> maybe it's worth considering portfolio level plugins
After some contemplating I came to the conclusion, that my "Portfolio Level Indicators" are very similar to an "Index":
* Values are dependent on all symbols of a watchlist
* Formula/Algorithm doesn't change often
So I'd suggest to introduce the concept of an "Index Time Series" in RE with
* A place to calculate the index value, for an entire series and one new bar. I guess this will become a new type of plugin
* A way to make the reults persistant. I think all indices should go into a special folder of the current data store
* methods to access indices form trading systems
* have indices available in the "Indicators" list to drag'n'drop them on a Chart.
This is certainly not a small feature request, but I think it adds a very valuable "concept".
Our Trading System at C2: Topaz