Exit On Close

[sys_trader]

Hi
I trade SP E-mini during the RTH. I have Exit on close . It does close position in real time right before the market close, which is 4:15 ET. However, when I fire up Ninja Trader the next day and get ready for trading like 9:AM ET, the strategy is yellow because the last Exit on close is not triggered on the chart. So I have to wait until the market opens 9:30 to enable the strategy. Only then does the strategy trigger yesterday's Exit on Close and turns green. If I enable the strategy @9:15, it would be yellow even after the market open until I disable and enable it again.

Any help is appreciated. Thank you.

[NinjaTrader_Bertrand]

Thanks for the post sys_trader, I would expect that outcome, since in NT everything is event based so when you reload your script next day for trading, the last bar would not be considered closed yet and as such the historical ExitOnClose not triggered. That would only be given if the open tick of the new day session is seen for your RTH chart. That's a known limitation of the ExitOnClose function. As workaround you could for example initiate a direct time exit in the script via market orders, so you would exit a bar earlier than the ExitOnClose would (so when re-enabling next day you would that processed).

[sys_trader]

Bertrand. Thanks for that workaround. It makes sense now.