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Inconsistent Order filling

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    Inconsistent Order filling

    Hi,

    I modified the sample MA crossover strategy in order to submit orders with qualtity 10000. Then I run the Playback connection and I open the chart. The historical orders look fine however when I hit the play button NT submits 2 orders to match the 10000 account as shown in the screenshot. Can someone explain what is happening?
    Attached Files

    #2
    Hello tolisss,

    Likely you are getting part fills.

    This would occur on an exchange when there is not enough volume to fill the entire order. The order will part fill as opposing orders become available until the order is full filled.

    To disable the simulation of this for the Sim101 and Playback101 accounts, there is an option to 'Enforce immediate fills' in Tools -> Options -> Trading.
    http://ninjatrader.com/support/helpG...dingProperties

    If you would like me to confirm this, please send an email to platformsupport [at] ninjatrader [dot] com so that I may view your log. In the email please include a link to this forum thread.
    Do not post your log and trace on the forum.
    Last edited by NinjaTrader_ChelseaB; 07-30-2017, 12:38 PM.
    Chelsea B.NinjaTrader Customer Service

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