Hi,

I was wondering is the backtest fills an order as long as there was a print at that price or does it use some other algorithim.

I'm having a problem in backtesting and optimizing in that its showing fills that would not have been executed real-time, is there any way around this ?

Thanks for the heads-up Widget. The IB Autotrading in MCharts fires off a market order on a trigger and not a limit order, is that correct to say?

WidgetMan, does this mean that you can only send orders on BarCloseOnly?

Well, I'm replying to myself because I know this will be of interest to many. The NT functions DO work: The problem I was experiencing: If you do not have the "if LastBarOnChart" in your script, every order on your chart for as long as is loaded will be sent to NT at one time thus overloading it. Th...

Has anybody got the NT functions to work? I must be doing someting wrong since no matter what I do, as soon as I load a workspace with a NT function, it totally hangs NT.

If someone has an example of code that defnintely works could you please post it so that I can compare the format.

Thanks.

Has anybody got MultiCharts to work with GlobalFutures ?

Are there plans for automated trading with other interfaces, eg. NT?