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NT Overfilling
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NT Overfilling

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NT Overfilling

I'm in the process of testing an automated strategy and I've run into a problem with NT. I don't fully understand what is going on other than to say that it's an overfill issue. The strategy that I am running only trades long but some how after overfilling places a short trade in an attempt to correct things. Has anyone run into this before and if so, how did you fix it? What are your order handling options? Thanks

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The best way to avoid this behavior is use "unmanaged orders" instead of "managed orders".
The Ninja logic during backtests or realtime simulation with a demo account is sometimes not very reliable.

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This post has been selected as an answer to the original posters question Answer

Here are some examples:

https://futures.io/ninjatrader-programming/4931-unmanaged-orders-example-ninjatrader-7-a.html

https://futures.io/elite-group-trading-methods/5304-new-unmanaged-strategy-project-ninjatrader-7-a.html

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  #5 (permalink)
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Managed Orders trying to understand Overfills

Hello,

I wrote an NT Support Forum post to further my education on solving Overfills in NT strategies.

Cancelling Target Orders when Stops are filled/Overfill/OCO handling - NinjaTrader Support Forum
Post #13.

Any programmers who understand the Managed method for avoiding Overfill? I'll do another version to check OnExecution as I suspect the problems could surface there too. I want to force overfills in this trial so I can understand how to code around the potential problem...

Thanks for any help you can offer.

kz

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Overfills


zeller4 View Post
Hello,

I wrote an NT Support Forum post to further my education on solving Overfills in NT strategies.

Cancelling Target Orders when Stops are filled/Overfill/OCO handling - NinjaTrader Support Forum
Post #13.

Any programmers who understand the Managed method for avoiding Overfill? I'll do another version to check OnExecution as I suspect the problems could surface there too. I want to force overfills in this trial so I can understand how to code around the potential problem...

Thanks for any help you can offer.

kz

zeller4, were you successful with creating a strategy that forced overfills with a sim account. I'm working on a similar problem and saw you posted on NT forum. If you have any examples of how you wrote your OnExecution overfill handling I would really appreciate it.

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