partial fills registered in Performance data separately

[dadarara]

i am using the performance strategy data to get statistics for stops and targets.
however, while in the history performance data, each trade is represented as one entry, in the real time operation it is not so.
in real time, each partial FILL is registered as a separate entry, and thus skew the statistics.
after disabling the strategy and enabling again, the history is updated correctly and all partial fills are replaced with one trade entry.

how can i mitigate this in realtime ?
any way to trigger a performance update in strategy mid flight in realtime , not to have separate partial fills entries ?


i could of course try to create and maintain my own performance data in the strategy itself.
mainly to keep the profit and time of entry in a series or something
but I was thinking to get around that

thanks

[NinjaTrader_ChelseaB]

Hello dadarara,

With live orders placed to a brokerage account there is not a way to control how the order fills. The order fills at the exchange based on other traders orders and market dynamics.

To completely prevent part fills, use a quantity of 1 for the order.

[dadarara]

thank you for the answer
it has nothing to do with what I asked.
I dont care about the actual partial fills. I care about how they are registered in the performance data . live vs history situation
please read again if you are willing to help
thank you

[NinjaTrader_ChelseaB]

Hello dadarara,

Part fills are going to show as separate trades.

There is not a way to adjust this.

[dadarara]

but as soon as i stop and run the strategy again, these part fills disappear. can I make them do that without restarting ?

[NinjaTrader_ChelseaB]

Hello dadarara,

Unfortunately, the historical fill algorithm is unable to part fill orders the same way an exchange would part fill orders due to market dynamics.
If the orders are split up to have a quantity of 1 this can be avoided.