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NinjaTrader
Constant Error Message
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Hello edgeliner,
An overfill is generated by your strategy when you have an order that is marked to fill and cancel within the same second. Your NinjaScript / C# Code will always be logically processed and evaluate according to your set logic this can of course lead to unexpected results at times
You will need to debug your logic to determine where the cancel is being called from. This can be directly from CancelOrder(), or and OCO pair or when a limit order is set to cancel when the condition is no longer true.
For strategies add TraceOrders = true to your Initialize() method and you can then view valuable output related to strategy submitted orders through Tools > Output window - TraceOrdersMatthewNinjaTrader Product Management
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