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Exit on Close Bug

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    Exit on Close Bug

    Hi. I have 4 strategies running in NT8b10. Two strategies with suffix "MACD" are running in the sim account and the other two with suffix "RIP" are running in my live account.

    I have all strategies with EXIT ON CLOSE setting at 420 seconds.

    All strategies are are set to Wait Until Flat, Synchronize Account.

    I had no positions around closing time. Somehow the exit on close gave me an overnight long position.

    Attached is the log file.

    Can somebody please help me decipher why I got an overnight position?!

    Thank you
    Attached Files

    #2
    Thank you for your report, geekodude.

    Can you send us your log and trace files so we may investigate this matter further?
    You can send the files by going to Help > Email Support. Please list 'ATTN: Patrick H - 1507494' in the subject line.
    Patrick H.NinjaTrader Customer Service

    Comment


      #3
      Hello geekodude,

      Thank you for your patience.

      The strategy ShortRangeRip was still holding a position when the Exit On Close was enabled. The strategy was holding a position even though the account was flat, so the long position was to close the short position of the strategy. Details on the Strategy versus Account position can be found at the following link: http://ninjatrader.com/support/helpG..._account_p.htm

      This can occur when two strategies run on the same account, one for short and one for long.

      Please let me know if you have any questions.
      Patrick H.NinjaTrader Customer Service

      Comment

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