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    1-min bars

    I'm about to start optimizing on 1-min bars using an intraday strategy and have a question on optimizer and walk forward.

    If my strategy is to end in cash each day to avoid gap ups/downs on the next day's open is that inherent in the "exit on close" flag or would i need to add some logic to the strategy to have a zero position during certain time frames?

    the goal is to test on several days, ending each day with zero position but trading during that day. e.g. mon-fri but no over night positions, then see how it runs on an out of sample day.

    please let me know how this is going to work and any adaptations i am going to need to make!

    Thank you...

    #2
    Hi khoga, yes ExitOnClose = true is then what you seek here, it would exit any strategy position at the end of the session as defined in your applied session template. To review those, see the Session Manager interface under the Tools entry in the NT Control Center please.
    BertrandNinjaTrader Customer Service

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