A new update of mtQuant version 1.0.2.81 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. We have a new tick box “Add Dynamic Slippage” to add a Dynamic Slippage in the case of Market Orders.
If ticked, Only For the Market Orders, the System will add a slight slippage as per the dynamics going on at the time of the trade.
However, if you wish, you can add an additional slippage in the Backtest reports.
2. In the case of positional backtesting, the Start Day now can be selected with respect to the previous expiry date as well.
Now you can select the Start Day from the Drop Down. Suppose a user wanted to take an entry just after the next day of the expiry then he can select Start Day as “Start Day-After Last Expiry”.
Here it is important to understand that if you are selecting the start day with respect to the Last Expiry, then 0 means the next working day after the last expiry, so enter the values carefully!
This feature is currently in beta, if you notice any issues, feel free to DM us @mtquantsup
3. Now for the VWAP Indicator, you would be able to select the Data Points such as High / Low / Close etc.
It is important to note that normally VWAP calculates over HCL (High + Low + Close / 3).
4. We have added a new Indicator “Time-Bound Historical Average”.
This indicator calculates the Avg of High & Low for the specified days from the Start Time till the current completed candle.
Suppose the period was set as 14 days and the Start time was mentioned as 9.16 and currently it is 9.45 candle completed, then the system will take the high and low of this timeframe for the last 14 days and today also, then it will calculate the Simple Avg of High and Low of these 15 days (14 + today).
This indicator will return the HighAvg, LowAvg and MidAvg values.
Update version you can see at the left bottom of Login Screen.
1. We have a new tick box “Add Dynamic Slippage” to add a Dynamic Slippage in the case of Market Orders.
If ticked, Only For the Market Orders, the System will add a slight slippage as per the dynamics going on at the time of the trade.
However, if you wish, you can add an additional slippage in the Backtest reports.
2. In the case of positional backtesting, the Start Day now can be selected with respect to the previous expiry date as well.
Now you can select the Start Day from the Drop Down. Suppose a user wanted to take an entry just after the next day of the expiry then he can select Start Day as “Start Day-After Last Expiry”.
Here it is important to understand that if you are selecting the start day with respect to the Last Expiry, then 0 means the next working day after the last expiry, so enter the values carefully!
This feature is currently in beta, if you notice any issues, feel free to DM us @mtquantsup
3. Now for the VWAP Indicator, you would be able to select the Data Points such as High / Low / Close etc.
It is important to note that normally VWAP calculates over HCL (High + Low + Close / 3).
4. We have added a new Indicator “Time-Bound Historical Average”.
This indicator calculates the Avg of High & Low for the specified days from the Start Time till the current completed candle.
Suppose the period was set as 14 days and the Start time was mentioned as 9.16 and currently it is 9.45 candle completed, then the system will take the high and low of this timeframe for the last 14 days and today also, then it will calculate the Simple Avg of High and Low of these 15 days (14 + today).
This indicator will return the HighAvg, LowAvg and MidAvg values.
Update version you can see at the left bottom of Login Screen.
👍8
A new update of mtQuant version 1.0.2.82 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. In the case of MCX, now you should be able to test FUT legs.
2. In the case of CSV / Excel Import based backtesting, we made some changes in the case of positional backtesting.
In the case of Positional Portfolio, when the SqOff Time of the current signal and the entry time of the next signal lies on the same day, then a few entries get skipped. It's fixed now.
Update version you can see at the left bottom of Login Screen.
1. In the case of MCX, now you should be able to test FUT legs.
2. In the case of CSV / Excel Import based backtesting, we made some changes in the case of positional backtesting.
In the case of Positional Portfolio, when the SqOff Time of the current signal and the entry time of the next signal lies on the same day, then a few entries get skipped. It's fixed now.
Update version you can see at the left bottom of Login Screen.
❤1👍1
A new update of mtQuant version 1.0.2.84 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. New STT Changes while calculating for the Brokerage.
Update version you can see at the left bottom of Login Screen.
1. New STT Changes while calculating for the Brokerage.
Update version you can see at the left bottom of Login Screen.
👍1
A new update of mtQuant version 1.0.2.85 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. MTM Analyser will now be available with the Simulation.
