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Barry Cohen

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Subject : RE: Model data discrepancies
Posted : 10/5/2018 3:24 PM
Post #45545 - In reply to #45544

Multileg spread orders are currently not supported in the Trade Plan strategy block, & therefore to backtesting in general. This is why it shows the individual legs. ML is supported on the right edge - when a ML trade plan is submitted.

In other words, if you have an option trade plan with 2 legs, the voteline shows the same results whether Multileg is enabled or not. And since there is no difference on the voteline, there is no difference in Port Sim or any reports. This is something our dev is working on though.

Deleting message 45545 : RE: Model data discrepancies


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