MultiCharts Project Management Timeline

Using last sofware version Build 25218

I Opened this Ticket to tracking when will comes the solutions . Already informed since june 2023 ( almost 6 months)

Basic problem :

When open a position "Spot Setting" is considering 2 X size of instrument

When close a position "Spot Setting" is considering I am in a short position of instrument and I am realy flat in the position


Only disabled editing "Binance Spot Setting" will not sufficent to fix it !


Using MC Portfolio trader or in a chat the position size is not calculate correct even some MC suggentions like:



To avoid miscalculations while we’re working on the improvement, make sure you follow these steps when auto trading with Binance:

Create or open workspaces and charts required for your setup
Set up your Binance broker profile on the Trade Bar (right-click -> Edit). At the moment these settings are applied to all the chart/strategies.
Enable auto trading

Some other recommendations:

If you need to add a new chart, add it and select Binance in the strategy properties, without opening the settings. Then enable auto trading for it.
Avoid sending manual orders on auto trading charts.
If you opened Binance broker profile settings, while auto trading with Binance was enabled on any chart, - disable auto trading, check position info, edit it if necessary, then enable auto trading again.

Please add 3 forex brokers for indonesian market in the list of MultiCharts
MONEX MIFX - https://mifx.com/index
HOTFOREX HFM - https://www.hfx.co.id/id/
XM - xm.com

Hi. So i`m bringing the question of crypto exchanges compatibility with MultiCharts. In classical equities change is slow, IB is king for decades. In crypto things change much quicker.
There is the CCXT universal crypto library API which facilitates bot making https://docs.ccxt.com/#/
At this moment Multicharts is not compatible with major crypto exchanges like Bybit, MEXC and gate.io which are the ones with the most crypto coins and others. FTX went bust and if the same happens to binance there wont be one major crypto exchange among the compatible ones with Multicharts.
So im asking if MultiCharts couldnt use the CCXT universal library to add all those crypto exchanges to Multicharts compatibility list

Hi,

I would like to request this feature.

We can look at the equity line in the performance report while clicking on one of the rows in the spreadsheet in the optimization report.

It seems this can be done at TS but can't be done in MC.

This is crucial so we can compare right away the equity line without double click the row in the Optimization spreadsheet to apply the inputs to a chart and then check the Equity Line and full performance report via View->Strategy Performance Report..

This is not practical because it has dozens of rows.

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.

hi,
As is known to all, MC only supports the real-time display of 10 levels limit order in the DOM. That's not full depth data, no support MBO data, and don't record history market dapth data for back-testing order flow strategy. of course, MC can't support Market Depth Historical Graph(Sierra Chart),Whatever it is called as heatmap(Bookmap,EdgeProX),DOM surface(Quantower) and so on.
Does MC have any plans to support these advanced order flow charts, support building, back-testest and auto trading order flow strategies in the near future? This will give MC's customers an even greater edge.

Skilling is a CFD broker with over 1200 instruments that cover forex, shares, ETFs, indices, commodities, and cryptocurrencies. They offer 63 cryptocurrency symbols, which is much more than other CFD brokers. In addition they have account protection up to 1 million euro's, backed by Lloyd’s of London. This broker is licensed and regulated by several authorities and offer trading in small increments too.

I think they are a great addition to the MultiCharts platform, and they would broaden the type of CFD assets we can trade through MultiCharts.

MultiCharts can implement this connection through the freely available and well-documented cTrader API, which also automatically unlocks several other cTrader-based brokers (such as Pepperstone and IC Markets). This should give MultiCharts a good return on time investment, with one connection adding multiple brokers in one go.

Thanks for your consideration.

The ability to store the StudyServer folder in a custom location already enables sharing of studies and functions across machines by sharing that folder via tools like OneDrive, Dropbox and the likes. It would be very useful if the custom folders layout of the PL editor could be easily shared, so that one can have the same experience when writing code across machines.

Current Issue: non-analytical drawings are anchored to a chart with time and price coordinates only; when the instrument/date series is changed, the drawing remains on the chart where it was drawn for a different instrument. Here is the verbiage from the Darwing Tools wiki - 'Note: If the data series or resolution is changed the drawing tools will be displayed on the chart with the same time and price coordinates.'

Background: In my personal usage, and I think many other MC users, I set up multiple charts with multiple timeframes with the intention to see various different instruments on those charts.

Proposed Feature Request: I would love for non-analytic drawings to be associated not only with date/price information, but also the instrument. (This is actually standard behavior in TradeStation and every other charting service I've used in the past.) For example, a non-analytical drawing (trendline,e.g.) placed on a Daily chart of BLK would not display on that chart if the instrument was changed to LRCX.

I am interested in referencing the volume point of control, high, low, value area upper band and lower band, using Traditional power language to do backtests and generate automated strategies. This should be able to be used in powerlanguage, also referencing to delta, and footprint charts as well. Basically I want be able to use all the new beta features in auto trading. Right now it is available in .Net. I think it should be available in traditional Powerlanguage.

I request multi-data support on the radarScreen with "easy language".

This should not be a very complex feature to add.
The code already exists, since it's simply a matter of adapting "Portfolio Trader", which is multi data.
All you have to do is display the list of titles that match your criteria and sort them.

