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Strategy auto disabled
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Strategy auto disabled
hi, i've multi strategy running real-time trading same instrument, yesterday, 1 of them got disabled...i'm wondering did it caused by human error, or strategy may shut itself down? how do i trace what happened exactly? ThanksTags: None
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yes, i've traced the log, "an overfill was detected"...i'm just playing the ninjatrader with sim account, why did it happened? usually?
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Thanks, it usually happens when an order marked for cancellation would come back filled instead, so comparable as if you experienced a so called in-flight execution trading manually -
http://www.ninjatrader.com/support/h...trading_wi.htm (2nd section here please)
You would need to analyze the order flow leading to the overfill event to determine how to manage them to avoid / minimize the chances of it happening, in our more flexible unmanaged order submission approach you could also ignore overfills reported completely and self manage mispositions / executions in your own code to rectify.BertrandNinjaTrader Customer Service
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