Double execution of Exit Strategies

[John833]

Hello

I'm running a strategy with multiple exit strategies, most of the time it runs without any problem however, occasionally when a trade is being exited, 2 exit strategies are executed at the same time resulting in a net position being created.

Would you have any ideas how I can solve this problem.

Regards

John

BTW, some of my exit strategies are variable

[NinjaTrader_JoshP]

Overfills can occur if you have multiple exits in place, especially if they are close to each other. Only way to know what happen is to evaluate your individual situation with TraceOrders = true.

[John833]

thanks Josh, the problem is that I am running over 30 different exit strategies.... I do already see the output but inevitably during each session I get at least 1 overfill.
I'm wondering is there something I could write which does not accept an exit order as an opening position?

Any suggestions?

[NinjaTrader_JoshP]

John833,

There is nothing that can be done since overfills occur when two exits go in place and both get filled before your NinjaTrader is notified.

Say you had Exit A in place and then place Exit B. If A happens to get filled now, but before your brokerage can report this fill back to you, B gets filled at the exchange you now have an overfill. While the report for A being filled to come back across the internet, B got filled. There was no opportunity for you to cancel B. Even if you received the A fill event and tried to submit a B cancel. B could have been filled while your B cancel request was traversing the internet to get to your brokerage.

[John833]

Thanks Josh, I thought that might be the case.