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2.2.0.0 – 27.02.2016

Issues fixed

  • FXT caching now works properly even when non-ASCII characters are in the path.

  • The favorable slippage chance is now using the value from the proper control instead of using the custom slippage chance.

  • When a tick data symbol is not automatically detected (e.g. when CFDs or indices are used), manually selecting the tick symbol in the Tick Data Settings dialog will save your choice and automatically load it the next time you’re backtesting the same symbol even if the Tick Data Settings dialog is not opened. Previously, you would have to open the Tick Data Settings dialog once more for your saved choice to be loaded.

  • In some cases, the Tick Data Suite support assistant would fail to launch when started from the Support menu in the Tick Data Manager.

  • Symbols that have non-ASCII characters in their name will now work properly (for example all the IG-Live symbols that have a pound symbol in their name).

  • The backtest starting date in the saved reports will now match the first bar in the backtest and will vary depending on the number of prefix bars configured.

  • Added download timeout notice and changed download timeout to 120 seconds instead of 30. If you downloaded any TrueFX data, it is recommended to open the Symbol Operations dialog for each symbol and start a download for the date range you require – this will automatically fill in any data that may be missing due to such a timeout.

  • TrueFX: the download task will no longer report it is finished prior to processing all the data. This would previously happen when downloading a single month; although the data would continue to be processed in the background, if the application was closed there would be no warning about the task interruption.

  • When trying to launch additional instances of the Tick Data Manager, the previously existing instance will now be brought to the foreground.

  • The update package link in the Tick Data Suite support assistant has been corrected.

  • If none of the log checkboxes are enabled in the Tick Data Suite support assistant, an empty logs.zip file won’t be attached to tickets.

Improvements

  • When running the Tick Data Manager with command line parameters in default closing mode (closing automatically when finished), any warning messageboxes that would be displayed when quitting are suppressed.

2.1.9.0 (beta) – 03.02.2016

Issues fixed

  • The export operation was incorrectly using the date/time selection controls for the download operation.

  • The registry loading method no longer fails to forward the parameters correctly when a quoted path is involved.

  • The registry loading method now works when the MT4 terminal is started from a batch file without specifying the .exe extension.

  • When daylight saving time is enabled in an export, data for Sundays that are a DST shift day will now have the correct GMT offset. Previously, there was a 1 hour gap or overlap between Sunday and Monday for such dates.

  • Consolidated MT4 data path detection to eliminate potential failure in some extremely rare cases.

  • A regression issue was fixed that involved failure to save the results when using variable spread and invoking MT4 in batch mode with a backtest-running .ini file specified on the command line.

  • Another regression issue was fixed involving an incorrect number of ticks displayed in the backtest report when fixed spread was used. This was just a failure to report the correct number.

  • The total number of bars in the backtest is no longer incorrectly displayed when ticks are consumed to create the prefix bars.

  • When unpacking the files contained in the installer, the x86 MSI will now run stand-alone even when a non-English locale is used.

  • Fixed crash that would occur in some cases when more than 100000 prefix bars were used.

Changes

  • Due to the issues that may arise when starting multiple MT4 instances from the same folder, this behavior is now disabled by default. Most existing installations already have it enabled; if this option is desired for new installations it can be enabled from the Settings tab of the Tick Data Suite support assistant.

  • Loading the Tick Data Suite via the kernel driver is no longer the default method. It can however be enabled in the Settings tab of the Tick Data Suite support assistant.

  • The default minimum spread is now 1. This should prevent frequent spreads of 0 when backtesting on 4 digit symbols.

  • The loader now waits until the MT4 terminal exits, making it possible for 3rd party automated software to wait until the batch mode execution is over even when not starting the Tick Data Suite via the kernel driver.

  • Instead of the most recent stable version, the most recent beta version is now considered when the support plan for a license ends.

Improvements

  • A new option was added that allows deleting the FXT file used as cache during an optimization. Naturally, this only happens when the optimization is finished. This option is enabled by default.

  • The integrity error flag is now set when an error is detected during an export and a dialog prompts scanning the affected symbol.

2.1.8.0 (beta) – 28.12.2016

Issues fixed

  • Fixed issue with the Tick Data Suite support assistant that would result in failure to submit tickets. The root cause of the problem was some changes in the Freshdesk SSL settings that caused the application to mistrust the connection.

  • Some of the settings in the Tick data settings dialog would get reset if MT4 was restarted. This was caused by the internal Tick Data Suite defaults conflicting with the account defaults. Now all the settings are saved.

  • The MT4 update would fail to close the terminal that initiated the process when starting multiple instances from the same folder was enabled, resulting in the update process failing due to lack of access to the file.