2. Now you can create / modify the bulk portfolios for certain fields using a CSV file.
Refer to a new options: Options Trading > Bulk Portfolio Creation CSV
For the first time, after opening the Bulk Import Form, it would be better to download the sample file and read & understand its help sheet carefully!
It is very important to note that the sample sheet is in excel format however to import into mtQuant, that has to be first saved as in CSV format.
This is in beta and may have some issues, feel free to DM us @mtquantsup for any issues.
Update version you can see at the left bottom of Login Screen.
1. MTM Analyser will now be available with the Simulation.
2. Now you can create / modify the bulk portfolios for certain fields using a CSV file.
Refer to a new options: Options Trading > Bulk Portfolio Creation CSV
For the first time, after opening the Bulk Import Form, it would be better to download the sample file and read & understand its help sheet carefully!
It is very important to note that the sample sheet is in excel format however to import into mtQuant, that has to be first saved as in CSV format.
This is in beta and may have some issues, feel free to DM us @mtquantsup for any issues.
Update version you can see at the left bottom of Login Screen.
🔥4👍2
A new update of mtQuant version 1.0.2.87 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. In the continuation to the previous update, there are some improvements of Bulk Portfolio Creation CSV functionality.
a) If you have MCX activated in your subscription, then you can now bulk import the MCX ports as well.
b) Now you can set the leg’s strike based on NearestPremium and NearestDelta too. Refer to the help sheet for more details.
c) UpdatePort: Many users were confused about the usage of the UpdatePort field, so we have updated the help sheet so users can understand its usage in a better way.
d) There are functionality changes for UpdatePort, refer to the help sheet for more details.
This is in beta and may have some issues, feel free to DM us @mtquantsup for any issues.
Update version you can see at the left bottom of Login Screen.
1. In the continuation to the previous update, there are some improvements of Bulk Portfolio Creation CSV functionality.
a) If you have MCX activated in your subscription, then you can now bulk import the MCX ports as well.
b) Now you can set the leg’s strike based on NearestPremium and NearestDelta too. Refer to the help sheet for more details.
c) UpdatePort: Many users were confused about the usage of the UpdatePort field, so we have updated the help sheet so users can understand its usage in a better way.
d) There are functionality changes for UpdatePort, refer to the help sheet for more details.
This is in beta and may have some issues, feel free to DM us @mtquantsup for any issues.
Update version you can see at the left bottom of Login Screen.
👍5👏2
A new update of mtQuant version 1.0.2.88 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. Simulation speed becomes slow after the MTM charts update, fixed now.
2. If the end time of the Portfolio was set as 00:00:00 then the Portfolio re-execution wasn’t happening due to end time. Now ReExecution of the portfolio will work with end time 00:00:00 or till the end time of the portfolio.
3. There are some changes for the BTST logic, let's first understand how BTST works.
MOST IMP: Before proceeding further, users need to understand a very core thing that any Portfolio can only be free to execute once that is either completed due to SL / Target or SqOff time elapsed.
So if the portfolio is still under execution, then the same port cannot be executed until that remains under execution.
In the case of BTST there can be 2 types of Ports, one which can have Start Time greater than the SqOff Time and Ports where SqOff time is greater than Start Time. Lets understand with an example.
a) Start Time Greater than SqOff Time:
Suppose there is a Portfolio where Start Time was mentioned as 15:00 and the SqOff time is specified as 10:30.
In this case, there are no changes and everything will work as per the user’s expectations because the Portfolio would be completed before the next start time.
b) SqOff Time Greater of equals to Start Time:
Now this is the most critical part to understand to generate the correct results. Suppose there is a Portfolio where Start Time was mentioned as 10:00 and the SqOff time is specified as 15:00 with a gap day of 1.
Users will be having the expectations that Port will start everyday at 10:00 and it will be SqOff the next day at 15:00. But remember the very first rule which is mentioned above as Most Imp.
Now suppose the BT period starts from 4th May till 15th May 2026.
Now when BT starts the first Start Time would be set as 04th May at 10:00 and SqOff time would be set as 05th May at 15:00 and everything will work normally.
