Zen Fire overfill on strategy on reversals

[birdog]

Hi there:

I have a strategy and it works fine with other connections (both real money live and demos).

I have a Mirus Zen Fire live money account. Every time it wants to reverse, it NT throws a overfill detection and pulls all positions, cancels orders, and disables the strategy.

For normal entry it works as expected.

Please let me know how to fix.

Thanks,

Greg

[NinjaTrader_Lance]

Hello,

You would need to look into and debug what exact order / orderstatus sequence experienced leads to the overfill and strategy termination - generally an overfill is categorized as when an order returns a "Filled" or "PartFilled" state after the order was already marked for cancellation.

The cancel request could have been induced by an explicit CancelOrder() call, from more implicit cancellations like those that occur when another order sharing the same OCO ID is filled, or from things like order expirations.

So if you sent for example a close order for a position where you had a close target limit also working, you can easily run into this scenario - a better approach would then be modifying the limit exit in this case to take you flat instead of sending the 'double' order in.

Please let me know if I can be of further assistance.