Coffee (KC) futures EOD auto close

[RedDuke]

Please see attached sample strategy. Load 2 hour chart, KC 05-19, fast forward Replay to March 4th at 1pm. The strategy will submit short trade and exits 40 tick away from filled price. 2 seconds before 1:30pm Profit limit gets triggered with Market price nowhere near it.

Thank you,
redduke

[NinjaTrader_JoshG]

RedDuke,

I was not able to see the same order behavior. Are you using Market Replay or Historical Replay data?

Please write in to PlatformSupport(AT)NinjaTrader(DOT)com and reference ticket ID 2098586 with RE:JOSH in the subject line. Please attach your Log and Trace files to your email so that I may investigate this matter further. You may follow the steps below to attach those files.

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[RedDuke]

Josh,

I am using MarketReplay recorded live of IQFeed datafeed. I just had the same issue happening today live (on sim), and this time it was not on the last bar of the session. Something triggered profit limit, with the price no where near it, resulting in huge "fake" profit.

So the issue seem profit limit trigger with price nowhere near. Is it perhaps IQFeed bad data? This behavior now happened in both Replay and Live.on Sim.

Will send logs later today.

Thanks

[RedDuke]

Josh,

I sent the email.

Thanks,
redduke