XLQ Version History

Version

Date (- All licenses, - included with xlqPlus license)

3.9

2 May 2008

18 formulae covering Stochastics %k and %d (Fast, Slow and Full) for day, week and month.

xlqxhStochastic... formulae allowing multiple period ranges as well as calculations into the current day.

xlqxiStochastic formulae to calculate the Stochastics %k and %d (Fast, Slow and Full) on intraday bars.

Add Williams %R calculation (xlqh, xlqxh, and xlqxi versions) covering day, week, month, different period ranges and intraday bars.

New xlq preference options to specify the default period settings for Stochastics and Williams%R

Support new InteractiveBrokers interface.

Update to ensure compatibility with Yahoo historic data changes concerning handling of invalid symbols.

Additional checks to ensure symbol is valid.

Misc. internal changes.

Documentation and xlqDemo have been updated.

3.8

22 February 2008

xlqxhMaxLSMA (+ week and month versions) - Returns the Max of Least Square Moving Average for all periods between the 2 period ranges specified. The LSMA will be calculated for each and the maximum value for each result is returned. The 3rd period parameter specifies on what data the lsma is calculated, i.e. 0 = close, 1 = open, 2 = low, 3 = high or 4 = typical price.

xlqxhSlope (+week and month version) being the slope of the lsma calculation.

To better differentiate range formulae new range formulae will have the syntax xlqrh…, e.g.:

xlqrhDrawDownFromHighest (+w+m) - return the % drawdown from the highest value in the period range to the end value. The 3rd period parameter specifies on what data the drawdown is calculated, i.e. 0 = close, 1 = open, 2 = low, 3 = high or 4 = typical price. When Close is specified, the drawdown will be from the highest close in the range to the last close of the range. For the other values, it will be from the highest value to the low, e.g. from the highest high in the series to the low of the last period.

xlqrhMaxDrawDownFromHighest (+w+m) - Calculates the % DrawDown as above for each period in the range, and return the highest (MAX) value calculated within the series.

xlqrhDrawUpFromLowest (+w+m) – similar to xlqrhDrawDownFromHighest but returns the % drawup from the lowest value in the period range to the end value. When Close is specified, the draw up will be from the lowest close in the range to the last close of the range. For the other values, it will be from the lowest value to the high.

xlqrhMaxDrawUpFromLowest (+w+m) - Calculates the % DrawUp as above for each period in the range, and return the highest (MAX) value calculated within the series

Add new sheet to xlqDemo showing a nice example of using the above formulae.

Support new IQFeed client, allowing faster processing with less cpu usage. IQFeed subscribers should also install the new client software version 4.3.0.3 (http://www.iqfeed.net/index.cfm?displayaction=support&section=download)

+ is now allowed in IQFeed symbols correcting a problem with not being able to show symbols such as +cl# (crude oil), +ho# (heating oil) for day and historic.

Fix problem with IQFeed weekly and monthly historic data (if you use their week and month data, delete the symbols in the stock manager to re-retrieve the values)

Optimize handling of IQFeed intraday backfill retrieval.

Futures and Options historic data from InteractiveBrokers will now show volume information.

Change minimum xlqxh... period value to be 2 (used to be 3).

Modify update frequency menu option in excel to enter value in seconds and allow to store value.

Add disconnect xlq menu option to excel, which can be used when no formulae are being used.

xlqhSymbolsToProcess is now volatile.

Fix problem with insufficient additional periods being retrieved for calculations.

Misc. internal changes.

Documentation and xlqDemo have been updated.

3.7

19 September 2007

Update to ensure compatibility with MSN historic data changes concerning handling of invalid symbols.

Update handling of Yahoo day data to ignore recent zero value returns (could result in values changing between value and #N/A in excel).

New intraday formulae (function the same as their existing xlqxh… equivalents, but on intraday data (when an interval is set)
xlqxiCCI (Commodity Channel Index)
xlqxiSMATP (SMA of Typical Price)
xlqxiSMATPMD (Mean Deviation of SMATP)

New COM formulae for intraday xlqIntraValue2, allowing the handling of the 2nd numeric parameter required for xlqxi formulae.

