Multiple single orders in Market Replay, possible bug?

[skeksis]

When using a simple strategy that places limit orders of size n using the managed approach, if I attempt to test them with market replay, it fills the limit order as 2 trades:
1 of 1 unit and 1 of n-1 units.

When those orders are then closed, it closes them all one by one! Obviously, if I go long 1/2 million EUR/USD then on closing the trade I get 1/2 a million executions for one trade!

This doesn't occur in backtesting or in real time, only in market replay.

Any ideas why this is?

[NinjaTrader_RyanM1]

Hi skeksis,

Welcome to the NinjaTrader forums. There are some simulator options you can look into:
Click Tools > Options > Simulator tab.
Uncheck Enforce Partial fills.
Check Enforce immediate fills.

[skeksis]

Thanks, enforcing immediate fills fixed the problem. I don't see why this should happen either way though, it definitely seems like a bug of some sort.

[NinjaTrader_RyanM1]

NT supports multiple asset classes, so the simulator offers some settings flexibility to accommodate this. Glad to hear you've found the settings that work for you.