Please see the following feature request: https://www.multicharts.com/pm/viewissue.php?issue_no=MC-513 Please vote for it as I'm sure many of you have had problems with the current design flaw. There are ample discussions in the forums about MaxBarsBack. Here is a good one that describes the issues ...

We need away to trade strategies that rank securities. For example: 1) In a basket of 50 stocks go long the top quantile of stocks that are ranked by a 10 day rate of change (ROC) indicator. 2) In a basket of 50 stocks go long the top quantile and short the bottom quantile based on some criteria i.e...

Currently there is no way to backtest a strategy that involves the trading of multiple securities. For example, if you want to trade a long/short strategy between 2 securities - say a pairs spread strategy between ALTR and XLNX. Say your rules are as follows: 1) go long security-1 (ALTR) and short s...