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09-04-2007, 04:33 AM
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#1 |
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Junior Member
Join Date: Oct 2006
Location: London, UK
Posts: 23
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Strategy Order Partial Fills in SIM account
I am observing a problem with NT handling of a partially filled order. I have attached the spreadsheets of the Log, Executions, and Orders. The initial order is a short of 5 contracts. When the order is partially filled for 1 contract, the log shows that NT is now pending change for a quantity of 6 contracts (instead of 4) {I have highlighted this entry in bold}. It appears the simple maths of 5-1=4 is becoming 5+1=6. The result is that when the total of '5' contracts are being filled at the profit target level, there is still an extra order left in the system. I have observed this several times now and this is the cleanest set of logs I have to illustrate the point. I have seen the results as bad as 4 partial filled resulting in a Pending Change of 9, and once the 5 original contracts are filled, 4 contracts are still being traded.
NT Version number 6.0.1000.4 |
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09-04-2007, 06:54 AM
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#2 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
Posts: 9,994
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Thanked 6 times in 6 posts
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NT will not change order qty unless your strategy says so. You can e.g verify by TraceOrders.
Dierk
NinjaTrader Customer Service |
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