PLEASE VOTE: OptionVue Feature Request Poll

Discussion in 'OptionVue Forum' started by TheSpeculator152, Jan 17, 2016.


Which improvements would you like to to see in OptionVue to improve performance and usability?

  1. Multi-core & multi-threadding support // faster performance

  2. 64-bit support (4GB+ RAM Support)

  3. Multi-monitor support // floating windows

  4. Proper cloud storage of back-test data for near instant loading // use global CDN for faster load

  5. 5-minute intraday data

  6. Improved UI // UX (user interface and user experience)

  7. International options exchange data

  8. None of the above

    0 vote(s)
Multiple votes are allowed.
  1. TheSpeculator152

    TheSpeculator152 Well-Known Member

    Yes, a fast VPS located close to the NetVue server would be great but since we are not HFT traders, a decent desktop (virtual or not) should be sufficient!

    Sent from my iPhone using Tapatalk
  2. meyer99

    meyer99 Well-Known Member

    I second this. Leave the assignment of R codes as selected by the user.
    TheSpeculator152 likes this.
  3. guwe75

    guwe75 Active Member

    Hi Len,
    regarding the export functionality in Excel: it works good now for 1 underlying when further processed in a pivot table. Ken has described that very thoroughly in a separate thread:

    to export data for several underlyings the following would be helpful:
    1) To export the data of several underlyings in one csv file:
    Add a column for the asset or underlying: so far there is a column Symbol which is e.g. RUT 16U1000. I would propose to add a column with the underlying asset e.g. RUT or RUT.INX. that would help for later filtering or grouping when exporting data for several underlyings

    2) alternatively export the data into separate csv files:
    to auto download OV data of several underlyings to csv file it might make sense to have also the name of the underlying autoadjusted.
    Version 7.87 has the following structure: name - YYYYMMDD hhmm.txt
    When selecting several assets to download (per asset list or selected assets) it would be great if a separate file would be generated automatically for each asset selected. Thus the name of the file should adjust automatically to the name of the selected asset.

    3) allow downloads over a time period of e.g. last 30days (or between DD.MM.YYYY and DD.MM.YYYY) at
    Capt Hobbes likes this.
  4. Len Yates

    Len Yates Active Member

    Based on customer requests indicating they felt it was urgent to put the R-code selector into the Matrix to support their trading style, it seemed like a good idea. And it truly is a good idea. However, it has led to a number of problems that we have had to issue new releases to fix as they come up. Kevin Lee was the first to notice that if you code an original trade with one R code and an adjustment trade using a different R code, the Matrix would display a wrong gain/loss number. It did that because it was not counting the realized gain/loss from the leg that was closed, and we addressed that problem right away.

    The R code was originally intended to group and separate different trades. For instance, all trades coded A are meant to be grouped together into a single position and kept separate from B trades. Likewise, all trades coded B are grouped together into a single position and kept separate from the A trades. Under this scheme, all the trades of a campaign (e.g. the May M3) should be coded with the same R code.

    But with the rush to use R codes in ways that run contrary to their original intention, new problems seem to come up as soon as we fix the last reported one. The accounting software in OptionVue is extensive and has the original purpose of the R code embedded in its logic throughout. That made it difficult to fix the problem with the gain/loss number in the Matrix. But we did so nevertheless. Now we find that if you use a 3rd R code, the gain/loss number is still wrong. Oye vey!

    Note that gain/loss is always correct in Account Status and in the Reports. And gain/loss will be correct in the Matrix if you use the same R code for all the trades involved in each campaign.

    Our dilemma is this. How much more time do we devote to making the program work ok with multiple R codes in the same campaign? We will continue to work on making sure the numbers in OptionVue 7 are correct, but we also have other issues to attend to. Perhaps it is more important to get going with RTD and other valuable improvements. I would be interested in hearing your thoughts.
    TheSpeculator152 likes this.
  5. Len Yates

    Len Yates Active Member

    Fortunately, there is a setting you can change. See post #87 above. :D
  6. meyer99

    meyer99 Well-Known Member

    Thank you Len, And this will work after we convert trades as well?
  7. TheSpeculator152

    TheSpeculator152 Well-Known Member

    Len, valid points!

