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I have started testing a strategy in real-time, and every now and then I have some stop orders that will only get partially filled.
My trade manager tabs confirms this, which I have attached a photo of. Usually, the orders are filled as expected.
I thought that maybe there was a setting I was missing, but couldn't find anything relevant to the issue.
The commands being used are:
buy("B") 1000 shares next bar at n_price Stop;
sell("SL") 1000 shares next bar at n_price Stop;
Each order command is being issued when conditions are met.
IOG is being used, so "next bar" means next tick in my case.
Unless I am not understanding how these behave in real-time, I can't wrap my head around why these would be getting partial fills!
Shouldn't they always be filled, at whatever available price?
Thanks for any help in advance!
Can you help answer these questions from other members on NexusFi?
Maybe I'm not understanding how strategies interpret these buy/sell commands.
N-price is merely the price that a market order is triggered upon. Shouldn't the entire order be filled regardless of the price its being filled at, once the target price(n-price) is traded?
You could be right I thought buy (B) was like a buy limit order and sell (SL) was like a stop market order... I haven't used strats for orders in a long time
On further inspection, I came across an older post where someone had mentioned being able to diagnose issues from the messages tab in the trade manager window.
Turns out this message log shows a lot of information I wasn't aware of.
I've attached those messages, regarding partial fill trades that were made today.
Although I haven't been able to decipher what has been happening from the message log, I'm hoping this will some shed light on the issue.
The log shows all the events when entering a long position, with a partial fill, and then selling that same position. At end of the trade, I had bought 600 shares and then sold 600 shares, even though I was using a stop market order for 1000 shares, as shown in the log.
The events are in ascending chronological order, as shown in the time stamp.
For some reason, one of the messages was exported out of order. Not sure what thats about!
Agreed.. I always keep this up as well as open orders and open positions... Just to be sure I don't f#$k anything uP.. Especially when I quit trading for the day
