for a Short entry value.
  • Backtest result charts "Enter At Market" and "Exit At Market" lines as well, which are just dummy lines always with value 1. This skews the y-axis.

Bug: creating custom indicators [Fixed in v3.0.1]

Posted Sun, 03/14/2010 - 00:38 by sharky

A few bugs popped up when creating custom indicators:

  • "It looks like you have already saved something similar" error message when making changes to an existing Indicator.
  • Settings - default values don't allow decimal places. The number of decimal places allowed in the default value should be the same as the "number of decimal places" setting right next to it.
  • % (modulus) and ^ (exponential) operators not actually supported. Remove from doco and tooltips.

Bug: reverse the result option not being utilised [Fixed in v3.0.1]

Posted Sun, 03/14/2010 - 00:31 by sharky

"Reverse the result" setting for trading and alerting rules not being utilised.
 

Bug: loading Gain Capital text files doesn't work

Posted Sun, 03/14/2010 - 00:30 by sharky

A customer followed the instructions to load text files made available by Gain Capital but kept receiving a message "input string was not in correct format".

It turns out all our testing had been with older files. Gain have changed the ordering of fields. It used to be like this:

978047,"AUD/USD",2005-01-07 18:09:32,.756800,.757200,"D"

Now like this:

1075796183,D,AUD/CAD,2010-02-28 17:01:42,.944700,.945600

The "D" moved. "D" stands for "dealable", which means a trade actually took place there (i.e. it's not just a quoted price). However, and I'm happy to be proven wrong, but I don't remember ever seeing a line that didn't have a "D".

Thanks Manasa
 

Bug: number of bars required field not used [Fixed in v3.0.1]

Posted Sun, 03/14/2010 - 00:19 by sharky

Indicators that need the user to input the number of bars required don't work.
 

Bug: creating price bars from other price bars doesn't work [Fixed in v3.0.1]

Posted Sun, 03/14/2010 - 00:17 by sharky

Loaded Gain Capital historical text files. That was fine. Made 10-Minute bars from the ticks. That was fine. Made Hourly bars from the ticks. That was fine. But making Hourly bars from the 10-Minute bars didn't produce any bars.