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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?

Code:

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/...ead.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.

10-27-2009, 08:20 AM	#1
toptrader Senior Member Join Date: May 2007 Location: , , Posts: 102 Thanks: 0 Thanked 0 times in 0 posts	Extra fills on limit order 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? Code: if (Positions[0].MarketPosition==MarketPosition.Long) ExitLongLimit(limitprice,"LLimit","LE");
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10-27-2009, 08:40 AM	#2
NinjaTrader_Bertrand NinjaTrader Customer Service Join Date: Sep 2008 Location: Germany Posts: 22,409 Thanks: 252 Thanked 975 times in 958 posts	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/...ead.php?t=3627 Bertrand NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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10-27-2009, 09:39 AM	#3
toptrader Senior Member Join Date: May 2007 Location: , , Posts: 102 Thanks: 0 Thanked 0 times in 0 posts	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?
	Facebook Twitter YouTube

10-27-2009, 09:48 AM	#4
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	Please provide the TraceOrders output as well as the trace logs. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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