+1 888 340 6572
MultiCharts Project Management
Go to the previous open issue
Go to the previous issue (open or closed)
Please log in to bookmark issues
Open Feature request MC-1585

Incorrect Backtests on Instruments with Negative Prices

Go to the next issue (open or closed)
Go to the next open issue

I wish to backtest an instrument with prices that can vary from negative to positive. It is a futures calendar spread, and it is tradeable using a single symbol provided by my Rithmic broker feed. (Please see attached screenshot and example datafile.)
If I create a chart, add a test strategy, and examine the results, I see that trades are entered/exited only when the spread price is positive. When the price goes negative, no trades are produced.
This also leads me to believe that the same problem may occur in live trading with this symbol.
Whether this is considered a bug or a feature, it is certainly a problem for anyone who wishes to backtest and trade these symbols.

Steps to reproduce this issue

1) In Quote Manager, use the "Map ASCII" function to create a symbol with the attached datafile.  
2) Add a simple strategy (such as MovAvg2Line Cross LE and MovAvg2Line Cross SE) to the chart
3) Examine the times when the spread price is positive and negative.

Comments (0)
Issue basics
  • Type of issue
    Feature request
  • Category
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
Attachments (2)
Commits (0)
There are no code checkins for this issue
Duplicate issues (0)
This issue does not have any duplicates