New historic formula xlqhLSMA and weekly and monthly equivalents, being the Least Square Moving Average. The LSMA is also known as the linear regression value, moving linear regression and regression oscillator. In preferences it is possible to choose the period range (default = 25), and whether the value is based on the close, open, low, high or typical price (default = close).

An xlqxh version of the LSMA, i.e. xlqxhLSMA and weekly and monthly equivalents, in addition to the period range, a 2nd parameter specifies whether the calculation is based on 0 = close, 1 = open, 2 = low, 3 = high or 4 = typical price.
e.g. =xlqxhLSMA(“msft”,-1,25,4, ”msn”) will return a 25 day lsma based on the typical price.

New preference settings for InteractiveBrokers
- You may now choose for all times to be returned in Eastern US time (not default).
- You may now choose to have xlq ignore any data streamed afterhours (not default).

Xlqxh formulae will now accept period ranges up to 730 periods (used to be 365)

Modify preference settings for historic calculations for better readability.

Documentation and xlqDemo have been updated.

3.6

15 August 2007

Update to ensure compatibility with recent MSN historic data changes (which could result in the current partial trading day being included in the historic data).

New preference setting for Yahoo! historic data “Adjust Open / High / Low per Ratio”.
By default not enabled. When enabled, their normally unadjusted Open, High and Low will be adjusted by the ratio between the unadjusted and adjusted close. The values will not reflect the real O/H/L adjusted for splits and dividends, but will provide a close equivalent of a high /low/close including these adjustments.

All programs have been signed with a new digital certificate.

xlqXh.. versions of the adx calculation, i.e. xlqxhDMIpositive, xlqxhDMInegative, xlqxhDX, xlqxhADX (and their weekly and monthly equivalents). Allowing the period range to be specified in the calculation, allowing the calculation of multiple adx’s, as well as using 0 for the period to have the data calculated into the current trading day

Messages from InteractiveBrokers are now included in the status view for historic data retrieval.

Historic range formulae will now return #error if date parameters are inverted or invalid.

Documentation and xlqDemo have been updated.

3.5

12 June 2007

xlqhMACDHistogram (being the difference between the macd and the macd trigger)

xlqxhMACD, xlqxhMACDTrigger, and xlqxhMACDHistogram and their weekly and monthly equivalents.
These formulae will allow you to specify the periods within the formulae, taking an additional 2 parameters covering the 2nd ema, and the trigger,
e.g. =xlqxhMACD("msft",-1,12,26, 9, "msn") for a 12/26 period macd and a 9 day trigger.)

In the COM interface, a new function xlqHistValue4, will allow you to use xlqxhMACD by specifying the additional parameters needed.

xlqhTypicalPrice being the (high + low + close) / 3

xlqhsmatp, xlqhsmatpmd and xhqhCCI and their weekly and monthly equivalents. These formulae, all part of CCI (Commodity Channel Index) calculations will use the period setting in xlq preferences (by default 20)
xlqhsmatp = the sma of the typical price
xlqhsmatpmd = the mean deviation of the smatp
and xlqhcci the final calculation of the cci

xlqxhsmatp, xlqxhsmatpmd, xlqxhcci (+ week and month variations) are the same as above but you may specify the period range within the calculation.

All the above xlqXh… formulae will allow you to use a period of 0 to include the calculation on the last price information from the corresponding day source.

Support for IQFeed’s new servers (and client software) If you use IQFeed, to be compatible with their new servers, you must install their latest client 4.2.1.4 from here as well: http://www.iqfeed.net/iqfeed_client_4_2_1_4.exe

The interface with excel has been optimized. This is the first step in a number of changes, but the effect should already show a notable improvement.

Improved intraday processing.

Updated compatibility with yahoo-eu and yahoo-uk [Note yahoo-uk will be removed in a future version as yahoo-eu returns the same results]

The historic database will be modified on the first run of version 3.5, this will happen transparently, but could mean the first startup could be slower if you have large databases.

Documentation and xlqDemo have been updated.

3.4

16 February 2007

Update to ensure compatibility with recent Yahoo historic changes.

