I see - using tick data does prevent you using the approach I suggested. I'll have to give it some more thought.

Yes,I will try it.

I'm not certain but next bar at market may end up being the same for backtesting since open nearly always = close[1] in most markets.

Maybe in most markets it's true.
But spread tick data is a little different.

Thank you, janus.
I have to use this bar on close.
For me, use next bar will completely change my strategy because i am doing statistical arbitrage.

Thank you,janus. Now i know that maybe 'this bar on close' is not suitable for real-time trading. For me, i use multicharts just for back test. I trade through self-designed software. So i still care about how to make the 'Total' keyword work correctly in back test. And i have to use ' this bar on c...

Hi,TJ.
I don't know why

Nobody uses this statement 'this bar on Close' anymore.

It just works well for me.
And this bug only occurs when I close more than one position once.
If i close only one position once,just no problem.

It's a tick data back test in extended mode.

Hi,TJ. If you think the code is still not enough, I will try to give more information.

Open position code: sellshort OrderEntryNum contract this bar at Close; ShortQuantity = ShortQuantity + OrderEntryNum; FileAppend("d:\TradeRecord.log"," Short " + NumToStr(OrderEntryNum,0) + " " + " ShortQuantity: " + NumToStr(ShortQuantity,0)+ " currentcontracts " + NumToStr(currentcontracts,0) +" ...

I found sometimes when i use 'Total' keyword to close position,the 'currentcontracts' will not change. Can anybody help? Please see the log following: Short 2 ShortQuantity: 2 currentcontracts 0 at time 1100701 91207 Short 2 ShortQuantity: 4 currentcontracts 2 at time 1100701 91208 Short 2 ShortQuan...

Can i do this in MC?
Need help~