    The importance of slicing a trade into pieces (using R codes or not) is an important functionality to isolate certain parts of a complex trade. That said, given what you are raising is valid. Some traders actually use different accounts for different trades to isolate those from each other and then rely on R codes to slide individual trades within those account.

    Above said, in a back testing scenario one would probably just isolate individual complete trades vs. in live mode one would like to slice individual trades. So, R codes serves a different purpose in back testing and in actual live trading.

    How can we cater to both?

    Short term: suggestion is to use the same account for back testing (by strategy) and for live trades to create different accounts by eg. expiration date. So, use R codes to differentiate trades and R codes to slides trades, respectively.

    Above said, let's get RTD and an improved UI implemented ;-)
    Last edited: Mar 3, 2016
  8. meyer99

    meyer99 Well-Known Member

    Someone mentioned that when the P/L in the matrix is off, it can be corrected by opening and closing the Reports page. If that is true, and we can correct the P/l number with one click of the mouse, I then vote for fixing the latency issue first which could be a pain when modeling complicated adjustments with little time to waste. I assume that the P/L number will be corrected by opening/closing Reports regardless of the number of R codes sets, right?
  9. Len Yates

    Len Yates Active Member

    No, I'm afraid not. I designed the program to always reset the R-code selector upon Convert Trades. But I have already heard a little bit of feedback saying they don't it like that way (you and one other). So we'll have to see.
  10. TheSpeculator152

    TheSpeculator152 Well-Known Member

    Resetting a setting is not cool. Settings are a manual intervention and needs to remain so until manually changed. If not, it's not a setting.

    Sent from my iPhone using Tapatalk
    Rick likes this.
  11. Rick

    Rick Active Member

    Last edited: Mar 4, 2016
    TheSpeculator152 likes this.
  12. Jim Clements

    Jim Clements Active Member

    In the last 7 minutes of trading today, OV completely stopped pulling data from TOS. I closed and restarted OV 5 times, with no luck. TOS was still online/connected, updating RUT prices. It's enough to make me tear my hair out, and pray that ONE gets its CEV modeling working soon! Enough of this, I'm fed up with OV!
  13. JackH

    JackH New Member

    My two biggest complaints regarding the UI, which ONE does very well.

    1) When converting a trade of multiple legs (ie: Vertical or Butterfly), allow us to enter a cost for the complete spread. One has a pop up window that enters a spread cost then adjusts the legs to meet this cost. Makes the input much easier for me in ONE.
    2) For some reason on the matrix, the margins/cash flow always seem to have problems (or at least I have major problems trying to interpret them). The nice thing when using ONE is that there is an easy way to see a maximum risk for the current trade through all adjustments as well as the cash flow. I would like to see someway of having a maximum risk throughout a trade (or R code) as well as the current maximum risk. For some reason I have had many instances where the calculated margin and cash flow does not seem to make much sense (or match what should be RegT risk), I suppose this is due to the way you designed the software to be "account based" and not "trade based" so as items are closed they drop from the calculations and do not carry forward.

    One additional feature that ONE has that would be nice to see in OV is there probability cones on the price graph.

    Overall as others have stated the main benefit for OV is the modeling, however you could go a long way towards improving the program by somehow making it work easier for managing individual positions. I just find the whole account structure does not work very well for the way I want to see each position (I have tried R codes but they just don't work too well for me:()
    TheSpeculator152 likes this.
  14. Tim

    Tim Well-Known Member


    The keyboard latency is still the largest wish to fix for me. Not only in typing in the matrix, but entering commissions or prices in Tlog, and even latency in closing the program are all related. I think changing to RTD is a great first step and definitely needs to happen asap, I am not convinced that that alone will solve the issue. We will have to see. I have never had keystrokes appear a few seconds after I type them, but I do have keystrokes not appear. It causes all kinds of typing errors in my use of the program.