Support for InteractiveBrokers historic (daily and weekly) data. (this includes for options data)

The following existing day formulae now work for InteractiveBrokers: xlqOpen, xlq52WeekHigh, xlq52WeekLow, xlqAverageVolume, xlqHistoricVolatility, xlqOpenInterest

The following new formulae now cover data from IB (not available from other sources)
xlq13WeekLow, xlq13WeekHigh, xlq26WeekLow, xlq26WeekHigh, xlqImpliedVolatility
xlqOptionCallOpenInterest, xlqOptionPutOpenInterest, xlqOptionCallVolume, xlqOptionPutVolume

New status views covering both historic and day data from InteractiveBrokers.

Add a new page to xlq preferences for InteractiveBrokers, allowing for a setting to choose whether afterhours market data is included or excluded from intraday / historic data. By default the data is included.

Allow for a bigger font to be used in xlq and xlqCompanion grids. To enable the alternate font, choose xlq preferences and select the file / save / other page, and enable the option “use bigger font…”.

Built with the latest updates for c++ and misc. related libraries.

Additional changes ensuring Vista compatibility.

Supports IQFeed’s new client software, which you should also download and install from here ftp://www.dtniq.com/iqfeed/iqfeed_client_4_2_0_7.exe

Miscellaneous other changes.

3.3

6 December 2006

Supports Excel 2007
(note!: Earlier versions of xlq are not compatible with the new .xlsx file format. You will also need to be using the excel 2007 final release (or at least the beta 2 technical refresh (B2TR)) for xlq to function correctly.)
XLQ continues to support versions of Excel starting from Excel 97.

Supports Windows Vista
(note!: Various issues have been addressed making xlq compatible with windows Vista, including allowing it to be run as a standard user.
Also under Vista, the default data directory will now be c:\Users\[user id]\AppData\Local\xlq, and no longer in the “program files…” directory. This does not change for prior versions of windows.)
XLQ continues to support versions of Windows from Windows 98.

New historic range formulae xlqhHighestVolume, xlqhLowestVolume, xlqhHighestVolumeDate, xlqhLowestVolumeDate as well as their weekly and monthly equivalents. Equivalent columns / fields have been added to xlqCompanion based on the purchase date.

Added references to xlqxhAveVolume and xlqxhAveVolumeEMA (and their weekly and monthly equivalents) to xlqDemo.xls. The formulae have been around for a while but not mentioned in the documentation.

Due to recent changes concerning ecn data, yahoo-ecn as a source has been removed. Excel and com will report any reference to yahoo-ecn as an invalid source (a global replace will allow you to re-assign yahoo-ecn to another source if needed) xlqCompanion will automatically convert any reference of yahoo-ecn to yahoo-rt. Afterhours data is not currently accessible via the yahoo sources. If you require afterhours data iqfeed, or interactivebrokers should be used. For the same reason xlqPricePerEarningsMkt and xlqMarketCapMkt no longer function with any Yahoo sources (xlqPricePerEarnings and xlqMarketCap should be used instead).

Improved error handling in excel, including avoiding potential crashes.

Improved historic processing, avoiding current problems where looping could occur

Improved handling of invalid symbols for historic processing. If after a couple of attempts / days, no historic data can be retrieved for a symbol, it will be blocked from further processing, improving start up times and overall program performance. When blocked, in the stock manager, the status will include the text “BLOCKEDFORUPDATES”. Such symbols can be left to avoid reprocessing in the future. If you want to try and retrieve data for a symbol again, delete the entry in the stock manager.

New formula xlqVWAP, currently supporting data from iqfeed.

Fixed problem with sorting in xlqCompanion.

Miscellaneous bug fixes as per user feedback.

3.2

9 August 2006

Important update to ensure compatibility with recent Yahoo! changes. Resolves problems with Yahoo! real-time subscription returning sometimes delayed / sometime real-time.

Programs signed with new digital certificate extended by 1 year.

Fixed formatting problem in certain columns in xlq views (and xlqCompanion).

3.1

25 July 2006

XLQplus now allows you to work with up to 5 different AAII Stock Investor Pro databases simultaneously, allowing for numerous back testing possibilities. If you do not have old AAII SIP disks, AAII subscribers can download data going back to 2003. You need to specify the location of the different directories in xlq preferences.

