Close at end of trading day?

[Trader61]

on autotrade, my strategies close out their positions at the end of the trading day. Is there a way to enable them so they don't close out their positions at the end of the day? Instead holding them overnight into the next day?

[NinjaTrader_Jason]

Hello Trader61,

I suggest to check with your broker first if holding positions overnight is supported.

Note that this is not supported with Trading Technologies.

http://www.ninjatrader.com/webnew/support_TradingTechnologies.htm

Please disable 'Exit on close' for the strategy in the strategy parameters window that appears when starting the strategy.

If the strategy contains programming code that will close its positions the end of the day, please remove this part of your code in the strategy.

[kassaindia]

Strategy does not exit on close

My strategy does not exit on close and continues inspite of my putting in exit on close as true. When I run a backtest it exits on the chart but not so in the real time. What could be the reason. I have put my session time as 1200 am to 1200 am

[NinjaTrader_Jason]

Hello kassaindia,

What happens if you use the SampleMACrossOver strategy using the exact same settings and session begin and end times?

Could it this be related to your startegy only?

[kassaindia]

I need to try that. Also my code does not have inbuilt exit on close, I do it when I load the strategy i.e I say exit on close as "True". Is it necessary to write it in the strategy code ?

Hello kassaindia,

What happens if you use the SampleMACrossOver strategy using the exact same settings and session begin and end times?

Could it this be related to your startegy only?

[NinjaTrader_Jason]

Enabling the 'Exit on close' setting when loading the strategy should be sufficient.

[kassaindia]

If I run my strategy on 15 min chart and say calculate on bar close, will that impact the exit on close becasue at 11:59:30 the 15 minute chart is not updated

Enabling the 'Exit on close' setting when loading the strategy should be sufficient.

[NinjaTrader_Jason]

Please see the link below.

http://www.ninjatrader-support.com/HelpGuideV6/RunningANinjaScriptStrategyFromAChart.html

Exit on close
When enabled, open positions are closed on the last bar of a session

Exit on close seconds
Sets the number of seconds prior to the end of a session that the any an open position(s) of a strategy is closed

'Calculate on bar close' does not affect 'Exit on close' as far as I know.

[kassaindia]

I have started the smaple ma cross over, attached is the screen shot, are the inputs fine for exit on close to happen at 12:00 am local time ( time of the computer).

Please see the link below.

http://www.ninjatrader-support.com/HelpGuideV6/RunningANinjaScriptStrategyFromAChart.html

Exit on close
When enabled, open positions are closed on the last bar of a session

Exit on close seconds
Sets the number of seconds prior to the end of a session that the any an open position(s) of a strategy is closed

'Calculate on bar close' does not affect 'Exit on close' as far as I know.

[NinjaTrader_Jason]

Yes, any position should be closed 30 seconds before 12:00 AM

[kassaindia]

thanks, in case it does not exit i will take a screen shot

Yes, any position should be closed 30 seconds before 12:00 AM

[kassaindia]

Hello ! The position did not close 30 seconds prior to 12 am on the sample cross over strategy as is evident from the attached screen shot. It also did not exit on another strategy that I had loaded. Iam again attaching the input screen shot for the sample cross over that I had sent earlier to you. Please advice what should be done.


QUOTE=NinjaTrader_Jason;129340]Yes, any position should be closed 30 seconds before 12:00 AM[/QUOTE]

[NinjaTrader_Jason]

Could you please send me your log and trace files for yesterday and today. You can find these files at the following locations:

Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.20091124 for today. (log.yyyymmdd for any other date)

Start Menu--> My Documents--> NinjaTrader 6.5--> Trace--> trace.20091124 for today. (trace.yyyymmdd for any other date)

Please send them to support[at]ninjatrader[dot]com, reference this forum thread and put 'Attn Jason' in the subject header.

[kassaindia]

I have mailed the files for 11/23 and 11/24 ( both log and trace) subject of the mail is "kind attn Jason;Automated Trading>Close at end of trading day".

Could you please send me your log and trace files for yesterday and today. You can find these files at the following locations:

Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.20091124 for today. (log.yyyymmdd for any other date)

Start Menu--> My Documents--> NinjaTrader 6.5--> Trace--> trace.20091124 for today. (trace.yyyymmdd for any other date)

Please send them to support[at]ninjatrader[dot]com, reference this forum thread and put 'Attn Jason' in the subject header.