partial fills considered separate trades in real trading but as ONE in history

[dadarara]

Hi
I am using the SystemPerformance.AllTrades collection to make sizing decision for the next trade
in history all is good as there are no partial fills.
However in the real life the partial fills are registered in the collection as separate. and thus the collection is totally different.
I need to count the partial fills as one TRADE.
How do I distinguish them as a trade related to one specific order ?

as a side question. even if I run in replay mode (both market and historical), the trades registered as partial fills. wasnt really able to see the exact details and size of volume on the specific tick and if it actually had enough volume to allow a fill of 10 MNQ contracts. but I assume, the partial fill is due to the volume. is this a correct thinking ?
historical had less partial filles than Market level II , but still several

[NinjaTrader_BrandonH]

Hello dadarara,

Thanks for your post.

I suspect that since the order had many partial fills, this means there could be separate entry prices/times and exit prices/times to be tracked in reporting. NinjaTrader does not have a concept of 'trades' in its reporting and simply pairs together executions. Each partial fill is a separate execution, and that is why they are counted as separate 'trades' in the reporting.

You would likely need to come up with custom logic in your script to keep track of the number of trades and the values related to each trade to accomplish your goal.

Yes, your thinking is correct. Further, unless the volume is extremely low the part filled orders would continue to fill quickly.

[dadarara]

any suggestion about the "logic" to track TRADES rather then executions ?

[NinjaTrader_BrandonH]

Hello dadarara,

Thanks for your notes.

If you want to get information once the full quantity is filled you would likely need to use the sample from the OnExecutionUpdate() help guide and accumulate a quantity until the order is fully filled and then get information, such as Quantity or PnL.

See the help guide documentation and reference sample below for more information about OnExecutionUpdate().

OnExecutionUpdate(): https://ninjatrader.com/support/help...tionupdate.htm
Execution: https://ninjatrader.com/support/help.../execution.htm
SampleOnOrderUpdate(): https://ninjatrader.com/support/help...and_onexec.htm