ExitOnClose + Unmanaged Approach

[cgeorgan]

Will setting:

ExitOnClose = true;
ExitOnCloseSeconds = 2715;

Work programmatically in an unmanaged strategy environment? When optimizing, one is not given the option to specify when to exit on close, and it's important that I force the value within the code to enforce certain time constraints.

Kind Regards,
CG

[NinjaTrader_Bertrand]

I just ran quick test in my unmanaged strategy here and ExitOnClose set programmatically worked as expected.

[cgeorgan]

I just ran quick test in my unmanaged strategy here and ExitOnClose set programmatically worked as expected.

yes, seems to work fine that way.

On a side note, perhaps you can pass on to the programmers the suggestion to add the option to specify "seconds before close" to backtesting/optimization menu, so that this doesn't have to be set programmatically.

[NinjaTrader_Bertrand]

Thanks, yes I don't see it on my end either listed, will pass it on.

[NinjaTrader_Bertrand]

To add & clarify: the ExitOnCloseSeconds would be for realtime use only, not for backtesting - this will be added to our docs.

[cgeorgan]

To add & clarify: the ExitOnCloseSeconds would be for realtime use only, not for backtesting - this will be added to our docs.

Hmm, very interesting - so are you saying that in backtesting, there is no way to force the close of an instrument any number of seconds before the actual instrument's close?

what prices are used then in the determination of "the close" - the last traded price?

[NinjaTrader_Bertrand]

Correct, this will then depend on the underlying session template used - or you need custom code an exit on a custom time.