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MultiCharts Project Management

MultiCharts Project Management Timeline

January 16, 2018
bug_report_tiny.png 07:25  Bug report MC-2396 - Partially Filled Orders Replacement - Strange behaviour in MC11 15566
Will (wilkinsw) : Issue created
https://www.multicharts.com/discussion/viewtopic.php?f=1&t=51197&p=128077#p128077


Partfills are typically getting immediately cancelled (this is without the convert to market option turned on).
January 12, 2018
feature_request_tiny.png 23:00  Feature request MC-2395 - Minute data (having source TradeStation) takes ages to load up (even when set to save upon download in QuoteManager)
andb (andb) : Issue created
Do the following:

Open a 15 minute @GC chart in Tradestation
Open exactly the same chart in Multicharts after Tradestation finished downloading its data.

Observation:

In TS, such a chart would load under 20 seconds - you could see download speed of 3-7Mbps.
In Multicharts this will take ages - and I mean 5 - 10 minutes. Just for one symbol. Imagine how it is with 5 or more symbols in a Portfolio Trader session ... plainly unbearable.

Thanks
January 11, 2018
feature_request_tiny.png 05:40  Feature request MC-2394 - Update performance window of a chart (with a strategy applied on it) once we switch to another chart (Tradestation style)
andb (andb) : Issue created
This is a very nice TS feature that I find is missing from Multicharts ....
When having multiple charts with strategies applied on, when browsing through those charts, it would be ideal to get the Performance View Windows getting updated with the data of chart window with latest focus.
This way, one can browse through a series of charts just glancing through their PNL or any other related graph.
January 08, 2018
feature_request_tiny.png 10:11  Feature request MC-2393 - SESSION TEMPLATES INCORPORATES SECONDS
avera33 (avera) : Issue created

In a market that increasingly demands greater speed in decision-making, creating sessions is a tool that can be very useful, in the high-speed ttrading, this small modification could make users develop new alternatives for their trades. Currently the sessions can be created in HH: MM. It could be very useful and interesting if you could create in HH: MM: SS which would allow you to take advantage of seconds to make decisions.


Adding Session Templates
Open QuoteManager window
see how
On the Tools menu, click Session Templates, or click the Session Templates QM SessionTemplate.png icon on the toolbar.
Click Add.
Enter the Description (up to 50 characters long).
Select Session Time. This option indicates the time used for setting sessions.
Use the Add/Delete buttons to add or delete sessions.

https://www.multicharts.com/trading-software/index.php/Setting_Custom_Session_Templates
January 05, 2018
feature_request_tiny.png 11:54  Feature request MC-2392 - rolling values for performance ratios such as: sharpe, calmar or profit-factor or return/dradown
andb (andb) : Issue created
Would be great to be able to get such performance values from within a bar while executing a backtest.
Things like:

sharpe,
calmar or
profit-factor or
return/dradown

and their time-variation could provide helpful info for a strategy.
feature_request_tiny.png 11:47  Feature request MC-2391 - whenever optimization occurs, please disable "print" commands. Leaving them active will crash the PowerLanguage Editor.
andb (andb) : Issue created
And the Editor needs to be killed from memory ...
bug_report_tiny.png 09:08  Bug report MC-2390 - documentation bug: https://www.multicharts.com/trading-software/index.php/PMM_Keywords does NOT contain all PMM(S) functions
andb (andb) : Issue created
for example,

1) the link:

https://www.multicharts.com/trading-software/index.php/PMM_Keywords

does not contain pmms_strategy_allow_short/long_entries

2) The keyword reference file:

https://www.multicharts.com/trading-software/images/c/c6/PowerLanguage_Keyword_Reference.pdf

does not contain a definition of Sort2DArray ...
feature_request_tiny.png 06:33  Feature request MC-2389 - portfolio trader - performance report - break down performance also per broker account, when multiple strategies defined under portfolio tree
andb (andb) : Issue created
Assume one has 3 strategies under portfolio manager, each using a different broker account.
Currently it is impossible to see the pnl evolution experienced by each broker account - this would be a very useful feature in certain circumstances.
feature_request_tiny.png 06:31  Feature request MC-2388 - portfolio trader - add strategy/signal name into a trade's details within Trade Analysis of a portfolio performance report
andb (andb) : Issue created
Say you have a symbol placed within multiple strategies under portfolio trader.
You only get a "list of trades" in a performance report.
It would be very useful to know what strategy issued that trade for a given symbol.

