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Over Fill was Detected
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Over Fill was Detected
I am very frustrated, and I'm not sure where to turn??? I have been programming with Ninjatrader for quite a few years. For the past few months, I can't tell you how many good scalping systems I have created that keep giving me on Over Fill error message and closes the system (see attached). Is it the new version of Ninja or MB Trading? Again, this has not happened for many years until the past few months??? Any ideas???Tags: None
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Is this related? (sorry, I don't trade this way).
Originally posted by edgeliner View PostI am very frustrated, and I'm not sure where to turn??? I have been programming with Ninjatrader for quite a few years. For the past few months, I can't tell you how many good scalping systems I have created that keep giving me on Over Fill error message and closes the system (see attached). Is it the new version of Ninja or MB Trading? Again, this has not happened for many years until the past few months??? Any ideas???
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Hello edgeliner,
An overfill is categorized as when an order returns a "Filled" or "PartFilled" state after the order was already marked for cancellation. The cancel request could have been induced by an explicit CancelOrder() call, from more implicit cancellations like those that occur when another order sharing the same OCO ID is filled, or from things like order expirations.
Unfortunately NinjaTrader has little control over overfills. You may like to modify your strategy and try not to change/modify/cancel any order if the order price and the current market price is at the same level.JoydeepNinjaTrader Customer Service
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