How do we trap an Overfill?

[koganam]

After receiving more Overfills that do not make sense: there was an Exit order to exit a short in one account, and an Entry order for a long in another, completely different account. They triggered at the same time, by the same condition, and I got an Overfill message.

Therefore, I am exploring IgnoreOverfill, so that I can handle the situation on my own code. The problem is that looking through the log and the literature, I do not see how to trap the message of an Overfill. The only information seems to be, what the, obviously named, instruction does, and a dire warning to be careful. Where is the information on how my code will know that an Overfill has occurred, even as it ignores same?

[NinjaTrader_ChelseaB]

Hi koganam,

If there has been an overfill on an order the IOrder handle will have an Overfill object that will be true.

For example:

private IOrder myOrder = null;

myOrder = EnterLongLimit();

if (myOrder.Overfill == true)
// overfill detected

[koganam]

Hi koganam,

If there has been an overfill on an order the IOrder handle will have an Overfill object that will be true.

For example:

private IOrder myOrder = null;

myOrder = EnterLongLimit();

if (myOrder.Overfill == true)
// overfill detected

Thanks. Surprising that I did not see that when I RTFM: it is right in there, clear as day. Oops. Jeez.

[NinjaTrader_ChelseaB]

Hi koganam,

Very small oversight when compared to your level of mastery of NinjaScript-fu.

[pstrusi]

Hi ChelseaB,

That way to detect an overfill, could it be done just in OnBarUpdate ? or does it go into OnOrderUpdate ?

Thanks

[NinjaTrader_ChelseaB]

Hi pstrusi,

You can check an IOrder status from the IOrder.OrderState object to see if it is overfilled from OnBarUpdate or from any of the other real time methods. However, this would be slower than checking this in OnOrderUpdate.

[pstrusi]

Hi koganam,

If there has been an overfill on an order the IOrder handle will have an Overfill object that will be true.

For example:

private IOrder myOrder = null;

myOrder = EnterLongLimit();

if (myOrder.Overfill == true)
// overfill detected

How would it be if from a CancelOder ? where can I check that?

I was given a great example in this forum:

protected override void OnOrderUpdate(IOrder o)
{
if(o.OverFill)
Print("Over fill");
}

Thanks


NOTE: I'm sorry I've post this message after your quick answer :-)

[NinjaTrader_ChelseaB]

Hi pstrusi,

If an order was cancelled the IOrder.OrderState will be cancelled.

This again is faster to check in OnOrderUpdate but an be checked in OnBarUpdate.