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Open Feature request MC-1374

Please revert back to 8.0 for handling slippages in Async Autotrade mode

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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)
#0
user-online.png  Alex MultiCharts (Alex MultiCharts)
Sep 12, 2013 - 12:49

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

#0
user-online.png  Alex MultiCharts (Alex MultiCharts)
Sep 12, 2013 - 12:53

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

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targetted for
    MultiCharts 8.8 (RELEASED)
  • Status
    Released
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    Critical
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