exit on close exit >> open position next day pre open

[NinjaTrader_Bertrand]

Thanks for all the input Alex, I'll test this here on our end - I'm curious, if you change to ExitOnClose = false and use a TIF setting of GTC - would the issue still appear on your end?

[alexgg]

hi bertrand

i always use tiff = GTC + i tried exitonclose = false + same problem.

alex

[NinjaTrader_Bertrand]

Alex, when I submit specifically to the primary BarsInProgress I don't see the issue :

EnterLongLimit(0, false, 1 , Close[0], "LongLmt");

Also setting liveUntilCalled explicitly to false here.

Can you please try this on your end as well?

Thanks,

[alexgg]

hi bertrand

i just tried this + it still creates the spurious order.

same whether liveuntilcancelled true or false.

also to clear up a bit set

if (BarsInProgress == 0 && Position.MarketPosition == MarketPosition.Flat && Time[0].Date == date.Date && Time[0].TimeOfDay == date.TimeOfDay)

before enterlonglimit (...)

notice timeofday == not the > previously

so make sure a minute timeframe + session start that will ensure 11.00 am trade. or can change the date variable.

[NinjaTrader_Bertrand]

Thanks Alex, I'll give this a try as well - to clarify in your testing you submit directly to the primary series correct, so for example EnterLongLimit(0, false, 1 , Close[0], "LongLmt1");

[alexgg]

hi bertrand

yep i set limit exactly as u said for primary series

alex

[NinjaTrader_Bertrand]

Was finally able to reproduce it here on my end now, we will look into it and get back to you.

[edward_bell]

Is there a way to enable the ExitOnClose only in Friday?

[NinjaTrader_Bertrand]

Edward, for backtesting you would need to custom code to recognize the DayOfWeek == Friday and then issuing the needed ExitLong / ExitShort orders for your script.

For realtime trading, you could control of course each day you activate the strategy how ExitOnClose is set.