TPO aka Market Profile ®
Forget about our old TPO indicator– MultiCharts now offers a native chart type for the Time Price Opportunity analysis. Profile values are accessible from the code, you can run backtesting, optimization, and even perform auto trading, all from your TPO chart! We’ve made it flexible – the customization options brought to you allows for flawless switching from any other TPO tool you may be familiar with. Our TPO is crisp and clear on any display you use – the profiles can auto fit any screen, whether it is your laptop or your 4K monitor.
Market Profile ® is a registered trademark of the Chicago Board of Trade
We have completely reworked the graphical user interfaces of all optimization types. The all-new interface features Matrix Optimization for determining the most optimal parameters for regular re-optimization and evaluating the Strategy Robustness. Optimization runs are now available for viewing in an easy to use format that will reflect any changes made in the settings. You can review the best found values and configure the amount of CPU cores utilized by the optimization while it runs – continue the optimization in the background while you are doing your regular tasks in the foreground.
We have extended the list of the supported cryptocurrency data providers. It now features Poloniex, Bittrex, Bitfinex that come pre-configured, while LMAX and Barchart requires a subscription.
Important information for the existing Poloniex data feed users:
MultiCharts now swaps the symbol names provided by Poloniex API to provide the pairs the way they are listed on the Poloniex website. One should rename the existing symbols or re-add the new symbol names and update the existing workspaces accordingly!
Read below for more!
BUGS FIXED & IMPROVEMENTS:
- CSI: added the ability to load back-adjusted data. Learn more: http://www.multicharts.com/trading-software/index.php/CSI
- Renko: improved bar formation by fixing the error in price rounding.
- Rectified issue with FreeQuotes data feed not loading data via specific proxy connection.
- Metastock: data feed settings can now store more Data Folder Paths.
- Fixed bug in which incorrect number of Records Processed was displayed in the ASCII Data Import window.
- Fixed bug in which minute data Playback did not work on Cumulative Delta chart type.
- TPO: added 1 Week Resolution.
- TPO: added the option “Show blocks with zero trades” under the Style tab.
- Data Playback: one can now configure the Playback Speed from the context menu. We’ve also added more Playback Speeds.
- Interactive Brokers: added the option “Use MarkPrice for Trades” to the datafeed settings. The option affects the realtime data for Stocks and CFDs and helps to get the price values matching with the TWS.
- Interactive Brokers: improved handling of the COMBO symbols.
- Fixed the bug in which an incorrect Quote Field value was chosen for an instrument in the Portfolio Trader window.
- The Import Symbol List feature now supports the Symbol Root values per this request: https://www.multicharts.com/discussion/viewtopic.php?t=50803
- Rectified the issue with a Daily bar closing only when the timeout is expired, even if realtime data is received after the end of the session.
- Improved the algorithms of building a Custom Futures data series when a symbol with the overnight sessions is used.
- Added the new Custom Resolution plugin “Kase Bar”.
- Interactive Brokers: delayed realtime data is now supported. The instrument with the delayed data will start updating only after the timeout for the delayed data has expired!
- TPO: two Value Areas can be configured and displayed now.
- Data Playback: improved the algorithm of loading the detailed historical data for the daily based charts.
- com: up to 3 years of historical minute data supported now.
- TPO: added the new context menu item “Split All Profiles by Block Time”.
- Added the option “Flush Cached Data to Database” to the Edit tab of QuoteManager. This option allows for saving the cached data on demand without closing down all platform processes.
- Fixed the bug in which the IStrategyPerformance.MarketPositionAtBrokerForTheStrategy property returned an incorrect value in Portfolio Trader.
- Fixed the bug in which the Portfolio Money-Management Signal could not be used after being recompiled.
- Fixed the bug in which minute-based Bar Magnifier detalization did not work correctly on a daily-based chart.
- Rectified issue with drawing alerts being triggered for an instrument that is no longer on the chart.
- Fixed bug in which studies were disabled due to fast instrument switching.
- Rectified issue with instruments without datafeed being deleted when changing their settings.
