Partial Fills

[nfeldberg]

Hi there,

I have several questions regarding the behaviour of Ninja in a case of partial fills with limit orders.

1. if I have a limit order that last only one bar, I am getting a partial fill, what will happen at the end of the bar, the rest of the order will be cancelled or left at the market? for how long if it stays. is there any option to force a cancel?
2. I am sending stops and limits per your sample of order update method. what happen with partial fills on the exit signal??? if I am getting partial fill on my target, how could I make sure that I reducing the stop quantity number as well?. when I am trying to control it via the on execution method, I am running into conflicts, as updating the stop quantities taking more time than sometimes to get the rest of the fill... and than the startegy loosing sync with the real market position.
could you please publish a sample of how best to manage the exit part of the trade, similar to the entry? should I include a delay before updating the stop quantety? if yes whats the best way to include a delay into the code?

thx
Nir

[NinjaTrader_Ray]

1. I believe it will cancel on partial fill if the order is not resubmitted. I will double check this and if I am correct, I will not reply with a corrected response.

2. A new sample is on our short list. Could you post exactly what you want your strategy to do with respect to entries/exits. If feasible, maybe we can model our reference sample on this.

[nfeldberg]

the sample that you have for the onorderupdate is fine... making sure that my target and stops will be updated with the right quanteties as soon as I am getting partial fill. however when I am having to manage my target limit orders with exitlonglimit I might get partial fills, in this case, I want to make sure that my stop quantity will be reduces in line with my real market position.

that's the simplest way to explain it.

my strategy is more complicated, but I don't think you should follow what I am trying to do, as it is just the concept of partial fills that I am not sure how to address.

let me know if you want a more specific definition.

thx
Nir