Automated Exit Order Not Filled

[tooearly]

I am running five strategies in live trading with IB, all exit at end of day, 60 seconds before the close of trading.

My computer clock is set to EST and so synchronized with New York markets where all of the instruments trade. All are ETF instruments in deep and liquid markets.

Four of the five strategies execute the close at end of day trade and only one (SKF) fails to execute the trade.

I have attached the log for the day. You will see that the SKF Strategy initiates and exit on close order at 3:59 for SKF and that an order in instantly placed with IB. (See first attachment NT4)

But as the second attachment shows (NT5) while four other strategies successfully execute their end of day trades the SKF does not and I'm left with an unwanted lot in hand.

Any suggestions?

Thanks for your help,

Tooearly

PS: I noticed on the Orders tab of Control Center that the trade was placed in a timely manner viz., sell 100 SKF at 3:59, but the State of the trade is indicated as Canceled. Is this a clue? :o Thanks again.

[NinjaTrader_Bertrand]

Hi tooearly, yes this could mean it was send too late to hit the exchange in a timely manner to execute - I would suggest retrying with higher ExitOnClose seconds, such as 90 or 120.

[tooearly]

OK, thanks for the advise and I'll raise the exit window to 90 secs and report back on result.

Best regards,

tooearly

[tooearly]

Did as advised, increasing the time before close to 90 secs and the orders went through without difficulty.

Thanks