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Since '''MultiCharts 11''' it is possible to specify '''TIF''' (time in force) for '''Backtesting Assumptions''' in Portfolio. At is specified by default depending on the moment only 2 TIFs are available: '''GTC''' and '''DAY'''selected option.To specify the TIF right-click on the strategy in When '''Portfolio Tree''' and choose '''Show PropertiesFill limit order when trade takes place at limit price or better'''option is selected, GTC (Good-Till-Canceled) will be set. Then go to '''Backtesting''' tab and select <br>When '''Fill limit order when trade price goes beyond limit price by … X points'''option is selected, and then the selection of TIFs DAY time in force will be activatedused. For other backtesting orders GTC is used by default.
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There are 4 different variants:
# Instrument resolution is 1 tick. 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; available prices: 120, 122, 125, ...; order is filled @ 122.</div>
# Instrument resolution is 1 tick. 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; available prices: 120, 122, 125, ...; order is filled @ 125.
# Instrument resolution is '''not''' 1 tick. 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>
# Instrument resolution is '''not''' 1 tick. 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 @ 121 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.
[[Category:Portfolio Trading]]
