Breaks up Orders

[pistolpete]

Is there a way to back test so it does not break up the orders as individual trades? For instance if I am testing a strategy with 500 shares and it says I have done 44 trades and that 90% are profitable in actuality I have done 8 trades and 90% of them are profitable and that the 44 lots of 100 shares being done.
Thanks
Pete

[NinjaTrader_Bertrand]

pistolpete, are you referring to partial fills you get? For this you can run the simulator with 'enforcing immediate fills' > Tools -> Options -> Simulator

[pistolpete]

No I'm referring to when I back test 100 shares my strategy does 11 trades but when I do 1000 shares it does 44 trades and everything becomes multiplied. It also says 24.8% return on 100 shares but 186% return on 1000 shares. Do you see this as a problem like I do? Yesterday I built a new strategy and tested it all day on 500 shares, thinking I found the holy grail of strategies I was a little disappointed when I figured all the stats where wrong and that I had to change it back to 100 shares to get a reliable figure.

[NinjaTrader_Bertrand]

pistolpete, I'm not sure I follow but can understand that 'discovery' is frustrating - how do you set your order quantity and which EntryHandling do you use? http://www.ninjatrader-support.com/H...yHandling.html

[pistolpete]

Order Handling
-entries per direction 1
-Entry handling All Entries
-Exit on close true
Order Properties
-default quantity 1000
-set order quantity by default quantity
-time in force day

No Idea why NT would default to chopping up the orders like this. I am trading ETFs that are doing on average 20 million shares a day so I would have no problem getting filled for a 1000 at a time. If I input default quantity 1000 that's what I should be getting filled on with a backtest. Let me worry about whether or not I am getting an odd lot fill when I am trading live.

[NinjaTrader_JoshP]

Uncheck "Enforce partial fills".

[pistolpete]

I think I figured it out. I sent you a trade list, disregard it I just changed somethings around and it seems to be working.
Thanks