I have recently started running a pair of strategies on a live data NT account.
About once a day a message pops up about an overfill occurring.
At this point, my strategies enter a trade, but do not reach their stop losses. Rather, the orders are cancelled mid way (regardless of the value of the market itself - somewhere in between my stop loss range).
So the strategies place an order, then I get the message about overfill occurring, then the orders get cancelled, and then my strategies are disabled. At this point i have to go in manually and re-enable the strategies.
I've tried reading a bit about overfill, but mainly I am getting information about how to disable this overfill with a line in the code. I'm not sure that I want to do this, as I don't fully understand what the purpose of the overfill is..
Can you please explain to me what an "overfill" is exactly, and why it may occur?
Thank you.
Comment