    Curious that some people don't see it. I do feel that it isn't caused by Windows or TOS since OV is the only program having this issue. I think that hardware resources are simply masking the real issue if someone has a very fast system ie, it reduces the impact but does not eliminate the problem.

    A while ago I converted an Excel I have that gets quotes from using DDE to using RTD. The conversion and coding itself was fairly simple and didn't cause any issues. However I didn't notice any performance difference from that (performance was perfect with DDE and RTD both). But it did use modern and supported technology. FYI I was a 30-year software database developer and program manager in my career. I suggest that an analysis of where OV is spending its time be done and why it doesn't seem read the keyboard buffer with a high interrupt priority, like most software does.

    I would be happy to work with programming or support to test, and even demonstrate the issue.

    My hardware is:
    Dell 5510 laptop with 64 bit windows 10, 8Gb memory, SSD disk, 2.53Ghz intel core M540 processor. It runs nothing but TOS and OV. I have three other similar machines that all have the same problem when using OV.
    Scott Slivnik likes this.
  15. TheSpeculator152

    TheSpeculator152 Well-Known Member

    Len, do you mind sharing an update?

    Sent from my iPhone using Tapatalk
  16. Len Yates

    Len Yates Active Member

    Sorry to have been quiet for a while. I’ve been working hard on the next release of the software, which will be out soon and contains several improvements that have been asked for. Next is RTD. I started on RTD yesterday in fact. However, in spending a couple of hours yesterday and a couple of hours today, haven’t yet found a way to get started. When I developed the DDE interface, there was a plug-in component (Delphi oriented) that I could use for developing the interface. To my surprise, there doesn’t seem to be any RTD interface component available; not for Delphi and not for anything else. At least, I haven’t been able to find it yet in a large number of internet searches. If anyone has any suggestions regarding this, please let me know. If I have to write my own low-level interface from scratch, that could take a long time.

    I have read all of the above suggestions and understand them. I appreciate it. Thank you. And Tim, thank you for the info. Jim Clements, if quotes go dead on you, one thing that can help is re-starting TOS (after you first try re-starting OV).

    Back to interfacing with TOS for quotes… Back when I started working on an interface, I played around with having Excel be an intermediary. That is, OV tells Excel what symbols are of interest and Excel talks to TOS for price updates. Then OV polls Excel at regular intervals for data updates. I remember there being some annoying problems associated with this approach which caused me to abandon it, but I cannot remember now what the problems were. And besides, maybe they wouldn’t happen this time. If the direct approach, using RTD, can’t be done then maybe I can attempt this approach.

    The direct approach is bound to be better, however, and I’m not ready to give up on it. ONE did it somehow. We should be able to as well.

    The next thing after a new TOS data interface is to work on the UI -- especially a ribbon-style main menu.
    TheSpeculator152 likes this.
  17. Rick

    Rick Active Member

    Len: could you also share your current thinking on this? I totally agree with Thespeculator152 and quote him from post# 110:

    "Resetting a setting is not cool. Settings are a manual intervention and needs to remain so until manually changed. If not, it's not a setting."

  18. Capt Hobbes

    Capt Hobbes Well-Known Member

    RTD is just the Excel function, the actual technology is COM Automation. I don't know much about Delphi, but this old article seems to give enough pointers, and it appears there has been built-in support for writing a client starting with Delphi 5:
  19. Len Yates

    Len Yates Active Member

    Rick, we have changed this in the next version of the software, due out later this week. We made it so Convert Trade does not reset the R-code selector.
  20. Len Yates

    Len Yates Active Member

    Thanks for the tip. I've been studying the article and learning what I can. I'd feel better if the article was more recent, however. It is 16 years old and InformIT does not have a more recent article on the topic. So far I'm finding COM Automation difficult to grasp. One article I read did not make it clear to me. I may have to get a book on COM Automation and spend a week studying it. I used Delphi's built-in wizard for starting a COM project, but have no clue about how to move forward with it.

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