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!

I suspect that your order uses up all the shares at n-price before filling the entire order #shares..

toucan94506bm 

I suspect that your order uses up all the shares at n-price before filling the entire order #shares..

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!

partial fills

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

Cheers toucan

FWIW, I asked ChatGPT about this, just to see what it might have to say and not really expecting it to provide anything helpful.
Turns out it did! Although due to the nature of a market order, it still doesn't make sense to me why I wouldn't get fully filled, every time.

Quoting 

QUESTION: WITHIN MY STRATEGY, THERE ARE ORDER BEING PLACED WITH THE "BUY" COMMAND, WHICH IS A SPECIFIC RESERVED WORD IN EASYLANGUAGE THAT INITIATES A MARKET BUY ORDER. WHY DO ORDERS SOMETIMES GET PARTIALLY FILLED, EVEN THOUGH THEY ARE MARKET ORDERS? SHOULDNT ANY ORDER MADE WITH THE "BUY" COMMAND ALWAYS BE FILLED REGARDLESS OF THE PRICE THEY ARE BEING FILLED AT? ANSWER: When you place a market order using the "BUY" command in EasyLanguage, it should indeed be filled immediately at the best available price. However, there are a few reasons why market orders can sometimes be partially filled: Market Liquidity: If there is insufficient liquidity at the current market price, your order may only be partially filled until more shares/contracts become available. This is more common in less liquid markets or with large order sizes. Order Size vs. Available Volume: If your order size is larger than the volume available at the best price, your order will be filled at multiple price levels. This can lead to partial fills until the entire order is completed. Market Conditions: During periods of high volatility, prices can move quickly, and the available volume at each price level can be consumed rapidly, leading to partial fills. Broker and Exchange Practices: Different brokers and exchanges handle market orders in slightly different ways, which can sometimes result in partial fills. Here are a few tips to help manage and potentially mitigate partial fills: Check Liquidity: Ensure you are trading in a market with sufficient liquidity to handle your order size. Order Size: Consider breaking large orders into smaller chunks to improve the likelihood of full fills at desired prices. Limit Orders with Slippage Tolerance: If partial fills are a significant issue, consider using limit orders with a tolerance for slippage, although this doesn't guarantee a fill like market orders. Trading Times: Trade during times of higher volume, such as market open or close, to increase the likelihood of full fills.

I would not trust SIM in Tradestation to be accurate, based on my experience.

Since you are using IBOG, it could be that the order does not get regenerated at next tick.

I would ask this in the Tradestation forum, since Tradestation employees answer questions there.

kevinkdog 

I would not trust SIM in Tradestation to be accurate, based on my experience. Since you are using IBOG, it could be that the order does not get regenerated at next tick. I would ask this in the Tradestation forum, since Tradestation employees answer questions there.

It looks like this setting might be the issue, according to your comment.

I have this setting turned off, based on my original logic of "market orders will always be filled, at whatever available price, so this must be an unrelated setting".

I guess the statement still stands true about always being filled, UNLESS you are telling TS not to continue trying to fill the order(market or stop) after the current bar/tick has expired.