thanks
January 04, 2018
feature_request_tiny.png 01:43  Feature request MC-2387 - Better Renko / Upgrade Flex Renko
zzzipline (zzzipline) : Issue created
Flexrenko does not have the “fixed-price” option available to select -- only points and percentage. As a result, the open and close values in the data window are not the full box size value as expected. I’m getting ranges such as .35 that vary per bar when the box size is set to 1 point. 
December 27, 2017
feature_request_tiny.png 07:53  Feature request MC-2386 - report backtest performance also in terms of Van Tharp's R multiples (risk, profit, etc)
andb (andb) : Issue created
Would be great to have a system performance description in R multiples according to Van Tharp's Definite Guide to Position Sizing work.
December 20, 2017
feature_request_tiny.png 09:27  Feature request MC-2385 - when unable to draw "Ask Traded vs Bid Traded" Cumulative Delta chart, display a warning message
leon (gztanwei) : Issue created
In a support query, Svetlana advised that on a "Ask Traded vs Bid Traded" Cumulative Delta chart, when "there is no Ask/Bid data in the database, “Ask Traded vs Bid Traded” algorithm shall be switched to "Up Tick vs Down Tick"."
I found this a very risky problem because "Ask Traded vs Bid Traded" and "Up Tick vs Down Tick" are two very different methods to draw CD chart, and they deliver different information to traders.

So my request is that: if the program falls back to "Up Tick vs Down Tick" method to draw the CD chart because necessary bid/ask data was not available, -> display a warning message of this behavior, so that user can handle accordingly.


> Hello, Leon,
If there is no Ask/Bid data in the database, “Ask Traded vs Bid Traded” algorithm shall be switched to "Up Tick vs Down Tick".
But some data feeds including GAIN capital, the data feed you use, provide data with tick statuses (Ask Traded vs Bid Traded). It means, in your case “Ask Traded vs Bid Traded” algorithm is executed without Ask/Bid data in the database.

In case you have any questions-feel free to ask our support team.

Contact me for a special price for MultiCharts License!

Best Regards,
Svetlana Chunosova
Customer Care Specialist
1-888-340-6572
schunosova@multicharts.com
6:30 am - 2 pm EST
Follow us on Twitter, Facebook, LinkedIn, and our Traders’ Blog
December 16, 2017
bug_report_tiny.png 02:26  Bug report MC-2384 - Portfolio Performance Report - incorrect trade date when export to OpenOffice format in List of Trades list
Andrej (Andrej) : Issue created
Hi Multicharts Support Team,

when I open Portfolio Performance Report (in Portfolio Trader) at the end of my trading day (22:15 CET) and export all to OpenOffice format then all data in Date/Time column in List of Trades is OK, but when I export the same report next day morning (for ex. 9:00 CET but before a new trading session which starts for me at 15:30 CET) and export all to OpenOffice format then in Date/Time column of List of Trades is date of actual day and not the day before when all trades executes. So when I compare the same reports but one generated the day before (the day of trading) and next day, the date/time trades are not the same and difference is 1 day.

Note:
When I open Portfolio Performance report (from Portfolio Trader) the day before and next day, data in the report is the same, difference is in exported files only.
December 14, 2017
feature_request_tiny.png 07:11  Feature request MC-2383 - Add shortcut key for "Reload - 1 day back".
WZero (wzero) : Issue created
Currently only "Reload all Data" has a shortcut key associated. Reload All Data could be too much data to load, slow. I hope there is a shortcut for "Reload - 1 day back".
December 06, 2017
feature_request_tiny.png 11:36  Feature request MC-2382 - Saving data portfolio trader after shutdown
buffetuoren (buffetuoren) : Issue created
Good day! I would like to see in the package of improvements the following functionality: portfolio trader today does not save any data of trading after the shutdown, however, it would be very proper to have the ability to save accumulated data from auto trading even turning off the portfolio of the trader. To the stored parameters
November 30, 2017
feature_request_tiny.png 20:19  Feature request MC-2381 - Chart Printing all lines black.
bowlesj3 (bowlesj3bt) : Issue created
For those of us who don't use colour cartridges in our printers since we never need them it would be nice if there was a feature to have all chart printing lines printed in black. This would include price bars, bollinger bands, RSI, %R, moving averages, etc. Unfortunately my printer's gray scale setup setting does not seem to work for all colours that MultiCharts uses and this renders the chart printing useless for me.
November 29, 2017
feature_request_tiny.png 13:06  Feature request MC-2380 - User-defined/created themes for scanners and order and position tracker windows
Retest (Retest) : Issue created
I find the available themes aren't very friendly to the eye--either there's too much contrast or not enough. Why not give the user the ability to control the style properties like you've done with the charts? Thanks.
November 27, 2017
feature_request_tiny.png 09:10  Feature request MC-2379 - Bitfinex Exchange of Bitcoin
bomberone1 (bomberone1) : Issue created
Please add the connection to Bitfinex.

