how do i reproduce a partial fill and the price ran away

[junkone]

I am trying to simulate as many scenarios as possible for partial fills. Here is the stumper.
1. if i have a partial fill and the rest of the order did not fill, i want to convert it to a market order
2. how can i simulate this condition on the sim trader? The partial fills do fill the entire order and there is nothing left behind.

[NinjaTrader_BrandonH]

Hello junkone,

Thanks for your post.

You could set your strategy to submit a large quantity of orders to try and simulate partial fills.

The 'Enforce partial fills' option in the Tools > Options > Trading tab could be enabled (checked) to have partial fills forced on simulation orders. When disabled, orders are filled based on the NinjaTrader advanced simulation fill engine.

Enforce Partial Fills: https://ninjatrader.com/support/help...ns_trading.htm

You cannot change an order type of an order that has been submitted to a market order, you could consider canceling your original order and then resubmitting as your new desired order type.

You could also consider using a Stop Market order. These orders wait for the price of the instrument to pass your stop price. Once it passes the stop price the order becomes a market order for execution. Stop orders increase your chances of getting filled at a particular price, but are not guaranteed because they are still ultimately market orders.

Order Types: https://ninjatrader.com/support/help...rder_types.htm

Managed Approach Order Methods: https://ninjatrader.com/support/help...ach.htm

[junkone]

large is subjective. when i am using simulated trading, the NT engine somewhere decides the lot sizes and how much will become a partial fill. can you give a identify for GBPUSD on what is the largest size that it will fill only partially on a limit order and let the other unfilled? I will be trying this on 1 minute bars.
my trend meter i use is at halfway mark.
without this guidance, i will chasing a needle in a haystack. as the simulation engine is internal, it would be efficient if i can get some guidance on this.

[NinjaTrader_BrandonH]

Hello junkone,

Thanks for your notes.

We do not have a specific order quantity that could be used to emulate partial fills since the orders becoming filled would be determined by market conditions. You could try submitting an order quantity of say 50,000 or greater when trading a Forex instrument to try and force partial fills to occur.

A 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

We are tracking interest in an existing feature request ticket for forcing partial fills on Simulated Data Feed connection to the Simulation Fill Algorithm. Please let me know if you would like me to add your vote to this feature request.

[junkone]

maybe i did not explain it correctly.
1. i do have Enforce partial fills
2. i do get partial fills.
3. what i am trying to replicate is , if i have a limit order of 50k, i get a partial fill for lets say 25k and the other 25k get unfilled as there was not sufficient liquidity in the market for that limit price.
I need some guidance

[NinjaTrader_BrandonH]

Hello junkone,

Thanks for your notes.

We do not have a way to replicate that partial fill scenario at this time. We are tracking interest in an existing feature request ticket for adding the ability for forcing partial fills on the Simulated Data Feed connection to the Simulation Fill Algorithm. I have added your vote to this feature request.

This request is being tracked under the number SFT-4399.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted on the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm