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Overfilled Constantly, Can I Change Setting?

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    Overfilled Constantly, Can I Change Setting?

    Hi guys,

    So I've been working on some models and I've tried running a model in Sim mode to 'see' what it does during market hours, vs just backtesting. The problem is I get an 'overfilled' message quite often, which after I hit the okay button the strategy is shut off. When I re-start it, the p/l goes to zero so I lose any data/numbers I've had.

    Is there a way to change the setting so that even with an overfill, the strategy continues to run? I like the message appearing, I just don't want to have to re-start the strategy again and again and l keep losing all the p/l for the day, which sort of ruins the whole idea of testing it in a real live market.

    BTW: I don't know why it says overfilled, when I check 'position' i never see any overfilled level

    Thanks!
    Last edited by canuck; 07-12-2011, 07:15 AM.

    #2
    Hello canuck,

    Thank you for your post.

    Yes this would be possible, however you will need to program your own OverFill handling using the Unmanged approach.

    Please see our Help Guide article on IgnoreOverFill for more information. Please make sure you under stand the risks involved with setting this property:

    http://www.ninjatrader.com/support/h...reoverfill.htm

    More information on the Unmanaged Approach Order Methods can be found on the following link:

    http://www.ninjatrader.com/support/h...d_approach.htm

    Please let me know if you have additional questions.
    MatthewNinjaTrader Product Management

    Comment


      #3
      Hi Matthew,

      Thanks for the info. I see what you mean, regarding the risks.

      I have found what I needed, though through a different manner. I just discovered the 'strategy performance real time' which I assume tracks the performance and record while the system is 'on'. This is basically what I wanted to see, the track record of a real time sim vs just a backtested report.

      I appreciate your help


      Cheers

      Comment


        #4
        Originally posted by canuck View Post
        Hi Matthew,

        Thanks for the info. I see what you mean, regarding the risks.

        I have found what I needed, though through a different manner. I just discovered the 'strategy performance real time' which I assume tracks the performance and record while the system is 'on'. This is basically what I wanted to see, the track record of a real time sim vs just a backtested report.

        I appreciate your help


        Cheers
        Let us know if that "real time" performance data gives you any real results. I often get a blank page of results, even when i know that a particular strategy has traded recently

        Comment

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