Market replay filling orders 1 unit at a time

[nitro]

I've come across a real weird one. I'm on NT 7.14, connected to market replay and when my strategy tries to enter a trade, NT starts to submit orders 1 unit at a time. So basically the following line of code:

quickScalpOrder = EnterShortLimit(0, true, 100000, Low[1], "RedRatReversal");

causes NT to create a 100000 orders instead of 1 order with 100000 units! Ouch!!! Each order goes through it's own state change cycle (accepted, pending, filled etc.) so as you can imagine we get stuck in an almost infinite loop.

This only happens on market replay, the strategy works perfectly in live market conditions. Any idea why? I'm basically incapable of using market replay right now because of these limitations. Please advise on what I could do to fix this issue.

[nitro]

another quick thing that I want to mention is that I've remote debugged in VS and I know that the line that opens the trade

quickScalpOrder = EnterShortLimit(0, true, 100000, Low[1], "RedRatReversal");

is only executed once... just fyi, in case you thought that the strategy logic was causing the infinite loop condition.

[NinjaTrader_RyanM1]

Hello Nitro,

Thank you for your post. Someone will get back to you a bit later on this.

[NinjaTrader_RyanM1]

You can try setting simulator options under Tools > Options Simulator tab. You could uncheck "enforce partial fills" and check "enforce immediate fills"

[fx_pete]

same problem but...

even inforcing imediate fills does not correct it (running V6.5..15)

[NinjaTrader_RyanM1]

Hello Fx_Pete,


Can you provide code snippets you're working with so we can try to reproduce? Is it reproducible anywhere you run the strategy or only market replay?