In xlq’s COM interface, a new function xlqAAII2 has been added which allows you to specify the database value. (using xlqAAII defaults to dataset 0).

aaiiDemo.xls has been updated allowing you to change the database value on each page.

Updated xlq to reflect recent network changes which could cause historic data retrieval to possibly slow down and /or continue to process invalid symbols.

Fixed problem with InteractiveBrokers intraday backfill data when a frequency of x minutes specified.

New formula = xlqhSymbolsToProcess(source) allowing you to see how many historic symbols still need to be processed. This can be useful especially for macros etc, that have made historic requests to ensure the data has been retrieved. Using the formula with no source specified will return the total no of symbols to process for all sources.

Modify xlqhLastUpdate. If no symbol is specified, it will now return the time of the last update for the source specified. If in addition no source is specified it will return the last update for historic data for all sources.

New day formulae =xlqLastUpdate, like its historic counterpart it will return the time of the last update for the specific symbol / source.

Supports IQFeed’s new client software, which you should also download and install from here ftp://www.dtniq.com/iqfeed/iqfeed_client_4_1_2_0.exe

Fixed a problem where xlq could crash if trying to view data for a source that is not used.

A new option has been added to xlq Preferences / Excel options allowing you to disable the enhanced functionality that xlq uses in Excel 2002 and later. i.e. it will cause xlq to treat Excel 2002 and later as if it were Excel 2000. In certain cases where you are running a lot of vba macros it could provide a performance improvement, but in most cases using this option would cause a slowdown in Excel. If you change the setting, you would need to restart excel for the change to take effect.) (NOTE** If you are using the current beta of Excel 2007, you would need to enable this option at least until the next Excel beta. Microsoft are busy working on the underlying problem.)

3.0

13 March 2006

Support for streaming real-time (and intraday backfill) data from InteractiveBrokers. Covering equities, options, futures, forex, etc. etc. for more than 50 markets. Data is free if you have an account with them, and their trading commissions are extremely competitive.

Various improvements have been made with IQFeed both within xlq, and by iqfeed themselves. This version uses the new client software of IQFeed, i.e. version 4.1.1.1

Numerous internal program changes reducing cpu usage and optimizing day processing.

The various views of xlq have been given a facelift, now using toolbars as opposed to dialog buttons. As well as allowing you to un-pin the window, leaving only the header shown.

The various grids such as the day list view, have been improved, allowing you to refresh the view, keeping your current position, sort order etc. making it much easier to use and quickly monitor stocks by %change etc.

Xlq’s day and intraday views will no longer require any additional cpu usage and will show changes as the data is streamed.

Fixed a problem in excel 2002 and later where under certain situations the data was not updated on opening the xls.

All xlq programs and supporting libraries have been ported to and are now built with the latest version of c++.

In excel 2002 and later, it is now possible to slow down updates up to a 2 minute interval (rather than 20 seconds) if required.

Fixed a problem with dmi calculations accidentally introduced in 2.91.

Fixed a problem with the saving of .csv files where the symbols contains a \.

Fixed a problem in xlqCompanion, which would crash if try to open an invalid file (or deleted file from the most recently used list).

Changed intraday csv files to store order as ohlc and no longer ochl.

Add additional error handling to excel 2000 and earlier.

A message will now be shown notifying when a support license is about to expire.

Changed documentation and references to the license names, which are now xlqPlus and xlqLite. XLQ now only refers to the program and concept, and not to the licensing or features included with a license.

2.91

15 September 2005

Corrects a problem with corrupt data from Yahoo! when a company names includes a comma

Corrects a problem with excel 2000 and xlqaaii formulae

Corrects a problem in xlqCompanion where last column does not update.

2.9

9 September 2005

12 new historic formulae covering RSI calculations, i.e. xlqhAveGain, xlqhAveLoss, xlqhRelativeStrength, xlqhRSI and their weekly / monthly equivalents.

Possibility to change default period range for the rsi calculations in preferences, by default 14.