Thanks

run in R14 Build 24673

once cleardebug;
if date=lastcalcdate and t=lastcalctime then begin
value1=1042.37000;
print(value1:10:5);
Vars: V_power(0);
V_power = power(10,2);
value1= value1 * V_power;
print("value1"," ",value1:10:5);
value2=IntPortion(value1);
print("value2"," ",value2:10:5);
value3=Floor(value1);
print("value3"," ",value3:10:5);
value4=IntPortion(104237.00000);
print("value4"," ",value4:10:5);
value5=Floor(104237.00000);
print("value5"," ",value5:10:5);
value6=IntPortion(1042.3700000 * 10000);
print("value6"," ",value6:10:5);
value7=Floor(1042.3700000 * 10000);
print("value7"," ",value7:10:5);
end;

output: (R14 Build 24673)
1042.37000
value1 104237.00000
value2 104236.00000
value3 104236.00000
value4 104237.00000
value5 104237.00000
value6 10423699.00000
value7 10423699.00000


the same code run in (R14 Build 23013)
Output:
1042.37000
value1 104237.00000
value2 104237.00000
value3 104236.00000
value4 104237.00000
value5 104237.00000
value6 10423700.00000
value7 10423699.00000

In version R14 Build 24673, the result of taking the function (IntPortion&Floor) after multiplying a value by a value will be incorrect.
In version R14 Build 23013, the result of taking the function (Floor) after multiplying a value by a value will be incorrect.

With the number of Pinescript Tradingview indicators skyrocketing, I would very much like to see a program that could convert most of that Pinescript code into Multicharts code.
Is this even possible, or is the level of complexity just too high?

The OpenAI Codex is an AI system that translates natural language to code. I think you should integrate Open AI Codex into the Multicharts Platform. This would allow MC users to type strategies in Natural Language and the Open AI Codex would translate it into MC.Net code. Please find the OpenAI Codex webpage below.

OpenAI Codex Webpage:
https://openai.com/blog/openai-codex

Dear MultiCharts Team,

I hope this message finds you well. I am a loyal user of your platform, and I have been greatly satisfied with the features and flexibility it provides. Your commitment to excellence and perpetual growth has not gone unnoticed, so I felt it was the right platform to share a feature request that could significantly enhance the experience for users like myself.

I suggest including a **new broker profile**, specifically **for the WOO Network**, within your platform's existing suite of broker integrations.

As I'm sure you know, WOO Network is a rapidly growing digital asset platform specialising in zero-fee trading. It's a platform gaining significant traction in the crypto community due to its vast array of supported assets, attractive fee structure, and proven record of security and reliability. Having a broker profile for WOO Network on MultiCharts would provide the following benefits:

1. **Expanded Reach and Versatility**: WOO Network will allow traders to expand their trading reach to include an impressive array of digital assets. This will give users more options and greater versatility in their trading strategies.
2. **Reduced Costs**: WOO Network's zero-fee structure is attractive to many traders. Integration with this platform could significantly reduce trading costs for MultiCharts users, thereby making the platform even more competitive and attractive.
3. **Increased User Base**: With the growing popularity of WOO Network, its integration could attract a whole new user base to MultiCharts, especially among traders who prioritize low-cost crypto trading (fees on the platform can be reduced to zero through leveraging the WOO staking program).
4. **Stay Competitive**: In the ever-evolving digital trading landscape, platforms like MultiCharts must stay ahead by integrating with innovative and emerging platforms like WOO Network.

While I understand that incorporating a new broker profile involves considerable development resources, I firmly believe that this investment will yield significant returns in terms of user satisfaction, user base growth, and the overall competitiveness of MultiCharts.

Thank you for taking the time to consider this proposal. I am excited about the possibility of trading via WOO Network on MultiCharts, and I believe many others would be too.

Best Regards,
Andrew

https://woo.org/
https://x.woo.org/en/trade
https://docs.woo.org/#general-information

A tool/feature that can test a strategy across a basket of instruments and timeframes, similar to portfolio trader but without the link to a portfolio or portfolio management.
Provides the ability to independently analyse the strategies performance on each instrument and timeframes within the basket.
Allows users to search and select instruments and timeframes that a strategy may respond well too.

Example:
Automate the backtesting and optimisation of variables a, b, and c, in strategy X on the following markets ES, NQ, CL, GC, W, S and timeframes 10m, 30m, 60m, 240m and 1440m. View results and sort key metrics (Net profit, Profit factor, % profitable, Sharpe ratio etc)

DataBento offers higher quality data streamed from Chicago Aurora datacenter (low latency) and usage based rates.

https://databento.com/

Please add support for this new data provider.

https://docs.databento.com/api-reference-live

Whether it is possible to provide group account management feature for MC and PT, allowing one strategy to orders for multiple different broker accounts (Whether it's the same person or multiple people). At present, to implement this function in MC, we need to open the chart repeatedly, which will take up too much memory resources of VPS. Similarly, multiple strategy or PT instances need to be opened in PT, It not only takes up memory resources, but also appears cumbersome. It is somewhat similar to a master account initiating signal delegation, and other slave accounts following the order at the same time.

ADD https://www.investing.com/

Investing added as a free real-time data provider.


Investing added as a free real-time data provider da affiancare a Google Finance and Yahoo Finance

Hello,

the xy bars back go more back after a while on live trading causing memory ram consummation.
could you cancel in the living chart the bars/day after exceeding the parameter setting