Disable 'Exit on Close' in Strategy ? - Page 2

JRagsdale · 06-21-2012, 04:32 PM

My strategy is a simple moving average cross. It is also set to flatten 660 seconds prior to the session close at 4:15EST. All of a sudden, my strategy is being disabled at the same time and I want it to continue running.

The strategy is set to "Exit on Close" I thought that meant to flatten on close. What should i do?

koganam · 06-21-2012, 07:23 PM

Quote:

Originally Posted by JRagsdale

My strategy is a simple moving average cross. It is also set to flatten 660 seconds prior to the session close at 4:15EST. All of a sudden, my strategy is being disabled at the same time and I want it to continue running.

The strategy is set to "Exit on Close" I thought that meant to flatten on close. What should i do?

"Flatten" means "Flatten".

That is "go flat" and stay out. If you want your strategy to just exit all order but remain running, then tell it to do so with ExitLong() and ExitShort() at the exit time that you want it to happen.

06-21-2012, 04:32 PM	#16
JRagsdale Junior Member Join Date: Mar 2011 Posts: 15 Thanks: 0 Thanked 0 times in 0 posts	I'm confused about exit on close and disable strategy My strategy is a simple moving average cross. It is also set to flatten 660 seconds prior to the session close at 4:15EST. All of a sudden, my strategy is being disabled at the same time and I want it to continue running. The strategy is set to "Exit on Close" I thought that meant to flatten on close. What should i do?
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