Market Replay and forex partial fills!
I'm trying to use Market Replay with EUR/USD from 2012-02-07 for example, downloaded from the NinjaTrader in-program functionality.
I obviously want to use it with the setup that I'm currently using, including the ATM strategy which is set up to place exit orders for the position size 100K.
The problem is that NT7 allows me to enter with 100K, but then when it hits an exit order, it executes partial fills for 1 lot each time, so the position size decreases from 100K to 99,999, then 99,998, 99,997, 99,996 etc etc!
Presumably the exit fill is taking its lot size from the tick volume, which is 1 per tick.
At this rate it would take a couple of days to fill the first exit order.
Am I doing something wrong or do I have to setup a new ATM strategy to deal with a forex lot size of 1 as a work-around? Of course with that as a work-around you can't see your profit or loss correctly.
Do you see this as a bug, since the entry for a position size of 100K doesn't need partial fills per tick volume?
It's a major pain since I don't use Market Replay that often and it caught me out before like this. To clear the position, the only solution I found was to rewind Market Replay, but that wiped out the support and resistance lines I'd drawn on the chart, i.e. 15 mins work.
I obviously want to use it with the setup that I'm currently using, including the ATM strategy which is set up to place exit orders for the position size 100K.
The problem is that NT7 allows me to enter with 100K, but then when it hits an exit order, it executes partial fills for 1 lot each time, so the position size decreases from 100K to 99,999, then 99,998, 99,997, 99,996 etc etc!
Presumably the exit fill is taking its lot size from the tick volume, which is 1 per tick.
At this rate it would take a couple of days to fill the first exit order.
Am I doing something wrong or do I have to setup a new ATM strategy to deal with a forex lot size of 1 as a work-around? Of course with that as a work-around you can't see your profit or loss correctly.
Do you see this as a bug, since the entry for a position size of 100K doesn't need partial fills per tick volume?
It's a major pain since I don't use Market Replay that often and it caught me out before like this. To clear the position, the only solution I found was to rewind Market Replay, but that wiped out the support and resistance lines I'd drawn on the chart, i.e. 15 mins work.
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