• Now compliant with AmiBroker 5.6
• Now exports Nearest Futures Group contracts to AmiBroker
• UA no longer closes AmiBroker after opening it for an update.
• UA now allows data from chart to be saved to an ASCII file off the right click menu.
• Allows same markets with differing periods to coexist in same portfolio (ASCII only)
• Allows same markets with differing setting to coexist in same portfolio (ASCII only)
• Correctly updates option strike pricing in export files.
• Catalogs Nearest Future Groups in Portfolio Manager with more detail.
• Handles initial scroll position with Seasonal study correctly.
• Now computes # of days traded per year on average in Seasonal Study sampling window, using more than 251 when available.
• API RetrieveContact(…) and RetrieveSnapshot(…) correctly returns data for Linked markets when a date range is specified.
• API FindMarketNumber() now filters out exchanges that are not contained in customer’s subscription.
• Improved performance of CSI’s Factsheet search viewer.
• Chart Studies are now editable after applying to charts when clicking “e”.
• Stock Fundamental data is now available in the factsheet and exportable through ASCII data files.

Click here to download UA build 123

Changes:

• New chart rendoring methods to eliminate flicker.
• New contract roll indicators with show/hide feature.
• Holidays now report on holiday downloads, instead of after the fact, when the next day is appended.
• Added new stock factsheet tab to isolate delisted stocks.
• Added a new column to express Exchange Traded Symbols in FactSheet. Many are filled, many are not, if you’d like to offer some you know that are missed, we will gladly have them tranmitted.
• Chart tab synchronization bug no longer exists where editing a charts portfolio entry sometimes confused the ordering.
• Tested and corrected what we believe to be all the possibile expiry rules.
• New roll strategy operates properly with Volume/OI roll timing.
• Added Roll Aligned w/ Data to Nth Nearest Future Contract.
• Forced a no “merge on contracts” where not appropriate in the Symbol Linker.
• Add Chart Series dialog remembers last usage settings.
• Unadjusted Close is now correctly expressed in holiday records when previous close is disignated.
• Online Help and Remote Support is utilized from Help menu
• Date Format control which formats ASCII and EXCEL export file dates, and chart tabled dates.
  
• Weekends can be inserted into exported ASCII files, and filled in the same way Holidays are. (Portfolio Preferences > Ascii Misc > Handle a Weekend)
• Edit Portfolio Settings Button added to Portfolio Manager Button Cluster. Portfolio Start and Stop dates can be specified in Edit Portfolio Settings.

Expiration Rule editor:

You can express a new expiration rule, and then check the dates in the Advanced section that are generated based on the rule. Last Business Day for instance….Check the dates against your Calendar. Also, build a back adjust contract, rolling on Date – 31 days from Start, 0 months prior. This will force it to roll on the expiration dates generated by the rule back throughout history.
In practice, Customers can use this rule to base the Days before Expiration on in OI rolling schemes, using these custom expirations, that can now express First Notice Days, instead of the default Last Trading Days, which will help them to roll earlier in the cycle.

Symbol Linker:

This one is less complex to test. The main change is to link Electronic markets with Floor pit Symbols for back-testing, and command them to link when the Electronic Volume surpasses the Floor volume, or when the Electronic Open Interest surpasses the Floor’s Open Interest, or when both conditions are met.

Examples to test:
C > ZC
S > ZS
W > ZW

Stocks, LME forward contracts, and FOREX markets can be linked too:
MTN2 > MTN9
MNI2 > MNI9

Be careful with these as they cannot be linked with futures, we can’t mesh a backadjust contract with a single continuous forward contract series ( at this time ).
An editable adjustment value has been added to multiply or divide the source symbols data to match it against the target.

Examples for this are:
EMI > MEM
EF2 > MFS

A factor of 0.1 is needed to match pricing (this is located in the source symbol area of the interface).

