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Strategy analyzer - exit on session close

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    Strategy analyzer - exit on session close

    Hello, I reinstalled NT8, backup file imported (datas and strategies) to new one. I changed to region time both TWS/NT8/windows from UTC-6 to UTC+3.
    When i am backtesting ES between 10.dec.2021-10.march.2022, exit on session close done beginning of 10th of march. It should be end of day, right?
    In the past version it was doing end of day.


    #2
    Hello Murphy67,

    If the 'Exit on close' setting is enabled, open positions are closed on the last bar of a session.

    If you set Display to Chart in the upper left corner, do you see the 'Exit on close' executions on the last bar of a session. When I test this on my end, I see the 'Exit on close' executions on the last price bar of sessions.

    The session is determined by the trading hours template that is selected. If set to <Use instrument settings>, it will use the trading hours template setup in the instrument settings. Please go to Control Center-->Tools-->Instruments. Double click the instrument to see its instrument settings.

    You can view the start and end times of trading hours templates at Control Center-->Tools-->Trading Hours.
    JasonNinjaTrader Customer Service

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      #3
      Hi Jason,

      The problem is ;
      Start date: 06/12/2020
      End Date: 09/10/2020

      But, trade closing one day before. I do not want exit on session close every day, i want to exit on end of contract period/ end of test period.
      pls check the pictures.

      My timezone UTC+3 ( TWS/NT8/Windows), Trading hours templates shows timezone UTC-6? but start and end time like UTC +3 for CME US Index Futures ETH?

      Attached Files

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        #4
        This is NT8 timezone.
        Attached Files

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          #5
          Unfortunately the 'Exit on close' function does not work that way. It will close open positions on the last price bar of the session. It can't be configured to only close open positions at the end of a contract period or test period.

          If you use an End date of 09/11/2020, does it load historical data for September 10th and does it then close an open position at the end of September 10th?

          Your screenshot shows the 'CME US Index Futures ETH' template with the correct start and end times for the US Central time zone.

          In addition, please go to Control Center-->Tools-->Instruments. Double click the ES futures. What trading hours template do you have selected?
          JasonNinjaTrader Customer Service

          Comment


            #6
            i changed the all time zone utc-6 again and will check that time zone how it works. thank you

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