I'm in the process of testing an automated strategy and I've run into a problem with NT. I don't fully understand what is going on other than to say that it's an overfill issue. The strategy that I am running only trades long but some how after overfilling places a short trade in an attempt to correct things. Has anyone run into this before and if so, how did you fix it? What are your order handling options? Thanks

The best way to avoid this behavior is use "unmanaged orders" instead of "managed orders".
The Ninja logic during backtests or realtime simulation with a demo account is sometimes not very reliable.

Here are some examples:

Unmanaged Orders example for NT7 I was wondering if there were any examples of any unmanaged order strategies for NT7 that place both a buy and sell order and then managed the trade. I am looking to create a strategy that when the strategy identifies consolidation it will place a buy …

NEW UNMANAGED STRATEGY PROJECT / NT7 Hello Elite Members, I've been working on a NTv7 GENERIC STRATEGY that will allow for learning as I go. It's not meant to be profitable yet but only to demonstrate functionality of automatic strats. Last week I was working with ATM strategies …

Mike

Hello,

I wrote an NT Support Forum post to further my education on solving Overfills in NT strategies.

Cancelling Target Orders when Stops are filled/Overfill/OCO handling - NinjaTrader Support Forum
Post #13.

Any programmers who understand the Managed method for avoiding Overfill? I'll do another version to check OnExecution as I suspect the problems could surface there too. I want to force overfills in this trial so I can understand how to code around the potential problem...

Thanks for any help you can offer.

kz

zeller4 

Hello, I wrote an NT Support Forum post to further my education on solving Overfills in NT strategies. Cancelling Target Orders when Stops are filled/Overfill/OCO handling - NinjaTrader Support Forum Post #13. Any programmers who understand the Managed method for avoiding Overfill? I'll do another version to check OnExecution as I suspect the problems could surface there too. I want to force overfills in this trial so I can understand how to code around the potential problem... Thanks for any help you can offer. kz

zeller4, were you successful with creating a strategy that forced overfills with a sim account. I'm working on a similar problem and saw you posted on NT forum. If you have any examples of how you wrote your OnExecution overfill handling I would really appreciate it.