Exit on Close

[elitetradernyc]

Hey guys, is there a way to track the execution price and quantity of an exit on Close order that is automatic?

For example like,
protected override void OnExecution(IExecution execution)
{
holdQuantity = execution.Quantity;
}

[NinjaTrader_JC]

Hello elitetradernyc,

Yes, you may check the name of the execution.Name to see if it matches the "Exit on close" order. For example:

protected override void OnExecution(IExecution execution)
{
	if(execution.Name == "Exit on close")
	{
		Print("Price: "+execution.Price+" Quantity: "+execution.Quantity); 
	}
}

[elitetradernyc]

Hi, sir, is there a way to override the ExitOnClose method? Do you have an example?

Thanks,
EliteTraderNYC

[NinjaTrader_JC]

Hello EliteTraderNYC,

You may be able to change the enable or disable the "ExitOnClose" and change the "ExitOnCloseSeconds" via NinjaScript but there is not a way to overload the "Exit on close" method that I am aware of no.

You may however, program in your own order like the "ExitOnClose" with some custom programming. For example you may use a time filter and check to see what position you are in an then send an exit order at the time that you want. If you want to get the Session Template times you may use the "GetNextBeginEnd" method.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?getnextbeginend.htm

Happy to be of further assistance.

[hifreq]

Is there a way to have no session end time. I am using renko bars with a custom indicator and depending on how the last bar fills or not it effects my indicator. I would like to have no session end time or beginning time. is there a way to do so. If the market picks up where it closes then the bar will just try to keep filling it it gaps to high or low then i will just be missing a bar i suppose. this is for forex markets

[koganam]

Is there a way to have no session end time. I am using renko bars with a custom indicator and depending on how the last bar fills or not it effects my indicator. I would like to have no session end time or beginning time. is there a way to do so. If the market picks up where it closes then the bar will just try to keep filling it it gaps to high or low then i will just be missing a bar i suppose. this is for forex markets

Create a custom "session template" that spans the week with no breaks.

[hifreq]

that what i have done but I dont want the break between Friday's close and Sunday night's open

[koganam]

that what i have done but I dont want the break between Friday's close and Sunday night's open

"Session Templates" span a week at most. I doubt that there is anything that can be done there with NT7.