But for the next day start time would be 05th May at 10:00 and SqOff time would be 06th May 15:00, but the portfolio is already under-execution until the 05th May 15:00 so the execution of the portfolio would be enabled only the next day that is 06th May and also got sqoff on 06th at 15:00 which will generate the unexpected results.
In this update there are some changes in the logic. Now if the start time has already elapsed, then it will set for the next working day. In the above example, Now portfolio starts on 06th May at 10:00 and SqOff on 07th May at 15:00.
There is another way out to overcome this, users need to create two portfolios for the same configuration and keep RunOnDay as Monday, Wednesday and Friday for Port1 and Tuesday and Thursday for Port2.
Update version you can see at the left bottom of Login Screen.
1. Simulation speed becomes slow after the MTM charts update, fixed now.
2. If the end time of the Portfolio was set as 00:00:00 then the Portfolio re-execution wasn’t happening due to end time. Now ReExecution of the portfolio will work with end time 00:00:00 or till the end time of the portfolio.
3. There are some changes for the BTST logic, let's first understand how BTST works.
MOST IMP: Before proceeding further, users need to understand a very core thing that any Portfolio can only be free to execute once that is either completed due to SL / Target or SqOff time elapsed.
So if the portfolio is still under execution, then the same port cannot be executed until that remains under execution.
In the case of BTST there can be 2 types of Ports, one which can have Start Time greater than the SqOff Time and Ports where SqOff time is greater than Start Time. Lets understand with an example.
a) Start Time Greater than SqOff Time:
Suppose there is a Portfolio where Start Time was mentioned as 15:00 and the SqOff time is specified as 10:30.
In this case, there are no changes and everything will work as per the user’s expectations because the Portfolio would be completed before the next start time.
b) SqOff Time Greater of equals to Start Time:
Now this is the most critical part to understand to generate the correct results. Suppose there is a Portfolio where Start Time was mentioned as 10:00 and the SqOff time is specified as 15:00 with a gap day of 1.
Users will be having the expectations that Port will start everyday at 10:00 and it will be SqOff the next day at 15:00. But remember the very first rule which is mentioned above as Most Imp.
Now suppose the BT period starts from 4th May till 15th May 2026.
Now when BT starts the first Start Time would be set as 04th May at 10:00 and SqOff time would be set as 05th May at 15:00 and everything will work normally.
But for the next day start time would be 05th May at 10:00 and SqOff time would be 06th May 15:00, but the portfolio is already under-execution until the 05th May 15:00 so the execution of the portfolio would be enabled only the next day that is 06th May and also got sqoff on 06th at 15:00 which will generate the unexpected results.
In this update there are some changes in the logic. Now if the start time has already elapsed, then it will set for the next working day. In the above example, Now portfolio starts on 06th May at 10:00 and SqOff on 07th May at 15:00.
There is another way out to overcome this, users need to create two portfolios for the same configuration and keep RunOnDay as Monday, Wednesday and Friday for Port1 and Tuesday and Thursday for Port2.
Update version you can see at the left bottom of Login Screen.
👍3
A new update of mtQuant version 1.0.2.89 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. Add Dynamic Slippage: mtQuant was already having a functionality to add the Dynamic slippage, However that was implemented for the Market Orders only.
Now the dynamic slippage will work for LIMIT and SL Orders as well.
If ticked, the System will add a slight slippage as per the dynamics going on at the time of the trade.
However, if you wish, you can add an additional slippage in the Backtest reports.
2. DTE Calculations: mtQuant calculates the DTE as per the Calendar days. However a few users were asking for the DTE days as per the working days calculation.
To achieve this, we have added a setting under Settings > Settings and Plugins Installation > Appearance > Calculate DTE in Working Days.
By default DTE is calculated on the basis of Calendar days only, However tick this, if you wanted to calculate the DTE based on working days.
For a better clarity, for a NIFTY Tuesday Expiry, DTE 2 would be Sunday (as per calendar days) if this is unticked and Friday if this is ticked.
If you observe any issues with the latest DTE calculations, feel free to DM us @mtquantsup for any issues.
Update version you can see at the left bottom of Login Screen.
1. Add Dynamic Slippage: mtQuant was already having a functionality to add the Dynamic slippage, However that was implemented for the Market Orders only.
Now the dynamic slippage will work for LIMIT and SL Orders as well.
