ArbMaker 3.

0 draft release notes

New Features &Functionalities
Futures support
Cross Asset Support (Pairs with any combination of Equities/Futures/Forex)
Scheduler Module with Variable Beta optimization
New Multithreaded Tracker Module supporting Futures & Cross Asset pairs
New Back Tester supporting Futures & Cross Asset pairs
CFD Support (not fully implemented yet)
Multiple MT4 clients/brokers support
Ability to export only portfolios/strategies/watch list/scheduler entries (Under
development, should be ready this week)
Changes & Additions in details
Application wise:
Parallel refreshing in all lists (Watch list/Scheduler Results/Portfolio Items). No more
sequential updates. Much higher refresh rates especially in multicore PCs.
No mutually exclusive operations. Now you can refresh the watch list while
performing a scan or any other refresh. Parallelism ensures no or very low cost in
performance for any concurrent operation in multicore machines.
New warning/error/question/info popups that accept keyboard input
Fix of the pop up behind the main screen bug
Input validations in all Parameter screens
Main Scan:
Increase in performance due to parallelism
New checks for data with large gaps
Results appear and can be processed, as they are produced. Not all at the end of the
scan as before.
Watch list:
Parallel refreshing for increased performance.
New items appear without a refresh
Watch list/Portfolio Items:
New Notes field in the Details popup, that the user can utilize for storing info
related to the pair

Portfolios:
New items appear automatically if there is no ongoing refresh of the portfolio items
or existing data of a portfolio items refresh (the restriction exists for allowing the
user to change screens during a portfolio items refresh and coming back later to
view the results)
Parallel refreshing of portfolio items
Ability to move an item between portfolios
New Strategy assign popup that allows to assign also amounts/lots/leverages
Ability to enable more than one Portfolios for tracking
New Back Tester:
New UI layout presenting Amounts, Size, Margin and Leverage for both X and Y
Support for Futures and Cross Asset pairs
Balancing for all pairs including Best Fit and Actual fit for Futures and Cross Asset
New popup that allows to change the Back Tester default values for Amount
(Equities), Lots/Contracts (FX/Futures), and Leverage for each instrument type.
New Mirror button that allows in one click to copy and mirror the Y strategy
(Entry/Stop Loss/Target) to the X (Under development, should be ready this week)
No freezing of the UI during Back Testing
New Portfolio Back Tester:
Parallel back testing of portfolio items for higher performance
Ability to open and run many portfolio back testers at the same time
Ability to navigate to other ArbMaker screens while a portfolio(s) refresh
New input fields in the UI for Amounts/Lots/Leverage
Support for Futures and Cross Asset pairs in any portfolio
New Tracker Module:
Multithreaded with each item having its own thread. No more sequential refreshes
Caching of history data for each item and smart refreshing when items interval
exceeded
Automatic refresh of latest values for each item every one (1) minute
No need for manual refreshes. New items are added/removed to the tracker
automatically when enabling/disabling a portfolio and adding/removing/updating
portfolio items of an active portfolio
Ability to stop all or individual items in the tracker
Ability to start/restart all or individual items in the tracker
New entry criteria that allows the user to restrict the maximum number of active
trades a specific symbol should have
New entry criteria for dividend date (need to decide if we will display the field, if we
can update via IQ, etc)
Signal generation for all pairs (Equities/Forex/Futures and Cross Asset)
Automatic trading of Equities, Forex and Equity/Forex cross asset pairs
Tracker starts with ArbMaker startup and runs for as long as ArbMaker is active
Scheduler Module (optional):
The Scheduler Module is a new module that automates the core functionalities of ArbMaker,
by allowing the user to scan, filter and back test pairs in a define once, run always fashion.
Allows the user to schedule periodic scans on Exchanges/Sectors/Industries, that
execute automatically at the assigned times/days provided that ArbMaker is running
Ability to schedule based on time, day(s), and time interval (every # hours)
Each Scan has its own scan and cointegration parameters
Ability to manually start or stop a scan from the UI, as well as, progress indicator and
status report for each running scan
Up to 10 jobs can run in parallel (not advised for performance reasons to run more
than 2-3 at the same time)
Ability to run each pair with any combination of Beta methods (Fixed/DESP/Kalman)
Ability to brute force optimize the variable beta parameters DESP alpha and
Kalman kappa by providing min/max values and a step
Automatic filtering of scan results based on user selected criteria
Ability to assign many different strategies and back test each scan pair that passes
the filters with them
Automatic filtering of back test results based on total profit/trade profit/drawdown
and winning ratio.
When optimizing variable beta parameters, the optimizer selects for each strategy
only the pair with the best back test results
Scan results are stored for later processing and can be refreshed (all filters and back
testing applies to the refresh so that the user can be notified about non valid results
that passed the scan but fail at the refresh time)
Ability to add the results to the watch list or directly to a portfolio