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Open Feature request MC-1423

Portfolio Backtester Improvements

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I think the online Market Scanner has some good features that would be of great use to the Portfolio backtester:
- the ability to add an indicator and SORT the instruments by that indicator value, like in Market Scanner. Essentially, a set of arrays/variables specific to each indicator (each variable is based on simple operations like min, max, avg of the symbol list close values, top most or top less ...) should then be updated with each bar and kept into a global space. It would be great to be able to define your own custom formula for such a variable.
- get access to these global aggregate variables (specific to each indicator applied to a portfolio of instruments) from within each instruments' signal thread.
- there should be a signal with a "Strategy" scope, that could reference each and every symbol, and each global variable. orders could be placed here on any of the available symbols.

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Comments (1)
user-offline.png  MultiCharts Support
Mar 13, 2014 - 11:33

Please note that only part of this request is scheduled for implementation. No sorting is planned at the moment.

Issue basics
  • Type of issue
    Feature request
  • Category
  • Targeted for
    MultiCharts 9.0 (RELEASED)
  • Status
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
People involved
  • Posted by
    user-offline.png  andb
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Issue details
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    Not determined
  • Severity
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