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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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Old 01-12-2010, 03:44 PM   #1
dancorcal
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Default Strategy won't exit at end of session

I have the setting to true to exit at end of day and I am using 2:30 as session close, because I want it to exit at 2:30, but the system won't exit a trade. The chart will stop, but no exit. Any thoughts? Also in the backtested results, it shows exiting at close as well, but on sim it doesn't exit.
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Old 01-12-2010, 03:57 PM   #2
NinjaTrader_Austin
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dancorcal, your strategy should be exiting if you specify ExitOnClose = true. Can you post a screenshot of your strategy window? I've attached an example.
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Old 01-13-2010, 01:56 PM   #3
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Hi Austin,

Happened again today. The session close time I entered came and the system did not exit. On backtesting the system it will show "exitonclose" at the 2:30 time I am wanting, but for live trading... it holds the trade. Here is the screenshot.

Any thoughts?
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Old 01-13-2010, 02:18 PM   #4
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Please use TraceOrders = true and see what is happening under the hood around 30 seconds before 2:30.
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