Strategy Overfill Issues

[brownj13]

I'm running a strategy using managed orders, and depending upon market conditions I will encounter an overfill situation, resulting in all order canceled, positions exited and the strategy exits....

This typically happens during volitile periods in the market.

Question:

Are there techniques that I can use while maintaining managed orders or is unmanaged the only option available?

Are there more detailed discussions / examples outside of the help documenatation that provide a more indepth review of the problem and ways to solve.

Thanks in Advance!

jb

[NinjaTrader_Bertrand]

Welcome to our forums here jb. Generally in the managed approach upon seeing an overfill the default strategy error handling will take over, there's no option for custom management available - other than revieweing the sequence of events / order submissions that led to the overfill scenario and working towards minimizing chances of it occuring, for example by trying to work with less competing orders close to the market - as this is normally the number 1 sceario where your script runs into chances seeing this. I.e. sending an additional exit order when your profit target is close to getting filled, here it would be better to move the target limit order simply to produce an exit, instead of sendinig the additional order that would close the position and cancel the target exit.