Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

partial order execution in backtest

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    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

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by argusthome, Yesterday, 10:06 AM
    0 responses
    14 views
    0 likes
    Last Post argusthome  
    Started by NabilKhattabi, 03-06-2026, 11:18 AM
    0 responses
    11 views
    0 likes
    Last Post NabilKhattabi  
    Started by Deep42, 03-06-2026, 12:28 AM
    0 responses
    9 views
    0 likes
    Last Post Deep42
    by Deep42
     
    Started by TheRealMorford, 03-05-2026, 06:15 PM
    0 responses
    4 views
    0 likes
    Last Post TheRealMorford  
    Started by Mindset, 02-28-2026, 06:16 AM
    0 responses
    31 views
    0 likes
    Last Post Mindset
    by Mindset
     
    Working...
    X