Overfill ! ??

[spottysallrite]

A few minutes ago I received an overfill error message. I've been trading this strategy on sim for the last couple of weeks. It produced numerous trades, so this morning I enabled it to trade real money. Well, the exit on its first trade produced the overfill error.

So, how could it be that a strategy would trade error free in sim for weeks, but produce an overfill when trading with a live account?

[NinjaTrader_ChelseaB]

Hello spottysallrite,

Overfills occur when attempting to cancel or modify an order that has already part filled or filled.

Below is a link to a forum post that discuses.
https://ninjatrader.com/support/foru...16#post1036616

This can also happen in historical data when 1-tick intra-bar granularity is not implemented and multiple orders are submitted on the same bar.

[spottysallrite]

? I'm not using historical data. This is live trading with a funded account. Only one order was submitted, which was the sell limit order. The overfill triggered when that sell limit order filled. All orders were for only one contract.

The code I used for this sell limit order is

SubmitOrderUnmanaged (1, OrderAction.Sell,
OrderType.Limit, 1, xLmt_Prc, 0,
TradesCtTtl.ToString(), "xLmt");

All of my orders have names. The sell market order that was produced as a result of this overfill has no name (as indicated in the "Orders" tab in the Control Center.)

[NinjaTrader_ChelseaB]

Hello spottysallrite,

As no TraceOrders or print information is provided, my guess would be that the code attempted to modify the order after it filled.

[spottysallrite]

Further, I have all of my orders print to the Output window whenever their status changes. There are no such prints. This sell limit order was sat unfilled for some 30 minutes before it was filled (typical for this strategy). This overfill really looks like it came from NT.

[NinjaTrader_ChelseaB]

Hello spottysallrite,

This is good you are using prints to try and understand the issue or provide evidence.

May I confirm you have TraceOrders enabled in State.Configure?

Are you printing the OHLC on each bar update?

Is there a print of the order object from OnOrderUpdate()?

Please right-click the output window and select Save As, save the text file and attach to your next reply so we may investigate further.

[spottysallrite]

You want me to post my Output window here ?

[NinjaTrader_ChelseaB]

Hello spottysallrite,

Yes, please right-click the output window and select Save As, save the text file and attach to your next reply so we may investigate further.

Without the output we are not able to see what has occurred. Such as orders being submitted and which other orders are working, and which orders have filled or part filled, and when an order change is requested.

[NinjaTrader_ChelseaB]

Hello spottysallrite,

I've received an email through our support email, and as you would like this inquiry kept private I will conversing through the email moving forward and will no longer be updating this forum thread.