New historic formulae beginning with xlqxh allowing you to specify the range within the formulae, with the format =xlqxh…(symbol, date ref., period range, source). The calculation is done "on the fly", and not pre-calculated as per the xlqh formulae. Weekly and monthly versions also exist (xlqxhw / xlqxhm)
e.g. =xlqxhRSI(“msft”,-1,21,”msn”) will return the 21 day RSI for Microsoft from MSN.

It is possible to use a period of 0 with the xlqxh formulae allowing for the continued calculation results to be returned on the current days data, either to return the sequence during market hours, or allow you to work on calculations at day end before historic data becomes available.

The 36 new xlqxh formulae include xlqxhEMA, xlqxhSMA, xlqxhAveRange, xlqxhAveRangeEMA, xlqxhAveTrueRange, xlqxhAveTrueRangeEMA, xlqxhAveVolume, xlqxhAveVolumeEMA, xlqxhAveGain, xlqxhAveLoss, xlqxhRelativeStrength, xlqxhRSI and their weekly / monthly equivalents.

These new formulae (and their xlqh equivalent) will also ensure sufficient additional historic data is retrieved to calculate the values, i.e. if a 200 day average is chosen, the additional 200 days of data will be retrieved in addition to the earliest date required.

xlqCompanion

	New preference setting allowing you to choose whether the trailing stop calculation will use the latest price available or last close. The default is latest price, but if you do not want trailing stops triggered on intraday movement, you may now choose to use only historic data via the preference menu.
	The custom text and value headers are now shown correctly if alternate text is set via preferences.
	xlqCompanion will no longer prompt to save if the file has already been saved and no changes have occurred since.

Fixed problem with missing dates for historic options data via IQFeed.

Fixed a problem with historic updates for IQFeed, with the centre of the Q remaining red.

Fixed a problem in excel in the situation where vba routines change cell values, then use the result.

Redesigned thread management with improved resource usage.

All programs signed with new digital certificate.

xlqDemo, the documentation and the getting started guide have been modified.

2.81

18 April 2005

Corrects a problem with closing workbooks in Excel 2000 on Windows XP (without closing Excel)

All programs have had their digital certificates resigned to ensure they can be "authenticated"

2.8

14 April 2005

Support for streaming realtime data, intraday backfill and historic day/week/month data for US and Canadian Equities as well as options and futures from IQFeed.net

50 new formulae covering IQFeeds detailed quotes including Range, Spread, % Off Ave. Volume, Change from Open, Exchange of last trade, Extended Trading changes, Bid and Ask change, Volatility, no. of trades today, calendar year high and low with dates, 52 week high / low dates, Dividend info, Institutional %, Beta, Current Assets / Liabilities, Long Term Debt, last 2 split ratios and dates, SIC, Root Options Symbols and Leap Symbols, Net Asset Value, Open Interest, Strike, Settle, Delay, Average Maturity, 7 day yield, Expiration Date.

It is now possible to access data in AAII Stock Investor Pro without knowing the symbol, i.e. using !x for the symbol will return the x’th symbol in alphabetical order allowing for numerous research possibilities e.g. =xlqaaii(“!1”,”name”).

A new xls is included with the install (aaiiMacro.xls), which contains a vba macro which will query the AAII database for all symbols matching certain criteria (in the example stocks in the health care sector with a beta value greater than 1.5), and populate a new worksheet with the results. The example macro is also included in the help file under the section Within Microsoft Excel / Using xlq with vba.

xlqCompanion

	New columns / fields supporting the new formulae as above.
	New buttons on the toolbar allow for easily moving rows up, down or to another tab.
	Sold items now appear with a blue background
	When an alert is set, the programs Q icons, including on the task bar, will also be shown in red allowing you to watch for alerts even when the program is in the background or minimized.
	Alerts are no longer triggered for sold items.
	The summary view is now a dockable view placed as a tab along with the fields view (which you can undock or reposition elsewhere, hide etc.)
	The summary view has been split into sold, unsold and realized sections, with the total now being of unsold + realized.
	Fees are no longer included in the cost, and sell fees may be included in the G/L calculation of unsold items.
	Various bugs have been fixed, including deleting a row by removing the symbol in the fields view and changing the historic source in the fields view.

Intraday processing redesigned to avoid overhead and resource usage.

4 new intraday formulae covering the High, Low, Open and Close for an interval