Hi,
I'm hoping to get this feature introduced in MC12 if possible???
https://www.multicharts.com/pm/public/m ... es/MC-1708
My Solution:
-In PT, right click an instrument in a strategy. Click "Format Instruments"
-Simply add a tab here titled "Costs"
Job done!
Seperately: Other user(s) have suggested adding the ability to set slippage/costs in QM. I strongly disagree with this. My real world slippage varies wildly depending on the blend of order types I use for a given strategy. This solution would be awful! But, creating keywords to handle costs for use in the code would work. You could either declare costs in a line anywhere in the code OR,even better, be able to attach it to each and every order, which would be super granular!
Can't specify slippage for each instrument within one strategy [SOLVED]
- Anna MultiCharts
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Re: Can't specify slippage for each instrument within one strategy
Hello, wilkinsw!
Unfortunately the implementation of this feature is not planned for the upcoming version, but our developers might come up with a new commission rule that will work differently for different instruments. Please give an example of 2 instruments and the commission/slippage settings for them.
Unfortunately the implementation of this feature is not planned for the upcoming version, but our developers might come up with a new commission rule that will work differently for different instruments. Please give an example of 2 instruments and the commission/slippage settings for them.
Re: Can't specify slippage for each instrument within one strategy
This functionality is especially needed for futures backtesting. Different futures can have different slippages since their tick sizes and bigpointvalues can vary greatly.
For example: Emini S&P can have a slippage of one tick $12.5, while VX futures' on tick worth $50.
For example: Emini S&P can have a slippage of one tick $12.5, while VX futures' on tick worth $50.
Re: Can't specify slippage for each instrument within one strategy
And the slippage will vary by strategy used (the mix of order types used).This functionality is especially needed for futures backtesting. Different futures can have different slippages since their tick sizes and bigpointvalues can vary greatly.
For example: Emini S&P can have a slippage of one tick $12.5, while VX futures' on tick worth $50.
- Anna MultiCharts
- Posts: 560
- Joined: 14 Jul 2017
- Has thanked: 42 times
- Been thanked: 141 times
Re: Can't specify slippage for each instrument within one strategy [SOLVED]
wilkinsw, regtracer,
the feature request was reviewed by our development team and will be implemented in future versions. At the moment it’s hard to tell when this will be exactly. Please follow our Blog to find what new features were introduced in the new versions:
https://www.multicharts.com/traders-blog/
the feature request was reviewed by our development team and will be implemented in future versions. At the moment it’s hard to tell when this will be exactly. Please follow our Blog to find what new features were introduced in the new versions:
https://www.multicharts.com/traders-blog/