Partial fills - Modified SampleOnOrderUpdate

[Shansen]

NinjaTrader_Jim,

Thank you for posting your modified SampleOnOrderUpdate for partial fills (attached) (https://ninjatrader.com/support/foru...58#post1087458).

I believe I've wrapped my head around your logic. Though, should you have time, more in-code comments would be appreciated.
Differencing your modified code with the original SampleOnOrderUpdate shows in OnBarUpdate() the addition of "if (State == State.Historical) return;" and "Position.MarketPosition == MarketPosition.Flat".
Please explain your logic in adding "Position.MarketPosition == MarketPosition.Flat".
Again, thank you for posting the code.

Regards
Shannon

[NinjaTrader_Jim]

Hello Shansen,

Thanks for your question.

if (State == State.Historical) return; is used to skip historical processing so realtime order submissions can be tested easily.

The check for the flat position is consistent with the current example. We are simply checking if the strategy is in a flat position before submitting the entry order.

The in house example for SampleOnOrderUpdate which that Rithmic modification was derived can be found here - https://ninjatrader.com/support/help...and_onexec.htm

The biggest item to note with the modified example for Rithmic is that we check if there has been a partial fill, and if there was, we want to make sure we update the target/stop if the last update we see was an Order event as opposed to an Execution event.

I look forward to assisting.

[Shansen]

Apologies. The SampleOnOrderUpdate I used was from several years ago. Thanks for the clarification.

Differencing the SampleOnOrderUpdate(2019) and your modified SampleOnOrderUpdate, has helped. I now understand both files handle partial fills.

Please confirm your modified SampleOnOrderUpdate is only required where a broker's API adapter does not guarantee the sequence of events of OnOrderUpdate, OnExecution, and OnPositionUpdate (i.e. Rithmic and Interactive Brokers) (https://ninjatrader.com/support/foru...34#post1087234).

Please confirm the original SampleOnOrderUpdate(2019) is sufficient where a user's broker is NinjaTrader Brokerage.