+1 888 340 6572
MultiCharts Project Management
previous_open_issue.png
Go to the previous open issue
previous_issue.png
Go to the previous issue (open or closed)
star_stroke.svg
Please log in to bookmark issues
feature_request_small.png
Open Feature request MC-1374

Please revert back to 8.0 for handling slippages in Async Autotrade mode
minus.svg
Please log in to vote
3
Votes
 pluse.svg
Please log in to vote
next_issue.png
Go to the next issue (open or closed)
next_open_issue.png
Go to the next open issue
Description

In MC 8.0 or earlier versions, slippages were correctly included when autotrading/backtesting in Async mode with conversion to market orders for unfilled limti/stop orders with 0/0 seconds.
However since MC 8.5, slippages are not included limit and/or stoplimit orders.
People who use Async autotrade with such settings complain and immediately downgrade to MC 8.0 and ask revert to the old slippage handling behaviour.

I think we have to consider Sync and Async mode differently in terms of slippage processing.

For Sync mode, I agree with no slippages are possible for live trading.
However, for Async mode with unfilled 0/0 seconds conversion to market orders setting, we do not send out active orders to brokers, but wait for MC to convert them immediately to market orders when touched. We send those converted market orders and therefore, slippages will necessarily happen.

So, for Async mode (especially, with 0/0 unfilled conversion setting), the slippages must be considered as back in MC 8.0 or earlier.

Please check this special case of Async with 0/0 coversion autotrading mode.

This is quite a serious issue for such users and giving them big confusion and make them downgrade to 8.0.

Please check this issue asap.
thx

Steps to reproduce this issue

Run the attached wsp with pla with
- no slippages
- some slippages

Both results are the same but they should be different in case of Async Autotrade with 0/0 unfilled limit/stop conversion settings.

Comments (2)
settings.svg
#0
user-offline.png MultiCharts Support
Sep 12, 2013 - 08:49

It is possible to enable/disable slippage for limit and stop limit orders now.

#0
user-offline.png MultiCharts Support
Sep 12, 2013 - 08:53

HKEY_CURRENT_USER\Software\TS Support\MultiCharts\StrategyProp
UseSlippageForAllTypes
1 = slippage for all orders
0 = slippage for market and stop orders only

History
arrow_left.svg arrow_right.svg
Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
    MultiCharts 8.8 (RELEASED)
  • Status
    Released
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
People involved
  • Posted by
    user-offline.png 2haerim
  • Owned by
    Not owned by anyone
  • Assigned to
    Not assigned to anyone
  • Subscribers
    2 subscriber(s)
    Click here to show the list of subscribers
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Critical
Attachments (2)
Commits (0)
There are no code checkins for this issue