Optimize at workspace level: execute an optimization session for each chart - but from one go. Develop an optimization dialog that asks param values for each chart, and then "serializes" optimization for each chart. At the end of the last chart's optimization session, aggregate stat results across all the charts.

pretty much always reproducible.
steps:

1) deleted BTCUSDT from Binance.US
2) tried to add the symbol again under Binance.US, without having no Binance.US data connection configured.

Looks like an exception is not properly implemented.

If you check the below:

https://ibb.co/MPFPW8n

you can see two BTCUSDT available under exchange = Binance.
Nonetheless, QuoteManager (latest patch/version) - shows only one BTCUSDT instrument.

Nothing fancy on this setup, all default values.

take a look at the pic:

https://ibb.co/dKD5PgY

BPV shows 0 while it should be 0.1

Good morning, I have just discovered that I cannot draw freehand on the charts, this is a real limitation compared to other less valuable platforms. Are you thinking of doing this upgrade? Thank you

Looks like there is a use-case to have "None" in the list, as I was instructed by Support to do it, nonetheless, "None" is not in the list:
https://ibb.co/fXPCRv7

The Master Strategy feature allows to apply multiple layers of Stops and Targets in manual trading. It's a nicely structures feature. But in the reality of active trading, there is a dynamic Stop and Target management which brings me to the point that it's actually not possible to distinguish which Stop Order belongs to which Target Order. If that gets messed up, it disrupts the workflow a lot. It's especially confusing when you have to handle a large number of trades every day. A bit frustrating.

My suggestion would be something like a little Tag next to the Stop and Target Orders. Something like a number maybe. Order pair 1,2,3,... for example.

All modern IDE have the ability to create a "block" of code and the collapse or expand it. Thereby allowing users to hide sections of code while focusing on the section of concern.

Perhaps the best solution is to take a modern editor and adapt it to MC, versus improving the existing editor, as it seems circa 1994.

Hello,
I wanted to suggest a new feature for MC assuming there is no existing workaround yet.

Problem:
Order and Position Tracker contains crucial information for the live strategies' monitoring. At the moment the only way to check the strategies is to login and manually observe the status - for example whether the positions are correctly aligned between MC and the broker or if there any issues with the recent orders. To my knowledge currently there is no means to automate this monitoring other than integrating some code into strategies (in EL, producing direct notification or creating a log file).

Suggested feature:
A lightweight REST API server (listening on a local port) providing a read-only (pull) access to Order and Position Tracker information (returned in JSON).

Use case:
Such an API would facilitate development of various tools, like mobile webapps (served by locally deployed http server); robots to regularly monitor positions' alignment; ...to check the stop-loses are properly set, etc. ...allowing notifications in case of discrepancies (Telegram/email/etc.)

Many Thanks for considering this feature (even when implemented differently).

Binance Spot exchange is missing USDT, while popular pairs are USDT based. Strategy Properties is missing USDT, while Broker Profile is set in USDT and is missing entirely USD. ProfitTarget/StopLoss keywords don't work.

Hi,
Would be great to have "Percent of Equity" also under Chart-> Strategy Properties. Currently, this is only under Portfolio Trader.

TradeStation as a broker

Setup:

1) Any symbol on a daily chart, with a strategy that is long on current bar
2) Click on Automate Order Execution. This triggers strategy "to go flat" (i.e., all historical and current long positions disappear)
3) Even though you have "Assign Initial Mk Position to Strategy" = "Always show dialog window", when this dialog window appear, you get "From Chart" = Flat. This is not true, as the strategy is long on current bar ... "From Chart" should show "Long", on the entry price from the current long position the Strategy would show in non - Automate Order execution state.

Perfect data feed has the following characteristics:
1. The data is accurate and reliable.
2. Download historical data quickly, Low latency for real-time data.
3. The time range of the historical M1, tick data shall be as long as possible.
4. Level one and level two data are supported. It is better if support MBO data of CME
5. The subscription fee is reasonable and has a high cost performance.
6. Offer back-adjusted continuous contract by difference(ratio)
7. Provide clear rollover rules and rollover calendar for every symbol
and so on.
I have used Tradestation, Rithmic, IQfeed, It is always unsatisfactory in some aspects. I recommend a Denali feed which be used in Sierra Charts now. As far as I know, SC bought it from another financial technology company. In my experience with SC. Denali feed is great. Please support Denali and Teton order routing too

When Multicharts sends an order to the TWS or IB Gateway, it includes, in the OrderRef. field, a long string with different information related to the order.

In order to link orders in Interactive Brokers trades statements to orders sent from a particular strategy in Multicharts, it would greatly help users, if there the name of the strategy or signal in Multicharts that generated the order was included in the "Order Ref" field already being sent with the orders.

After updating to MultiCharts64 Version 15.0 Release (Build 26125)
When I change the Recipients' email addresses in email setting , it doesnt save and will change to the sender's email address.
Have try on 2 pc, same multicharts version, same problem.
It works before the update, but i didnt mark which version i updated from.

https://www.multicharts.com/discussion/viewtopic.php?t=53859 There is a problem, as described in the forum post, that future days in the future are missing from the timeline. This would be e.g. Important for being able to project future forecasts on the chart

I'm not sure why but the change bars are never the same when using different intervals.

I went down in size to check and even on the 1 and 2 size bar the same thing happens so I'm not really sure why this would happen.

