Improve the compatibility and universality of Multicharts for the global futuers market.

1. support back-test of negative futures prices.
   It is well known about back-adjusted continue futures contracts by difference: there is have a small disadvantage price may be negative in earlier historical data. Unfortunately, this phenomenon is particularly evident in Chinese futures market, such as iron ore futures(DCE.i). The reason is that the trading time is usually not continuous for six hours, and the main hot contract is often Jannuary,May,September, when rollover happen, there is a huge gap. I am well aware that it is a good thing to limit the back-test of negative prices, but in China's case, This has become a huge problem because we can't test in a very long historical data.
   I know that there are some strategic building platforms that support the back-test of negative prices.In fact, for the most part, the signal or formula in strategy code based on price differentials, such as close>SMA, close above upper BB, ATR coress above level. And profit calculation also is based on difference of entryprice and exitprice. Therefore, in most cases, negative prices do not affect the results of backtesting.Therefore, it is strongly recommended that in this case, the MC can give a warning, but it is up to the user to decide whether to trust the backtest results or not.Instead of ignoring directly the historical data of negative prices.

2.Remove the restriction that the session length must be less than 24 hours
In China's futures market, last session is very special.For example SHFE.rb is 21:00-23:00 Fri,9:00-11:30 Mon, 13:30-15:00 Mon. INE.sc is 21:00 Fri-2:30 Sat, 9:00-11:30 Mon, 13:30-15:00 Mon. Due to the limitation of MC, the session days in a week must be split into six, which results in the trading time of the last two sections being significantly different from that of the first four.At the same time, the native functions such as HighS and LowS is can not be used correctly.
It is strongly recommended that MC change the restriction here to a warning and leave it to the user to decide whether to adopt it or not.

3.Support the Portfolio back-test of global markets based on exchanges time data.
Usually we like to use the historical data of the exchange time directly.However, it is impossible to test portfolio containing US, Europe and China futures symbol in the PT at the same time. And users in Asia tend to develop strategies on computers in Asia and then may use VPS in the United States for live trading.Therefore, it is not a good way to use the option of "local time" to test portfolio.
Two ways are suggested to solve this problem：
1.Add an option to use Universal Standard Time.
2.The backtest is conducted according to the exchange time, and then MC is aligned in a unified time zone to return the performance test report of the whole portfolio.
The second method is better for the user's experience, and of course increases the difficulty of MC development.

4.Support multiple MC instance installation on the same PC.
Many trading platforms and strategy development software support multiple instances.Many Chinese users have both the Chinese version and the international version of MC.Using a virtual machine(or install different 32/64bit version) is not convenient and also affects performance.