+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 Bug report MC-2438

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

Please log in to vote
Please log in to vote
Go to the next issue (open or closed)
Go to the next open issue

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.

Comments (0)
There are no comments
Issue basics
  • Type of issue
    Bug report
  • Category
    Not determined
  • Targeted for
    MultiCharts 12 (RELEASED)
  • Status
  • 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
    3 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.