Order does not expire after SessionEnd

[zark.be]

Hello


Still migrating and testing my 6.5 strat to 7

Code migration is now okay, all looks okay. So i'm testing it in sim mode, see if things live seem to go smooth.
I've noticed a problem last night, and reproduced it with a basic strat this morning.

Problem:
my Target is not cancelled after session end. Even though all my orders are in DAY and not in GTC.

Reproducing the problem:
I created a very basic strat, and a custom session. Orders are sent throughout the session, and then at the end the order stays there when it should have been cancelled.
please note, when i first noticed the problem, i was running on EMD with the normal session times, and noticed the target was still online this morning (so a couple of hours after session end)

Although i'm guessing this is a "fake" problem, as in real life IB would have cancelled the order, and told ninja it cancelled it.

[NinjaTrader_Jason]

Hello zark.be,

Can you please tell me what session begin and end times are used by your custom session template.

I will need to clarify this with Development - I have sent them an email. I will update you once I receive response back.

In addition, during live trading the order would be cancelled by your broker as you mention.

[zark.be]

Hello zark.be,

Can you please tell me what session begin and end times are used by your custom session template.

I just took 10minutes from now and 30minutes from now. so i could see it with my eyes immediately instead of waiting until tonight


I just tryed it again, with a new session time off course, but with a stop order, and same thing.

[NinjaTrader_Jason]

I will need to test it some more on my end to further investigate. Please expect a response tomorrow.

[NinjaTrader_Jason]

Hello zark.be,

Day orders will not be cancelled at the end time of the session template that is used when trading the sim101 account.

I suggest to make use of the 'Exit on close' option, which will cancel your orders at the close of the session. You can find it in the strategy parameters window when you initiate a strategy.

[zark.be]

I suggest to make use of the 'Exit on close' option, which will cancel your orders at the close of the session. You can find it in the strategy parameters window when you initiate a strategy.

Exit on close will exit the position, and not just cancel pending orders.



The definition of a Day order is to expire after session close. otherwise there is no difference between a GTC or a Day order.

[NinjaTrader_Jason]

I see. I will forward your suggestion to have Day orders cancel at the session end time of the session template that is used as per the sim101 account to Development and ask them if they can add this to the list of future considerations of the software.

Thank you for your feedback.

[NinjaTrader_Jason]

Hello zark.be,

Upon some additional testing of the issue, I noticed the following.

When 'Exit on close' is set to True, it will cancel active Day orders at the end of the session template time. However, when 'Exit on close' is set to False, it will not cancel the Day order at the end time.

Can you please test this on your end and check if it works the same.