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Overfill Handling

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    Overfill Handling

    Hello,

    when I type the name of na IOrder and I type a dot it appears a list. One of the Items of this list is Overfill.

    MyOrder.OverFill

    I can handle overfills from OnOrderUpdate with this? If not, what is this for?

    When I type OrderState. the OvewrFill option doesn't appear

    #2
    guillembm, overfill handling is possible in the unmanaged mode, this is not directly an orderstate, but a bool you can check if your IOrder was overfilled or not.

    http://www.ninjatrader.com/support/h...reoverfill.htm
    BertrandNinjaTrader Customer Service

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      #3
      I'm aware of this. But the question was:

      if an order is overfilled I suppose that MyOrder.OverFill is set to true and this may be used to handle overfills. As an example if MyOrder.OverFill== true then exit all positions and disable the strategy.

      Is this right? I think this is easier to run on unmanaged mode.

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        #4
        This is correct and doable, however it would be also NT's default orderfill handling with the RealtimeErrorHandling working.
        BertrandNinjaTrader Customer Service

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          #5
          Since Overfill is an ongoing problem with NinjaTrader strategy and the solution usually given is using Unmanaged orders why can't NT team introduce few options in managed code, selected on Initialize() method:
          OverfillHandlingMethod = 0 // 0,1,2,3, etc., or enums/strings

          where eg.:
          0 = default handling (exit open positions and disable strategy)
          1 = continous handling (exit open positions but don't disable strategy)
          2 = something else

          The reason I am suggesting NT team to handle this is that to my knowledge Overfill handling is the only problem in NT strategies that needs to be handled in unmanaged code that is very often encountered by even beginning developers of the strategies.

          If I would be beginning my experience with NT and I would be told let's say that the only way for my strategy not to close itself suddenly is to manage all orders in unmanaged code and that would be the only reason why I need to even consider unmanaged code, I would probably think twice.

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