BDS / Intraday usability
Partial Fills and Order States in a Day-Trading Signal Review
The planned quantity and the executed quantity can differ. Preserve the lifecycle rather than one success label.
Name the order event
A signal, order submission, acceptance and fill are distinct records. Keep the actual identifiers and timestamps if available. A strategy replay that generates a mock order does not produce a broker confirmation.
An incomplete lifecycle should remain incomplete. Do not mark a trade filled because the reference level appeared somewhere on a chart.
Record quantity at each change
Retain requested, filled, cancelled and remaining quantities with their corresponding prices. A partial entry followed by a cancelled remainder creates a different position from the full intended quantity.
Likewise, a partial close does not establish a flat account. A result calculated as though every unit entered and exited at one displayed price may conceal missing operations.
Worked lifecycle case
Hypothetical example: an order is accepted, part fills, the remaining request is cancelled, and the open part later receives a close instruction. Each event belongs in the record. The message count does not determine the number or size of completed trades.
If the cancellation confirmation or closing fill is unavailable, mark that event unresolved. Do not manufacture the missing account state to complete the ledger.
Keep price and cost scope
Multiple fills can have different prices and costs. A simple reference entry can still describe the original instruction without describing the account's executed average. Preserve the supporting operations for any account arithmetic.
Avoid adding costs already reflected in an observed fill difference. Where fees are unknown, report the missing component instead of assigning zero.
Inspect copying differences
A source operation and follower operation can differ in timing, volume and instrument compatibility. Inspect the actual configuration and official platform behavior. The source result is not every subscriber's result.
An operational mismatch should be explained by the records rather than inferred from the final curve. No follower account was connected to prepare this guide.
Deliver the lifecycle record
A useful row identifies the original instruction, intended order, actual events and remaining position. It should say whether it is hypothetical, paper, reader-supplied or supported by an actual account artifact.
The publication is not an order router and cannot resolve a reader's live account state. The guide establishes what evidence a review needs.
Cancellation request versus confirmation
A user or system can request cancellation while an operation is still outstanding. Preserve the actual confirmation and any intervening fill. The review should not infer the final position from the request alone. This distinction is especially important when the declared session boundary occurs during an incomplete lifecycle.
Unit identity before arithmetic
Shares, contracts, lots and platform allocation fields are not interchangeable units. The chosen product and account define permitted increments and multipliers. A generic teaching calculator cannot resolve them. Keep quantity arithmetic attached to the exact instrument where real account evidence exists.
One ledger, several related objects
The original setup, its messages and the actual operations should be linked but not merged. Several notifications can correspond to one setup and several fills can correspond to one order. Stable relationships make the population inspectable without treating each communication as another successful trade.
Evidence Packet
| Evidence object | Record to retain |
|---|---|
| Order identity | Submission, acceptance and fill events |
| Quantity | Filled, cancelled and remaining units |
| Evidence class | Actual artifact or explicit hypothetical record |
Related Session Questions
Primary References
The sources support documented mechanisms and source definitions. Our procedure and teaching examples are not completed paid-feed, latency or account tests.