We currently testing our strategy in coffee futures (KC symbol on ICE exchange) in market replay. I am coming accords a weird issue. Coffee closes for trading at 1:30pm Eastern Time. If I have a open position, Ninja closes it. Every strategy has standard setting to close at end day, and I have it set to false. It is my custom strategy, but the trade is closed by ninja since my custom logic writes tons of things to output window when it closes the trade. And there is nothing there apart from standard ninja things. Same exact strategy on oil (CL) has no issues, but oil does not close midday, it just does not trade between 5-6pm EST like the rest of products on CME.
Any help with this issue is very much appreciated.
Thanks,
redduke
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