Exit On Close not working for ES

[gjing]

I've set it to true in my strategy, looks like not working to ES. The position not closed at the end of the session (day). It works well on NQ and YM, just not for ES.

I set the session template to CME US Index Futures RTH, the same to NQ and YM. Not sure why it's not working only for ES.

[NinjaTrader_Austin]

gjing, you are using this in a strategy, correct? Are you setting ExitOnClose in code or via the interface?

[gjing]

I tried both, neither one was working.

[NinjaTrader_Austin]

Did this occur during live trading or while backtesting?

[gjing]

Live trading.

I saw the position was closed today on the chart. It should happen yesterday after market close. Any thought?

[NinjaTrader_Austin]

In the Tools -> Options -> Misc section, did you possibly change the Time to Flatten time? Were you connected to your broker the entire time the strategy was running? Did the execution actually occur yesterday (Saturday), or was that when you first noticed the marker?

Could you please attach the trace and log files (My Documents/NinjaTrader 7/trace and /log) from when this happened so we can take a closer look?

[klineal]

I started having a problem exiting at the end of the day on Monday. It was working up until then. I haven't changed any settings. I trade the NQ with the embedded instrument settings.

[NinjaTrader_Bertrand]

Can you please forward your trace and logs via Help > Mail to Support to us for review of Monday's activity?

Thanks,

[klineal]

Sent files by my e-mail. Help feature didn't work.

[NinjaTrader_Bertrand]

Sent files by my e-mail. Help feature didn't work.

Can you please let me know which ticket # you got assigned from our system?

[klineal]

491536 I originally sent e-mail to [email protected] but resent to support and got the ticket number.

[NinjaTrader_Bertrand]

Ok, thanks I see - got the files now and will reply directly shortly.