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Open Bug report MC-2422

Limit fill behaviour very wrong

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When backtesting and using multiple limit entry orders within one strategy and only permitting 1 position at a time:

If the first entry exits....the second entry will NOT occur at the immediately available price and instead be shown as filled at the limit price. This is very wrong indeed.

This behaviour didn't exist in MC9 but does in MC10 and 11:


Steps to reproduce this issue

Use any signal with 2+ seperate limit entry order instructions at the same price and a 2 tick stop (one for each entry) on say a 5 min chart and only permit one position at a time (signal, properties, position limits).

You will see the issue. Compare the difference between MC9 and MC10/11

Comments (2)
user-offline.png  Will
May 14, 2018 - 09:32

Any updates?

user-offline.png  MultiCharts Support
May 14, 2018 - 13:34
The issue with the incorrect Limit order execution in backtesting when using the “BackTesting Limit Assumptions” will be corrected in MultiCharts 12 Release.

Issue basics
  • Type of issue
    Bug report
  • Category
    Not determined
  • Targeted for
    MultiCharts 12 (RELEASED)
  • Status
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User pain
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    user-offline.png  Will
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Issue details
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