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Strategy Disabled After Over Fill

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    Strategy Disabled After Over Fill

    Hello,

    how can I prevent a strategy from being disabled after an error "Over Fill"?

    #2
    Hello Peter11,

    Thanks for your inquiry.

    To give some background on OverFills, I will quote a snippet from our help guide:
    An overfill is categorized as when an order returns a "Filled" or "PartFilled" state after the order was already marked for cancellation. The cancel request could have been induced by an explicit CancelOrder() call, from more implicit cancellations like those that occur when another order sharing the same OCO ID is filled, or from things like order expirations.
    
    Your strategy can ignore over fills by setting the IgnoreOverFill property. You can then trap these cases by looking for such events in OnOrderUpdate() and handling them appropriately for your strategy. Here are some links to publicly available documentation on these subjects:

    IgnoreOverFill — https://ninjatrader.com/support/help...reoverfill.htm

    OnOrderUpdate() — https://ninjatrader.com/support/help...rderupdate.htm

    If you have any additional questions, please don't hesitate to ask.
    JimNinjaTrader Customer Service

    Comment


      #3
      Can I restart the strategy automatically?

      Comment


        #4
        Hello Peter11,

        Within NinjaScript, it would not be possible to programmatically restart a strategy.

        You could add logic that will return it to an original state by resetting any variables, closing any open positions, and cancelling any orders that your strategy has put forth since enabling.

        Please let me know if I may be of further assistance.
        JimNinjaTrader Customer Service

        Comment

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