Why was my entry order filled in the leader but not the followers?

After being copied to follower accounts, a limit order might not be filled due to the market price not reaching the specified limit, insufficient liquidity, or the order's position in the queue, or partial fills when not enough contracts are available at the limit price. The responsibility for an unfilled order doesn't lie with the trader, the copier or the broker; it's a result of market conditions and the dynamics of supply and demand. Brokers execute orders based on set conditions but don't control market prices or liquidity. Understanding market conditions and the nature of traded futures is essential for managing expectations around limit orders.

There are several reasons why a limit order might not be filled:

1. Market Price Hasn't Reached the Limit Price: The most common reason is that the market price has not reached the specified limit price. If the market does not move to or beyond your limit price, the order will not execute.
2. Lack of Liquidity: Even if the market price reaches your limit price, if there isn't enough liquidity your order may not be filled.
3. Order Priority: The market operates on a first-come, first-served (FIFO) basis. If there are orders placed before yours at the same limit price, those orders may be filled first, especially in a fast-moving market where the price hovers around the limit price briefly. This can lead to the leader's order being filled and the followers' not.
4. Partial Fills: In some cases, your order might be partially filled if there are not enough contracts available at your limit price to complete your order in full. The unfilled portion of the order remains active until the market can fulfill it or until you cancel the order.

To prevent this type of situation we have two features in Replikanto that you can use, one of them is ATM Copy, which uses Ninjatrader's ATM strategy to manage the follower's exit orders instead of copying them from the leader account. This is useful if you're using an ATM strategy in the leader account's trades. The other alternative is to use the Follower Guard feature, which was created to protect follower accounts and has an action that, when enabled, will cancel the entry and exit orders if the entry order is not filled by the market after a few seconds of filling the leading order.