Is it possible to enforce full fills in NT?

[alex.nt]

In other words, not allowing partial fills.

[NinjaTrader_AdamP]

alex,

You can do this as part of the simulator but it wouldn't work the same with a live account.

Enforce partial fills
Enables or disables the forcing of partial fills on each order. If enabled, orders will always get filled with partial fills. When disabled orders are filled completely or partially depending on trade volume.

This setting can be found in the Tools > Options menu.

[rstriquer]

I´m trying to enforce partial filled, I have set the Tools -> Options -> Simulator already and the orders keep getting complete filled.

I set the quantity of my EnterLongStopLimit to 999.999 and set the stop and limit to the same value even thought I can´t get partial filled.

what em I missing?

[NinjaTrader_PatrickY]

Hello,

Thank you for writing in.

Provide a link below to assist you further on what you are missing:

https://ninjatrader.com/support/forum/showthread.php?t=40465

Don't hesitate to contact us with any other NinjaTrader items we may assist with.

[rstriquer]

I can't see how that link explains my question.

I set a debug variable in the initialize method and I sow the order get partial filled, but it takes about half a second to be complete filled even thought I set a very high value, shouldn't it stop on a partial filled instead of go all the way to filled when I set the "Enforce partial fills"?

[NinjaTrader_PatrickY]

Hello,

Thank you for the reply.

The link that was provided in the previous post was to inform you how fill partial works.

To directly answer your question as stated from the post from NinjaTrader_AdamP, checking the Enforce partial fills is used with the Sim101 account not with live account. Enabling Enforce partial fills does not prevent the order from completely filling. The order will fill completely, however, it fills in partial filled increments. This allow partial fills to be simulated with the Sim101 account to let you design your code to handle partial fills correctly and to have the logic perform correctly when experiencing orders that are filled in partial fills.

Don't hesitate to contact us with any other NinjaTrader items we may assist with.

[rstriquer]

ok, thanks, now i got it. I even thought my installation was broken or something, but then its fine.

Is there a way to better control or force partial fills, something like a variable i can use to prevent ninja to completely fill the order?

PS: Thanks again.

[NinjaTrader_PatrickY]

Hello,

Thank you for the reply.

To prevent an order to be fully filled, a submitted quantity would require that a cancel order is sent at exactly the right time after a partial fill. After the partial is filled, the order would need to be cancelled before there are enough market volume to continue filling the order. If another partial fill occurs after the cancellation is sent, this will result in an overfill. It is difficult to not cause an overfill when cancelling the remaining quantity of an order after a partial fill.

Don't hesitate to contact us with any other NinjaTrader items we may assist with.