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Strategy Analyzer seems to ignore "Exit on Session Close"

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    Strategy Analyzer seems to ignore "Exit on Session Close"

    Strategy Analyzer has a checkbox to enable/disable "Exit on Session Close" which it seems to ignore for the strategy I am backtesting. Checked or unchecked, the backtest runs to end of session and closes all open positions, regardless. I'm obviously overlooking something ...
    Last edited by jvanelli; 01-08-2019, 07:32 PM. Reason: Oops! Cockpit error. Please disregard ...

    #2
    Hello jvanelli,

    Thank you for your post.

    Is this a strategy you've created yourself, or is it one you've received from a programmer or third party vendor?

    If you're running the Strategy Analyzer on a time frame that covers more than one session, the Strategy Analyzer should run to the end of the time frame specified whether or not the Exit on Session Closed is checked; however, you should see multiple notations that say "Exit on Session Close" on your chart if it is checked.

    Please try to test with SampleMACrossover. After you run the Strategy Analyzer, look at its Trades Display, sorting by Exit name. With Exit On Session Close checked, you should see multiple exits. With it unchecked, you should see one Exit On Session Close where the strategy closes the position at the end of the backtest.

    If you confirm this with the SampleMACrossover, please try again with your strategy. Do you see similar results? If so, this would be the expected behavior.

    Please let us know if we may be of further assistance to you.
    Kate W.NinjaTrader Customer Service

    Comment


      #3
      This was a strategy that I created. Actually there was no problem. I was confused looking at the chart, did not realize that the closing trades which appeared to be executed on the chart were not included in the summary numerical results.

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