If ticked, the System will add a slight slippage as per the dynamics going on at the time of the trade.
However, if you wish, you can add an additional slippage in the Backtest reports.
2. DTE Calculations: mtQuant calculates the DTE as per the Calendar days. However a few users were asking for the DTE days as per the working days calculation.
To achieve this, we have added a setting under Settings > Settings and Plugins Installation > Appearance > Calculate DTE in Working Days.
By default DTE is calculated on the basis of Calendar days only, However tick this, if you wanted to calculate the DTE based on working days.
For a better clarity, for a NIFTY Tuesday Expiry, DTE 2 would be Sunday (as per calendar days) if this is unticked and Friday if this is ticked.
If you observe any issues with the latest DTE calculations, feel free to DM us @mtquantsup for any issues.
Update version you can see at the left bottom of Login Screen.
👍8
A new update of mtQuant version 1.0.2.90 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. CSV / Excel Import: In the case of TradingView based Excel / CSV Import, a few entries were getting missed from the backtest. It's fixed now.
If you observe any other issues with TradingView import, feel free to DM us @mtquantsup.
Update version you can see at the left bottom of Login Screen.
1. CSV / Excel Import: In the case of TradingView based Excel / CSV Import, a few entries were getting missed from the backtest. It's fixed now.
If you observe any other issues with TradingView import, feel free to DM us @mtquantsup.
Update version you can see at the left bottom of Login Screen.
!!Attention!!,
We allow Max One Change computer requests on a Calendar day. To change the computer, at the login screen, just enter the correct User ID and Password and then click “Need to change computer?”.
We won’t be able to entertain any second computer change request if the one change is already done for the day.
Thanks
We allow Max One Change computer requests on a Calendar day. To change the computer, at the login screen, just enter the correct User ID and Password and then click “Need to change computer?”.
We won’t be able to entertain any second computer change request if the one change is already done for the day.
Thanks
!!Attention!!,
Some Users are facing issues for SENSEX for the 11th June Expiry, those All Users are requested to follow the below steps.
1. Click Settings > Cache Manager.
2. Enter -4179-4179 and the click Clean
3. Restart the mtQuant.
Some Users are facing issues for SENSEX for the 11th June Expiry, those All Users are requested to follow the below steps.
1. Click Settings > Cache Manager.
2. Enter -4179-4179 and the click Clean
3. Restart the mtQuant.
A new update of mtQuant version 1.0.2.91 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. Changes in the BTST Logic :
As already mentioned in the previous posts, In the case of BTST there can be 2 types of Ports, one which can have Start Time greater than the SqOff Time and Ports where SqOff time is greater than Start Time. Lets understand with an example.
a) Start Time Greater than SqOff Time:
Suppose there is a Portfolio where Start Time was mentioned as 15:00 and the SqOff time is specified as 10:30.
In this case, there are no changes and everything will work as per the user’s expectations because the Portfolio would be completed before the next start time.
b) SqOff Time Greater of equals to Start Time:
Suppose there is a Portfolio where Start Time was mentioned as 10:00 and the SqOff time is specified as 15:00 with a gap day of 1.
Existing Functionality: users were advised to create 2 portfolios and run those very logically.
New Functionality: Now the users can run these portfolios also in a very normal way like the option (a), mtQuant will take care of the rest of the complexity.
2. CSV / Excel Import: In the case of TradingView based Excel / CSV Import, a few entries were getting missed from the backtest. It's fixed now.
3. In the case of Underlying Breakout we have added a tick box to the Opposite Value of breakout as the Combined SL for the portfolio.
This will only work if the Combined SL of the Portfolio should be set as None or UnderlyingMovement only.
If Ticked, then in case of Underlying Breakout, the opposite value of the breakout would be set as the Combined SL for the Portfolio.
Eg Portfolio was set to execute on RangeHigh, then low of that range will become the SL of the Portfolio.
4. In case of Bulk Import to modify the existing portfolio, the ‘Portfolio Execution Mode’ was changed to the StartTime. It's fixed now and the execution mode will remain as per the original selection.
If you observe any other issues with BTST / TradingView import, feel free to DM us @mtquantsup.
Update version you can see at the left bottom of Login Screen.
