MultiCharts Project Management Timeline

I start to see more and more the benefits of the .NET version ... through its powerful classes.
Would be great to see a catch up in terms of API capabilities. Some examples are .BarsOfData(N) and PortfolioStrategies[0].Signals[0].StrategyInfo which are accessible from a MM signal.
No idea how can these be nicely accessed from PowerLanguage (other than using local vars exported with pmm(s) functions, or global variables - which tend to have a lot of Gotcha's and idiosyncrasies you'd like not to waist time with).

Thanks

The idea is to have a number N of strategies running in parallel, and while live execution, have the programmatic option (within the MM signal) to enable / disable sending order to broker for selected set of strategies. So, a MM signal could iterate through all strategies and decide one or two of them will not push orders to Broker.

Nonetheless, they'll all run live and present live results. But only some of them would send orders to broker. The other would be the Tradestation Equivalent of "Generate strategy orders for display in TradeManager" but with "Automate execution" disabled.

Why "Forward Testing" won't cut it? Because Forward Testing doesn't send anything to broker.

It often happens that due to a glitch in PT-broker(IB) connection, there are gaps in historical data.
However, Reload functionality currently only works in MC - which makes it a hassle reloading data for a big number of symbols.

Please implement Reload functionality in Portfolio Trader.

Currently you can specify one box size or resolution for a Renko box. I would like to see an option to have a different box size based on the price movement. One size would be for a price trend continuation bar, and one size for a price reversal bar.

Problem:
- if some data is missed during a backfill ( problem with broker API, no quotes, bars filtered out, etc), a user has no way of knowing.

Suggestion:
Upon backfill, MC/ PortfolioTrader should transparently "Alert" the user in case some data are missing.
These alerts should show a user the problematic symbols and - ideally - the time periods missed, so that it helps further investigation/decision-making ( whether to continue with trading or not).
Missed number of bars can be put (in red) next to the symbol, the detailed report about time periods missed should be exported to a file that will be opened if a user clicks on the "alert" message.
So, it can be 1 "big fat" alert message.

This should work when backfilling data, regardless of the method ("bars or intervals back", "to-from"), in MC and PT, both for minute and daily resolutions.

The challenge will be taking into account holidays/early closes - so as to reduce the number of "false positives".

Problem:
When setting "Bars back" in an instrument settings, MC will make requests to the broker API until it obtains X bars, even if bars for certain periods are skipped.
E.g. requesting 24 60min bars (back) should cover a period of 1 day (with a 24 hr session)
But currently, if some bars are missed (problem with broker API, no quotes, bars filtered out), MC will continue to request data until it obtains 24 bars, which can e.g. cover a period of 2 days.
Some gaps are harmless, and some are not.
A user is not alerted to "missed" bars.

Suggestion:
introduce a new "Intervals back" option that will ensure that backfill requests to broker API only cover the intended total period of time

This should work both with intraday and daily resolutions, both in MC and PT.

Currently auto-attach statuses of exit strategies aren't remembered between sessions so when scanning multiple instruments for a setup you have to always remember to auto-attach the exit strategy before placing your orders (or alternatively, attach the exit strategy after the order is filled if you've forgotten to auto-attach).

The ability to associate a user-selected default exit strategy to a chart would be helpful to avoid taking positions in fast markets without an exit strategy in place.

Best regards.

I'm opening this issue to track Cryptocurrency Trading on MultiCharts.NET. MultiCharts 12.0 [added](https://www.multicharts.com/traders-blog/multicharts-net-12-0-release/) few cryptocurrency data feeds and looks like support for trading cryptocurrencies is in the plans.

Some of the limitations that I see in the current implementation of the API are the followings:

With cryptocurrencies, we need to be able to specify trade amounts in very tiny fractions, for example, the smallest unit in BTC is 0.00000001 (aka a Satoshi). The `IOrderMarket.Send(int numLots)` method gets `numLots` in 32-bit integers (`Int32.MaxValue` = 2,147,483,647). If a lot size is set to a Satoshi, for example, it can easily overflow the integer with a `System.ArithmeticException (Overflow or underflow in the arithmetic operation)`. So the minimum data size needed would be a 64-bit integer (`long` data type in C# which is `Int64`) as the parameter for `IOrderMarket.Send` method. However, even that is not the best interface for trading cryptos. Generally for cryptos, it does not make sense to specify amounts as contracts or lots, but the best interface would be sending the amounts in the crypto units as a 128-bit [decimal](https://docs.microsoft.com/en-us/dotnet/csharp/language-reference/keywords/decimal) data type which does not have rounding issues of `double`. The API may then want to convert that to number of lots or whatever the underlying architecture requires. It does not have to support up to the `MaxValue` of `decimal` data type, though.

