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Date/Time: Thu, 06 Mar 2025 13:14:56 +0000



Post From: ACSIL: max quantity 1 when there is no such configured limit

[2022-01-26 15:13:45]
User166108 - Posts: 73
For reasons I cannot fathom, occasionally when submitting orders through ACSIL I get the following message:


Auto-trade: MNQ-202203-GLOBEX-USD [CBV][M] 5 Min #1 | <ACSIL FUNCTION> | BuyEntry | Bar start date-time: 2022-01-26 10:05:00.000 | BuyEntry signal is ignored because maximum Long Position quantity allowed has been reached or would be exceeded with new order. Max. Position allowed: 1. Resulting Position without working orders: 2. Resulting Position with all working orders except exits: 2. Resulting Position with Market working orders: 2 | 2022-01-26 10:05:36.911

Other times I have no problem with my quantity. For example, see an example fill below.


ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance  ExchangeOrderID  ClientOrderID  TimeInForce  Username
Orders  2022-01-26 09:49:34.974626  MNQ-202203-GLOBEX-USD  IB order fill (execution)  15713  4244  Market  5  Buy      Filled  14416.85  5  <REDACTED>  Close    -1  0000e1a7.61f2dff2.01.01        0.00      Day  

To be clear there is NO limit for MNQ in symbol settings. This is causing issues with proper execution and I do not know how to fix it. I cannot go live with my ACSIL function until I understand why this is happening.

Is there a max quantity I'm supposed to set in s_SCNewOrder that is not being set? I cannot see it if so.