1. Changes in the BTST Logic :
As already mentioned in the previous posts, In the case of BTST there can be 2 types of Ports, one which can have Start Time greater than the SqOff Time and Ports where SqOff time is greater than Start Time. Lets understand with an example.
a) Start Time Greater than SqOff Time:
Suppose there is a Portfolio where Start Time was mentioned as 15:00 and the SqOff time is specified as 10:30.
In this case, there are no changes and everything will work as per the user’s expectations because the Portfolio would be completed before the next start time.
b) SqOff Time Greater of equals to Start Time:
Suppose there is a Portfolio where Start Time was mentioned as 10:00 and the SqOff time is specified as 15:00 with a gap day of 1.
Existing Functionality: users were advised to create 2 portfolios and run those very logically.
New Functionality: Now the users can run these portfolios also in a very normal way like the option (a), mtQuant will take care of the rest of the complexity.
2. CSV / Excel Import: In the case of TradingView based Excel / CSV Import, a few entries were getting missed from the backtest. It's fixed now.
3. In the case of Underlying Breakout we have added a tick box to the Opposite Value of breakout as the Combined SL for the portfolio.
This will only work if the Combined SL of the Portfolio should be set as None or UnderlyingMovement only.
If Ticked, then in case of Underlying Breakout, the opposite value of the breakout would be set as the Combined SL for the Portfolio.
Eg Portfolio was set to execute on RangeHigh, then low of that range will become the SL of the Portfolio.
4. In case of Bulk Import to modify the existing portfolio, the ‘Portfolio Execution Mode’ was changed to the StartTime. It's fixed now and the execution mode will remain as per the original selection.
If you observe any other issues with BTST / TradingView import, feel free to DM us @mtquantsup.
Update version you can see at the left bottom of Login Screen.
👍5👏1
A new update of mtQuant version 1.0.2.92 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. Import of Multiple .Port files in one go : Now while importing the portfolio files, you can select multiple files and can import all of them in a single click.
2. Dynamic Hedge: In some rare cases of dynamic hedge, double dynamic hedge legs were getting created and executed. It's fixed now.
3. In the case of BTST where SqOff Time Greater of equals to Start Time: Some issues were observed in certain cases, fixed now.
4. DTE in working Days: mtQuant calculates the DTE as per the Calendar days, however If you want to specify the DTE in working days then that can be set using the below settings.
Click Settings > Settings and Plugins Installation > Appearance > Calculate DTE in Working Days.
By default DTE is calculated on the basis of Calendar days only, However tick this, if you wanted to calculate the DTE based on working days.
For a better clarity, for a NIFTY Tuesday Expiry, DTE 2 would be Sunday (as per calendar days) if this is unticked and Friday if this is ticked.
If you observe any other issues with BTST, feel free to DM us @mtquantsup.
Update version you can see at the left bottom of Login Screen.
1. Import of Multiple .Port files in one go : Now while importing the portfolio files, you can select multiple files and can import all of them in a single click.
2. Dynamic Hedge: In some rare cases of dynamic hedge, double dynamic hedge legs were getting created and executed. It's fixed now.
3. In the case of BTST where SqOff Time Greater of equals to Start Time: Some issues were observed in certain cases, fixed now.
4. DTE in working Days: mtQuant calculates the DTE as per the Calendar days, however If you want to specify the DTE in working days then that can be set using the below settings.
Click Settings > Settings and Plugins Installation > Appearance > Calculate DTE in Working Days.
By default DTE is calculated on the basis of Calendar days only, However tick this, if you wanted to calculate the DTE based on working days.
For a better clarity, for a NIFTY Tuesday Expiry, DTE 2 would be Sunday (as per calendar days) if this is unticked and Friday if this is ticked.
If you observe any other issues with BTST, feel free to DM us @mtquantsup.
Update version you can see at the left bottom of Login Screen.
👍5❤2
A new update of mtQuant version 1.0.2.94 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
Few fixes rolled in this update
1. In a very peculiar situation, where the user was testing where some portfolios having SqOff time set and he has also selected a few ports where SqOff time was set as 00:00:00 moreover User SqOff and Strategy SqOff wasset as 00:00:00 or after the trading session end time like 23:59:59 etc.
