MultiCharts Project Management Timeline

It is common to make stops a function of market behavior (e.g. volatility, i.e. multiples of atr or std).
However, standard MC strategy stop orders continue to apply a parameter value which was passed the first time such a stop order has been submitted.

This might also be valid for TakeProfit orders.

If this is by design and not a "bug" in the current MC, than pls re-classify into a feature request.

Hello, there are already a lot of suggestions for extensions for various chart types. I think it would be most flexible if you could offer a script function (similar to Custom Fitness function calculation) with which you can program your own chart type. Thanks. The function should be able to work with tick data. If necessary, the resolution can be selected in advance. Would then also be possible by script.

Discussion topic: (https://www.multicharts.com/discussion/viewtopic.php?f=1&t=51479&p=129567#p129567 "Discussion topic")

Thanks. Regards, sw.

I use the gan fan with only the 1x1 data showing as a quick way to get an extended trend line. I only use an extended trend line in the RSI to get a notice when the RSI touches or crosses over a specific level. (tested on every tick). The gan fan does not give a signal in the RSI sub chart. It would be very useful if it did. I have not tried the actual trend line in the RSI yet.

A Shortcut to extend trend line right would be handy.

similar ideas:

if current streak of losers gets close / beyond the historical longest string of losers.

These could also be accompanied by a text specifying the time-frame when last "spotted" similar event happened.


Idea is to get signals of when a strategy starts deteriorating to the point where it has to be parked off, or to spot over-fitted strategies.

At this forum link [https://www.multicharts.com/discussion/viewtopic.php?f=1&t=51288&p=129534#p129534](https://www.multicharts.com/discussion/viewtopic.php?f=1&t=51288&p=129534#p129534)
you can find all the details.

Matrix Optimization Report - Apply should apply the different input values for each time-interval to give accurate WF performance, and should specify next OS stop

Matrix Optimization Report - Save/Open function, just like the simple Optimization Report

Using a trendline, currently you calculate the price difference, bar count and time.

For futures traders, it would be very helpfull to get information also about the **number of ticks** and the **dollar value** between two points on a chart.

Thank you.

Hi,

could you please add an option in the status line of a chart window, thats makes it able to see what futures contract currently mapped to the symbol in Symbol Manager settings.

Thank you.

This could be a button / check-box as part of the optimization settings, where should a user choose to, it should:

1) Take a parameters combination pair and set that as static vars / set inputs within a (the same) strategy.
2) Convert each parameters pair into its own strategy as part of a Portfolio Trader config file.
3) Output should be a Portfolio with N (N = total nr. of parameter combinations or backtest loops) similar strategies that would only have different the input param values.

Thanks

Hi
This is a really useful and neat tool that i think would be a fantastic addition to MC and that would fundamentally improve it's functionality, making it's use more productive for many. Other platforms have it, and i know just how useful it is.

It is a small tool that quickly allows you to measure the differences between two points on a chart, be that for example two lows or a low to a high. When in a chart, if you were to click and hold the left mouse button on the part of the bar (call that the anchor point) you are interested in (either O,H,L,C) then move your cursor to the next point you are interested in (say the close of a bar 5 days later), the tool would continuously draw a dotted line between the anchor point and wherever your mouse cursor is. A small pop up window (like the one that appears when you left click and release), which would show you the start date/time and end date/time, the number of bars included in that range, and the change in price and all plotted indicators over that period of time.

Please seriously consider it. I presume you could re-purpose the data box that currently pops up with the left click and release.

Looking forward to your consideration and reply.
Thanks
Syn

Sending back (in the visual order) some indicators makes the feature "Track Time and Price" to stop working.

Dear programmers,
Performance reports of back tests over long time series take an enormous amount of time when saving to an Excel file. Please expand the storage option: practical would be to be able to save HTML and/or PDF. Thanks. Regards.

