NT confuses partial fills as separate orders and mixes the performance report

[nikolaalx]

Hi,
I noticed that when I optimize/backtest, each entry is treated as a single order...and thus a quite straightforward results are being reported which are easy to analyze.

However when in live trading mode, I noticed that when larger quantities are bought/sold...this results in a combination of many partial fills.

What strikes my attention is that when I generate a performance report, I get hundreds of entries...which I assume are all the partial fills that took place for that day.

Has anyone else experienced this and is there a way to tell NT not to treat partial fills as separate orders?

[NinjaTrader_ChelseaB]

Hello nikolaalx,

It is not possible to have the Account Performance report group part filled trades as one trade (this is so that they can be tracked properly as information is received back from the broker).

If you are placing real-time orders on the Sim101 you can enforce immediate fills to prevent part fills.
Tools -> Options... -> Simulator -> Enforce immediate fills.