https://www.bitfinex.com/

Bitfinex is the world's largest and most advanced bitcoin exchange that offers the most liquid order book in the world with all type of order like regolar exchange and professional API to connect all 3ed trading platform already created for trading futures,stocks,forex,etc.. in regulated markets (CME;EUREX,LME,etc...) with minimal slippage.

PRO

1. IT's designed like regulated markets (CME;EUREX,LME,..) to have the same experience to trade in regulated markets.

2.Bitfinex allows for users to trade with up to 3.3x leverage.

3.The margin funding market provides a way to earn interest on Euro, US Dollar, Bitcoin, Bcash, Ethereum, Iota, Litecoin, EOS, NEO, Dash, Zcash, Ethereum Classic, Monero, Sentiment, Ripple, OmiseGO, ETP, and Eidoo.

4.Order Types
Limit, Market, Stop, Trailing Stop, Fill or Kill, Iceberg Orders, One Cancels Other (OCO), Post Only, Hidden Order, TWAP

5. API
Bitfinex's API is designed to offer an easy and efficient way to build digital asset trading applications and tools: create your own charts, monitor and edit your orders and positions, track your trading history and wallets movements. Discover all the possibilities.

https://docs.bitfinex.com/docs
https://docs.bitfinex.com/docs/open-source-libraries
https://docs.bitfinex.com/docs/api-access

November 26, 2017
bug_report_tiny.png 05:03  Bug report MC-2378 - Backtest and live trading is not consistent
Ettienne (et1hugo) : Issue created
Hi guys

There seems to be a difference between automated trading and the back test engine in terms of the messages passed to the strategy regarding orders being filled/cancelled/rejected. The Environment.CalcReason seems to always reflect Default in back testing with all the options checked in the Strategy Properties under "Recalculate on Broker Events". Additionally, none of the "OnBroker****" methods are fired either. While the manual does point out this distinction on p. 65 it not quite clear why that is the case and why the developer should be burdened with two different execution paths in a strategy to handle this discrepancy, one for back testing and another for live trading.

The back test engine should simulate the broker as best possible and as such should raise these events irrespective of whether the strategy is running in a back test or live. I believe this is also an issue with the TradeManager API and OCO orders looking at other issues logged. It would be good to smooth out these issues in order to bring the back test more in line with what would happen in a live trading scenario. This obviously also applies for the portfolio back testing. Thank you in advance for feedback.

Kind regards
Ettienne
November 20, 2017
feature_request_tiny.png 08:59  Feature request MC-2377 - Allow Position Execution and Order Generation to use Chart Data vs Broker Data
Scott (ascottwalls) : Issue created
Currently
November 07, 2017
bug_report_tiny.png 10:44  Bug report MC-2376 - xxx Bars Back Setting for Data Range loads appr. 3 months of data only
Zheka (Zheka) : Issue created
When selecting xxx Bars Back option in Instrument settings for a chart or in PT, MC loads only appr. 3 months of data.
November 03, 2017
bug_report_tiny.png 17:30  Bug report MC-2375 - Portfolio Trader with 2 oposing strategies running on same instrument with same timeframe & history, on same broker: PNL graph looks surprisingly incorrect: instead of one line, there are two taking totally different paths
andb (andb) : Issue created


