suddenly "Exit on Close"

[caliph]

My running strategies on all my charts just did the following:

14.11.2010 20:59:30 Entered internal PlaceOrder() method at 14.11.2010 20:59:30: BarsInProgress=0 Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Exit on close' FromEntrySignal=''

I cannot make sense of it.

Can any of the experts tell me why NT flattened all my positions?

[caliph]

Again at 08:59:30 pm (Berlin time) all my positions (FX positions) are flattened with the comment "Exit on close"

All strategies remain running and are still enabled.

The session template used for the instruments is custom made:
one entry:
sunday 18:00 friday 21:00


Where might be the error?
What triggers the "Exit on close" event ?

[NinjaTrader_JoshP]

caliph,

It would be important to understand what timezone your session template is setup as.

"Exit on close" happens whenever you have your strategy options set to "Exit on close = true" and the time has reached your session's end time.

[caliph]

Thanks for the reply.

I figured out that on one hand the flag "exit on close" in then strategy start dialogue resolves my problem.

on the other hand I changed the session template to the structure of:

Sunday 18:00 Monday 00:00
Monday 00:00 Thuesday 00:00
Thuesday 00:00 Wednesday 00:00
and so on

now everything works as expected.