ExitOnClose = false is not working

[ayednak]

Exit on Close - did not work on live trade with strategy

Hello, I tried to create a new thread unsuccessfully

I was wondering if anyone else had ExitonClose not work for GC on Tues 1/31/12?

Me and one other person were both running the same strategy when a position failed to close, despite the log showing ExitonClose was initiated. This resulted in a Margin Call.

Bertrand is currently working on this issue #601887, but I was wondering if anyone else had seen this.

Note, the strategy was a Flex Strategy from School of Trade. It was on GC 21Range strategy.

Thanks for any input!

Andy

[NinjaTrader_Brett]

Thanks for the second will send it in. Unfortunately no ETA or confirm I could provide at this time on this feature request and I do not know of a workaround on this.

-Brett

[mokodo]

Second that request Bswerd

Absolutely,

My walk-forward tests take a whole load of manual manipulation to get around this issue. I have to search through the walk-forward results tades tab to identify 'Exit-on close' examples and then work out when actually the trade should exit based on my strategy rules.

A related request is to be able to view/export all the trades that constitute the top performing walk-forward to make those 'Exit on close' trades much easier to identify.

In the most painful example I am walking forward 1000 days of data with a 3 day test period - thats over 300 seperate trade logs to query. All by hand.

Any ideas on work arounds or timings on NT feature enhacements most welcome!

[NinjaTrader_Brett]

Development has confirmed they received it is #1324 on the list.

Thanks!

[NinjaTrader_Brett]

Hello,

I will contact development and have them added to the feature request list.

Thank You!

[bswerd]

That's some weird functionality, no?

If I'm going to test an automated, always-on strategy then I want to know how well it does during a window of time.

Can we have this be a feature request? It feels like some pretty strange behaviour.

The system shouldn't be selling any shares without me specifically stating when.

Thanks for your help.

[NinjaTrader_Brett]

Hello,

This is actually expected with NinjaTrader and currently no way to change.

Any open position are closed at the last bar of data for performance reporting and is expected.

Let me know if I can be of further assistance.

[bswerd]

What may be happening here is just the last exit on close. If there are any open positions on the last bar of data, these are closed and the signal name indicated is Exit On Close. Having it set to false should still prevent the normal end of session exit on close.

Yes, that's precisely what the problem is.

Sorry, I cannot take a phone call or remote help right now. Is this a known problem? Can you reproduce it on your strategies? I'm using a pretty vanilla installation of NinjaTrader, so if other people aren't experiencing this, then I just need that magic setting that says:

"Please don't exit positions on session end."

If there is no easy solution now that you understand precisely what the issue is, then I will have to schedule a phone call some other time when I have a better sense of my schedule.

Thanks for your continued support. This seems like a really weird problem to me too.

[NinjaTrader_RyanM1]

What may be happening here is just the last exit on close. If there are any open positions on the last bar of data, these are closed and the signal name indicated is Exit On Close. Having it set to false should still prevent the normal end of session exit on close.

[NinjaTrader_Brett]

Hello,

In this case I will want to login toy our PC as not sure why this is occurring at this point we would need to run some tests.

Can you please provide your phone number so that I may call you.

Also, Can you please run the following program and let me know the ID and password that is generated.

http://www.ninjatrader.com/remotesupport

[bswerd]

7.0.1000.7, Simulation Only at this point.

Thanks for your continued support.

[NinjaTrader_Brett]

Hello,

What version of NinjaTrader are you using?

I look forward to assisting you further.

[bswerd]

I just ran the SampleMACrossOver strategy on this. It also exits all of your positions on close despite having 'Exit on Close' set to False.

Attached is a screenshot of the Trades made by SampleMACrossOver. You can see that it Exits a Short position on close despite having ExitOnClose set to false.

I never said that this worked for SampleMACrossOver.

[NinjaTrader_Brett]

Hello,

Thanks for the confirmation.

I would want to look into this then, as I understand it you can only duplicate this with your strategy and the sampleMACrossOver strategy does not have this issue.

Please send the strategy to support at ninjatrader dot com ATTN: Brett and reference this forum thread. The strategy will only be used once for testing.

I look forward to assisting you further.

[bswerd]

Yes. It is most definitely set to False.

Attached are my backtesting settings.