MultiCharts Project Management Timeline

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

Hi,

when you open the PowerLanguage.NET Editor it compiles all open strategies. If you are in the middle of something or have the same strategy applied or even running in automatedTrading it will either fail with a popup that the code couldn't be compiled or it breaks the last working state of the code.

Hence it would be great if one could opt out if it should compile on startup or not.

Thanks!

If it's possible to select a start date in the "strategy order monitor" other than the start of the equity line.

For example the first date of the month or what else date like the "Order and position tracker" Trades summary tab

Enable the export even if we have openoffice or libreoffice or any other office suite

This is chart plotting basis Glen Neely specification for his Neowave Analysis.

It is actually incredibly simple, especially if intrabar analysis is allowed.

The chart will look like a standard line chart.

The chart will plot 2 points for each time interval selected, and plot them in order of occurrence.

So, for a plot using DAILY data, we will have 2 data points. The HIGH and the LOW. They will be plotted in order of occurrence.

If we plot using HOURLY data, it will plot the HIGH and LOW that occurred within in hour.

That's it.

In 99.9% of cases, if intrabar analysis is allowed, it will know whether the high or low occurred first.

The MC developers should be able to code this up in < an hour.

Hi,

I'm trying to screen stocks with screeners that I developed but in general it just seems the quote manager and screener does not work for stock data.

At first, I tried using the quote manager connected online but unfortunately when you look at the log in Quote Manager it keeps on downloading data (refreshing) that is already available in the data sources so the whole screening process grinds down to a halt.

Secondly, I opted to disconnect MC, work offline and use the ASCII mapping. I downloaded the data into ASCII files that I mapped into the quote manager, this still does not work - the quote manager no returns "Not enough data" in the screener or just returns empty lines.

The general setup for the screener is from 7 April 2023 for 1300 bars back per instrument, that would be around 5 years of data. The screen is over a set of around 5313 nano to mid-cap stocks, this data as a whole is less than 1GB (OHLCV CSV format data) - the machine has 16GB of RAM (47% used with the screener running) with 8 processing cores running at 2.6GHz (25% used with the screener running). Looking at the MC process in task manager it really does not look like it's even trying to load this data, the resource usage remains at around 1.6GB of RAM with little to no processor usage, so in general it just looks like the scanner is not working.

I checked the data in the ASCII files and there are more than enough data for these stocks, some going back as far as 1980. Some of the stocks I suspect could have less data than the 1300 bars, would this cause an issue? I would think the scanner would just run over it/ignore it.

Regarding the ASCII mappings, the directory contains a total of 8265 files mapped into the Quote Manager with a total size of around 1.3GB - I do not load all these files, some of them are large and mega cap stocks that I leave out of the screen.

I'll try to attach the stock list, workspace, indicators used with screenshots of what's happening.

Any ideas on how to correct this? Thank you in advance for your help.

Kind regards,
Ettienne

I understand that implementing support for all of Interactive Brokers' [algo order types](https://www.interactivebrokers.com/en/trading/ordertypes.php) would be a colossal task for Multicharts. However, there is one Interactive Brokers order type that is SUPER simple to implement, and would be a huge benefit for EVERY trade: [Adaptive Algo](https://www.interactivebrokers.com/en/trading/orders/adaptive-algo.php).


"This algo can be used with a limit or market order, and is designed to achieve better than average cost efficiency over basic limit and market orders by attempting to trade market and aggressive limit orders between the spread. You can specify how urgently you want the order to fill using the "priority/urgency" selector in the algo window."


For all trading NOT using Multicharts, we use Adaptive Algo by default, as it results in better fill prices OVER 75% OF THE TIME. Not using Adaptive Algo for IB orders is literally leaving money on the table.


Adaptive Algo is supported for ALL order types that MC supports: market, limit, stop, and stop limit orders, and it's just an on/off switch. It just tells IB to do it's best on fill price. In fact the only parameter you can optionally even set for Adaptive Algo is "Adaptive Order Urgency" which can be Urgent, Normal, or Patient.


