Emulate part fill

[kujista]

Hi,

When I am running strategy with e.g. 4 contracts on ES. Can I simulate on historical or replay data situation, that market hits PT and only 2 of 4 contracts get filled? It happens live often, and I want to handle this in OnOrderUpdate properly.

Is there a way to emulate this?

Thanks Paul

[NinjaTrader_BrandonH]

Hello Paul,

Thanks for your post.

You could try reproducing the behavior with the Playback connection using Market Replay data. Playback/Market Replay allows you to replay past data as if it were running realtime.

If you see the behavior occur at a certain time, you could try replicating the behavior at that specific time when connected to Playback.

Playback: https://ninjatrader.com/support/help...connection.htm

Another possible option would be to enable the 'Enforce partial fills' option in the Tools > Options > Trading tab which determines if partial fills will be forced on simulation orders.

Enforce partial fills option: https://ninjatrader.com/support/help...dingProperties

[kujista]

But Market Replay Data do not decide whether I am filled and I get always filled even when live trade was filled only 1 contract of 2.. that is what i mean I place EnterLongLimit with 2 contracts and Live I get filled 1 contract and sometimes when price ticks up and down it fills the second. In Market Replay I always get 2 contracts filled.. And I do not know if i can emulate it. I already have Enforce Parial Fills enabled

[NinjaTrader_BrandonH]

Hello Paul,

Thanks for your notes.

There are no ways available to force a partial fill to occur when testing the behavior you have described.

If you would like, I could submit a feature request to the Development team for you for the ability to force a partial fill to occur.

Please let me know if you would like me to submit a feature request for you.

[kujista]

Well I was afraid it is not possible. Do not worry. I have to make some live trades and try to handle it somehow