Here you do ("tradesize1" is a defined term under the Variables part of your strat; currently have mine set to default 2 (e.g., "private int tradesize1 = 2;"). You can just drop this into your strats:




protected override void OnMarketData(MarketDataEventArgs e)

{

if (Position.Quantity>tradeSize1)

{

int x = Position.Quantity-tradeSize1;

if (Position.MarketPosition==MarketPosition.Long)

ExitLong(x);

else if (Position.MarketPosition==MarketPosition.Short)

ExitShort(x);

}

}

Here is another solution for NT overfills.

NT Overfill issue Seems that I have fixed my overfill problem. My situation is this. My system is a stop and reverse system which by itself causes no overfill issue because the code that does the reversal is merely an entry in the opposite direction. However, I also …