MC and MC Portfolio API Wishlist

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davewolfs
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MC and MC Portfolio API Wishlist

Postby davewolfs » 06 Jan 2015

I recently had to use MC Portfolio for one of my projects and wanted to share some of the additions I'd like to see. I don't know if these should all be lumped together or if I should open a separate feature request for each item. Perhaps others can add to this list.

Everything here I've been able to work around one way or another and the end result is something that works quite well. But I really do feel that most of this stuff should be out of the box which would mean a lot less code.

1. Allow Bar Magnification in MC Portfolio
2. Allow more than 10 sub series instruments to be used within MC Portfolio (allow those sub series to support bar magnification or update their current bar based on real time ticks)
3. Add support for Custom Futures in DataLoader and Custom Instruments
4. Give access to rollover API.
5. Give access to the holiday calendar.
6. Add option in rollover to handle holidays. For example. VX Futures roll 30 calendar days before the next months third Friday. If that third Friday is a holiday the previous day should be used. There is currently no way to add a rule to roll correctly with MC in this case. It can only handle the non holiday case correctly.
7. Add event to BarStatus so that corrections for settlement close could be picked up in strategy rather than having to do a force reload on history. In addition, should be option to update in memory historical MC bar data with this value on the fly.
8. Attempt to add Broker to MC order synchronization on a per strategy level so that if you trade the same instrument on multiple strategies and you restart MC there is no way to determine the number of units per symbol that have been allocated for each strategy. I suppose work around is to use sub accounts on IB and have multiple instances of TWS running
9. Give option to allow MC portfolio equity to sync with broker equity
10. Add visualization to MC Portfolio. Basically would like to see strategy executing. Should be able to see bars where orders triggered and give user an API to draw on same screen.

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Henry MultiСharts
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Re: MC and MC Portfolio API Wishlist

Postby Henry MultiСharts » 07 Jan 2015

Hello davewolfs,

Thank you for your suggestions. All feature requests are forwarded to the management of the company and are evaluated in a timely manner. Please note that even though we value your opinion not all requests can be implemented due to the fact that some features do not fit into our current roadmap.


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