"Exit on Close"

[NTWolfe]

On my strategy I did a walk forward test today on the e-mini NQ, the exit on close was set to true however it did not exit at 4:00 PM.

I am using Range bars and Renko bars could that be the problem?

My data vendor is Barchart.com (I appeared to be getting live data throughout the day as orders were placed) I will check to see if I have access to realtime streaming data, if not could that be the problem?

I also shut down NT and reloaded the chart with the same settings and same strategy and it still shows an open position.

Thank you for any suggestions.

[NinjaTrader_Jason]

Hello NTWolfe,

Can you please verify if you are using the Strategy Analyzer or a regular chart to run your strategy.

If you run a strategy in a regular chart, real-time data is required to calculate the conditions of your strategy.

In addition, please review the information at the link below that explains the difference between a strategy and account position.

http://www.ninjatrader-support2.com/vb/showthread.php?t=4033&highlight=strategy+account+brokerage

Could it be the unexpected position is related to the difference between the two?

[NTWolfe]

Yes I have real time data. The trade did not close at the time I put for session end time (4:00 PM) today.

I could upload a photo, which file type would be the best to do so? bmp, gif, jpeg?

[NTWolfe]

If you look at the screenshot I ran live date for 4-8-10 and 4-9-10. It did not generate an order for "exit on close."

If you look back a little further to 4-7-10 it does show that it exited but that day was just historical data that was loaded.

[NinjaTrader_Jason]

I am not sure if I follow. The second screenshot displays an 'Exit on close' execution as last. Am I correct the issue only occurs when you run the strategy in a regular chart?

If so, can you please check what session begin and end times are set for the chart you run your strategy. Make sure the session end time is set to 4 PM.

[NTWolfe]

The session end times are set to 4:00 PM and Exit on Close is set to True. I am using a Renko bar chart but end time is end time whether it is a time, tick, or range chart as it checks the time and not bar.

Here is a screen shot from today showing the exit on close and then it made an entry order right afterwards.

[NinjaTrader_Bertrand]

NTWolfe, so the ExitOnClose itself is working as you would expect, right?

However you want to avoid the short entry then after this?

Then you would need to setup time filters in your strategy that would prevent this -

http://www.ninjatrader-support2.com/vb/showthread.php?t=3226

http://www.ninjatrader-support.com/HelpGuideV6/ConditionBuilder-TimeComparisons.html