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How to avoid partial fill?

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    How to avoid partial fill?

    When I use EnterLong() or EnterLongLimit() with quantity supplied, is there a way to avoid partial filled? Thanks.

    #2
    Hello localappleseed,

    Thank you for your post.

    There is not an option to disable partial fills through NinjaScript.

    Since we cannot control how orders are handled once they leave NinjaTrader in a live scenario, we do not have an option to avoid partial fills for the simulation account.

    Please let us know if we may further assist.
    Brandon H.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_BrandonH View Post
      Since we cannot control how orders are handled once they leave NinjaTrader in a live scenario, we do not have an option to avoid partial fills for the simulation account.
      That's not a clear as it could be.

      NT8 certainly has options to control partial fills for simulation accounts.

      Perhaps the attached screenshots could be explained in terms related
      to OP's original question?

      Seems to me avoiding partial fills in the Sim101 account tends to
      occur automatically when using the default unchecked conditions.
      Isn't that a reasonable conclusion?
      Attached Files

      Comment


        #4
        I understand simulation doesn't fill partially. I will have to add some code to test partial fill now.
        During testing, even after I selected "Enforce Partial Fills", the orders I submitted using EnterLong() are always filled in full. Is there additional methods or configurations I can try to force a partial fill? Thanks again.

        Comment


          #5
          Hello,

          Thank you for your posts.

          bltdavid - While the Enforce Immediate Fills' will immediately fill orders, this can still result in partial fills. However, even with Enforce Immediate Fills unchecked, partial fills can still occur based on the volume. That said, this option can help reduce the amount of part fills on simulation accounts.

          There is a feature request for the 'Enforce immediate fills' option to always fully fill orders tracked with ID# SFT-1203. I am happy to add your vote to this request.

          As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

          Release Notes — https://ninjatrader.com/support/help...ease_notes.htm'

          localappleseed - We have tested the attached strategy below with 'Enforce Partial Fills' enabled and did receive partial fills for our strategy. You could use the attached strategy along with the following steps to reproduce our test results. Please let us know if you receive any unexpected results when testing this on your end.

          Steps to reproduce
          1. ) Connect to simulated data feed
          2. ) Tools -> Options -> Trading -> Simulator
            1. "Enforce Immediate Fills" : Unchecked
            2. "Enforce Partial Fills" : Checked
            3. OK
          3. ) Accounts tab -> Right-click Sim101 account -> Edit Account -> Set Max Order Size to 100,000 -> Select Reset -> OK
          4. ) Open an ES 12-20 Chart. Control Center -> New -> Chart -> ES 12-20 -> OK
          5. ) Add the attached EnterLong strategy to the chart -> Enable the EnterLong strategy. When the Close[0] is greater than the Open[0] the strategy will place a buy market order for 10,000 contracts.
          You will observe that the order becomes partially filled in stages until completed.

          Additionally, here is a screenshot demonstrating the partial fills we got when testing this on our end.

          Click image for larger version

Name:	2020-09-16_12-17-35.png
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          Please let us know if we may further assist.
          Brandon H.NinjaTrader Customer Service

          Comment


            #6
            Your reply and information is very appreciated.

            Comment

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