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Close quantity more than entry quantity

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    Close quantity more than entry quantity

    Hi NT experts,

    When a strategy's close quantity (from stop or target orders) is more than the entry order quantity, will the strategy (like OnBarUpdate) continue to function?

    For example, when shorting 1 ES contract at the entry and exit with 2 ES contract at buy back, this will result in a net long position. Will a strategy continue to run for this long position?

    #2
    binwang2, the strategy would continue to run, but might not deliver the results expected as the position synching would be off -



    Could you please clarify more the scenario behind this?

    When you're synced up properly at strategy startup this should not be an issue (except for potential overfills) -

    BertrandNinjaTrader Customer Service

    Comment


      #3
      The strategy had exited majority positions already. Then it fired a market order to close remaining positions. The market order is simple enough as the folloing:
      EXitLong();
      However, it sold more quantities than the remaining positions and I ended up with a net short position.
      From sell action on, the strategy seemed no longer processing data, even though it was not frozen: i closed my strategy manaully on chart trader.

      Comment


        #4
        The strategy continue to act as expected, but since the stratregy vs account position sync was off the results were not what you expected. In case you had gotten an overfill, you would need to step in and make sure synching is achieved by manually placing orders to account for the difference seen.
        BertrandNinjaTrader Customer Service

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