Over fill was detected on order

[Thomas79]

Hi
I'm running a system since many months in live trading, and today, don't why, i have "an over fill was detected".

Can you help ?
you can see the print screen of the log

thx

[NinjaTrader_Jim]

Hello Thomas79,

Thanks for your message.

NinjaTrader uses the following definition for over fills: "An overfill is categorized as when an order returns a "Filled" or "PartFilled" state after the order was already marked for cancellation. The cancel request could have been induced by an explicit CancelOrder() call, from more implicit cancellations like those that occur when another order sharing the same OCO ID is filled, or from things like order expirations."

Over fills are often due to race conditions where a cancellation is sent, but the order gets filled before the cancellation gets processed at the exchange. OverFills can be ignored in NinjaScript strategies using the Unmanaged Approach, and the strategy can then take action on the overfill by looking at the order states to see if an order has come back as Filled or PartFilled after a PendingCancel, or by checking if an IOrder's OverFill property is true. Managed Approach strategies cannot handle overfills and will terminate.

Below is some documentation on the Unmanaged Approach (so we can use IgnoreOverfill,) IgnoreOverfill (so we can keep the strategy running,) and OnOrderUpdate (where you can check for IOrder.OverFill or specific order states (orders filling before a cancellation is processed.)

Unmanaged Approach — https://ninjatrader.com/support/helpGuides/nt7/unmanaged_approach.htm
IgnoreOverFill — https://ninjatrader.com/support/help...reoverfill.htm
OnOrderUpdate() — https://ninjatrader.com/support/help...rderupdate.htm
Order State definitions — https://ninjatrader.com/support/help...efinitions.htm

Let me know if there is anything else we can do to help.

[Thomas79]

Hi Jim,

thank you for your reply, i changed my script and add the unmanaged Approach and IgnoreOverFill Method. Concerning the OnOrderUpdate, it was already the case.

When i run the strategy on backtest, i don't have any trade and in realtime, the strategy cannot be launched, on the Log i have "Error calling 'OnBarUpdate" method for strategy ..."EnterLongLimit" method can't be called on unmanaged strategies.

Here the part of my script with the Initialize, OnbarUpdate with the EnterLongLimit order, OnbarUpdate with the EnterShortLimit order and the OnOrderUpdate (Iorder order)

Can you help ?

[NinjaTrader_Jim]

Hello Thomas79,

Enter/Exit/Set methods are part of the Managed Approach. If you you want to make an Unmanaged strategy, you have to use SubmitOrder instead of these methods. My last Unmanaged link did not point to the Unmanaged Approach documentation so I corrected that link, also can be found below.

https://ninjatrader.com/support/helpGuides/nt7/unmanaged_approach.htm

I have also attached an example Unmanaged strategy that you can use to reference how unmanaged order methods are used.

To identify an overfilled order, you may check:

if (order.OverFill)

in OnOrderUpdate.

[Thomas79]

Hello Jim
Thx a lot for your response, i made the modifications on my script, i'm going to run it in sim in the next few days.
if i have a problem, i will ask you again.

Thank you !

[Thomas79]

Hi Jim

I tested last week on demo the unamaged order and it is working perfectly.

Today i running it in realtime (my broker is AMP) and the buy or sell entries remained on "PendingSubmit" and there are not executed, weird.

Can you help ?

Regards,
Thomas

[NinjaTrader_Jim]

Hello Thomas,

Do you see this behavior with the Unmanaged Template script, or with your script?

If you you only see the symptom with your script, there may be an issue with how the order submission methods are set up. You could then compare how the order submission methods are used between the two strategies to check for differences.

If you have questions on some specific differences, please test just those modifications in the Unmanaged Template script.

If that part is still unclear, you could show my that modification to the Unmanaged Template and I could review and test if needed.