Error

[neb1998]

"7/24/2009 3:15:00 PM Cancelled order due to end of session handling: BarsInProgress=0: Order='NT-00939/Backtest' Name='ProfitTake' State=Working Instrument='ES ##-##' Action=Sell Limit price=0 Stop price=0 Quantity=1 Strategy='LongEntryHold' Type=Market Tif=Day Oco='oco1' Filled=0 Fill price=0 Token='637ac7afb5054c99a71b5406ff434e28' Gtd='12/1/2099 12:00:00 AM'
"

What is this error? end of session handling? I have exit on close = false and the strategy is intended to hold overnight. What can cause this?

[NinjaTrader_RyanM1]

Hi neb1998,

The TimeInForce(TIF) on the order is Day, which means it is cancelled at the end of the session. You can set as Gtc for GoodTillCancelled.

7/24/2009 3:15:00 PM Cancelled order due to end of session handling: BarsInProgress=0: Order='NT-00939/Backtest' Name='ProfitTake' State=Working Instrument='ES ##-##' Action=Sell Limit price=0 Stop price=0 Quantity=1 Strategy='LongEntryHold' Type=Market Tif=Day Oco='oco1' Filled=0 Fill price=0 Token='637ac7afb5054c99a71b5406ff434e28' Gtd='12/1/2099 12:00:00 AM'

[neb1998]

yeah thanks, brain fart......