Multiple sessions per day + close position

[cgeorgan]

Hi-

Take, in this example, the default definition for "CBOT Agriculturals ETH", which shows two sessions:

9:30 AM - 1:15 PM
-Then-
6:00 PM - 7:15 AM

When exactly does NT decide to close out positions set to "close position before close"? I can assure you, this time is not anytime before 1:15 PM for any positions entered into since 9:30 AM...

[NinjaTrader_Kyle]

Hi cgeorgan,

Thank you for your post.

Are you referring to the Flatten at Time feature that is available in the Options menu's Misc tab (Tools > Options > Misc Tab), or another setting?

[cgeorgan]

Hi cgeorgan,

Thank you for your post.

Are you referring to the Flatten at Time feature that is available in the Options menu's Misc tab (Tools > Options > Misc Tab), or another setting?

Strategies tab --> Strategy [right click] --> Edit Strategy --> Order Handling --> Exit on Close (true), Exit on close seconds (60).

[NinjaTrader_Kyle]

Hi cgeorgan,

Thanks for the clarification.

I need to discuss this with my development team. I will update you as soon as I have more information.

[cgeorgan]

Much appreciated - let me know.

[NinjaTrader_Kyle]

cgeorgan,

Thanks for your patience.

My development team reports that ExitOnClose will apply by session segment. In your case, this means that trades entered in the 9:30-1:15 session will be closed at 1:15 PM.

[cgeorgan]

cgeorgan,

Thanks for your patience.

My development team reports that ExitOnClose will apply by session segment. In your case, this means that trades entered in the 9:30-1:15 session will be closed at 1:15 PM.

You'll have to go back to them and have them double-check the functionality; I can tell you for certain that in the last two days I've had positions entered to in the session in question *not* exit on that session's close (an example today prompted that).

[NinjaTrader_Kyle]

cgeorgan,

In testing on my end with a custom template, this is functioning as expected. (exiting on session segment close)

Do you have a reproducible scenario that can cause this to fail?

[cgeorgan]

It works...most of the time.

However, I've had it *not work* enough times now to write you guys -

It happens only in ZC, ZW & ZS...with the session I defined to you earlier.

[cgeorgan]

Do you have a reproducible scenario that can cause this to fail?

If I did (or come across it), you'd be the first to know.