Slippage and Commission -- Version 4.0 Beta 2 (Build 1573)

Questions about MultiCharts and user contributed studies.
oakshadows
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Slippage and Commission -- Version 4.0 Beta 2 (Build 1573)

Postby oakshadows » 09 Sep 2008

Version 4.0 Beta 2 (Build 1573) of MC miscalculates the slippage and commission in backtesting. The amount you enter is not the amount deducted from the trade in the historical results. (Yes; I took into account "per trade" vs "per share/contract" and yes, I took into account that the amount assigned in the Signal Properties is per side.)

khalaad
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Postby khalaad » 09 Sep 2008

If not from day ONE, all versions during the last 6 months have got commission and slippage wrong.

For instance:

For emini S&P 500 futures a $0.012 cost input actually means $12.5 OR 0.25 points OR 1 tick.

For Euro futures a $0.0001 cost input actually means $25.0 OR 0.0002 points OR 2 ticks.

Khalid

Tresor
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Re: Slippage and Commission -- Version 4.0 Beta 2 (Build 157

Postby Tresor » 10 Sep 2008

Version 4.0 Beta 2 (Build 1573) of MC miscalculates the slippage and commission in backtesting. The amount you enter is not the amount deducted from the trade in the historical results. (Yes; I took into account "per trade" vs "per share/contract" and yes, I took into account that the amount assigned in the Signal Properties is per side.)


Please report this issue here: http://forum.tssupport.com/viewtopic.php?t=5493

khalaad
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Postby khalaad » 10 Sep 2008

Yes, Tresor, I most certainly shall do so with an Excel file attached. It is just that I still have not managed to take delivery of my new trading computer; I live in a third world country where high specifications things are not as readily available as they are in the West.

Khalid

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Marina Pashkova
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Postby Marina Pashkova » 26 Sep 2008

If not from day ONE, all versions during the last 6 months have got commission and slippage wrong.

For instance:

For emini S&P 500 futures a $0.012 cost input actually means $12.5 OR 0.25 points OR 1 tick.

For Euro futures a $0.0001 cost input actually means $25.0 OR 0.0002 points OR 2 ticks.

Khalid
Hi Khalid,

Have you tried the 4.0 beta 3 version? It calculates slippage correctly now. However, if you notice any other issues with its calculation, please do let us know.

Regards.


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