Then the Ports with 00:00:00 were getting SqOff with the another port having the highest SqOff time among all the selected ports.
It's fixed now.
2. Portfolios having Exit Order Type as LIMIT: In some cases exit limit orders were left open and testing was stopped after a certain time from the Portfolio / User / Strategy SqOff time.
Now testing will continue till the trading session end time.
3. In CSV Export 2, since the last update, in some cases entry time was specified in the exit time field too. Fixed now.
If you observe any other issues, feel free to DM us @mtquantsup.
Update version you can see at the left bottom of Login Screen.
Few fixes rolled in this update
1. In a very peculiar situation, where the user was testing where some portfolios having SqOff time set and he has also selected a few ports where SqOff time was set as 00:00:00 moreover User SqOff and Strategy SqOff wasset as 00:00:00 or after the trading session end time like 23:59:59 etc.
Then the Ports with 00:00:00 were getting SqOff with the another port having the highest SqOff time among all the selected ports.
It's fixed now.
2. Portfolios having Exit Order Type as LIMIT: In some cases exit limit orders were left open and testing was stopped after a certain time from the Portfolio / User / Strategy SqOff time.
Now testing will continue till the trading session end time.
3. In CSV Export 2, since the last update, in some cases entry time was specified in the exit time field too. Fixed now.
If you observe any other issues, feel free to DM us @mtquantsup.
Update version you can see at the left bottom of Login Screen.
❤1👍1
A new update of mtQuant version 1.0.2.95 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. DTE Based Intraday Port Execution: While creating / modifying the portfolio(s) user can select the Run On Days based on their requirements.
However, only in the case of Intraday Portfolio(s), we have now added an option to select either 'Run On Days' or 'DTE'. Now you can see a radio button to choose between Run On Day and DTE to choose near the to Run on days drop down.
By default, DTE calculations would be as per the Calendar days, however If you want to specify the DTE in working days then Click Settings > Settings and Plugins Installation > Appearance > Calculate DTE in Working Days.
2. ReEntry Time Control: Now under the Monitoring Tab, you can see the fields to set the Time to Monitor for any ReEntry legs.
Sometimes, in the case of Positional Portfolio(s), ReEntry legs were executing sharply at 09:15:00 due to which slippage was possible, now you can set the time for ReEntry.
This is even helpful for Intraday ports where you can set the end time for ReEntry based on your requirements.
3. Take ReEntry only on Original Leg Execution day (Positional Ports) : For Positional Portfolio, If Ticked, then Re-Entry would only be taken if price reaches the same say of original leg execution. suppose the original leg was executed on 3rd then Re-Entry will only be taken on 3th, no carryforward to the next day.
4. Changes in the Positional Portfolio Logic :
Below all examples assume that DTE in the working day is unticked. Functionality will work either tick or not but for clarity in examples we assume that is unticked.
As per the mandatory requirement, a portfolio should be completed before taking a new entry.
However in many cases the user enters the Start Day as 7 for a weekly portfolio which becomes like Start Portfolio Test1 on 14th July 2026 (Tuesday) at 10:00:00 and SqOff on 21st July 2026 (Tuesday) at 15:25.
Now the next execution of the portfolio should be 21st July 2026 (Tuesday) at 10:00, however when the test reaches at this time then it sees that the port is already running, so it simply skips the execution of that day. Due to which results would not be available for that execution.
Now to fix this situation we have made some modification:
If the default expiry (near the symbol field) of the portfolio selected as Weekly or Monthly and if the StartDay is selected more than or equals to 7 / 28 the application will internally create an extra copy of the portfolio.
Now in situations like where the portfolio was expected to enter on 21st July 2026 at 10:00 and the existing port was already under execution, then the app will take an entry on the copy portfolio.
Using this way there won’t be any missing weeks / months.
(If you observe any issues with this functionality then DM us with the details)
5. Max Start / SqOff Day for Positional : Previously it was max 32 and now it is changed to max 56.
6. There are some changes w.r.t. MCX:
(a). Slicing in case of MCX: In the case MCX order slicing wasn’t working as expected, fixed now.
(b). Bulk Import: In case of Bulk import for MCX ports, in some cases SqOff time wasn’t saved properly, fixed now.
