Over Fill

[mccallum28]

Hi,

I am playing around with this pivot strategy however \i get rejected orders and over fills causing it to terminate.

How would I rectify this, will I have to look at an unmanaged approach?

Can someone help me sort this out?

[NinjaTrader_Bertrand]

mccallum28, you would need to look into and debug what exact order / orderstatus sequence experienced leads to the overfill and strategy termination - generally 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.

So if you sent for example a close order for a position where you had a close target limit also working, you can easily run into this scenario - a better approach would then be modifying the limit exit in this case to take you flat instead of sending the 'double' order in.

[mccallum28]

Hi Bertrand,

Thank you for your help , I am still left completely stumped as your answer far exceeds my programming ability. Could you have a look and point out what I need to change or dirrect me to the section in the knowledge center?

Thanks,

Ryan

[NinjaTrader_Bertrand]

Ryan, we can unfortunately not debug or modify the code for you - since this would be needed to enhance the realtime running behavior seen I would recommend to get in contact with a consultant to help working changes into the source code.

http://www.ninjatrader.com/partners#NinjaScript-Consultants