When applying two opposite signals in their own separate Strategies but on same symbol within a portfolio trader session, one would expect that when a backtest is run, the two completely oposing PNL Shapes would cancel eachother and result in a completely FLAT Aggregated PNL Line ... well, that's not the case: Aggregated PNL Line has actually two separated High & Low (green & red) lines ... which make little sense ... there should be a flat zero line.
bug_report_tiny.png 14:04  Bug report MC-2374 - not an issue. simple to type-over in blue. everyone else probably knows that already! :-)
waves (waves) : Issue created
format window > back space to clear pixels value with intent of entering new value. MC locks up. easy to simply type-over in blue. everyone else probably knows that already. nevertheless, the penalty for unnecessary backspacing seems too severe! :-)
November 02, 2017
bug_report_tiny.png 16:59  Bug report MC-2373 - Multicharts.NET latest: using System.Windows.Forms.DataVisualization.Charting; fails in PowerLanguage Editor but compilation succeeds in Visual Studio
andb (andb) : Issue created
I was surprised to see a situation (as in the attached) where I can Build successfully the solution in VStudio but it errors out in PowerLanguage.NET Editor ... this is a bit strange, usually the two are consistent in the errors they output.
October 30, 2017
feature_request_tiny.png 19:00  Feature request MC-2372 - Customizable MaxBarsBack for Data1, Data2,... to facilitate integration of Weekly Indicators such as COT in data2,... with Daily Data1
JoeTrader (gboulay) : Issue created
Hi,

I currently use IQFeed to get data and they provide data for the Commitment of Traders (COT) from September 2007 forward which segments you can insert as instruments in data2, data3 and so forth. It is a weekly data. I also use a strategy (signal) based on daily bars with a 500 maxbarsback requirement to compute correctly. However, I am not able to insert a weekly indicator such as the COT in the signal because the computation of the indicator, either embedded or through a function, in the script of the signal creates a maxbarsback of 500 WEEKS which renders the strategy by itself and the indicator unusable, even without coding the COT indicator as a condition, but just by triggering the computation of this weekly indicator in the signal.

I was told to use or create a globalvariable dll to compute the indicator outside of the signal, but this is not supported by Multicharts, is not in easylanguage and would not work with MC Portfolio Trader, such that this is not a useful fix for the situation. From what I heard, Tradestation supplies easy access to the COT and allows easy integration within a strategy.

So, a fix for this would be appreciated, maybe simply but allowing the maxbarsback setup to be customized based on the various data1, data2 and so forth required for the signal. In order to work, I need 500 data1 bars and only some 15 weekly data2, data3,... bars.

Thank you for your consideration of this feature request.

I tried the fix suggested below in comments(1) and it doesn't resolve the issues described above with the signal.

October 29, 2017
feature_request_tiny.png 10:14  Feature request MC-2371 - Add Python to the MC.Net usable languages. Python is the new hot language in finance
LomiK (lomik) : Issue created
MC.Net should give users the ability to use python to create strategies. There should be the same premade script in Python as they have in C# and VB. Everyone is starting to use Python. Quantopedia has a free platform that uses Python. MC.Net needs to stay current with the times.
feature_request_tiny.png 05:48  Feature request MC-2370 - Non-linear x-axis labels for tick charts + more time formatting options
picklerick (picklerick) : Issue created
For tick charts, it would be great to have non-linear x-axis labels & vertical markers. For example, check the prorealtime chart below.

Secondly, it would be great to have more flexibility with the time format. The hide milliseconds option is great, but I would also like to hide seconds. Less is more sometimes :) Another detail that prorealtime has, is bold text on each new hour label. These little tweaks make the chart so much easier to read, especially for a scalper.

Please let me know if you require any further detail.

![time](https://imgur.com/a/veIbz "non-linear x-axis labels")
October 27, 2017
bug_report_tiny.png 08:16  Bug report MC-2369 - Errors in position handling on OandA account
Ettienne (et1hugo) : Issue created
Hi guys

I've tested a few scenario's in adopting the position at the broker for a set of instruments using an OandA account and picked up some issues. The first issue is adopting the initial position and the second is that MC does not correctly close an adopted position. I've used a demo (fxPractice) account to test these issues that have the standard "Primary account" and then a "Multicharts account" sub-account defined on the broker side.

First issue - Adopting initial positions: All the strategies are configured to trade on the "Multicharts account" sub-account and I've tried to both assign positions manually using the "Initial Market Positions" dialogue and just automatic adoption without the "Initial Market Position" dialogue, neither work if you have access allowed to **both** the "Primary account" and "Mutlicharts account" when you authenticate/login at the broker. It should not matter whether I have access granted to both accounts, the selected account in the "Autotrading" properties should dictate which positions are adopted and which are not. Positions are correctly adopted when only the "Mutlicharts account" sub-account is selected for allowed access at authentication. As a final note, the open position is on the "Multicharts account" and not the "Primary account" the primary account is flat so I think the error is caused by MC getting confused between the positions retrieved for the "Primary account" and the "Multicharts account" and even though it's instructed to trade/adopt positions in the "Multicharts account" it does not do so correctly.

