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overfill handling examples ninjatrader


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overfill handling examples ninjatrader

  #1 (permalink)
 erk707 
Irvine, CA
 
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Does anyone have any examples of how to properly handle overfill in ninjatrader under unmanaged?

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 Big Mike 
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erk707 View Post
Does anyone have any examples of how to properly handle overfill in ninjatrader under unmanaged?

You might check @NJAMC's LOM, I think he has implemented it.



Mike

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  #4 (permalink)
 
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 NJAMC 
Atkinson, NH USA
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Big Mike View Post
You might check @NJAMC's LOM, I think he has implemented it.



Mike

Thanks @Big Mike,

It has been a while, but I believe LOM does help minimize Over-Fills. I think it was one of the reasons why I started the project. You still need to be careful from what I recall, but with LOM it should be the exception not the rule.

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  #5 (permalink)
 erk707 
Irvine, CA
 
Experience: Intermediate
Platform: Ninjatrader
Trading: Piano, ES, GC, CL, NQ, 6E
Posts: 21 since Feb 2011
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NJAMC View Post
Thanks @Big Mike,

It has been a while, but I believe LOM does help minimize Over-Fills. I think it was one of the reasons why I started the project. You still need to be careful from what I recall, but with LOM it should be the exception not the rule.

Were you ever able to force an overfill on a sim account. If you remember?

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  #6 (permalink)
 
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 NJAMC 
Atkinson, NH USA
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erk707 View Post
Were you ever able to force an overfill on a sim account. If you remember?

Yes, that was not a problem!

Nil per os
-NJAMC [Generic Programmer]

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  #7 (permalink)
 erk707 
Irvine, CA
 
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NJAMC View Post
Yes, that was not a problem!

Awesone did you achieve that by just canceling an order in onorderupate when it was pending cancel?

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  #8 (permalink)
 
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 NJAMC 
Atkinson, NH USA
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erk707 View Post
Awesone did you achieve that by just canceling an order in onorderupate when it was pending cancel?

Ah, now a memory test... Sorry, I don't remember exactly what caused the problem (that was over 2 years ago). But LOM seemed to fix the problem for me, haven't see it since.

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
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  #9 (permalink)
 erk707 
Irvine, CA
 
Experience: Intermediate
Platform: Ninjatrader
Trading: Piano, ES, GC, CL, NQ, 6E
Posts: 21 since Feb 2011
Thanks Given: 5
Thanks Received: 4


NJAMC View Post
Ah, now a memory test... Sorry, I don't remember exactly what caused the problem (that was over 2 years ago). But LOM seemed to fix the problem for me, haven't see it since.

Really appreciate it

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