So the recommended interface for sending crypto market orders would be like:

```
void Send(decimal amount);
```

For example, if the instrument is BTCUSD, you could order to buy 25 μBTC (micro-bitcoins) like this: `buyMarket.Send(0.000025m);`

The second limitation, in my opinion, is the closed API for adding custom brokerages. People will not wait years and months for MultiCharts to add support for each of the brokers. They will bypass the MultiCharts trading APIs and use any of the open source implementations of the crypto broker APIs (via C#), with the downside of not being able to use any of MultiCharts' backtesting and optimization features. Or they might find it easier to move on to another platform that can plug into custom brokers.

Pretty much all of the popular crypto exchanges, including Binance, Bitfinex and Coinbase have open source implementations of their APIs in C#, that in many cases are supported officially by the exchanges. An open plug-in model for connecting to custom brokers will allow the MultiCharts community to contribute integrations with any of these exchanges. MultiCharts would be able to review and recognize some of them as supported or choose not to support them but either way, this will greatly expand the user base of MultiCharts. I think from a business standpoint, opening up such a plug-in model to connect to custom exchanges would be smart, requires much less effort than having to support everything out of the box and will put MultiCharts in good stance in the competition. That would be a huge gain and I believe it's the only way to stay competitive in the crypto trading market as a platform.


#### See also:
- [Related post in the MultiCharts.NET discussion forums](https://www.multicharts.com/discussion/viewtopic.php?t=8800&p=130862#p130862)
- [Bitcoin Units](https://en.bitcoin.it/wiki/Units)
- Popular crypto exchanges: [Cryptocurrency Exchanges by Trade Volume](https://coinmarketcap.com/rankings/exchanges/)

A relatively simple request......please provide the ability to do freehand drawings. I would be happy with lines to start, but it seems others would also be useful. At present, I find I can only do lines locked to/ending at points, or extending all the way across the chart. Seems there should be some middle ground also, which would be freehand drawing of lines and other shapes. Thanks.

take 50 symbols on 1 minute & 10 years, stick them into a MC.NET PortfolioTrader - run a backtest. Memory explodes to 16GB usage (but not more) on a 32GB RAM System and the Report plus Portfolio freezes to a crash

Hi all,

I would like to ask for a feature of combining multiple signals before sending oders.
Let's assume I have defined two signals in my strategy and I want the order to be send if both signals are firing, only if both Signals are valid.
We could also consider it as joining the signals with a logical "AND".
Example: I have a strategy with MA Indicator and RSI indicator. I do not want that orders to be send if the RSI indicaotor is firing nor if th MA is firing. Only, if both of the indicators are firing only then I am willing to send the order.

I know. I could do by creating a new Indicator and implement the Logical AND, OR .. - but I think being able to define in the Portfolio Trader gives an huge edge which I can imagine a lot of traders could benefit.


Is it possilbe to implement a such feature in MC?

Portfolio Trader Stats such as Summary and especially Ratios need to be re-done. They don't work for Portfolio and are unreliable.
Anyone that can make sense of the attached ratios is welcome.

The majority of the time when one is doing analysis, it begins in MC by looking at charts to see if the strategy is viable by seeing how it looks on charts and looking at performance report results; A workspace is then created in MC with many different charts where each chart has different settings. To test all of those charts together, one has to take more time to set up ANOTHER workspace in the portfolio trader with all of the same settings currently found in the MC workspace for EACH chart(Instruments settings, Signal Inputs, Properties Settings, Auto Trading, etc). It is all very time consuming and absolutely redundant. It would be perfect if MC workspaces could be converted to Portfolio Trader workspaces by maintaining all of its settings as a sound solution to this problem. Thanks.

Portfolio Trader Real time Auto-trading is unreliable for live trading: position entry price is fake and doesn't show up on a chart with this symbol

Portfolio Trader does not update an open position and/or fails to close it.

