Strange partial fills?

[beastment]

I'm using a strategy that enters and exits using manual stops (enterlongstop and exitlongstop). On a market replay ,every time an order executes I get filled with 1 unit at my designated price and the rest (say 99999) get filled 1 tick away. When using the simulator it's slightly better, I might get say 80 at my designated price and 99980 1 tick away, but it's always some miniscule amount at my designated price and the rest 1 tick away.

I have enforce partial fills turned off and enforce immediate fills doesn't seem to make a difference. By strategy position or per entry execution doesn't seem to make a difference either.

I think I read somewhere that it's not possible to totally disable partial fills, but this behaviour just seems weird. Any ideas anyone?

[NinjaTrader_Bertrand]

Hi beastment, yes correct it is not possible to totally disable partial fills, cuase it will always depend on the trade volume to make it more realistic - please also see this link - http://www.ninjatrader-support.com/H...ulatorTab.html

On which instrument do you notice this?

[beastment]

$AUDUSD through Gain, but I think it happens with every currency pair through Gain. With enforce partial fills turned on, I get the same behaviour. Just 1 unit at my designated price and the other 49999 1 tick away. This doesn't seem very realistic.

[NinjaTrader_Bertrand]

Hi beastment, I agree - did you also try this with the SampleMACrossover strategy?

[beastment]

Yes, if I use Sample MA crossover with a default order size of 100000, I get the same behaviour. Could it be something to do with 1 tick charts?

[NinjaTrader_Ray]

What NT version are you using? Help > About. I though I changed this logic in our simulator. This is expected since the simulator takes into account volume to trigger fills, with most FX brokers we do not get volume thus we have to inject some synthetic number. If the synthetic number is 1 and you are looking to fill 100, you woudl get fill 1 at the current price and the remaining 1 tick away.

[beastment]

Actually, scratch that last suggestion. I just tried SampleMAcrossover on a 1 minute chart of $EURUSD connected to the simulator. Default order size was set to 100,000. My first trade came through with 91 units filled at 1.0306 and 99,909 units filled at 1.0307.

[beastment]

Version 6.5.1000.8

[beastment]

What NT version are you using? Help > About. I though I changed this logic in our simulator. This is expected since the simulator takes into account volume to trigger fills, with most FX brokers we do not get volume thus we have to inject some synthetic number. If the synthetic number is 1 and you are looking to fill 100, you woudl get fill 1 at the current price and the remaining 1 tick away.

That sounds like exactly what I'm seeing. Is there any way to change the value of that synthetic number? If I was trading live then I might be using say 2 minilots, which would be fine. But the way I understand NT is set up for FX at the moment, in order to simulate 2 minilots, I need to set quantity to 20,000?

[NinjaTrader_Ray]

There is no way unfortunately to change this number.

[beastment]

Could you perhaps come up with a more suitable number/process for the next version of NT?

Thanks,
Ben.

[NinjaTrader_Bertrand]

Thanks for the suggestion Ben, will forward it to development for consideration.