"all or nothing" fill ?

[maaz1598]

how do i code ''all or nothing" fill on ninja script preventing multiple broker charges
also what is the difference between liberal and default fill?

[NinjaTrader_PatrickH]

Hello maaz1598,

Thank you for your post.

There would not be a guaranteed way to implement logic that ensures 100% of the time the full quantity is filled or not at all. You could potentially check that the Volume sitting on the side you need to fill your order is available before submitting the order. However, there would still not be a guarantee the order would fill completely at the price level you wish.

Liberal and Default Fill Types are for the historical calculation of fills. When you apply your strategy to the chart or when you run a backtest, the strategy is ran across the historical and the Fill Type is needed to determine how the orders fill.
The code for the Fill Types is avaialble under Documents\NinjaTrader 7\bin\Custom\Type. as '@DefaultFillType.cs' and '@LiberalFillType.cs'.

Please let me know if you have any questions.

[maaz1598]

is there any way i can code it to fill"all or nothing"
i want it buy only if it gets a offer to buy all else it should reject the offer waiting for another
my broker, interactive brokers has this type of order, how can i make use of it ?

[NinjaTrader_PatrickH]

Hello maaz1598,

Thank you for your response.

There would not be any options in NinjaTrader to use all or nothing with custom programming it.