Why orders partially executed in the last day and how to fix it?

[tealover007]

I am typing

string message = "Please buy " + symbol + " at market";
Print(Time[0] + " " + message);


RIGHT BEFORE

EnterLong();


And see all related messages in the Output window, but only small portion of the orders/executions/trades in the Strategy results (in Strategy Analyzer).

I am wondering why it is so and how to fix it?

[NinjaTrader_JoshP]

tealover007,

I am not quite sure what you mean. Can you please clarify what you mean by orders partially executing?

[tealover007]

tealover007,

I am not quite sure what you mean. Can you please clarify what you mean by orders partially executing?

Here goes explanation:

I am quite sure that EnterLong() got executed for a specific symbol. (i.e. execution thread passed through this "command" or "statement").

I can see "confirmation" in my output window because I am printing it.

However, as a see my "Print" message in the output window, the corresponding order that was supposed to be generated by the EnterLong() for that specific symbol doesn't appear in the Strategy Analyzer grids and not get accounted for in the strategy statistics.

I wouldn't be surprised so much if let's say all orders doesn't show up in the grids. But I AM surprised because some of them show up and the others - not. (and I see ALL of them in the Output window: all symbols I would like to run EnterLong() for; I am running this command, but it fails!)

[tealover007]

I am loosing more orders than I thought!!!

I just calculated how many times EnterLong and EnterShort was called during the strategy backtesting.

Stratgy analyzer tells me that total orders were 107, but number of times EnterLong and Enter Short was called is 395. I can see about every 4TH trade only!!!

Where are the other 288. They all different symbols, I just double checked.

More info:

missing orders are consistent from run to run. I.e. I see the same sequince every time I backtest:

1, 4, 6, 9, 10, 12, 16, 19, 25, 29, 31, 32, 35, 36, 38, 39, 40, 42, 43, 44, 47, 48, 49, 50, 51, 52, 54, 55, 56, 58, 61, 64, 65, 66, 67, 70, 71, 72, 73, 74, 75, 77, 79, 80, 81, 82, 84, 85, 87, 88, 91, 92, 93, 94, 95, 96, 97, 99, 100, 104, 105, 106, 107

("total # of trades": 67 in the Summary)

[tealover007]

never mind

mistery solved.