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Overfill and Exception handling?

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    Overfill and Exception handling?

    I understand that you cannot avoid overfills in ManagedMode; making development of strategies a lot more difficult and error prone.

    The problem with Overfills typically appear when I have my own exit logic along side server side Stop Loss. Some times these trigger more or less at the same time. From my point of view, this is OK, and I don't mind being notified that an overfill has been detected, since I know that I am out of my position.

    My problem is that Overfill messages appear as message dialogs, and disabling my strategies. So when I am not at my desk (or running NT via RDP), believing that my strategies are running, they have actually been disabled for many hours. This is not good!

    I would really like to be notified of Overfill via Exceptions in code, rather than via the dialog in NinjaTrader, and having the option of exiting my strategies myself in code rather than NT auto-disabling them. Can this be facilitated at some point in the future?

    #2
    Thanks for the post and welcome to the forums here ValutaTrader - overfills / inflight executions are always a possibility and the best approach would be optimizing the code to ensure a minimum of potentially 'racing' orders would be working at the same time - this is true for managed and unmanaged mode as well. However in Unmanaged you have the option to ignore overfills and leave the strategy running by providing a custom handling if a overfill was detected.



    I have added your thoughts to our product management list of feedback so we can consider allowing overfills to be ignored for managed mode as well.
    BertrandNinjaTrader Customer Service

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