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code to avoid overfills
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code to avoid overfills

  #1 (permalink)
Elite Member
new york, ny
 
Futures Experience: Advanced
Platform: NinjaTrader
Favorite Futures: eur/usd
 
Posts: 5 since Jan 2011
Thanks: 0 given, 7 received

code to avoid overfills

Here you do ("tradesize1" is a defined term under the Variables part of your strat; currently have mine set to default 2 (e.g., "private int tradesize1 = 2;"). You can just drop this into your strats:




protected override void OnMarketData(MarketDataEventArgs e)

{

if (Position.Quantity>tradeSize1)

{

int x = Position.Quantity-tradeSize1;

if (Position.MarketPosition==MarketPosition.Long)

ExitLong(x);

else if (Position.MarketPosition==MarketPosition.Short)

ExitShort(x);

}

}

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  #3 (permalink)
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Lubbock TX
 
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Here is another solution for NT overfills.

https://futures.io/elite-automated-trading/28389-ninjatrader-overfill-issue-2.html#post352596

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