+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
bug_report_small.png
Open Bug report MC-2422

Limit fill behaviour very wrong
minus.svg
Please log in to vote
2
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

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)
settings.svg
#1
user-offline.png Will
May 14, 2018 - 09:32

Any updates?

#2
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.

History
arrow_left.svg arrow_right.svg
Issue basics
  • Type of issue
    Bug report
  • Category
    Not determined
  • Targeted for
    MultiCharts 12 (RELEASED)
  • Status
    Released
  • Priority
    Not determined
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
People involved
  • Posted by
    user-offline.png Will
  • 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
  • Reproducability
    Not determined
Commits (0)
There are no code checkins for this issue
×

Sign up and get MultiCharts free

Use its powerful simulation mode with data included out of the box. Just fill out the form and start honing your trading skills with a few clicks.