Well, one of my strategies have be running great for months in the forex market on MBTrading. I have not changed anything on it. However, a few days ago I just started receiving "Overfill" errors. It would show the notice upon entry and then close the position immediately and turn off the strategy. What is causing this? How can I fix and be sure it does not happen in the future?
I do not have any reversal commands in my strategy. They enter (only 1 lot too by the way...not multiple lots and multiple legs in or out etc). They simply in or exit (1 lot all in or out).
All entries and exits are market orders (no limits). They are all Day orders. Most of the errors seem to be off of the conditional exit I have it place for emergency exits (which is over 33 ticks).
But, like I mentioned, nothing has changed with the strategy and it has been running fine for months. Also, this does not happen with Futures (but it is essentially the same Strategy adjust for the nuances of the Futures market vs the forex market only)
Example error message:
An over fill was detected on order 'Order='2hwe65k:01s8/xxx2xxx' Name='EMR ExL' State=Filled Instrument='$GBPAUD' Action=Sell Limit price=0 Stop price=0 Quantity=1
000 Strategy='FXXX1FX' Type=Market Tif=Gtc Oco='' Filled=1xxxx Fill price=1.70996 Token='316f85e2384b49f1ad23743aac4be747' Gtd='12/1/2099 12:00:00 AM'' generated by strategy 'FXXX1FX/cae63186f9bd45a186e7b32afa7c5124' : This strategy will be disabled and NinjaTrader will attempt to cancel/close any strategy generated orders and positions. Please check your account orders and positions and take any appropriate action.
So, right now, any forex position entered is soon exited (if not immediately) in most cases.
Thanks guys...
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