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Open Bug report MC-2422

Limit fill behaviour very wrong

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Description

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:

https://www.multicharts.com/discussion/viewtopic.php?f=1&t=51323

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)
#1
user-offline.png  Will (wilkinsw)
May 14, 2018 - 03:32

Any updates?

#2
user-offline.png  MultiCharts Support (MultiCharts)
May 14, 2018 - 07:34
The issue with the incorrect Limit order execution in backtesting when using the “BackTesting Limit Assumptions” will be corrected in MultiCharts 12 Release.

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    MultiCharts 12 (RELEASED)
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    Released
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