How can it buy at a price that has not been touched: possible Multichart bug?

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Updated November 23, 2018

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How can it buy at a price that has not been touched: possible Multichart bug?

November 23rd, 2018, 08:14 AM

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Dvdkite

Trieste Italy

Posts: 162 since Feb 2018

Thanks Given: 131

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Hello everyone,

just a curiosity. How can a situation like this in the picture happen? (it's a backtest)
Is there a piece of code that fire a simple buy order at market.. but How can it buy the DAX at a 5 point higher than the HIGH value of that bar????

Just for reference this is the piece of code related to the entry:

DisplAVG is the with line (just a displaced average 3x3 )
and SD1Down is the first deviation standard below the vwap.
150 contract bar chart on DAX futures...

Code

if H[2] < DispAVG and H[1] < DispAVG and C > DispAVG and C > SD1Down and
	   C - SD1Down <= minPTS			
 		then begin
 			buy (" LE 3") 1 contract next bar at market;
			EntryMode = 3;
		   	canPrintEntryprice = true;
		end;

Am I missing something?

BTW: I'm using MultiCharts64 Version 11.0 Release (Build 15647)

Last Updated on November 23, 2018