API properties added:

However there is a new property:
HolidayDOW – By default, UA now uses an ’8′ to signify a holiday, to match documentation. This property can be set to -1 to have the DOW expressed, or 0 for 8 (default).
IncludeWeekends – adds records for saturday and sunday, defaults to 0 pricing.
UsePreviousWeekdayData
TreatWeekendByCloseOnly
UseExpiryRule - specifies whether to use user defined expiration rules when rolling continuous contracts.
RollByPercentage - Allows OI and/or Volume rolling to use a 50 – 100% comparison when rolling continuous contracts.
MinMnthsFwd - Specifies the nearest minimum month forward to view when rolling continuous contracts.
MaxMnthsFwd - Specifies the nearest maximum month forward to view when rolling continuous contracts.

A NEW backadjusted strategy

has been employed in the representative price calculation, and is described as follows:

Close new – Close Old Same Day, Roll Day Adjusted (preferred)
-Here the close of the new lead contract is compared with the same-day close of the former lead contract and the price difference is applied to all historical data including the date record of the contract change.New Close to Old Close difference is applied to all price fields, (Open, High, Low and Close) existing at the time of the Roll timing event. This pricing adjustment allows the new contract prices for the next record to be, seamlessly appended to earlier data without any contract pricing gaps. It also preserves the pricing relationships of all prices prior to the Close on the day of the roll by allowing for the execution of the roll during the trading session on the day identified as the roll day.

Example:

NEW – Close new – Close old Same Day, Roll Day Adjusted
Future #552 EBL0_IAB: Back-Adjusted of Euro German Bund-EUREX Daily,
Aligned w/ Data
20111205, 201112, 135.59, 135.64, 134.30, 135.06, 134.82, 0.00, 1008541, 519565
20111206, 201203, 134.61, 135.22, 134.28, 135.02, 135.02, 0.00, 733139, 808290
When Known
20111206, 201112, 134.66, 135.27, 134.33, 135.07, 134.78, 0.00, 1163067, 282129
20111207, 201203, 134.94, 136.21, 134.61, 135.80, 135.80, 0.00, 867432, 845828
When Lagged
20111207, 201112, 135.91, 137.18, 135.58, 136.77, 135.51, 0.00, 421000, 12453
20111208, 201203, 136.78, 136.99, 136.49, 136.82, 136.82, 0.00, 673339, 842290

OLD – Close new Close old Same Day
Align w/ Data
20111206, 201112, 134.61, 135.22, 134.28, 135.02, 134.78, 0.00, 1163067, 282129
20111207, 201203, 134.81, 136.21, 134.54, 135.80, 135.80, 0.00, 867432, 845828
When Known
20111207, 201112, 134.94, 136.21, 134.61, 135.80, 135.51, 0.00, 421000, 12453
20111208, 201203, 135.74, 137.00, 135.18, 136.82, 136.82, 0.00, 673339, 842290
When Lagged ( same as when known… )
20111207, 201112, 134.94, 136.21, 134.61, 135.80, 135.51, 0.00, 421000, 12453
20111208, 201203, 135.74, 137.00, 135.18, 136.82, 136.82, 0.00, 673339, 842290

Click here to download build .120

Changes:

• # for CSI number has been added to ASCII file name mask
• M for MetaStock Short Name has been added to ASCII file name mask
• New Backadjuster settings for specifying Minimum and Maximum Months Forward to use when selecting candidate contracts.
• Nth Nearest Future settings for specifying Minimum and Maximum Months Forward to use when selecting candidate contracts.
• Contract Expiry Rules now include a “LAST” option when specifying Week prerequisite to the day of week of expiration.  This handles days in the 4th week that sometimes land in the 5th. ( example SIN June 2011: Last Thu = June 30th [5th thursday] )
• Importing symbol lists now succeeds to update when importing from directory other than ua root.
• FindMarketNumber API call now always returns most recent symbol where duplicates exist. ( example: Stock Symbols for MEE were out of order according to CSI # )
• ASCII Stock file names may now include name so delisted and active stocks with the same symbols can be written to same directories during export.
• Stock Factsheet Fundamental Data columns have been modified to receive forthcoming data to be released soon.

Unfair Advantage x.118 build

Changes:

• Unadjusted Closing prices now incorporate Historical Adjustments that affect price precision.
• Database Integrity Search errors handled.
• Historical Contracts in protfolios are no longer rewritten when corrections are received for unassociated contracts.
• Charts no longer freeze when added to Charts Portfolio.
• New backadjust option for Representative Prices: Close Old Contract, Close New Contract Next Day ( formerly Close Old Contract, Close New Contract Same Day ).
• Supports AmiBroker 64-bit Version ( must not coexist with 32-bit version .
• Bureau of Labor, Federal Reserve, Construction Spending, Personal Income Data now updating properly.

