Hello.
How to exit all position at the given time?
How to exit all position at the given time?
-
Hello Czarek,
Are you attempting to close all positions for all accounts on all instruments? (all positions)
Or are you wanting to close the singular position of the strategy? (you have posted in the strategy development section of the forums)
To close the position of the strategy at a specific time in OnBarUpdate():
if (ToTime(Time[0]) == 90000)
{
if (Position.MarketPosition == MarketPosition.Long)
ExitLong();
if (Position.MarketPosition == MarketPosition.Short)
ExitShort();
}
This would close an open position at 9:00 AM .
Below are public links to the help guide on Time[0], ToTime(), Position, MarketPosition, ExitLong(), and ExitShort().
Also, below is a public link to a forum post with helpful information about getting started with NinjaScript.
Chelsea B.NinjaTrader Customer Service -
Hello music_p13,
You are correct, ExitOnSessionCloseSeconds is a real-time only property, it will not have any effect on your ExitOnSessionClose time in backtesting processing historical data.
You can use a session iterator to get the time of the session close. The PreventEntryAfterExitOnCloseExample is a good example of getting the time of the session close. (It prevents new entries after the session close until the new session)
The current session's close time can be compared to the <tradingHours>.Sessions collection.
You would likely need to loop through each day and compare that to this sessions close time .DayOfWeek to know that its the session for today.Chelsea B.NinjaTrader Customer ServiceComment
-
Hello Revazi123,
For OnBarUpdate() to run before the bar closes, Calculate must be OnPriceChange or OnEachTick.
If you want the time of the current tick, in either real-time or historical, add a 1 tick series.
Or get the latest market update in real-time (and with TickReplay in historical) in OnMarketData().
Chelsea B.NinjaTrader Customer ServiceComment
-
Hello Revazi123,
Use prints to understand why.
What is the condition?Chelsea B.NinjaTrader Customer ServiceComment
-
Hello Revazi123
Please provide the condition, the print, and the output.
The output will tell us why any condition is true or false.Chelsea B.NinjaTrader Customer ServiceComment
-
Hello Revazi123,
Thank you for providing the condition. The code of the print and the output from the output window was not provided.
The print outside the condition should appear as:
Print(string.Format("{0} | ExitOnDayClose: {1} && marketDataUpdate.Time.Hour: {2} == 23 && marketDataUpdate.Time.Minute: {3} == 55", marketDataUpdate.Time, ExitOnDayClose, marketDataUpdate.Time.Minute));
With the action block, above CloseAllTrades(); should be a print:
Print(string.Format("{0} | CloseAllTrades()", marketDataUpdate.Time));
May we have the output from these prints?Chelsea B.NinjaTrader Customer ServiceComment
-
Hi Chelsea,
Revisiting another of your older posts. I was also trying to implement Exit at a given time within Strategy Builder framework and for now my attempts were not terribly successfull.
I am trying to implement a couple of build-in safeguards to prevent my Perpetual Strategy staying beyond trading hours and Exit at Given time is one of those safeguards.
1. I defined Overall Trading Session hours from 17:00-15:40 CET.
2. I limited my own trading hours from 17:10-14:50
3. I instructed my strategy to exit (close) position at exactly 15:00 using Strategy Builder Time Series equal Time Value
However , if I did not explicitly specify to Exit on Session Close within given time period (60-300 seconds), my strategy is still enabled and position being held from 15:40-17.00 ( as seen on chart and from LOG), which is obviously not welcome scenario. Having looked at the post I made sure that Calculations are set on Price Change. I guess somewhere there is a fault in my implementation, but I could not identify it yet.
CheersAttached FilesComment
-
-
Hello kazbek966,
Is the issue with the conditions not evaluating as true?
Have you added a print to the actions for that condition set to see at what times the condition is true, or have you printed each value used in the condition set?
What bar type and interval is on the chart?
Is there a bar that closes at exactly 15:00?Chelsea B.NinjaTrader Customer ServiceComment
| Topics | Statistics | Last Post | ||
|---|---|---|---|---|
|
167 responses
2,260 views
0 likes
|
by jeronymite
Today, 09:54 PM
|
|||
|
7 responses
1,361 views
0 likes
|
|
|||
|
0 responses
5 views
0 likes
|
by Perr0Grande
Today, 08:16 PM
|
|||
|
0 responses
9 views
0 likes
|
by elderan
Today, 08:03 PM
|
|||
|
0 responses
10 views
0 likes
|
by algospoke
Today, 06:40 PM
|
Comment