Exit order size doesn't match with entry order size

[NinjaTrader_BrandonH]

Hello linkcou,

Thanks for your notes.

In the screenshot you shared on post # 13 I see that your ExitLongLimit() order is using a variable called "Qty" but I do not see where you are defining this value.

Instead of using "Qty", I suggest using the sumFilled amount for the exit orders as seen in the reference sample on the forum thread linked below.

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1199112-ninja-trader-v8-0-26-rithmic-issues-fixed?p=1206372#post1206372

[linkcou]

Hi Brandon,

Thanks for your message. "Qty" is a fixed input with the number of contracts that I want to enter the limit order.

Actually the print output that i shared before are with the SumFilledLong / SumFilledShort quantities. See the screenshot below. I added the ChangeOrder condition if ExitLimitL is not null but i am still having troubles...

See below the code:

[NinjaTrader_BrandonH]

Hello linkcou,

Thanks for your notes.

To clarify, what broker and connection are you using when testing this? (NinjaTrader, Interactive Brokers, Rithmic, etc.)

Please create and share with us a reduced test script that demonstrates the behavior you are reporting and the steps you are taking to reproduce the behavior using the test script so we may investigate this matter further.

Note that a reduced copy refers to a copy of the script that contains the minimum amount of code needed to reproduce the issue. All other code is commented out or removed.

To create a copy of your script to modify, open a New > NinjaScript Editor, select your script, right-click in the Editor, select 'Save as', name the script, and click OK.

To export the script to share, go to Tools > Export > NinjaScript AddOn.

[linkcou]

Hello Brandon, thanks for your support!

I'm using Rithmic as part of a funded account from Topstep.

Attaching the test as mentioned. Let me know if you need anything else.

Thanks!!

[NinjaTrader_BrandonH]

Hello linkcou,

Thanks for your notes.

Rithmic still uses separate feeds for Order/Execution/Position events and these events still do not have a deterministic order in NinjaTrader. You will want to be mindful to handle these events separately and not rely on Order information in OnExectuionUpdate where you would want to handle stop and target submission.

From the OnExecutionUpdate() help guide: "Rithmic and Interactive Brokers Users: When using a NinjaScript strategy it is best practice to only work with passed by value data from OnExecution. Instances of multiple fills at the same time for the same instrument might result in an incorrect OnPositionUpdate, as sequence of events are not guaranteed due to provider API design."

The RithmicIBFriendlyExamples scripts shared by my colleague Jim on the forum thread below demonstrates how to program a strategy for Rithmic with OnExecutionUpdate/OnOrderUpdate.

https://forum.ninjatrader.com/forum/...72#post1206372

Please study the ManagedRithmicIBFriendlyExample script from the forum thread linked above and compare the logic to your script to see where differences might be.