fast markets - overfill

[tonynt]

Hello,

today occured several overfills. I assume there is no possibility to avoid this. Correct?

But what can be done that in case of overfill this is closed immediately and automatically?

Thank you
Tony

[NinjaTrader_ChelseaB]

Hello tonynt,

Overfills are caused by an attempted cancellation on an order that has already filled.

This can be caused by calling CancelOrder, but can also be caused buy situations with OCO orders that have multiple exits.

It is possible to avoid this by not using multiple exits for a trade (or ensuring that one of the orders is cancelled before the other is submitted), and by ensuring that CancelOrder is not used on an order that has filled.


To prevent the strategy from becoming disabled use the RealTimeErrorHandling to prevent the script from becoming disabled.
http://www.ninjatrader.com/support/h...orhandling.htm