Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Strategy Order Partial Fills in SIM account

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Strategy Order Partial Fills in SIM account

    I am observing a problem with NT handling of a partially filled order. I have attached the spreadsheets of the Log, Executions, and Orders. The initial order is a short of 5 contracts. When the order is partially filled for 1 contract, the log shows that NT is now pending change for a quantity of 6 contracts (instead of 4) {I have highlighted this entry in bold}. It appears the simple maths of 5-1=4 is becoming 5+1=6. The result is that when the total of '5' contracts are being filled at the profit target level, there is still an extra order left in the system. I have observed this several times now and this is the cleanest set of logs I have to illustrate the point. I have seen the results as bad as 4 partial filled resulting in a Pending Change of 9, and once the 5 original contracts are filled, 4 contracts are still being traded.
    NT Version number 6.0.1000.4
    Attached Files

    #2
    NT will not change order qty unless your strategy says so. You can e.g verify by TraceOrders.
    DierkNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Cross161, Yesterday, 10:33 PM
    0 responses
    6 views
    0 likes
    Last Post Cross161  
    Started by neilzep, Yesterday, 08:55 PM
    0 responses
    7 views
    0 likes
    Last Post neilzep
    by neilzep
     
    Started by javier.filgueira, Yesterday, 03:29 PM
    3 responses
    10 views
    0 likes
    Last Post javier.filgueira  
    Started by Da vinci, Yesterday, 03:15 PM
    1 response
    8 views
    0 likes
    Last Post NinjaTrader_ChrisL  
    Started by Da vinci, Yesterday, 02:51 PM
    1 response
    14 views
    0 likes
    Last Post NinjaTrader_ChrisL  
    Working...
    X