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

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.

on MC R6 updated my CSV files after the CFTC update today and when I opened my Workspace, the new data usually shows.
But not today. So I closed the workspace, opened Mapping in QM and closed it again with the message "you have x files mapped".
The new data still didnt show.
Then I deleted the mappings, closed QM etc. remapped.... and weirdly enough, mapping works but still only shows the old data. Double checked the csv, all data there, but wont show on chart.

Not reladet: After that weird odysee, I updated to R8, but the problem is still the same.

Hello

Is it possible to add a option to have % change on the steps within the optimizable inputs section of optimisation. We all know when it comes to changing variable lengths say Moving average periods as a easy example we can enter a start and end range and step numbers. However, this is a bad way to do it really because a change of 1 for a lower number is not equal to a change of 1 for a larger number. % wise. It would probably be better to have a option to enter a start and end number and then the % change of each step and have it auto calculate the values and required number of steps..

Wouldn't think this would be a hard upgrade and if you review you will surely agree it makes more sense . Should smooth out 3D charts etc.

cheers

Symbol Mapping a Continuous Futures Chart with Front Month broker contracts in the broker section of symbol mapping is what I have been doing. I would like an option to automatically connect the new front month contract in the broker section of Symbol Mapping to the chart continuous futures chart so we do not have to keep redoing the symbol mapping to the new front month contract manually every time the front month contract expires.

Hello

It would be good if you could reach out to IG broker and add them as one of your data providers. They are very big in the UK and offer CFD and spread betting accounts as well as share accounts. I think they are about to team up with Tradingview for charting . But obviously being able to link the algo/automation here with IG would be good.

Hello

Others have wanted the Sharpe Ratio added to the drop-down menu in the optimisation process. I know it can be done with customfitvalue but it should be an option in the drop-down software. Also, the Sortino Ratio should be added as well as other useful risk-adjusted ratios. The annualised value is what most I think would want as a return for comparison across other timeframes/strategies.

cheers

The default Monte Carlo method appears to be "shuffle" or replace the order. But a better method for me is the randomized Monte Carlo in which the end net profit can be different. It's good to run this method and then work out the geometric mean of all the returns / give you an idea of best-case and worst-case scenarios. So a trade value can be used multiple times or you can set a limit for this and then the order and trades are randomised.

It would also be good to generate bar chart diagrams in the distribution panel. For example, express net profit or drawdown in bins and plot as normal distribution/gaussian. I prefer bar chart plots vs your line plot. Also, can you add % drawdown as an option in the distribution panel, not just drawdown values? I think % would be more useful.

In summary

- Add a randomised Monte Carlo option
- Allow the distribution panel to plot bar plot style with bins for normal distribution/ gaussian plots etc
- Add % drawdown option alongside drawdown value. For comparing strategies against each other in Monte Carlo a % drawdown and % profit are better.