- Bar Spacing minimum value is now 1/10 to avoid performance issues described here: https://www.multicharts.com/pm/public/multicharts/issues/MC-2374 Please contact support if you need to set a smaller value.
- Rectified Assert that appeared in specific situations when reloading a chart with Volume Profile enabled.
- Rectified the GDI objects leak when using the drawing tools with some of the fonts (that have no ANSI Character Set).
- Fixed the bug in which the platform crashed upon closing the window.
- Rectified the exception that appeared in TsServer.exe when using the specific setup with LMAX data feed in 32 bit MultiCharts with the file cache disabled.
- Rectified the Custom Resolutions Manager crash issue related to unsupported characters in the Windows User Name.
- Improved handling of a specific situation that was leading to a crash.
- Rectified the exception that appeared in a specific situation when exporting data from QuoteManager.
- Fixed Exception that appeared upon opening specific workspaces.
- Fixed the bug in which the platform crashed upon closing a window.
- Fixed the bug in which the application crashed upon starting the optimization with a lot of combinations.
- Backup application: rectified the exception that appeared upon saving the backup file to a network location.
- Rectified the assert that appeared when opening specific workspace files with unaccepted drawing index values.
- OANDA (V20 API): rectified issue with a sell limit order changing to a buy limit order after manual disconnect and reconnect of the broker profile.
- GAIN: fixed bug in which P/L and account balance values were incorrect after a losing trade was filled overnight.
- Added an option “Convert stop limit orders into limit orders if stop price is hit upon order placement” to CQG, OEC, GAIN broker profiles.
- Fixed the bug in which an order was not replaced with a market order using the option “Unfilled Strategy Order Replacement” if the order was modified after the timer was launched.
- Rithmic: symbol currency code in mixed case is now handled correctly.
- Fixed the bug in which it was impossible to modify the Trailing Stop order (as a part of the Master Strategy).
- Fixed bug in which an order was not replaced with a market order using the option “Unfilled Strategy Order Replacement” if the order was modified after the timer was launched.
- Fixed the bug with Optimize Order Flow mode in which all orders from the OCO group were cancelled when one of the orders was partially filled.
- Interactive Brokers: rectified the issue with the duplicated values in the Position History tab of the Order and Position Tracker window.
- Portfolio Trader: “Add Signal” and “Format Signal” windows are now resizable.
- QuoteManager: added “Copy” button to the Edit Data window.
- ASCII Export Scheduler now provides ability to export Up/Dn Vol, Up/Dn/Tot Ticks as requested here: https://www.multicharts.com/discussion/viewtopic.php?t=50913&p=128158#p128158
- Adding instruments to the database window has been extended with “Add All” button.
- Rectified graphical issues that appeared in Portfolio Trader upon adding multiple instruments.
- It is now possible to change the XYZ Axis Input using the context menu in the 3D Optimization Graph.
- Changed how “Data Server Mode” selection looks in Portfolio Trader.
- Added the “Show non-flat strategies” button to Order and Position Tracker – Strategy Positions.
- Added the “Annualized P/L” and “PostOptimization Risk” values to the WFO report.
- Bar Spacing value is not applied on the fly now if a zero value is set.
- WFO: the open time value of the time-based bars in the report window is more precise now.
- Rectified the issue with the Ctrl+S and Ctrl+P hotkeys not working in the Performance Report window: https://www.multicharts.com/pm/public/multicharts/issues/MC-2215
- Rectified the issue with the Portfolio Trader main window sometimes appearing outside of the visible display area.
- A vertical scrollbar is added to the “Do you want to apply this input combination to the strategy?” window now if there are too many inputs to apply.
- When one pastes the WFO report into Excel the following values are now added: Number of profitable runs, Number of losing runs, Percent winning.
- Added the “Use as Default” checkbox to the Optimization Report Sorting Settings.
- Rectified the issue in which the Data Playback toolbar settings were not saved.
- Added the “Annualized P/L” and “PostOptimization Risk” values to the WFO report.
- Interactive Brokers: rectified the situation in which “No security definition has been found for the request” message appeared by error.