2.1.7.0 (beta) – 18.12.2016

Issues fixed

  • Rebuilt 2.1.6.0 without any changes because the previous build seems to have resulted in an issue with the Tick data settings dialog.

2.1.6.0 (beta) – 17.12.2016

Issues fixed

  • The protection was interfering with the export resulting in 0-sized files.

  • The symbol name is displayed in the log for non-Forex symbols as well.

2.1.5.0 (beta) – 12.12.2016

New features

  • It is now possible to export tick data to CSV files by means of the symbol operations dialog (the button). The predefined formats available for now are Dukascopy and NinjaTrader. It is also possible to export using a custom formats.

  • Optimization speed has been improved. During the first optimization pass, a read-only FXT file is saved that will be used during the subsequent passes. This option can be disabled on a per-MT4-instance basis; by default it is enabled and existing read-only FXT files are overwritten.

  • Backward compatibility added. You can now use existing read-only FXT files created by CSV2FXT or similar software including the Renko, range bar and other scripts from az-invest.eu. This behavior needs to be configured from the Misc tab in the Tick Data Settings dialog. Using FXT files is only recommended for advanced users.

  • FXT files can be saved during regular backtests. This may come in handy when running a backtest with the same tick data options and the same date range multiple times. By default this is disabled; it can be enabled from the Misc tab in the Tick Data Settings dialog.

  • The default values listed in the Tick Data Settings dialog are now read from the account that the MT4 terminal is currently using. In previous versions, a static set of defaults was used that would get replaced with the account defaults after the first backtest for the symbol.

Improvements

  • The Tick Data Suite support assistant now displays the state of the TDS Service next to the start & stop buttons.

  • When starting downloads using the command line the Tick Data Manager will automatically quit when it is finished. This can be prevented by adding the /dontquit command line switch.

  • If an EA repeatedly sends orders and gets requotes during the backtest (which can happen if the EA slippage is not correctly configured to account for the potential backtest slippage) the same amount of slippage will now be generated during a tick, no matter how many times the EA retries sending the order. In previous versions resending the order after a requote would result in a new randomly generated slippage value, effectively resulting in a brute force situation that would make some EAs send the same order until the slippage was acceptable.

  • If an unknown error is encountered during a download, the inner exception will now also be logged.

  • Added log rotation to the Tick Data Manager.

  • The maximum number of prefixed bars was increased. This setting has to be used carefully, though: if not enough data is available in the repository prior to the starting date of the backtest to form the configured amount of bars, tick data from the starting date will be consumed until the configured number of bars is created.

Issues fixed

  • In previous versions, EURHKD was incorrectly configured as having 3 digits instead of 5. A task was added that will automatically detect if the local repository has any EURHKD data with the incorrect number of digits and will ask whether it should be fixed. If the task runs, it will automatically process all the locally downloaded data and change it to 5 digits. No data needs to be downloaded again.

  • It is now possible to set negative swap rates.

  • Slippage and spread are enabled even when the Allow single instance checkbox is enabled.

  • Fixed issue that would incorrectly log the wide character name of a compressed file as a utf8 string when a data inconsistency was encountered.

  • Backtests no longer end earlier than they should by an amount of bars equal to the number of prefix bars configured. In other words, the backtests will run their full course no matter the number of configured prefix bars.

  • Fixed exception that would sometimes occur when rescanning the repository if it contained both Dukascopy and TrueFX data.

  • Tick Data Settings dialog tab header tooltips will no longer be displayed for disabled controls.

  • Removed “Creating data object” debug message that was spamming the Tick Data Manager logs.

  • DST shift occurs at the correct time for US DST and AU DST prior to 2006. TDS was relying on Windows for DST shifts and recent Windows versions lack the DST data for 2005 and earlier years. An internal DST mechanism is now used for these years.

  • Fixed issue that would result in an incorrect path for the old logs during log rollover when non-ASCII characters were used in the path (for example, when a Windows user name with accented characters was used).

  • MarketInfo(Symbol(), MODE_SPREAD) would sometimes fail to report the correct spread when using variable spread. The actual spread and the prices were not affected by the issue. Fixed it to always report the correct spread.

  • The spread is now always rounded instead of truncated (for example, 8.7 points will now resolve to 9 instead of 8). This also addresses another issue that involved the spread being smaller by one point for a very small percent of the ticks due to floating point imprecision.

  • Fixed crash triggered by running an MT4 instance that had no symbol selected in the backtest pane.

