ExitOnClose with 1 Day Timeframe

[Santi]

This is for NT8:

I notice that "Exit On Session Close" is not working with my 1 day timeframe strategy. I need to treat every day as a different trade. Any advice?

Thanks in advance!

P.D.: It´s multi-instrument too... I try to close instruments in different BIPs, but first BIP (BarsInProgress==0) never close the position.

[NinjaTrader_AlanP]

Hello Santi,

Thank you for your note.

It would be expected that you would not be able to use Exit On Close on a daily data series. This is because you need to have a number of seconds which corresponds to the time duration on the chart.

You should use exit on close on a smaller time frame data series, for example add a secondary data series of say 30 seconds and set exit on close equal to say 30 seconds, with calculate set to calculate on price change.

I’ve provided a link to our helpguide on Multi-Time Frame & Instruments,

http://ninjatrader.com/support/helpGuides/nt8/en-us/?multi-time_frame__instruments.htm

Please let us know if you need further assistance.