v1.0.7May 7, 2026Latest
AI rewrite, MCP, native Rust strategies
The biggest release yet. Full AI rewrite, MCP server, native Rust strategies for TBBO, Volume Profile end-to-end, GitHub integration, multi-window analyzer with synced popouts, live trade modification, a notebook overhaul, and a final cleanup of the bundled template set. Plus a long tail of polish, performance, and bug fixes.
AI & MCP
- featFull Claude rewrite. First-message context dropped from ~12k tokens to a few hundred. Tool calls are streamed, prompt cache hits are way higher, and the chat panel feels far more responsive.
- featMCP server (Model Context Protocol). Drive Quant Charts from Claude Desktop or Cursor. Your Claude Pro / Max plan pays for the tool calls, no bundled API key required.
- feat18 MCP tools: read / write / delete / rename files, search, list strategies and indicators, query parquet, run a single-day backtest with live progress, validate code, edit notebook cells, and more.
- feat3 MCP resources for cheap context: workspace tree, last backtest summary, app version.
- featIn-app kill switch and config-export buttons under Account > MCP server.
TBBO & order flow
- featEnd-to-end TBBO. Chart, Analyzer, and multi-day optimization all run on tick-level bid / ask data with the same fill conventions.
- fixTrade-price misalignment fix. Trade markers now sit on the actual fill price, not a snapped bar boundary. Long entry uses ask, long exit uses bid (and the inverse for shorts).
- featBar-aggregated order flow (
bid_vol,ask_vol,volume) is exposed to Python strategies on TBBO data at any execution timeframe. - featOrder-flow helpers:
imbalance(bid, ask),cvd(delta),vwap_band(vwap, atr)re-exported fromquant_charts. - featVolume pane on the chart with a histogram colored green / red by close vs open. TBBO bars without a volume column fall back to tick count.
- featAvg volume per trade is now a first-class metric in the analyzer's metric grid.
- perfBig chart-side speedups for TBBO data switching, panning, and zooming.
Volume Profile
- featTick-fidelity Volume Profile indicator (
vp.rs). Six essential parameters (anchor, row size, value area %, HVN / LVN thresholds, proximity ticks). Tags forat_poc,inside_value_area,above_vah,below_val,near_hvn,near_lvn. - featVP combined with order flow (
vp_orderflow.rs) emits zone-conditioned dominance tags:bid_dom_at_poc,ask_dom_at_poc,bid_dom_at_hvn,ask_dom_at_hvn. - featVP zone-trading strategies in Rust:
vp_zone.rs(HVN reject / LVN break / shelf break, parameterized) andvp_shelf.rs(shelf rejection on the last completed VP, no lookahead). - featVP expansion in the Analyzer with drawing-tools integration for marking up shelves and rejection zones.
Strategies & indicators
- featNative Rust strategies and indicators for TBBO. Compiled per-edit, color-coded outputs, full Monaco signature help and completions.
- featLive trade modification. New trigger system lets indicators and strategies fire mid-trade actions:
dynamic_sl.pyshows trigger-driven SL adjustments,trail_sltp.pyshows the manual per-tick SL/TP path. - featTrigger indicators with post-hoc analysis.
regime.pyregisters aset_sl_breakeventrigger on regime change; the analyzer andanalysis.ipynbmeasure how each trigger event shifts your edge. - featMulti-setup tagging (
multi_setup.py) labels each trade by entry condition (breakout vs pullback) so the analyzer's per-tag panel splits stats automatically. - featQuant Charts language overhaul. New
qc.tanamespace, expanded API surface, better completions, redesigned strategy / indicator panel, parameter dropdowns, and per-instance timeframe override. - featStrategy / indicator tab overhaul with cleaner template browsing and folder grouping in the explorer.
- fixBetter robustness, scatter-plot tag preservation, and clear-button reliability across optimization runs.
Final template cleanup
- breakBundled templates renamed and trimmed. Old grab-bag of 31 files cut and renamed to a final 22 (16 showcase + 6 baseline indicators) plus 3 notebooks. Every name is now short and clear.
