I've been working on an automated strategy, but in demo mode am getting at
various times overfills (this does not happen in market replay). I do not know if it is a race condition or other issue causing it. I have attached an Excel spreadsheet (uploaded as .txt ... may need to rename to .csv) with an example.
Note: in my example spreadsheet the overfill occurs at 2:24:55 PM.
Here is the sequence of events ... all qtys are 1 contract
Order Entry/Exit Position Order Name
------- ---------- ---------------
Sell Entry 1S Sell Short
Buy Exit - Buy to cover
Buy Entry 1L Close Position
Buy Entry 2L Buy < Overfill
Regards,
C Smith
Comment