Second issue - Closing a position does not work: Once a position is open whether it is a strategy position or an adopted position you have the option to close the position on the "Orders and Position Tracker->Positions" tab. When you right click and select to close the position, the position would disappear on that specific tab but when you go to the "Portfolio Real-time Auto Trading" tab you'll see that the position is still there. Additionally, I check the position using the OandA app on my phone and it was still there, it was not closed.

Third issue - Autotrading and data selection: Depending on your selection of the "Data Range" on the "Data" tab in portfolio trader, when you enter autotrading mode, portfolio trader would not submit trades if the "Data Range" selection is not set to the first option. If you've been back testing using some historical data range and then enter autotrading mode if you have not selected the first option, e.g. "500 Bars back/Days back from <CURRENT DATE>" you would not get any trades submitted. I think that irrespective of your "Data Range" selection when you enter autotrading mode (or forward testing for that matter) the current date and latest data should always be used, the "Data Range" selection becomes irrelevant.

Thank you in advance for looking into these issues.

Kind regards
Ettienne Hugo
October 26, 2017
feature_request_tiny.png 20:16  Feature request MC-2368 - Additional preferences under currency conversion server tab
Ettienne (et1hugo) : Issue created
Hi guys

Please introduce a way to configure the currency conversion server used on the preferences tab for "Currency Conversion Server" to point to a local defined data source. Currently there's only a number of servers on the GUI and I'm still running into issues with the default/MCFX server disconnecting from time to time. I've found this post on the discussion board related to this to reconfigure the default server, I have not tried it yet, while it's a good workaround it would be a nice feature to have this flexibility for all users to take the load off your servers:

- Close MultiCharts and all its applications.
- Make sure that all the processes are over.
- Run Registry on your machine.
- Navigate to HKEY_CURRENT_USER\Software\TS Support\*MultiCharts that you’re using*\CurrencyConverter\SymbolsMCFX_2
- You will notice the folders named “Item_0”, “Item_1”, “Item_2”, “Item_3”, etc. Each folder determines a Forex pair. Open the very top folder and go to Second folder.
- There are three key values that you need to change: DataFeed, Exchange, SymbolName.
- Double click DataFeed and change PrivateMCFX to the corresponding name of the data source. Here is the list of the data sources *the spelling and spaces are important*: AvaTrade, Barchart.com, eSignal, Dukascopy, FXCM, GAIN Capital, Interactive Brokers, IQFeed, IWBank QuickTrade, LMAX, MB Trading, OANDA, TS.
- Double click Exchange and change it if needed to the exchange that is used by the data feed and where the symbol is trading.
- Change the SymbolName format if necessary. Ex., EUR.USD, EUR/USD.
- Repeat the procedure for all the symbols that you’re using.

Thank you in advance for considering this.

Kind regards
Ettienne Hugo
feature_request_tiny.png 14:31  Feature request MC-2367 - MC and PT: add keywords to allow "phantom"/virtual trades
Zheka (Zheka) : Issue created
Portfolio money management functions (e.g. pmms_strategy_deny_entry() ) not only disallow sending orders to the broker, but also cancel them for a strategy altogether, as if they did not happen - which affects strategy statistics.
But to implement "Equity curve trading" (and in some other cases) such trades should be counted!
And while implementing EqCurve Trading by reducing the size of disregarded orders to 1unit would work in testing, it would be quite inefficient to implement in RT (paying a 2x min.commission for the 1-unit order).

So, please implement an additional keyword for that. An alternative - and simpler solution - would be to allow "negative" trade size for entry orders (and/or for "pmms_strategy_set_entry_contracts ") and treat such orders as "phantom" or virtual with the size of 1, counting them in strategy statistics but not sending to the broker.
October 24, 2017
feature_request_tiny.png 17:27  Feature request MC-2366 - Save performance report with portfolio
Ettienne (et1hugo) : Issue created
Please add the capability to save the performance report with a portfolio when you close/restart portfolio trader. This would especially be helpful when performing forward testing or trading a demo account to have some continuation in the performance report between restarts of portfolio trader.
feature_request_tiny.png 11:17  Feature request MC-2365 - Portfolio Trader: show milliseconds in Order&Position Tracker and Logs
Zheka (Zheka) : Issue created
Date/ Time fields in OPT in MC shows milliseconds, but not in Portfolio Trader.