There could not be an easier IB order type for MC to implement, and not using it is **choosing** to NOT get the best fill prices possible. The User Guide is [here](https://www.ibkrguides.com/tws/usersguidebook/algos/adaptive.htm).


PLEASE MULTICHARTS, SHOW SOME LOVE TO YOUR CUSTOMERS THAT USE INTERACTIVE BROKERS!! Your devs could implement this over lunch, and I'll be happy to buy the pizza.

Until now, we can protect our studies with a password of 10 characters in the PowerLanguage editor,

If we enter a longer password, **only the 10 first characters will be entered .**

Computer are more and more powerful. **A 10 characters password is not as strong as it used to be 10 years ago.**

Would it be possible to enter a password of 30 or more characters to protect our signals, indicators, functions ?

Hi,

when charting continous (break on session unchecked) (cumulative delta aks/bid, so from ticks, not minutes and wanting to do that from a to long history, then the chart stops updating at some point. The same happens if the history is shorter but too much indicator calculation is done.
When loading a chart with a lot of indicator calculation, then the main chart also hangs for a bit, but handles it and continous plotting correctly when the calculations are done, but a cumulative chart stays hanging, not reveiving further updates.

Is that fixable?

Thx!

Hi,
I dont think the cumulative delta behaves correct.

when plotting a cumulative delta minutes, from volume, updn ticks the RT bars are plotted correct, as minute bars, no excessiv up down while creating.
when plotting the same but from ticks, the RT bars show every tick and end up with a different values compared to the calculation that is done for bars out the DB.

screenshots
RT: https://spencertainment-my.sharepoint.com/:i:/g/personal/info_spencertainment_de/EeCRXEzUp8RHjfhmsIBC53cBlvdhRf7R3P8wW3FqtwCxFg?e=IcnII1
reloaded: https://spencertainment-my.sharepoint.com/:i:/g/personal/info_spencertainment_de/EZbMd2K-AXxPhcQcYbKk3w0B8IcpKL7Ffck_65qZ9HmMMQ?e=GYDBHK

Is that a bug/fixable?

Thx!

Hi,

no matter the setting I`ve tried, I looked at three "Vol.Z" and none of them get updated on the Chart.
It Seems that this is only a issue on MC14, according to ABCTG(Chris) it works on MC12.

Hi,

I'd like to request the ability to create indicators where MC has the ability to calculate and plot basis a bar that the user selects.
And where that can be changed simply by dragging the starting point to a new bar.
A perfect application of this would be creating a VWAP line, but instead of starting at a set time each day, it can be started from any bar we choose.
The indicator has been developed in Pinescript for Tradingview.com and works well.
This would be a nice next step in MC development.
I am surprised it wasn't actually developed many years ago, as MC is supposed to be a PREMIUM product, right?

Add Exante Broker.

https://api.exante.eu/it/

1. Using the new Binance.US broker profile in MC 14 R24673: Attempting to trade visually off a daily chart produces constant errors in the Position Tracker Logs of this nature:
Binance.US Spot. Error: The remote server returned an error: (400) Bad Request., Response: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}

2. Trading Binance.US off the DOM works correctly. Trading on Oanda and Interactive Brokers using MC or Fidelity using Active Trader Pro on the same pc works correctly without errors.

3. Syncing my pc with a time server every day does not solve the problem.

4. When displaying a realtime daily chart of a Binance.US crypto pair, the last bar shows a date that is in the future for price activity that happened today.

https://postimg.cc/94w9Bp2Z

There are some key efficiency metrics missing from WFM. Without them the WFM robustness testing is lacking. Specifically:

- Ret/drawdown efficiency;
- Drawdown efficiency;
- Profit factor efficiency;
- Annual % return efficiency;

These functions cannot be made as a custom fitness criteria given there does not appear to bey any available keywords to dynamically track the duration of IS and OOS elements.

As it stands, 3rd party software like StrategyQuantX is needed to do WFM in a meaningful way.