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Exit on close ignored on strategy re-start

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    Exit on close ignored on strategy re-start

    Hello,


    I'm on NT 8.014. The strategy I run exits on the close of trading if there is an open position. I run it from the strategies tab and it correctly exits on close (7 seconds before rth session close), But, the next morning when I start it up the strategy ignores the exit on close and shows a virtual long or short position. Is this a known bug that needs to be fixed?


    jrtrader

    #2
    Hello jrtrader,

    Thanks for opening the thread, and thank you for your patience.

    I am not aware of a bug report filed for an issue like this.

    When the strategy gets re-enabled, it processes historical data to determine the strategy position, this would be limited by the Days To Load on a chart's data series, or the number of Days To Load we specify when configuring the strategy from the Strategies tab.

    Running a simple test to enter a position and let ExitOnSessionClose close the position shows that ExitOnSessionClose can be seen in historical processing. (See attached picture.) The previous instance of the ExitOnSessionClose that happened in realtime would need to be identified by the historical data on the next enablement. If there is a particular bug, we would need more information about your occurrence to identify it.

    I would first check the strategy's historical Strategy Performance report to see if Days To Load had changed the historical data that was processed on re-enablement. (Right click on your strategy and select Strategy Performance > Historical)

    If the historical performance report does not show the execution when it should have, I would then repeat the scenario with Market Replay data in the Playback connection. If you can repeat the scenario with the Playback Connection, we would like to use a copy of that strategy, or a reduced version of that strategy, that demonstrates how we can hit the issue so we can file a report with our development team. You may send this information into platformsupport[at]ninjatrader[dot]com with the text "Attention Jim" and a link to the thread, as well.

    I look forward to being of further assistance.
    Attached Files
    Last edited by NinjaTrader_Jim; 06-01-2018, 03:33 PM.
    JimNinjaTrader Customer Service

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