2.1.4.0 (release) – 24.10.2016

Issues fixed

  • When using a command line INI file to start a backtest or optimization, a visual bug was identified involving the Spread dropdown displaying “Current” or a number as per the INI configuration, even if tick data and variable spread are enabled.

  • Backtests and optimizations started via command line INI files and using tick data would sometimes fail to start due to a race condition.

  • The Save Volume and Remove Duplicate Ticks settings in Tick Data Manager were failing to get saved.

  • Subsequent optimization passes would have an incorrect spread when variable spread was enabled and a GMT offset was used. This would result in a different outcome when backtesting the optimization pass settings.

  • Tick Data Suite would in certain configurations prevent the loading of MT4 builds older than 940. In other configurations, it would load even with such builds which was unintended.

2.1.3.0 (release) – 20.10.2016

Hotfix

  • A last minute change in 2.1.2.0 introduced a regression issue that broke variable spread. This version fixes the issue.

2.1.2.0 (release) – 19.10.2016

New features

  • Standard deviation slippage.

  • Launching multiple MT4 instances from the same folder can now be disabled. This may come in handy if you have a lot of MT4 terminals running and you are finding out which is which by double-clicking their shortcut.

Issues fixed

  • Backtests running on 4 digit symbols were incorrectly getting supplied with 5 digit tick data if the original tick data symbol had 5 digits. This would typically occur when backtesting on a 4/2 digit broker.

  • In some rare cases, the installer would refuse to run due to lack of HTTPS connectivity.

  • Removed mandatory kernel code integrity signature checking for DLLs as it was exhibiting problems for a couple of users.

  • Changing the data repository without moving the data no longer adds a visual duplicate of each tick data source.

  • Trying to update a symbol that had no data at all via command line would result in an incorrect download start date.

  • The MT4 config path was incorrectly detected (history\config instead of config). This was addressed and the TDS configuration file is now moved if found in the incorrect path.

  • MarketInfo(Symbol(), MODE_SPREAD) should now return the correct spread even when variable spread is used.

  • The tick data settings (including the advanced settings) were not properly saved when exiting if the TDS default setting was different from the MT4 setting.

  • Fixed crash that would occur when the Windows username contained non-ascii characters.

  • The Tick Data Suite support assistant would just sit there looking dumb when trying to submit a ticket with the service log attached.

  • The spread dropdown in the backtest UI remains disabled when the Tick data settings button becomes disabled if the spread was set to variable.

  • When MT4 starts up with no account configured, the spread dropdown in the backtest UI no longer remains enabled if variable spread is configured.

  • When disconnecting and reconnecting via RDP to a Windows 2012 R2 running Tick Data Manager, the log pane would stop autoscrolling.

  • Removed dependency on Windows Kernel-Mode Driver Framework as it wasn’t really needed and it wasn’t present by default on some operating systems (some Windows XP installations lack it).

Improvements

  • It is now possible to specify multiple comma-separated symbols in command line for each provider instead of specifying them separately. Example: /update:Dukascopy:EURUSD,GBPUSD,USDCAD

  • Tick Data Suite support assistant now allows attaching .db files.

  • The configuration now saves the symbol path instead of the symbol ID to allow for potential database rebuilds resulting in a different symbol ID.

  • A progress indicator has been added to ticket submission in the Tick Data Suite support assistant. It is now possible to also cancel sending a ticket.

  • Exception logging is now enabled by default in Tick Data Manager.

  • Trials that end are now better handled. Instead of displaying a “disabled license” message, the application offers the opportunity to purchase a full license.

2.1.1.0 (release) – 07.10.2016

Hotfix

  • Database sometimes fails to properly get created for new installations.

2.1.0.0 (release) – 06.10.2016

New features

  • A price multiplication factor option has been added to the Experts tab in the Tick data settings dialog. This comes in useful when the broker has prices that differ from the Dukascopy prices by an order of magnitude. This occurs in some rare cases for CFDs, indices or commodities symbols.

  • Added command line parameters for downloading tick data. Running:

    “Tick Data Manager.exe” /update:Dukascopy:*

    will queue and start tasks to download new data for all the Dukascopy symbols. Replacing * with a symbol name (e.g. /update:TrueFX:EURUSD) will update the data only for that particular symbol. You can add multiple such options on the command line, resulting in multiple tasks getting queued.

    Furthermore, there is also a /download switch that works in the same way as /update but queues all the available data for download.

Issues fixed

  • In some rare cases users were experiencing a message related to the hardware ID having changed since the last authentication. This should no longer be the case.

  • The About Tick Data Suite and Tick Data Suite Support menus were sometimes failing to show in the MT4 Help menu.

  • New version dialog properly shows the version number of the new version.