(c). Lot Size Visibility while creating Port: For a few MCX scripts, lot size was shown as 1. It's fixed and it won’t affect any result or functionality as it was only a view only thing.
7. Strike selection based on % of ATM Straddle Premium (Existing Functionality): This is an existing functionality, however we are just explaining so users can use it in a better way.
Tick the ‘Premium / Greek leg’ and select (NearestStraddlePremium): This can be used to select the nearest premium based on the current ATM straddle value percentage.
Suppose leg execution time is 10:00 and at that time the ATM Staddle premium is 200 and you have specified the NearestStraddlePremium values as 30 which means 30% of current ATM straddle premium which will change this to “Select Leg with nearest
1. DTE Based Intraday Port Execution: While creating / modifying the portfolio(s) user can select the Run On Days based on their requirements.
However, only in the case of Intraday Portfolio(s), we have now added an option to select either 'Run On Days' or 'DTE'. Now you can see a radio button to choose between Run On Day and DTE to choose near the to Run on days drop down.
By default, DTE calculations would be as per the Calendar days, however If you want to specify the DTE in working days then Click Settings > Settings and Plugins Installation > Appearance > Calculate DTE in Working Days.
2. ReEntry Time Control: Now under the Monitoring Tab, you can see the fields to set the Time to Monitor for any ReEntry legs.
Sometimes, in the case of Positional Portfolio(s), ReEntry legs were executing sharply at 09:15:00 due to which slippage was possible, now you can set the time for ReEntry.
This is even helpful for Intraday ports where you can set the end time for ReEntry based on your requirements.
3. Take ReEntry only on Original Leg Execution day (Positional Ports) : For Positional Portfolio, If Ticked, then Re-Entry would only be taken if price reaches the same say of original leg execution. suppose the original leg was executed on 3rd then Re-Entry will only be taken on 3th, no carryforward to the next day.
4. Changes in the Positional Portfolio Logic :
Below all examples assume that DTE in the working day is unticked. Functionality will work either tick or not but for clarity in examples we assume that is unticked.
As per the mandatory requirement, a portfolio should be completed before taking a new entry.
However in many cases the user enters the Start Day as 7 for a weekly portfolio which becomes like Start Portfolio Test1 on 14th July 2026 (Tuesday) at 10:00:00 and SqOff on 21st July 2026 (Tuesday) at 15:25.
Now the next execution of the portfolio should be 21st July 2026 (Tuesday) at 10:00, however when the test reaches at this time then it sees that the port is already running, so it simply skips the execution of that day. Due to which results would not be available for that execution.
Now to fix this situation we have made some modification:
If the default expiry (near the symbol field) of the portfolio selected as Weekly or Monthly and if the StartDay is selected more than or equals to 7 / 28 the application will internally create an extra copy of the portfolio.
Now in situations like where the portfolio was expected to enter on 21st July 2026 at 10:00 and the existing port was already under execution, then the app will take an entry on the copy portfolio.
Using this way there won’t be any missing weeks / months.
(If you observe any issues with this functionality then DM us with the details)
5. Max Start / SqOff Day for Positional : Previously it was max 32 and now it is changed to max 56.
6. There are some changes w.r.t. MCX:
(a). Slicing in case of MCX: In the case MCX order slicing wasn’t working as expected, fixed now.
(b). Bulk Import: In case of Bulk import for MCX ports, in some cases SqOff time wasn’t saved properly, fixed now.
(c). Lot Size Visibility while creating Port: For a few MCX scripts, lot size was shown as 1. It's fixed and it won’t affect any result or functionality as it was only a view only thing.
7. Strike selection based on % of ATM Straddle Premium (Existing Functionality): This is an existing functionality, however we are just explaining so users can use it in a better way.
Tick the ‘Premium / Greek leg’ and select (NearestStraddlePremium): This can be used to select the nearest premium based on the current ATM straddle value percentage.
Suppose leg execution time is 10:00 and at that time the ATM Staddle premium is 200 and you have specified the NearestStraddlePremium values as 30 which means 30% of current ATM straddle premium which will change this to “Select Leg with nearest
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premium of 60 (30 % of 200)”.
