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by jstoetz
26 Mar 2014
Forum: MultiCharts
Topic: "Fill Limit Order when trade price goes beyond limit price" [SOLVED]
Replies: 67
Views: 33807

Re: "Fill Limit Order when trade price goes beyond limit pri [SOLVED]

Any luck with this update (or requested update)?
by jstoetz
18 Oct 2013
Forum: MultiCharts
Topic: "Fill Limit Order when trade price goes beyond limit price" [SOLVED]
Replies: 67
Views: 33807

Re: "Fill Limit Order when trade price goes beyond limit pri [SOLVED]

Buy limit at 100: Under the current setup Option #1: - Fill limit order at Y price or better (lower): OHLC of entry bar=100-101-99-100; the order would be filled at 99 because this is the first best available price and it meets the limit order execution criteria. In reality, this price is at the ta...
by jstoetz
17 Oct 2013
Forum: MultiCharts
Topic: "Fill Limit Order when trade price goes beyond limit price" [SOLVED]
Replies: 67
Views: 33807

Re: "Fill Limit Order when trade price goes beyond limit pri [SOLVED]

Again, thank you for the response(s). From my experience, the issue arises when you get filled in backtesting at a price bar extreme. Say you have a buy strategy where you want to enter a limit order to buy at the Low[1]. Assume the Low[1] is 100 and the next bar triggers it and sends a buy limit or...
by jstoetz
17 Oct 2013
Forum: MultiCharts
Topic: "Fill Limit Order when trade price goes beyond limit price" [SOLVED]
Replies: 67
Views: 33807

Re: "Fill Limit Order when trade price goes beyond limit pri [SOLVED]

First, thank you for responding. The limit order is not executed on X "points". A Limit order is executed at the specified price or better. The execution price does not change. It is verified that the price went through the order X amount of points and the order is filled on the nearest actual price...
by jstoetz
17 Oct 2013
Forum: MultiCharts
Topic: "Fill Limit Order when trade price goes beyond limit price" [SOLVED]
Replies: 67
Views: 33807

Re: "Fill Limit Order when trade price goes beyond limit pri [SOLVED]

Just a quick update since we didn't get a response from anyone at MC regarding this issue. TS apparently offers the ability to have the price exceed the limit order for the strategy order to be filled in backtesting. Under TS, you go to Format->Strategies->Properties for All then click on the Backte...
by jstoetz
08 Oct 2013
Forum: MultiCharts
Topic: "Fill Limit Order when trade price goes beyond limit price" [SOLVED]
Replies: 67
Views: 33807

Re: "Fill Limit Order when trade price goes beyond limit pri [SOLVED]

You hit on a big issue I think that has been pointed out with backtesting limit orders (I reviewed the most recent release and I don't believe it was fixed). If I go and check "FILL LIMIT ORDER WHEN TRADE GOES BEYOND LIMIT PRICE BY 1 POINTS" (which by the way "points" really means "ticks") ---> For ...
by jstoetz
21 Aug 2013
Forum: MultiCharts
Topic: Backtesting Difference: Bar Magnifier and Extended Mode
Replies: 1
Views: 1562

Backtesting Difference: Bar Magnifier and Extended Mode

Hello: I am using Multicharts 8.7 build 7634 (as of this writing the most recent version). FYI all questions below are not applied to the Portfolio Backtester but rather a chart. My issues relate to which is more accurate in backtesting a strategy (considering that IntraBar Order Generation in each ...

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