Position is open, but ExitLong Date is in the Past, and there are 3-4 new bars formed since the ExitLong date showed in the Trade list.

Position shows open, but its open P/L was computed based on an exit price that happened 3 or 4 bars ago.
This is obviously, impossible.

Hi guys,

would be great to have automatic contract rollover on the symbol mapping feature, rather than spend hours mapping all future symbols one has set up in its Mapping Symbols.

thanks

When you copy optimization table results and then paste it to Excel, all columns are with wrong headings. Also, it seems that when you copy and paste columns are always in different order with again wrong column headings.

.NET Portfolio Trader: Strategy w/ 6 IQFeed symbols set for Daily data (built from minute) does not backtest (stuck in symbol=online, but no download)
reproducible all the time

Hi guys,

Symbol mapping is a life-saver for normal charts: analysis can be done on any time-series available, but orders are pushed to the current contract.
This is a long waited feature for Portfolio Trader, where the same applies: analysis needs be decoupled from the order execution instrument.
MC.NET might present us with "unmanaged orders" but that's really a more or less risky proposition as there is no intelligence available on whether order has been executed or not, and there is no order synchronization with the Broker. Which means a lot of issues can happen, such as:
1) keeping track of expiring contracts
2) issues with bars where end of bar = end of session => order will not get executed @ end of bar
3) selling into an already short position, or buying into an already long position
4) sky is the limit

I see symbol mapping to be a good compromise for all these issues for Portfolio Trader.

for daily bars, where bar close is equal to session close, the exit order won't be executed.
would be great to execute such order a number of minutes before session/bar ends.
This already is in Ninjatrader 8 and would be great to have it in Multicharts as well.

As IQfeed is one of the more popular data feeds, a price multiplier feature similar to Tradestation would be beneficial.
This is so as some of the symbols are not mapped similarly to IB. In this case, @KC / @SB in the ICEUS markets from IQfeed are different from IB's.
The ability to change the price multiplier in the quote manager description would help solve this problem.

Please add a single keystroke to insert empty row in the scanner window.

Not much else to say ... it's a simple feature that doesn't work regardless of data (TS in my case), broker (PaperTrader in my case) or symbol (@ES). I'm using daily bars.

Each new 1 minute bar, we should swap from long to short and from short to long, as per attached strategy code.
For some reason, we see Sell Quantity = 2 or Buy Quantity = 2 in the Order & Position Tracker.

See the attached avi for details.

I have a couple of requests regarding Renko Bar Charts.

The first is simple - please provide a time/tick countdown for Renko bars. I realize in the historical bars there is no time/tick aspect - they are based on points. But in the current Renko bar, there is a time/tick aspect, before it "rolls", if you will, to the Renko format. Please provide a time/tick countdown for the current Renko bar. Thanks.

The second is likely more complex. Please provide more accurate backtests when using Renko bars. As you likely know, backtests using Renko bars can be wildly optimistic. This request is related to number 1 above - if the current bar is an expanded range bar, it will not transition into a single Renko bar - it could be 2, 3, 4, 5 or more Renko bars. Say it's 4. The backtest will assume your entry is based on the first Renko bar in that series of 4 - but really your entry will happen at the 4th bar. If there was a way to adjust entries and exits for this effect, the backtests would be more accurate, and less optimistic. Thanks.

The way TradingView does background dragging is way more user friendly. Having to select and unselect the background dragging button in multicharts is very tedious compared to the way TradingView does it, i.e. no button just click and move your mouse when you want to drag the background.

I really like the 'fill' function in pine script to color and shade areas in tradingview. There is no way to do anything similar in powerlanguage, something like this has been needed for a long time.

Currently, we can quickly change our tick, contract and time charts from the command line by simply typing in whatever timeframe/compression we want, such as '100 tick' or '30 min' etc
.
I would like to propose this ability is added for FLEX RENKO as well.

Flex Renko requires 3 values. So, as an example we would type in "30 15 15 Renko" to plot. This will save us heaps of time from having to do multiple clicks every time.

print("Start Time=",time:0:0," CC=",currentcontracts:0:0, Time of Data1 of Data5);

the above line of code compiles but the Time of Data1 of Data5 is not valid.....

you can also pass Time of Data1 of Data5 into functions as well and that compiles as well....

Tradestation and other well known trading platforms all multiple orders to be sent per bar per signal calculation.

