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Market on Close (MOC) Orders in NT

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    Market on Close (MOC) Orders in NT

    I am trying to back test a strategy with Market on Close (MOC) orders using daily data.
    What is the best way of handling this as I can’t seem to find an exact order type match in the help documentation?
    Many thanks.
    Regards
    Inkosi

    #2
    Hello Inkosi,

    Unfortunately market on close orders are not available in our backtesting environment. The timing for all backtesting orders is:
    Condition evaluates true > order is submitted on the following bar.

    There is available ExitOnClose handling but you would only see it on intraday bars.
    Ryan M.NinjaTrader Customer Service

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