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partial order execution in backtest

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    partial order execution in backtest

    Dear NT experts:
    I see partial exit or stop order execution when back testing forex strategy. It happens when the entry unit is not ending up with zero. When I use entry unit like 18000 for base currency, the back test has no problem to execute whole quantity. However, when i use entry units like 32681, then some time only portion of the entry quantity is executed at exit ot stop order. Rest rides all the way to "exit on close".
    Any idea or suggestion?

    #2
    binwang2,

    Submit your exits to exit the whole position. If you are using limit orders, partial fills are a reality you just have to deal with.

    I suggest you use TraceOrders = true to see if your orders are just getting cancelled after awhile before they complete their fills. http://www.ninjatrader-support2.com/...ead.php?t=3627
    Josh P.NinjaTrader Customer Service

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