ExitOnClose didnt' triggered onOrderUpdate() on backtest

[hongchen2000]

When I manually add a day trade strategy with "ExitOnClose" set to true on a historical chart, it didn't run the triggered the OnOrderUpdate() method when exit on close. This caused wrong calculation of my position that affect the backtest result for next day (due to position still considered open by the strategy).

Is this expected behavior? Will it happen on live? (It is not such a serious issue for me live because I expect to restart the strategy everyday). However, it is giving wrong performance result in back testing.

[NinjaTrader_Austin]

hongchen2000, is ExitOnClose set to false anywhere in the strategy code?

[hongchen2000]

No. The only place set it is in the strategy UI.

[NinjaTrader_Austin]

Can you please post the strategy code here so we can take a look? What session template are you testing the strategy on?