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    Position size is split

    Hello,

    I'm trading with an automated strategy.
    In this strategy I open a position with 60 mini-Lot contracts (GER30 CFD).

    The used code is:
    base.EnterShort(60, "Short" + strategyname + "_" + base.CurrentBar);

    So far, so good.

    The problem is, that the strategy opens the position in two steps: Step one is with 4 positions, step two is with 56 positions.

    In addition, the exit also occurs with two steps - step one is 7 positions, step two is with 53 positions (screenshot 1)

    Strange to say is that the trading journal shows even three steps (from the same trade) (resp. screenshot2)

    Is there any way to change that behaviour?

    Thanks in advance,

    erkees
    Attached Files

    #2
    One interessting detail is, that this behaviour occurs only with cfds - not with forex

    Comment


      #3
      Hello,

      Thank you for the post.

      I wanted to confirm, you are questioning the Partial fill is that correct?

      If so, partial fills would occur based on the market available, there would not necessarily be a way to prevent this from occurring as this would rely on the exchange/market and how the order is ultimately filled. You can force the simulator to enforce partial fills to create a more real-time like outcome in simulation modes, please see the following documentation: http://ninjatrader.com/support/helpG...ghtsub=enforce

      I look forward to being of further assistance.
      JesseNinjaTrader Customer Service

      Comment


        #4
        Thank you for your answer.

        Yes, the question was whether partial fill is correct.
        I tried in the simulator settings to enforce immediate fill.

        But can you explain, why the chart shows two partial fills, but the trade performance windows shows three partial fills (from the same trade).

        Thanks,

        erkees

        Comment


          #5
          Hello,

          Thank you for clarifying the concern.

          I wanted to check, was this occurring more than one time or was this the only instance you had seen? If this had occurred more than once, are you able to recreate this happening when running the strategy each time? If you can recreate this occurring, could you provide the script being used along with the settings used to enable it so I could further review the situation?

          Also, we had just released an update to NT8, have you installed version 8.0.6.0 yet and tested this case?

          I look forward to being of further assistance.
          JesseNinjaTrader Customer Service

          Comment

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