Different Testing results with TS with MKT order  [SOLVED]

Questions about MultiCharts and user contributed studies.
tonyng
Posts: 51
Joined: 04 Oct 2013
Has thanked: 2 times
Been thanked: 5 times

Different Testing results with TS with MKT order

Postby tonyng » 13 Apr 2014

We have ported our code from TS to MC64. Somehow during the backtesting, we noticed MC64 has a different behaviour with Buytocover code.
i.e. with TS if we have these code:

if(currentask<=EntryPrice-S1ExitTarget) then Buytocover("S1_syn") 1 Contract next Bar At Market;
if(currentask<=EntryPrice-S2ExitTarget) then Buytocover("S2_syn") 1 Contract next Bar At Market;

then we would see 2 arrows pointing at the same bar

BUT
with MC64

We can only have one arrow, in which means only one market order got exe.

Is there a way to force MC64 to accept both market orders just like what TS did for backtesting?

User avatar
JoshM
Posts: 2195
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1544 times
Been thanked: 1565 times
Contact:

Re: Different Testing results with TS with MKT ord  [SOLVED]

Postby JoshM » 13 Apr 2014

Have you set MultiCharts to generate multiple orders per bar?
Select required mode:

* To limit each order command in this signal to one entry and one exit per bar, click Limit each order command in this signal to one entry and one exit per bar radio button.
* To limit the signal to only one entry in total and only one exit in total per bar, click Limit this signal to one entry and one exit per bar radio button.
* To allow the signal multiple entries and exits per bar, click Allow unlimited entries and exits per bar radio button.
See signal settings.

tonyng
Posts: 51
Joined: 04 Oct 2013
Has thanked: 2 times
Been thanked: 5 times

Re: Different Testing results with TS with MKT ord

Postby tonyng » 14 Apr 2014

Thanks very much. That's the problem.


Return to “MultiCharts”