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| Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader. |
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#1 |
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Junior Member
Join Date: Nov 2008
Posts: 9
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I am using strategy to exit my positions on close but somehow its failing to do so for last few sessions. Can someone advise what can be the cause and how to sort this out. Thanks.
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,555
Thanks: 261
Thanked 1,013 times in 994 posts
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Parv8, which NinjaTrader version are you using? You can check under Help > About. Also, which markets and ExitOnClose settings (seconds) are you using? Did you already try synching up your PC clock, rebooting fresh and then rechecking the issue?
Bertrand
NinjaTrader Customer Service |
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#3 |
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Junior Member
Join Date: Nov 2008
Posts: 9
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Hi Bert, I am using 6.5version. I am trading USA markets with 1 min EOD settings. I never had such problem but for last two sessions. PC clock is synched with USA time. Will check again today.
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#4 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,555
Thanks: 261
Thanked 1,013 times in 994 posts
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Thanks for the reply, please ensure you're on the latest 6.5.1000.11 release. In case the orders did not reach the exchange in time, please try a higher ExitOnClose seconds setting such as 90 - 120.
Bertrand
NinjaTrader Customer Service |
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#5 |
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Member
Join Date: May 2009
Posts: 81
Thanks: 1
Thanked 1 time in 1 post
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I have the same issue. I have checked my clock (it's fine) and am running 6.5.1000.11. I have exit on close = true at 30 sec.
I have included a picture. Chart "1" is the realtime strategy (generated with historical data) at EOD (last bar closes 30min past session close). You can see the exit on close order was not issued. Chart "2" is the historical backtest with the exit on close issue issued. Any ideas? I'm developing another strategy that I believe, but not confirmed, am seeing the same behavior. (I got an "exit" alert at session open 6:30 AM PST this morning which shouldn't happen with that strategy.) I will try setting to 90 - 120 seconds to see if that helps. I'm running sim account so am I correct in that it will not matter?
Last edited by eleven; 08-13-2009 at 11:01 PM.
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#6 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,555
Thanks: 261
Thanked 1,013 times in 994 posts
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eleven, no the account should not matter - please try using a higher seconds setting and also upgrading to our latest 6.5.1000.12 release via Help > Download Site.
Bertrand
NinjaTrader Customer Service |
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#7 |
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Member
Join Date: May 2009
Posts: 81
Thanks: 1
Thanked 1 time in 1 post
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Thanks Bertrand. I will give that a try. As always, I appreciate the prompt reply.
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#8 |
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Member
Join Date: Jul 2009
Location: Victoria BC
Posts: 57
Thanks: 0
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I am in the same camp. Strategy fails to exit on close. Running 6.5.1000.12. I have extended close seconds to 120. No difference. Like the other posters, my pc syncs regularly with Internet time. Am running in Sim account.
Thx in advance. |
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#9 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,555
Thanks: 261
Thanked 1,013 times in 994 posts
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sharpie, any errors listed in the Log tab of the Control Center as this 'fails' to exit on close?
Bertrand
NinjaTrader Customer Service |
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#10 |
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Member
Join Date: Jul 2009
Location: Victoria BC
Posts: 57
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No errors in the log
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#11 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,555
Thanks: 261
Thanked 1,013 times in 994 posts
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Please contact me using the Help > Mail to Support feature (attn Bertrand) and include the trace and logs for review - thanks
Bertrand
NinjaTrader Customer Service |
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#12 |
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Member
Join Date: Jul 2009
Location: Victoria BC
Posts: 57
Thanks: 0
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Thanks, I got your reply. I added the code to control ExitOnClose programatically. That will work, but it still does not explain why the NT feature does NOT work.
Is there any consequence to Exiting a position that does not exist? i.e. ExitLong, but I do not have a long position? Yes, I use Vista 64, and yes NT 6.5 does not "support" it. It means, rather, that it does not avail itself of the benefits of 64 bit processing. 32 bit applications run without issue on Vista 64, as far as I know and from anything I have read on the matter. Any comment on the code I pasted in at the bottom of the log file? Thx |
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#13 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,555
Thanks: 261
Thanked 1,013 times in 994 posts
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sharpie, as noted in the email 64 bit operating systems are not supported with NinjaTrader 6.5 - since your ExitOnClose never triggered, please do recheck the entered Session times on the chart you're running the strategy on as ExitOnClose is tied to those, thanks.
Bertrand
NinjaTrader Customer Service |
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#14 |
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Member
Join Date: Jul 2009
Location: Victoria BC
Posts: 57
Thanks: 0
Thanked 0 times in 0 posts
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The entered session time is 6:30 AM (local PC time). I change the begin and ending session times on the chart to 6:30 AM and 1:00 PM. Makes no difference if I do or do not. We can consider the topic closed. Maybe NT 7 will make a difference. I am not deterred from going forward.
Rather than making anotherr post I have one more question. It seems basic, but I am stumped. I bought my "live" license a couple of days ago, updated the license number on NT. Connected to IB, turned on ATI. Now I want to make a trade, say a manual trade, through IB, but the only account I can get access to is the Sim account. How do I activate the IB account? |
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#15 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,555
Thanks: 261
Thanked 1,013 times in 994 posts
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sharpie, please go to the File menu and uncheck 'Global Simulation Mode', then the live account should become accessible from the order entry windows.
Bertrand
NinjaTrader Customer Service |
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