- featBaseline indicators that "just work": ATR, VWAP, Volume in both Python (OHLC) and Rust (TBBO bar-aggregated), plus tick-fidelity VP in Rust. Drop them on any strategy for tag-based filtering without writing them yourself.
- breakTBBO bucket cleaned up. Strategies now use TBBO-only metrics (VP zones, bid/ask imbalance, CVD slope) instead of EMA crosses on tick mids.
- breakNo more skeleton clutter. STARTER files were redundant with the auto-injected new-file templates.
- featCombined notebooks.
analysis.ipynb(tags + triggers + filtering + group comparison) andmulti_day.ipynb(runner API + multi-day backtests + Monte Carlo + sweeps) replace five smaller notebooks. - featAuto-migration removes the legacy filenames from existing workspaces and seeds the new short names without overwriting user-authored files.
Analyzer & multi-window
- featMulti-window analyzer. Pop tabs out into their own windows; state syncs across windows automatically.
- fixConcurrent popout reruns are now safe. Tag-filter and exec-options reruns serialize cleanly across windows, no more half-applied tick-cache state.
- fixStale-bundle protection. Switching the data file or the analyzer mode (strategy / indicator) drops preserved signal bundles so the next rerun starts fresh.
- perfMulti-day TBBO optimization with much lower memory pressure.
- fixTrade reconnection fix in the analyzer (was caching stale chart trades).
- fixScatter plot final fix: per-tag stats survive optimization re-runs and clear-button cycles.
GitHub integration
- featConnect a GitHub account from inside the app via OAuth Device Flow.
- featPush, pull, branches, and remote URL handling straight from the source-control panel.
- featToken handling is automatic. You don't manage anything.
Notebooks & research
- featNotebook overhaul. Faster cell execution, smarter kernel restart, better matplotlib inline rendering, fewer auto-save races.
- featStreamlined built-in notebooks:
getting_started.ipynb(the broad entry point covering decorators, data, plotting, backtesting, optimization),analysis.ipynb(tag analysis, trigger impact, filtering, group comparison), andmulti_day.ipynb(multi-day backtests, Monte Carlo, parameter sweeps for both.pyand.rs). - feat
qc.runnerAPI for both.pyand.rsstrategies, identical to what the Analyzer tab uses. - featMath / LaTeX support in markdown cells (Greek, fractions, summations, integrals, matrices).
UI & quality of life
- featHelp tab overhaul. All the docs you actually need without leaving the app.
- featExplorer overhaul with folder grouping, panel folder grouping, and faster context menus.
- featTerminal overhaul with better code-output styling, an audio oscilloscope, and crisper visuals.
- featBottom status bar shows live
py / np / rs / qc / win / gpuhealth at a glance. - fixDrawing tools fix for crosshair clamping and label layout.
- featPer-strategy timeframe pill in the chart top bar so you can switch exec-TF in one click without diving into settings.
- featTradingView script converter for porting Pine snippets into Quant Charts indicators.
Data import & conversion
- featMore CSV formats. 12-hour timestamps with AM / PM (e.g.
1/2/2014 5:00 AM), European decimals (3.575,75to 3575.75), and mixed thousands separators. - featBetter parquet preview with type-aware coloring.
- featTBBO parquet streaming through the Rust path on Windows where the DuckDB Arrow extension isn't available.
Performance & stability
- perfMajor memory reductions during multi-day TBBO sweeps.
- perfFaster TBBO chart switching and analyzer-side data loads.
- fixMore robust subscription checks that never spam the auth backend.
- fixLots of small race-condition fixes around popouts, tab restoration, and chart-registry persistence.
- fixStrategies that read TBBO-only fields (e.g.
bid_vol,ask_vol,spread) on a native OHLC file now error loudly instead of silently producing all-NaN trades.
Compliance & email
- featAuth emails now come from
auth@quantchartsllc.comvia a verified SMTP. Reliable delivery, no more password-reset emails landing in spam. - featLegal acceptances for EULA, Terms of Service, Privacy Policy, and Refund Policy are now recorded on login / signup.
- docsSee
legal/in the app folder for the bundled copies you agreed to at checkout.