PDA

View Full Version : Extra fills on limit order


toptrader
10-27-2009, 08:20 AM
I have a simple strategy that enters using a market order and exits using a simple limit order or stop. Very straight forward. My code for my limit exit is below. I tried attaching a screenshot but the file is too large. Basically I enter a position of 7 contracts, yet my limit order fills a total of 11 contracts. All 11 contracts are market LLimit, so I know that they all came from the profit target order. Why would these quantities be off?


if (Positions[0].MarketPosition==MarketPosition.Long)
ExitLongLimit(limitprice,"LLimit","LE");

NinjaTrader_Bertrand
10-27-2009, 08:40 AM
toptrader, are you attempting any scale in / scale out with your strategy or does it consist of one entry signal with a stop / target exit?

Are you already working with the TraceOrders feature to debug your order behavior?

http://www.ninjatrader-support2.com/vb/showthread.php?t=3627

toptrader
10-27-2009, 09:39 AM
I am not scaling in/out of positions. It is very straight forward. I have used trace orders, unfortunately that hasn't helped identify the issue thus far. I am running with CalculateOnBarClose=false. Do you think that would have anything to do with the issue?

NinjaTrader_Josh
10-27-2009, 09:48 AM
Please provide the TraceOrders output as well as the trace logs.