Overfills

Originally from ticket #1619.

This MT Chop and Trend strategy is being killed and I do not understand why? can you look at strategy?

See enclosed dataseries used

Investigating now
just a note when using mode 1 - make sure you set the slippage so that the historical trade entries lign up with the candle close not the readjusted next open

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sorry, I do not understand which mode 1 you refer to (apologies for my stupidity); how could I adjust slippage?

Hi

Sorry i mean the dataseries is on mode 1, which means the next bar open is adjusted to smooth the dataseries, so you may need to adjsut Slippage in your strategies - order properties - to move the historical trade entry. Its not neccessary for realtime.

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It's the sam issue as lat time the Virtual target mode =1 but there is no Virtual Target Mode offset , so the stop can be moved in above the market and rejected.

Trade management refresh rate needs to speed up, reftresh rate=0.25
Offset 1 tick

or simply use real targets perhaps...

There is a fix scheduled for this area. to prevent the stop being moved above the market etc when long or below when short etc -
that will be a reject - and so the strategy if set to stop on errors will stop.

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Try this template:
It has some mods that may help.

also a timebase exit if you are loosing are 2 bars quit - that can be chagne etc

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Which data series with which settings could I use for these?

This was to show you how to alter the parameters for how you had it setup on your current dataseries or any other.
Targets
Virtual target offset
Exits
Time based exit - which you can switch on or off.
General
Set the errors to not kill the strategy

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Still being killed (in action)

An over fill was detected on order 'Order='553d05f4b7674b5ca0079463a801165c/Sim101' Name='Close' State=Filled Instrument='FDAX 06-12' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Strategy='MT Chop And Trend' Type=Market Tif=Gtc Oco='' Filled=1 Fill price=6332.5 Token='553d05f4b7674b5ca0079463a801165c' Gtd='12/1/2099 12:00:00 AM'' generated by strategy 'MT Chop And Trend/32e9626159354cd9ac3ca173959c43f4' : This strategy will be disabled and NinjaTrader will attempt to cancel/close any strategy generated orders and positions. Please check your account orders and positions and take any appropriate action.

Overfills are a part of Trading with NinjaTrader in its default mode, it will shit the stratgegy down, we cannot control that.
So another development route is neccessary, we have been working on a new engine for the lats 6months and testing on live futures trading CL, TF with a small trading group which overcomes this, I am in the process of migrating it into the Framework.

MicroTrends Support
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Tip! You can visit the help desk forum to see previous answered frequently asked questions:
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