Multicharts should have have hot lists like tradestation for all exchange that InteractiveBroker offers.

https://www.tradestation.com/university/video/using-hot-lists-to-filter-stocks-and-options/

https://www.tradestation.com/university/video/learning-tradestation-lesson-8-filtering-the-universe-of-symbols-using-hot-lists-and-scanner/

When optimizing across a portfolio, it is often needed to select a subset of instruments from a broader leaded portfolio list.
Deleting them manually and having to add again on the next iteration is time-consuming and inconvenient.
PT should provide a way to "check-mark" instruments to be included for the calculation, either in a Portfolio Tree(like it is now with signals), or suppress/un-suppress in the Instrument list panel.

Hi Team
I think this would be a very popular idea. And one that should be relatively simple for you to introduce.

It's the ability to colour the extension of the tline differently from the tline itself. It has two benefits.
1. You can clearly see the difference between a) actual tline and b) it's extension (suggested use in future).
2. You can colour the extension (which is usually seen as less important) in a duller colour, thus making your chart MUCH less busy, while stopping the extensions (which can be a useful reference), being very bold and given as much import as the tline itself.

So having this ability means clearer, cleaner charts and being able to see what is important quickly and easily.

Hopefully others will see the benefit too.
I look forward to your response.
Chris

Webank (Italian Broker) allow to place INTRADAY margin orders ( trades must be close within the day) on futures with a LOWER margin requiremente than regular margin.

EXAMPLE: To buy a MiniDax the regular margin is 4500 Euro but if you buy it as an INTRADAY MARGIN order the margin required is just 1000 euro.

If for example in my account I have 2000 euro actually with Multichart everytime I try to send an order I receive the "insufficient liquidity" error and the order is rejected.
I talked with Webank and they suggested to verify if multichart are sending the correct type of order and indeed I discovered this issue.

**It should be a really easy fix because the only thing needed from MC programmer is to change some parameteres for the order string.**

I'm not sure how many MC users are actually using WEBANK but it would be a really appreciated feature because it's really hard to run 2 or 3 strategies on a simple minidax (that woud require more than 12k euros of margin) so imagine how it could be on the big DAX future....

As stated, more details is better so :

If you look at the T3 OPEN manual (T3 Open is the software from webank that connect to MC) you can see that the from the push flow of data (for example for EUREX) they have the keyword / parameter

"**cred_cassa_cd_eurex**" wich is the INITIAL MARGIN REQUIRED for the Eurex instruments

and then they have the

"**cred_cassa_marg_cd_eurex**" that is the INTRADAY MARGIN CREDIT for the EUREX instrument.

I think that this PARAMETER is the only thing that differenciate a normal order from a intraday order... so to solve this issue it would probably require to just use the other parameter to the order string construction.
The T3 OPEN manual is here (https://www.webank.it/wscmn/doc/ret/Manuale_T3_open.pdf )

Sometimes it is useful to give just a set of specific values to search through instead of the hole range, such as:
10, 5, 21, 59, 3, 54.

check attached pic.
hourly bars, bar for 2am on 6th of April: MC shows volume 19704, IQFeed direct data shows volume 214779.
more than that, no bar from the 6th of April session has this volume data.

IQFeed reports 15.00 on ourly data, Multicharts reports 14.00 on a chart - check attached pic

problem is the xlsx file is only 1MB size ... so it's clearly an optimization process issue ... I mean common, Tradestation does it in no time.
It's just an optimization on sections:

1) List of Trades
2) Periodical Analysis

At a very least, it would be GREAT to be able to disable [PeriodicalAnalysis - Daily Section - which is the most time consuming].
While List of Trades can be disabled, in the Periodical Analysis one can either disabled it completely or leave it enabled. There should be an option to enable only the monthly and yearly Periodical Analysis section.

However ... points 1 & 2 above should not take 20 minutes to execute on such a chart ...

