Very simple question regarding Order handling

[siroki]

Hi,

For test-purposes I have created a supersimple strategy with just two commands:

EnterLong(1000);
ExitLong();

Now, on my order window I can see the EnterLong command executed as the position is filled, but I would have expected the position to be immediately cleared because I put in the ExitLong() command right after it.

Unfortunately this is not the case as the position is not cleared.

I think i'm missing a bit of knowledge about the order handling?

[koganam]

Hi,

For test-purposes I have created a supersimple strategy with just two commands:

EnterLong(1000);
ExitLong();

Now, on my order window I can see the EnterLong command executed as the position is filled, but I would have expected the position to be immediately cleared because I put in the ExitLong() command right after it.

Unfortunately this is not the case as the position is not cleared.

I think i'm missing a bit of knowledge about the order handling?

What is the CalculateOnBarClose setting?

[NinjaTrader_PatrickH]

Hello siroki,

Thank you for your post.

As Koganam suggests, if the CalculateOnBarClose = true the position would not exit until the next bar closes. Try using CalculatOnBarClose = false and testing again.

CalculateOnBarClose: http://www.ninjatrader.com/support/h...onbarclose.htm

Please let me know if you have any questions.