Fill or Kill

[NinjaTrader_Lance]

Hello,

stopOrder = ExitLongStop(0, true, execution.Order.Filled, longStop,
STOP_LOSS, LONG_POSITION);

The execution.Order.Filled will get the quantity that was filled here. So if it was filled with 50 it would submit a stop order of 50. If you're logic allowed for the remaining portion to still be filled it would then fill the remaining quantity next time it was executed.

I strongly encourage you do testing on your code before going live. You can test partial fills on a SIM account by going to Tools -> Options -> Simulator Tab -> Enforce partial fills

Additionally TraceOrders = true may be of help

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?traceorders.htm

I would also request this to be added to the next major release. Which will occur when by the way?

All the informaiton publically available for NT8 can be found here: http://www.bigmiketrading.com/webina...r_8_preview_2/

I will add your request to the list of users requesting this feature.

Let me know if I can be of further assistance.

[molecool]

The execution.Order.Filled will get the quantity that was filled here. So if it was filled with 50 it would submit a stop order of 50. If you're logic allowed for the remaining portion to still be filled it would then fill the remaining quantity next time it was executed.

Which is why I put it in the onExecution() method - this way it would definitely be called again, correct?

Also, if I receive the remaining fill I am still sitting on *one* order. After the second stopOrder assignment, wouldn't it be missing 50 contracts? Or will execution.Order.Filled be set to 100? I hope I understand the process correctly.

I strongly encourage you do testing on your code before going live. You can test partial fills on a SIM account by going to Tools -> Options -> Simulator Tab -> Enforce partial fills

Additionally TraceOrders = true may be of help

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?traceorders.htm

Thanks I will explore that.

[NinjaTrader_Lance]

Which is why I put it in the onExecution() method - this way it would definitely be called again, correct?

Also, if I receive the remaining fill I am still sitting on *one* order. After the second stopOrder assignment, wouldn't it be missing 50 contracts? Or will execution.Order.Filled be set to 100? I hope I understand the process correctly.

I can't say definitively that it would be called again as this will depend on your other trade logic and how you handled the case when an order is partially filled. Because of this I would highly recommend doing the testing as previously mentioned to ensure all your logic triggers as expected.

We have an example here that you may have already seen that shows OnExecution() being used to handle partial fills. http://www.ninjatrader.com/support/f...ead.php?t=7499

[molecool]

I can't say definitively that it would be called again as this will depend on your other trade logic and how you handled the case when an order is partially filled. Because of this I would highly recommend doing the testing as previously mentioned to ensure all your logic triggers as expected.

We have an example here that you may have already seen that shows OnExecution() being used to handle partial fills. http://www.ninjatrader.com/support/f...ead.php?t=7499

Actually that is exactly the example I used as my template way back when. Given that very approach would you foresee any potential issues with the scenario I have described?

[molecool]

Actually that is exactly the example I used as my template way back when. Given that very approach would you foresee any potential issues with the scenario I have described?

Actually, correction - I am assigning my stopOrder in the onExecution() method and not in the onBarUpdate() method per the quoted example. This is due to the fact I am running my own trailing stop logic.

[NinjaTrader_Lance]

From the sound of it you'll have to look at both those examples to help you write a script that suites your trading needs. Let me know if I can be of specific assistance along the way.