Thanks

A common approach in selecting robust parameters is looking at AVERAGE strategy results across a particular 1 or 2 parameters range, i.e. aggregated across all other parameter combinations.
However, currently, both 2D and 3D reports provide analysis FIXING other optimized params at some specific values! (which btw is not obvious for a user!) Making this report highly misleading and not usable.
Please add an option (and make it a default) to aggregate/average results across all other optimized parameters. OR - better - make this an option for each parameter, so that a user can choose for which parameters the results should be aggregated and for which - taken for a fixed value.

check attached

DataSource=TS9.5 - EURUSD -> 1.1.2010-now, minute chart: last day gets requested but never sent to data-server, as seen from the attached log.

while using it w/ 15 Minutes charts w/ data taken from Tradestation 9.5, closing Multicharts gracefully, closing the Editor ok - nonetheless Editor stays in memory.
check the pic

I have several hundred indicators and studies that I keep over several computers. I need a way to ignore those that are the identical when importing them into the Power Language Editor.
It would be extremely useful to add an additional checkbox to the bottom of the PLE import screen to "Ignore Identical". You already have one to compare source code but I have to click though hundreds to find the one with the small difference. The challenge is that when importing former archives, you only want to focus on the differences for comparison. If you do not have the option to ignore identical, then you end up clicking through thousands and accidentally clicking past the ones when you see one with differences. It should be easy to add as you are doing the comparison already by selecting the compare source code.

is possible to restrict the scale price to display the entire graph in a window ?

i can do it narrowing the date scale but it would take a long time if there were many bars ..
My question is: is there a way to do it instantly?




See post : https://www.multicharts.com/discussion/viewtopic.php?p=129252

Please add the historical open interest data by cqg?

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Add BitMEX Exchange

https://www.bitmex.com/

Would be great to get the PNL history saved for all PaperTrader accounts.

playback on 1h chart should have 1h bar step; currently it's just 1min, 10, 50, 100 min. A custom text box to enter NR of Min might be a good solution

Attached an example of a chart on real live trading on PaperTrader, with positions closed visible. Positions History under Position Tracker window is empty.

Thanks

If the market opens at a better price than a working limit price, one always gets filled at the opening price. Always.

Therefore, MC can afford to remove the redundant TIF dropdown in this fill assumption section. As TIF has no effect on limit fill placement vis a vis a backtest. The correct behaviour vis a vis the backtest is that of "DAY" TIF...always.

Currently there is a workaround for this bug: the user merely must select “Day” from the dropdown menu. But it's interesting to note that “GTC” is the default and most users will not be aware the fill placement is therefore wrong by default when defining being filled when “trade price goes beyond limit price by x”.

This is a bug as tested in MC11 (15566) and MC10 (14045) but not in MC9 (10014).

It would be a great addition to MC the implementation of the possibility to schedule Export of *.qmd files of specific instruments or the whole Quote Manager, in addition to the ASCII Export Sheduler.

Another interesting feature would be to implement the possibility of schedule Exports of all (or some) symbols related to one or more Symbol Roots, both in *.qmd and ASCII.

It would be a great addition to MC the implementation of the possibility to import multiple ASCII files at the same time.

Suppose that you use the ASCII Export Scheduler: all those exported ASCII files have currently to be imported one by one, should you need it for any reason.

Just take it under consideration.

It would be a great addition to MC the implementation of the possibility to place Built-in entry orders strategy from PL code. With "Built-in entry orders strategy" I mean the strategies applicable from a chart or a DOM window: "Breakout Up/Fade Strategy", "Breakout Down/Fade Strategy", "Fade Strategy" and so on.

Let's assume we are trading Crude Oil futures contracts; an example might be:

SetBreakoutUpEntry("Entry Name", Number_of_Contracts, Lower_Limit, Breakout);

Practically:

SetBreakoutUpEntry("Long Entry", 2, 70, 70.20);


Similarly for a Breakdown Strategy:

SetBreakoutDownEntry("Entry Name", Number_of_Contracts, Upper_Limit, Breakdown);

Practically:

SetBreakoutDownEntry("Short Entry", 2, 70.20, 70);

This will allow separating MM algos/signals from the core signal logic also in MC, will simplify code, etc.
Yes, it is possible to vary position size in PT MM signals, but this does not cover quite a number of use cases.
E.g. when dynamic sizing algos are different by strategy/instrument and/or there are several and unequal number of them per strategy.

PL functions SetTradeSize(), SetMaxPosSize(), SetMaxEntries() will make coding so much easier!