Click here to download build 118.
Need help with the installation? Click here.

Unfair Advantage x.117 build

Changes:

• Amibroker Portfolio Exporting bug corrected. 
• CSIM/MetaStock file management deletion bug corrected.
• Perpetuals can now be set to look forward up to 15 months out.
• New contract rolling schedule located off the Portfolio menu.
• Fortran Back-Adjuster now strips out reconciling records that trail expiry.
• Markets with only options are identified in the factsheet’s last date field, where as the previous version would display a -1.
• Rolling by Date with representative prices set to Close Old Contract, Close New Contract same day now uses the close of the new contract in the close of the day before the roll.
  This change was done to match the results of the Fortran Back-Adjuster, which handles this in a more correct way.

  When backadjusting ED

  The close value of the backadjusted file on 31st Jan should be = Sep 11 close = 99.480.
  The old adjuster does this correctly, the C++ adjuster gives a value of 99.465.
  Future #141 ED_5320B: Back-Adjusted of Eurodollar-3 Mth-Globex-(Floor+Electronic) 

  Mar, Jun, Sep, Dec
  1 day before the end of month
  5 months prior

  BEFORE
  20110131, 201106, 99.475, 99.480, 99.455, 99.465,
  20110201, 201109, 99.485, 99.485, 99.455, 99.465,

  AFTER
  20110131, 201106, 99.490, 99.495, 99.470, 99.480,
  20110201, 201109, 99.485, 99.485, 99.455, 99.465,

  Here are the closes of the NEW 201109 contract

  20110131, 201109, 99.500, 99.505, 99.475, 99.480,  (< now used )
  20110201, 201109, 99.485, 99.485, 99.455, 99.465, (< was used  )

  It now uses the close for the Sep 11 on the 31st, not the close on the 1st.
  It was duplicating the close over those 2 days.

Click here to download build 117.
Need help with the installation? Click here.

Unfair Advantage x.116c build

Changes:

• New Back-Adjuster option to roll on a percent of the nearest Open Interest and/or Volume.
• Also available for use with the Nth Nearest Future Contract.
• Rolling on Open Interest and/or Volume is now limited to the next nearest year forward.
• New historical database portfolio builder.

Unfair Advantage x.115 build

Changes:

• COT mapping to all symbols more comprehensive.
• Gann Contract’s previous contract specification is corrected.
• Reseting of Days before expiration has been fixed.
• MNI9 LME Nickel 3 mnth 24hr adjusted against British Pound prior to 19880201.
• Factsheet improvements with Last Price, Percent Change, Last Date and Volume options.
• Unadjusted Settlement or Last Trade included in Continuous Computed Contract Data tables.
• Unadjusted Settlement or Last Trade field delivered through API has integrity ensured.
• Unadjusted Close included in Split and/or Dividend adjusted Stock Data tables.
• Stock Index Component Markets are now available.

Unfair Advantage x.114 build was not released.

Unfair Advantage x.113 build

Changes:

• Market Speed Indicator added.
• Fast Studies now incorporated into Market Scanner table.
• New API Property: ContractExpiryDate

Unfair Advantage x.112 build

Changes:

• Now provides easier multi-selection of contracts and markets.
  Click here to learn more.
• Now provides market symbol linking to extend history by linking one symbol with another.
  Click here to learn more.
• Now provides contract expiry calculations from a specific date of the month with offsets.
  Click here to learn more.
• No long fails when editing a portfolio entry that has a chart displayed.
• Study scaling has been improved to handle currencies.
• MACD now has histogram.
• New XML fields in API for GetSubscriberMarket and GetSubscriberContract indicating the date of a correction or adjustment, as well as an update.
• New API property that provides Average Annual Volume for futures. ( Property: AvgAnnualVolume )
• Historical adjustments are now applied to futures options.
• Provides for the ability to have futures settlement prices placed in Electronic market records. 
  This setting is located in Preferences – Historical Adjustments.