OrderFill problem...

[ttodua]

Hi. can anyone tell me what could be cause for orderfill problem wit this strategy?



here strategy code:

https://pastebin.com/raw/gmkhYzLK

[NinjaTrader_Jim]

Hello selnomeria,

Thanks for opening the thread.

Our help guide has the following description for over fills:

NOTE: An overfill is categorized as when an order returns a "Filled" or "PartFilled" state after the order was already marked for cancellation. The cancel request could have been induced by an explicit CancelOrder() call, from more implicit cancellations like those that occur when another order sharing the same OCO ID is filled, or from things like order expirations.

http://ninjatrader.com/support/helpGuides/nt7/?ignoreoverfill.htm

You could use the setting above to ignore overfills, but this could be dangerous and the implications of using it should be understood.

I did not notice any CancelOrder() calls in your code or notice any OCO ID's in your error. It could be that your code is changing some IOrders and then when that order is referenced by a its entry signal for an exit, there is an inconsistent order quantity being used.

I would suggest to limit the strategy's order operations and use Print() statements and Trace Orders to debug the strategy so you can find out more about how that situation occurred and how you can prevent it.

Debugging: http://ninjatrader.com/support/forum...ead.php?t=3418

TraceOrders: http://ninjatrader.com/support/forum...ead.php?t=3627

Please let me know if I can be of further help.