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Strategy stop orders partially filled


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Strategy stop orders partially filled

  #1 (permalink)
nfgrufio
Atlanta, GA
 
Posts: 16 since Apr 2023
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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!

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  #2 (permalink)
toucan94506bm
danville ca usa
 
Posts: 78 since Aug 2015
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I suspect that your order uses up all the shares at n-price before filling the entire order #shares..

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  #3 (permalink)
nfgrufio
Atlanta, GA
 
Posts: 16 since Apr 2023
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toucan94506bm View Post
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?

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  #4 (permalink)
toucan94506bm
danville ca usa
 
Posts: 78 since Aug 2015
Thanks Given: 49
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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

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