execution.Quantity execution.Order.Filled

[ScottB]

Hi,

I am getting OnExecution events with both execution.Quantity = 0 and execution.Order.Filled = 0 for an entry order that has a quantity. Ninja pops an Assertion Failed message and the a print statement shows 0 for both.

I have checked the entry and it always has a quantity > 0 and I have even tried hard coding it to no avail.

Any suggestions?

Best Regards,
Scott

[NinjaTrader_Austin]

Scott, is this on a live account? Can you reproduce this event? If so, please send us the script so we can test it out.

[ScottB]

Austin thanks for getting back to me so quickly. No this is in back test and not only can I reproduce it; I can't get by it.

I can't post the strategy but I will email support with a few more details and the trace file.

[NinjaTrader_Austin]

Scott, we'll need a reproducible scenario to see whether or not this is a bug. If you could strip down your strategy as much as possible, we'll take that instead. Unfortunately the trace files won't be enough data here. Thank you for your time on this issue.

[ScottB]

Austin, it isn't my call on releasing any code whatsoever. You would also have to have the exact data we are using.

The best I can ask for in the short term is if you have seen something like this before and know of any fixes. As I mentioned, I printed out the entry quantities and they were all as expected; I even hard coded a number in just to make doubly certain.

[NinjaTrader_Austin]

Scott, understood. Development is taking a look. We'll let you know what we discover via email. Thanks again for your time.

[ScottB]

You are quite welcome.