It is important to note that it will always use the current straddle premium, whatever premium going on at the time of leg execution.
8. Slightly better speed: Now in case of a backtest, you will get slightly better speed.
If you observe any other issues with BTST / TradingView import, feel free to DM us @mtquantsup.
Update version you can see at the left bottom of Login Screen.
It is important to note that it will always use the current straddle premium, whatever premium going on at the time of leg execution.
8. Slightly better speed: Now in case of a backtest, you will get slightly better speed.
If you observe any other issues with BTST / TradingView import, feel free to DM us @mtquantsup.
Update version you can see at the left bottom of Login Screen.
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A new update of mtQuant version 1.0.2.97 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. A few fixes w.r.t the Last Update
a) ReEntry wasn’t working as expected due to the newly introduced fields of ReEntry Monitoring Times, it's fixed now.
b) In some cases, Positional Portfolios were not executing as expected, fixed now.
If you observe any other issues, feel free to DM us @mtquantsup.
Update version you can see at the left bottom of Login Screen.
1. A few fixes w.r.t the Last Update
a) ReEntry wasn’t working as expected due to the newly introduced fields of ReEntry Monitoring Times, it's fixed now.
b) In some cases, Positional Portfolios were not executing as expected, fixed now.
If you observe any other issues, feel free to DM us @mtquantsup.
Update version you can see at the left bottom of Login Screen.
A new update of mtQuant version 1.0.2.98 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. Backtest Performance is slightly improved.
2. Now the Parallel would start faster and perform backtest much faster than before.
Update version you can see at the left bottom of Login Screen.
1. Backtest Performance is slightly improved.
2. Now the Parallel would start faster and perform backtest much faster than before.
Update version you can see at the left bottom of Login Screen.
!!Attention!!,
NSE 15:40 changes were already there from the version 1.0.2.97.
You can set the Portfolio SqOff / End times accordingly.
For the older days tests will run till 15:30 and on and after 03 Aug 2026, tests will run until 15:40.
NSE 15:40 changes were already there from the version 1.0.2.97.
You can set the Portfolio SqOff / End times accordingly.
For the older days tests will run till 15:30 and on and after 03 Aug 2026, tests will run until 15:40.
A new update of mtQuant version 1.0.2.99 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. Newly added settings ‘Take ReEntry only on Original Leg Execution day (Positional Ports)’ weren't working as expected in certain cases, fixed now.
2. There are few more optimizations for overall performance.
Update version you can see at the left bottom of Login Screen.
1. Newly added settings ‘Take ReEntry only on Original Leg Execution day (Positional Ports)’ weren't working as expected in certain cases, fixed now.
2. There are few more optimizations for overall performance.
Update version you can see at the left bottom of Login Screen.
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A new update of mtQuant version 1.0.2.100 was rolled out. When you restart the mtQuant, click ‘Yes’ to update the application.
1. For a few users Parallel were not working properly due to SL at Broker being set with freak protection enabled.
There are some changes in the logic where SL at Broker is ticked and the user has Freak Protection enabled.
This can change the results of users who were using the SL at Broker with Freak Protection not set to Off.
Previously Freak Protection was having a slight impact on SL at broker, however now in the case of SL at Broker setting, it will process each available price despite Freak settings.
If you were getting the better results in the previous versions, then just disable the SL at the broker.
2. In the previous update we made it mandatory to select at least one portfolio which was not set as Manual, however that was creating issues for Indicators based users who set their portfolio as Manual only, so that validation is reverted in this update.
Update version you can see at the left bottom of Login Screen.
1. For a few users Parallel were not working properly due to SL at Broker being set with freak protection enabled.
There are some changes in the logic where SL at Broker is ticked and the user has Freak Protection enabled.
This can change the results of users who were using the SL at Broker with Freak Protection not set to Off.
Previously Freak Protection was having a slight impact on SL at broker, however now in the case of SL at Broker setting, it will process each available price despite Freak settings.
If you were getting the better results in the previous versions, then just disable the SL at the broker.
2. In the previous update we made it mandatory to select at least one portfolio which was not set as Manual, however that was creating issues for Indicators based users who set their portfolio as Manual only, so that validation is reverted in this update.
Update version you can see at the left bottom of Login Screen.