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End of session handling?

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    End of session handling?

    Hi,

    Here in Oz time zones are a bit different. I am trading the Fdax (in sim luckily) and the session times are 4pm to 6am local time (in winter, different in summer). I have found that, if I have entered a trade and not exited before midnight, Ninja will automatically cancel my profit and stop orders at midnight local time due to "end of session handling" according to the traceorders output. But it does not exit my position, so I'm left with an unprotected position.

    Is there a way I can stop this? I've tried resubmitting the stop and profit orders if I'm long or short, but this doesn't seem to solve the problem. Also tried resetting them if Bars.SessionBreak is true, and in the OnOrderUpdate method. Nothing works.

    What I'd really like is a way to tell Ninja to use German time instead of Australian time, but I have not been able to discover any way of doing that (short of changing my computer clock). I've seen in other posts a recommendation to set the session start and end times when starting the strategy, but as far as I can see there is no way to do this. The only time this option is available is in the Strategy Analyzer.

    thanks,
    Ian

    #2
    Hello,

    What broker are you using?
    DenNinjaTrader Customer Service

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      #3
      I'm using Proactive

      Comment


        #4
        Hello,

        And who do they connect with to NT? It has to be one of these:
        http://www.ninjatrader-support.com/H...ricalData.html
        DenNinjaTrader Customer Service

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          #5
          Yep, Zenfire

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            #6
            Hello Owlman,

            How are your TIF (Time in Force) settings defined? Are they hard coded anywhere or are you setting through the GUI?
            Ryan M.NinjaTrader Customer Service

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              #7
              I've set it in the strategy, must be from a while back because I don't remember doing it... It's set to Cbi.TimeInForce.Day. Is that what's causing the problem?

              Yes it was. Changed it to Gtc and the problem has gone away. Now I just have to figure out what gtc means... and if it's going to impact anything else. I think not because the profit and loss are oco orders so the timeinforce should not be an issue?

              Thanks for the advice, and the prompt reply.

              Cheers,
              Ian
              Last edited by Owlman; 06-30-2010, 06:56 AM.

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                #8
                Ian, thanks for reporting back, GTC just means Good Til Cancelled.
                BertrandNinjaTrader Customer Service

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