I have a strategy that uses exit on close true.
When I am in an trade then when exit on close order arrives and that will not be fulfilled on chart within RTH between exit on close timeout (30 secs by default) and end of RTH it gets filled the very next day when market on RTH opens.
This is date record in the log.
The trade uses stoploss, so NT engine stops it on stoploss with the date of next day., the problem is that ETH chart could fulfill the order much earlier, without a stoploss and even in profit. It would just be outside RTH.
The problem here is that in reality, the order would be sent to real market still during RTH and would wait for clearing, even outside RTH (I do nt care if chart has got data). Here in NT which stops giving strategy data outside RTH it make crazy stuff.
The NT goes through times and dates during market replay through ETH datafeed anyway, so why cannot you just make it stop showing data on chart, but NT would know the data, so the strategy could fill outside RTH as would in reality?
At least this is how I understand the problem now.
Thank you
Nicknamed
PS. it happened on 1000 Volume LineBreak 1 chart with TF 06-11
entry
838,9 exit: 834,1
11.5.2011 22:14 Buy
12.5.2011 8:16 Stop loss
but this really does not matter as that is something not to be reproduced by strategy as a problem of strategy, the problem is that the strategy does not have data to clear the order as in reality.
edit1:
I just tried to replicate it on SMAcrosover strategy and even if I put 0 secs to exit before end of RTH - an order with 40 contracts, it gets filled within that time exactly on 22:15, so tell me why one strategy with one contract cannot close an open position - based on underlying data - within 20-30 seconds and another one closes it two ticks away (you know, liquidity TF and 40 contracts) in just 1 second (in fact 0 second - which should be 1 tick maximum by logic of the settings)?
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