Exit Quantities Don't Match Entry Quantities While Live Trading a Strategy

[irochester]

Hi,

While live trading a coded strategy, exit quantities are not matching entry quantities even though the same quantity variable is being passed into all the orders. When backtesting, quantities all match perfectly. When live trading a sim101 or Rithmic account, they do not match the vast majority of the time. I've included a screenshot of the live performance view to help visualize the problem. I made a post a few weeks back when I was under the impression that the problem was with Rithmic exclusively, but I have since noticed this happening in the sim101 account as well. Thought it would be cleaner to create a new topic. Any help with this is much appreciated!

[NinjaTrader_Clayton]

Hello irochester,

Thank you for writing in.

Before providing further information, I would like to verify:

• Is this a NinjaScript Strategy that you are creating and working on yourself?
• Or, did you get this NinjaScript Strategy from someone else or a 3rd party developer?

[irochester]

Hey Clayton,

This is a NinjaScript Strategy that I have built on my own.

[NinjaTrader_Kate]

Hello irochester,

Thank you for your reply.

Is the strategy using By Strategy Position or Per Entry Execution for its Stop and Target handling?

Can you provide the strategy along with instructions to reproduce this behavior? You can export the strategy from Tools > Export > NInjaScript Addon. Do not check the box to export as a compiled assembly or we will not be able to review your logic. Please attach the resulting .zip file to your reply.

Thanks in advance; I look forward to assisting you further.

[irochester]

Hi Kate,

Is there a way to send the zip file & instructions to you privately?

[NinjaTrader_Kate]

Hello irochester,

Thank you for your reply.

Absolutely. You can send those via email to us at scriptingsupport [at] ninjatrader [dot] com. Any code provided will be kept confidential.

Please reference the following ticket number in the body of the email: 3641253 ATTN Kate W. and include a link to this post.

Thanks in advance; I look forward to assisting you further.