Detecting PartFills and it's simulation.

[AlexFdv]

Dear Support.

I just want to be sure that I do correct things in my strategy and want to ask you some questions, if you don't mind

1. As I understand there is no way to simulate partial fills on back-testing?
2. Inside onExecution method: what is difference between Order.Filled, order.Quantity and Position.Quantity at one point of time?
E.g. I work with single entry for 10 lots. First fill was at 5 lots:

Order.Filled = 5, order.Quantity = 10, Position.Quantity=5, Order.OrderState == OrderState.PartFilled.

The second fill was 5 lots too (5+5 = 10 lots total):

Order.Filled = 10, order.Quantity = 10, Position.Quantity=10, Order.OrderState != OrderState.PartFilled ( PartFilled ==false ).

The problem that I want to be sure that I send correct numbers of stop order lots. Please take a look at it:

protected override void OnExecution(IExecution execution)
{
    IOrder order = execution.Order;
            
    if (_EntryLongOrderId != null && _EntryLongOrderId == order && order.OrderState == OrderState.Filled)
    {                
         if (order.OrderState != OrderState.PartFilled) 
            _EntryLongOrderId = null;

        SendBracketsLong("Orig"); //using Position.Quantity inside
    }
    if (_EntryShortOrderId != null && _EntryShortOrderId == order && order.OrderState == OrderState.Filled)
    {                
         if (order.OrderState != OrderState.PartFilled) 
             _EntryShortOrderId = null;
                
        SendBracketsShort("Orig"); //using Position.Quantity inside
    }
}

[NinjaTrader_PatrickH]

Hello AlexFdv,

Thank you for your post.

1. You can simulate partial fills with the use of a simulated intra-bar fill. For information on this and a reference sample please visit the following link: http://www.ninjatrader.com/support/f...ead.php?t=6652

2. For information on the different IOrder parameters please visit the following link: http://www.ninjatrader.com/support/h...nt7/iorder.htm
For information on the different IPosition parameters please visit the following link: http://www.ninjatrader.com/support/h.../iposition.htm

I also recommend reviewing our OnOrderUpdate() and OnExecution() reference sample: http://www.ninjatrader.com/support/f...ead.php?t=7499

Please let me know if you have any questions.