  • The commission Charged label in the Tick data settings dialog no longer overlaps the dropdown.

  • Fixed Tick Data Suite displaying an authentication error for up to 3 hours after replacing an expired trial license with a retail license.

  • The service logs no longer fail to get attached to support tickets on some PCs.

  • When detecting a new release version it was incorrectly presented in the updates dialog as a beta version if the beta updates channel was enabled.

Improvements

  • Database vacuum is no longer performed every time the Tick Data Manager is started, resulting in faster startup time.

  • The messagebox prompting a symbol rescan when data errors are detected is now displayed after the main window is loaded.

  • The various component licenses in the About dialog are now displayed as popups.

  • The Rescan repository task has received an overhaul. It will now log progress messages as it processes symbols. Additionally, it is no longer possible to receive the same error repeatedly for orphaned folders.

  • Running out of disk space is handled more gracefully in most cases. Error messages that indicate this are displayed and the tasks are paused or aborted depending on the gravity of the error.

2.0.7.0 (beta 8) – 29.09.2016

Issues fixed

  • Fixed the “authentication information incomplete” issue that would occur in some rare cases due to Windows failing to validate the driver code signature.

  • Using old TDS v1.x shortcuts to launch MT4 will now result in a friendly message instead of a system error.

  • Fixed issues related to running alongside JMI8 Ex4Protect on Windows XP, Vista and 7. Due to some design flaws in JMI8 Ex4Protect, it is still incompatible with TDS2 when running on Windows 8, 8.1 and 10.

  • Pausing a TrueFX download task would result in its removal from the queue.

Improvements

  • Added compatibility with Windows XP x64 SP2.

  • Added compatibility with Windows Vista x64.

  • Any user interface elements related to planned features that are not yet implemented have been completely hidden to prevent confusion. Previously these were greyed out.

  • Added warning messages when attempting to quit while tasks are in progress and while tasks are queued even if none of them is running. The idea is to prevent accidentally quitting after scheduling a lot of downloads.

  • Added helper buttons to the symbol operations download tab to allow quickly selecting a date range for downloading.

  • The Tick Data Suite support assistant accepts attachment files that can be selected by browsing or simply by dragging the files to the window.

  • For convenience, the Tick Data Suite support assistant features buttons to open the data folder, the installation folder, the general logs folder and the service log folder.

2.0.6.0 (beta 7) – 25.09.2016

  • Hotfix: Tick Data Suite support assistant exception if not running as an administrator.

2.0.5.0 (beta 6) – 24.09.2016

Issues fixed

  • Fixed TrueFX spread being always set to 0 when variable spread was enabled. There is no need to re-download any data.

  • Fixed crash that would occur while scanning the repository folder if it contained corrupted files.

  • Fixed memory leak during optimization resulting in an incomplete number of passes.

  • Quick download tooltip start date correctly updates after a download.

  • Installer no longer allows installation using a trial license in a VM (as opposed to being able to install and getting an error message when trying to start).

  • Support tickets can now be sent even if the license wasn’t authenticated with the license server.

  • Downloading TrueFX data for symbols that already have some data no longer results in dropped ticks.

  • Running multiple MT4 instances from the same folder will no longer result in shared tick data settings if the Tick Data Settings dialog is reopened.

  • Fixed MT4 crash that would occur if the tick data repository folder was manually moved, deleted or on a removable drive that was no longer present.

  • Enabling Use date and selecting a date that is in the future no longer results in a crash.

  • Certain tasks no longer become stuck and unable to get cancelled, fixed some concurrency issues. Affected tasks: the repository rescan task; to a lesser degree the import local Dukascopy repository task and the TrueFX download task.

  • Fixed: optimization pass two and above would use tick data to generate the prefixed bars instead of reading them from the history if they were available. This would result in subsequent passes having slightly less data, depending on the timeframe and on the number of prefix bars configured.

  • Non-ascii characters are fully supported in all paths.

  • Logging supports non-ascii characters.

  • The support tool creates the registry path if it is missing when updating the license key.

  • The support tool tabs update correctly after a license key is added.

  • Delay-based slippage is no longer selectable. The feature is not yet fully implemented so it shouldn’t have been accessible in the first place.

  • TrueFX tasks no longer remain stuck and uncancellable in case certain processing errors are encountered.

  • The tdmanager.log can be attached to support tickets submitted via the Tick Data Suite support assistant even if the Tick Data Manager is running. Previously, file locking prevented this and resulted in a non-fatal exception in the TDS support assistant.

  • Quick download (arrow) button is no longer enabled if the symbol download start date is equal to or exceeds its end date. This will typically happen for symbols that are no longer available at Dukascopy and that you already have all the data for.