See in attachment how the bars close at different times I'm using a 100 change chart on top with 200 on the bottom, you can see the gaps between the bars in the top chart that are created from the bottom chart closing at different times (and also the close prices are not aligned).



[Please see the screenshot.](https://drive.google.com/file/d/1xxRG0XNQoz3G205XTViv_vheQxB5znXU/view?usp=sharing)

As of now to use range bars it requires tick data and unlike other bars it doesn't have an option to use a minute resolution OHLC like available for Renko or Point Original.


I'm referring to the range bars that are under regular/points.

Assume you have a Workspace with 10 charts, each with a strategy, and each with a performance report.
Since some features are available on charts only, it would be useful to have a Performance Report specific to the full Workspace, that would be the sum of all the individual charts performance reports.

there should be a function to return a ticker's total % contribution (for an open position) to the total Portfolio Value.

ForcePositionValue() could have:
- a positive dollar amount value => force a ticker into a LONG position worth of $ given Value. If Ticker.Price > Value, then no entry is taken. Otherwise, round it up/down to nearest number of contracts.
- a negative value => similarly, but for shorts.

1) copy paste a chart within a workspace - unlimited benefits, especially when you might have tens or more charts within a workspace.
2) copy paste a workspace within a desktop (secondary importance)

Margin is a good field to have for a futures contract, as it can change dramatically one day to another, depending on volatility.
An API / function to get the margin of a contract should be good to have.

Think about this: You do advanced playback ... right after you deliver real live trading with self/auto-optimization ... without any connection between the two features. This is like showing an ice cream to a 4 years old and never hand it over ...

Would be great to have the advanced playback run with live trading (that would have the self-optimization feature available).

gains are obvious ...
more and more vendors out there push such processing intensive jobs in GPU for faster / more parallel processing.

Grab any 500 symbols on a 10 years daily bars under a Portfolio Trader.
Stick a 3-moving average system and start a genetic optimization w/ ~30K simulations (brute force optimization would yield ~300K optimizations).
It's been running for 8h. I pressed cancel 6h ago, and it still carries on:
https://ibb.co/Pj342z2
And it won't stop by its own if pressing cancel even if you leave it running for a full day. Behavior is consistent and repetitive, reboot is the only workaround.

there is option for minute, hour, daily, session. Would be great to have weekly and monthly, as well as the option to trigger this from the code.

At the moment ascii data has to have DOHLC fields in order to be importable. Especially economic data (CPI, Unemplyment rate, ...) has only DC fields. In order to import/chart such kind of data one has to make a workaround and create a DOHLC data series out of the original DC data series. Not very convinient.

Look at pic below of a chart with more than 16 tickers (total of 30 tickers on a 10 min bar chart):

https://ibb.co/SXQF3ww

First, the UI doesn't do justice to the remaining of the tickers (beyond 16).
Second, it is quite slow, and a playback takes 5-10 minutes to actually load to the playback stage. (It is fairly unusable, for most users).

Would be great, especially when having 20 symbols on a chart, to set settings (such as time sampling interval: 60min/1day/etc., start-end date, etc.) not only for the ticker in question, but also for all the other tickers on that chart.

Add 500+ helper symbols on a chart - this would help with using features present on a chart that are not present in a Portfolio Trader (such as all the new 15.0 release features).
Obviously, adding such a list of sub-symbls on a chart woud need to be done through uploading a csv file, similarly to how it is possible in a Portfolio Trader.

Perhaps this is what was intended, so it's not a bug, per se, but the behavior is **completely unexpected**.

I created a simple testing Signal, where a Ctrl-Left Click of the mouse on a row in the Custom Mouse Click Area would execute an order to sell half of the current contracts in position at the broker. What I expected to happen was when I performed a click on a row in the Custom Mouse Click Area, the Signal would execute the order for THAT ONE SYMBOL ONLY in the row that was clicked.

What is happening is the Signal is executed for EVERY symbol in the Strategy. If there are multiple Strategies (with unique symbols - no symbol is duplicated between Strategies) that use the same Signal, it performs the same behavior across the Strategies. If the Signal status is off in another Strategy, then the action is performed only on the active (status: on) Signals.

I hope this is a bug and not what was intended. If it is working the way it was intended, then **you've created an action that runs counter to the existing actions**. For example, if I click on Pause/Resume or Close Position, __that action is performed for that row__, not the entire Strategy. If I want to Pause All or Close All, a right-click brings up those actions in a pop-up menu. If I wanted to perform the custom click action across all symbols, then I should have to right-click to choose that action in the pop-up menu.

Thank you for your attention to this matter.

This is especially useful when doing Forward performance testing ... and one wants to quickly sort and have as top rows - just open positions (with Positions != from Flat), or by Net-Profit, etc.

Please can we add support for exchange traded spreads via Trading Technologies 2020 broker.

Thank you.

Having a for the SAME instrument (1 ticker, under 1 portfolio strategy, with PositionLimits=Allow-up-to-65000 regardless of who submits it):

longEOrder = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy));

you may submit .Send() multiple times - with or without the same label, with or without the same lots-size.

But essentially, all the above submissions add up to the SAME position for ticker X ... you can pull with CurrentPosition.Value.

When you submit a sell defined as:

longXOrder = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Sell));

with a simple: longXOrder.Send(oNameSort, 15);

you expect CurrentPosition.Value to be deducted with 15. Instead, what happens is - every long submission (every long .SEND() command sent from longEOrder ) is deducted with 15.