Please add the same functionality to PT, either by default, or via a Registry key.

feature_request_tiny.png 11:06  Feature request MC-2364 - WFO: align OOS/IS periods from the right (most recent period)
Zheka (Zheka) : Issue created
Right now, WF optimizer starts splitting data from the "earliest available" and then walks forward. This often results in the very last period of data to be an imcomplete OOS period.
Which is inconvenient -both in terms of statistics and trading: one would surely prefer to start the coming trading period (OOS) with a fresh set of parameters.
Please make MC split the OOS/IS periods from the most recent backwards.
feature_request_tiny.png 09:55  Feature request MC-2363 - Click a bar, and all charts scroll so the same date/time is at the right chart edge
MikeCondra (mikecondra) : Issue created
This request is to have a quick way to simulate what charts looked like at some time in the past. By putting the same date/time at all charts' right edge, one can do this. Maybe a new key combination with left mouse click, or a new tracking setting option?

Currently one may use Data Playback but this takes too much time.

Thanks.
October 23, 2017
bug_report_tiny.png 18:01  Bug report MC-2362 - Portfolio Backtester: for multiple strategies set on different symbols, backtester loops number = product of all params across all strategies = Grossly unexpected and missleading! This is a fault, not a lack of optimization. Strategy param sets should be
andb (andb) : Issue created
Portfolio Backtester: for multiple strategies set on different symbols, backtester loops number = product of all params across all strategies = Grossly unexpected and missleading! This is a fault, not a lack of optimization.



Take a Portfolio with 2 different strategies defined, each with their own signal and their own different instrument.
The problem I see is following:

Optimizing Strategy 1 with the 4 parameters (Parameter 1A, 1B, 1C, 1D), we get 384 cycles when we run optimization only on this strategy (having Strategy 2 disabled)
Optimizing Strategy 2 with the 4 parameters (Parameter 2A, 2B, 2C, 2D), we get 384 cycles when we run optimization only on this strategy (having Strategy 1 disabled)

Running the Optimization for both in paralel ... I'm surprised to see that total number of combinations is full mesh across all 8 parameters ... with a total number of combinations of 147456 ... Unexpected ... why?
- There is no way parameters 1A-D can influence performance on Strategy 2 ...
- There is no way parameters 2A-D can influence performance on Strategy 1 ...
Hence, I would have expected that:
1) Both strategies remain independent in their Optimization combinations.
2) Total number of combinations when optimizing both Strategies in paralel is: 384 + 384 ... it should be their sum, not their product.
October 20, 2017
feature_request_tiny.png 11:22  Feature request MC-2361 - Set the symbol list programmatically in PortfolioTrader
Ron (ron) : Issue created
add a method to Portfolio Trader API that allows you to set programmatically the symbols list by adding or removing a symbol to the list of traded instruments for a day.
October 19, 2017
feature_request_tiny.png 02:11  Feature request MC-2360 - Walk Forward - switch to realtime trading & automatic re-optimization
andb (andb) : Issue created
Would be nice to have a switch option within a chart - when a strategy is walked-forward optimized, to switch it to live trading, and also to do automatic re-optimization when the current out of sample interval gets to an end.
October 17, 2017
feature_request_tiny.png 23:45  Feature request MC-2359 - Optimize each chart in a workspace sequentially without human intervention
momentum (momentum) : Issue created
I run a large number of strategies that need to be reoptimized every weekend. I would like to place each chart in a single workspace and just start one process that would then do an optimization overnight of each chart, one after another, without any further human intervention.
feature_request_tiny.png 14:21  Feature request MC-2358 - DATA2 DATA3 ETC
bomberone1 (bomberone1) : Issue created
Please add the possibility to trade from data2 or data3 or other data.
feature_request_tiny.png 13:16  Feature request MC-2357 - Add parameters used for optimizing of Walk Forward in reports
RockyLee (rockylee) : Issue created
Looking at old report can be really helpful when working so it would be good to add what where the extend of the parameters used:
Ex:
Min-Max of each parameters
Which kind of optimisation (Extensive or Genetic)
Which kind of genetic optimisation if applicable
Number of generation and population
IS period, OOS period
Optimisation Criteria
Max number of possibilities
Etc...

Thanks