456
edits
Changes
Jump to navigation
Jump to search
no edit summary
# Chart resolution is '''not''' 1 tick and Bar Magnifier is not enabled. Backtesting Assumptions is set to '''Fill limit order when trade takes place at limit price or better'''.<div style="background-color: #E5F6FF;">'''Example''': Generated order: sellshort limit @ 121; order is filled @ 121 or better if 121 (or better) is between High and Low of the bar.</div>
# Chart resolution is '''not''' 1 tick and Bar Magnifier is not enabled. Backtesting Assumptions is set to '''Fill limit order when trade price goes beyond limit price by 3 points'''.<div style="background-color: #E5F6FF;">'''Example''': Generated order: sellshort limit @ 121; order is filled @ 124 if 124 price is between High and Low; order is not filled at all if there is not 124 price between High and Low of the bar.
Since '''MultiCharts 10''' it is possible to specify '''TIF''' (time in force) for '''Backtesting Assumptions'''. At the moment only 2 TIFs are available: '''GTC''' and '''DAY'''.
To specify the TIF open [[Strategy Properties]]. Then go to Backtesting tab and select '''Fill limit order when trade price goes beyond limit price by … points''', and then the selection of TIFs will be activated.
This setting doesn’t influence autotrading. With '''GTC''' backtesting works as always. With '''DAY''' – '''Session Break''' is taken into consideration: all active price orders (Limit and Stop Limit) “forget” their statuses and on the new bar opening are considered to be newly placed, which leads to the situation when there’s a gap and the order is guaranteed to be executed, the orders are filled on the bar Open, and not on the Limit price.
This mode does not influence orders with special state (BreakEvent, PercentTrailing, Dollartrailing).
[[Category:Backtesting]]
