ATS Changelog

Version 1.1.06 Released 5/26/2014

  • This update is a response to a major change IB has made to their API. DDE links now have a different format which is updated in this version.  Previous versions (1.1.05 and older) are no longer capable of sending orders.
  • On the settings form, if the opening time you enter is later in the day than the closing time you enter, it will be assumed that the session will span two days. Note that there is a function that has long been in place in cell B24 of the Live sheet. The old function was called by the formula “=isMarketOpen()”, the new function is called by “=isMarketOpen_alt()” and is now in place by default.
  • a few minor changes to the settings form. If “STK” is chosen instead of “FUT”, the futures expiration fields will be hidden to avoid confusion.

Version 1.1.05 Released 3/10/2013

  • Orders began failing because a function to generate order ID’s uses current date as part of a calculation to generate ID’s. The calculated result was outside of a range acceptable by IB’s API. This update alters the order ID code so that ATS.xls can once again send orders successfully.

Version 1.1.04 Released 9/20/2011

  • Debugging: an issue with that only occurred in version 1.1.03 when the auto reset option is active.  After an exit order, if an immediate entry signal occurred the entry trade could have occurred twice.
  • Extensive Additional testing and debugging of the added feature “auto reset”.
  • Re-worded the auto reset warning on the Settings menu so that it is more clear.

Version 1.1.03 Released 9/19/2011

  • Added  “auto reset” button on setting form. When selected unattended trades will occur continuously based on entry exit signals. (When not selected, the user must reset the system after each order.)
  • Added a warning to highlight the potential dangers or enabling “auto reset”.

Version 1.1.02 Released 2/18/2011

  • Fixed error that occurred after converting to xlsm file type (for users running excel 2007 +).

Version 1.1.01 Released 2/17/2011

  • Small change to to eliminate Menu system error for non US versions of Excel

Version 1.1 : Released 2/14/2011

  • Twdde.xls is not longer used at all. All orders are handled directly within ATS1.01.xls.
  • All Buttons have been replaced with a Menu system. This allows access to all functions from any sheet instead of having to activate the Live sheet and then find the buttons. The “ExcelTrader” menu will appear in the excel menu system.
  • All settings have been moved from the LIVE trading sheet. Settings are now separated by Live Trading settings and Backtest settings.
  • Added a function called “IsmarketOpen”. If the current time is betwee what you enter on the settings form for Market Open and Market Close time then the function will return “YES” and can be used as a mandatory condition.
  • Much of the original code has been improved/error proofed and debugged.

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