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Open Bug report MC-2438

Filled at a worse price after an overnight gap; represents incorrect backtesting behaviour.

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Description

If the market opens at a better price than a working limit price, one always gets filled at the opening price. Always.

Therefore, MC can afford to remove the redundant TIF dropdown in this fill assumption section. As TIF has no effect on limit fill placement vis a vis a backtest. The correct behaviour vis a vis the backtest is that of "DAY" TIF...always.

Currently there is a workaround for this bug: the user merely must select “Day” from the dropdown menu. But it's interesting to note that “GTC” is the default and most users will not be aware the fill placement is therefore wrong by default when defining being filled when “trade price goes beyond limit price by x”.

This is a bug as tested in MC11 (15566) and MC10 (14045) but not in MC9 (10014).

Steps to reproduce this issue

I sent the files to reproduce this to Henry before. Please email me if you need the link again.

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    MultiCharts 12 (RELEASED)
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