Improvements

  • Replaced own CSV reader implementation with the CsvHelper library.

  • Detailed logging is enabled by default.

  • To prevent confusion, the data repository tooltip now specifies that the selected folder doesn’t have to be an MT4 folder.

  • The full OS details are logged when starting.

  • Support tickets submitted from the Tick Data Suite support assistant now automatically include the TDS version.

  • Symbol tooltips display the symbol path in addition to the name if necessary.

  • In addition to the most recent downloaded date, it is now possible to show the oldest downloaded date column in the main tick data list. The oldest and most recent dates are also displayed in the symbol tooltip.

  • Improved memory usage when downloading TrueFX data by using temporary files to store the downloaded data.

  • The concurrent downloads tooltip now clarifies that increasing the value will only increase the amount of downloads started by a task but it will not allow starting multiple tasks at once.

  • SQLite .NET library updated to v1.0.103.

  • The send button in the support tool is now a little bit more sexy.

2.0.4.0 (beta 5) – 15.09.2016

  • Added Open Data Folder button to the Tick Data Manager settings dialog.

  • The TDS version update dialog will now show only after MT4 is fully loaded.

  • Added warning that mentions the update will need all MT4 instances closed.

  • Fixed the TDS update dialog sometimes showing up when starting a backtest.

  • Grid column header resizing is now more user-friendly.

  • The window state is now fully saved on exit, including the maximized state, window position, grid column widths.

  • Fixed problem that would occur when backtesting a symbol ending with decimal characters (e.g. GER30).

  • The installer executable now has the version number suffixed to prevent potential confusion.

  • The date format used across all grids is now the local date format.

  • When using the quick download button, the starting date is now the next day after the most recent locally available day with no missing hours.

  • Fixed a very rare crash that would occur on some PCs when starting a backtest.

  • Fixed Use Tick Data checkbox initial size on Windows XP.

  • Fixed Tickstory import button remaining disabled in some cases even if Tickstory is installed.

  • The symbols that will be processed during a repository rescan operation are now displayed when the task is started.

  • The Tick Data Suite Support Assistant has had its support ticket part implemented and directly linked to the support desk. You can now submit support tickets directly from the support tool and select which logs to attach to the ticket.

2.0.3.0 (beta 4) – 11.09.2016

  • Fixed crash related to displaying the changelog.

  • Fixed issue related to optimizations not running all the passes.

2.0.2.0 (beta 3) – 10.09.2016

  • Database is optimized when the Tick Data Manager is started.

  • Added column header tooltips.

  • Black Thursday (15.01.2015) spikes for CHF pairs are allowed to exceed the price spike threshold.

  • Symbol and date selection dialog added for local repository import.

  • The quick download button now starts the download from the most recent date available locally.

  • Fixed issue resulting in Dukascopy downloads sometimes getting stuck at the end.

  • Added changelog dialog (the one you’re staring at).

  • Fixed TrueFX issue where the quick download would re-download the latest month available locally.

  • Fixed blue screen crash when the TDS Service was forcibly killed.

  • The Use tick data checkbox and Tick Data Settings button have been moved to the top of the backtest pane in order to make them visible even if the backtest pane is in its default state.

  • Fixed issue when backtests that included less than 100000 ticks would fail to run.

  • Command line switches added to enable or disable the Use Tick Data checkbox from a batch file (/tickdata respectively /notickdata).

  • Fixed issue involving backtests missing a number of ticks at the end equal to the number of prefixed bars.

  • Enabled optimization that speeds up the MT4 interpolation process.

  • Fixed issue resulting in an incorrect number of bar states displayed at the end of the backtest.

  • Added start and stop buttons for the service to the TDS Support tool. Also moved some non-license related settings to a new tab.

2.0.1.0 (beta 2) – 26.08.2016

  • Hardware ID locking for TDS2 is on a separate timer from TDS v1.x.

  • Installer uninstalls TDS v1.x to prevent any potential conflicts.

  • Spread addition can also be a negative number.

  • Added functionality for Tick Data Manager button in the Tick Data Settings dialog.

  • Changed wording to make it clear that the commission is charged for a round-trip lot.

  • Fixed crash when MT4 logging was unavailable.

  • TrueFX downloads sometimes resulting in “Bad Request” fixed.

  • The minimum and maximum value for price spikes takes into account both the bid and ask prices for every tick during the spike.

  • Added price spike checking for the difference between the bid and ask price.

  • TrueFX processing memory cap added in an effort to prevent out of memory errors.

  • Increased minimum settings window height to make its content better fit some configurations.

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