At present multiple orders in the same direction are summed up and one summed order is sent (using the optimize order flow option) OR (not using optimize order flow) only the first issued order is sent and the other orders are not sent which is very confusing and is not consistent with the way Tradestation works (so converted strategies will no longer work if they use multiple orders per bar and you do not use optimize order flow).

Please allow an option to send multiple orders per bar without summing into one large order. This is very helpful where you want to hide total market order and break an order into multiple chunks that do not show one big sized order to the market.

Hi,

In both MC12 and 11 (the only version I've checked), papertrader will trigger a buy stop when the quoted ask = buy trigger price.

If you test it, you'll quickly see so. When trading live.... that event alone ("quoted ask = buy trigger price.") does not trigger a resting stop. Someone has to trade at the price or worse to trigger the stop.

Currently stops can be triggered with price ever trading at the stops trigger price.

Please change this as it seems very unnecessary to introduce such inaccuracy into testing.

Thanks.

MC12 Optimize order flow has a new major bug that blocks exit stop order submission on bar of entry.




https://www.multicharts.com/discussion/viewtopic.php?t=51602

When pyramiding and executing multiple entry orders with strategy automation the orders are not placed correctly and current contracts within the strategy are incorrect.

However, the order and position tracking window show the correct position of contracts purchased through the orders placed. BUT this is not what shows on the chart and manual orders are placed automatically which further compounds the problem.

A full video with source code and strategy settings can be viewed from the dropbox video link I have made

https://www.dropbox.com/s/6l9tnax77ik3j0d/PYRAMID%20ISSUE.mp4?dl=0

this is a huge problem. Please help!!!!

See Reproduction steps below.

There might be an explanation (exchange rate at trade exit is applied for conversion?), but it is practically wrong and does not serve the purpose of accurate backtesting...

The current, fastest method of moving data series ahead/backwards in time is to use the .csy in the command prompt box at the bottom. This is cumbersome as it requires selecting each data series, one at a time, then selecting the command, and a person has to scroll back to select the next data series to move forward.
It would be very convenient to have a button that is easily customizable to move all data series and the entire chart forward for example 40 days. Then I can analyze results, hit the button, and the entire chart moves forward another 40 days. Another button could move it backwards 40 days. For example, I have a 40-day set of data and I move the entire set 40 days forward with the click of one button. Your updates are appreciated.

I get the feeling that there aren't a lot of traditional chartists using Multicharts, drawing trendlines and such. As if there were, they would have noticed the cumbersome and inefficient use of the RMC menu structures, or lack thereof.

My request is to improve the menu structure when RMC on a particular item. Currently for example, if I draw a trendline, and wish to then extend it to the right, but not as a default, I first have to RMC, then select another menu option, then click another check box. Clearly this is a massive waste and can be improved 100%.

I would ask the MC developers to transfer many of the secondary menu choice items (after a RMC choice is made) to the 1st menu when first RMC.

The ultimate goal is to minimise the number of mouse clicks needed to achieve a task, while at the same time keeping things from getting out of hand with perhaps a menu choice that was too long. But this should not be an issue when we are dealing with the context sensitive nature of RMC. So in my example above, the choice to extend a trendline to the left or right would appear right when I RMC on the trendline. This will bring it into line with say Tradestation and Metastock, which have had this kind of menu structure for over a decade.

I hope this is clear. And when this logic is applied to many other secondary menu choices, I feel a substantial reduction of mouse clicks can easily be achieved.

Live running portfolio trader with @JY position open - @JY cannot be found under Open Positions in he Tracker Window.
all these are on .NET latest 11.0 but suspect 12 is the same, since there was no change with the Portfolio Trader in 12.

PortfolioTrader with PaperTrader - closing a portfolio (that was running live) without canceling positions and re-opening it again with option "use actual position at the broker" closed my broker positions entirely.
Not happening all the time, but ... it does happen from time to time.

PortfolioTrader with PaperTrader accounts: although PositionClose Date is in the Past, position is Open in PerformanceReport and Sync with Broker Positions doesn't happen.

Altough strategy has run live, closed old positions in the Broker account (PaperTrader D) and opened 2 other positions, PortfolioTrader got stuck with the two old positions such as:

1) Choosing "Use Actual Positions at the Broker" will open PortfolioTrader with the "stuck" old positions, instead of the two Broker open positions.