Weird: Wrong Price on Exit at Close Makes Trade Look Like a Loser

[outstretchedarm]

Hi all, thanks in advance for any help,

I just had my automated trading strategy make a trade on a simulated account. It was set to "exit on close."

The trade bought TF 06-13 at 925.2. According to account performance, when it exited at close, it sold at 914.8 ay 6pm eastern time. However, all my charts show that at close time, the instrument was at 932.6.

In other words, my records now reflect a losing trade of 104 ticks, instead of what should really be a gain of 74 ticks. What gives? Is there any way to change the records?

And what if this had happened with a live account with a live broker? How would this be fixed?

[NinjaTrader_Bertrand]

outstretchedarm, could you please send me the logs via Help >> Mail to Support so I could review the event sequence? Are you intentially already trading the TF June 2013?

For live: it would be important to see when exactly the ExitOnClose was issued / sent, then it would be a live order for the contract you issued it on witih the fill price determined by market dynamics and liquidity (market order). In order to give time for processing and fills, I highly suggest not to attempt exiting too close to the official market end time.

[outstretchedarm]

It has been sent

[outstretchedarm]

ok i think it failed the first time I sent, but I believe it sent correctly this time

[sledge]

a big guess here - how do these #s compare to a TF 03-13?


barchart.com shows 915 on TF 03-13

http://www.barchart.com/quotes/futures/RJH13

June is not off by by much. (-3 pts)

http://www.barchart.com/quotes/futures/RJM13

TF 06-13 shows "52Wk High 929.90 Since 02/20/13" 932 must have been after hours a few days ago.


although the TF 03-13 shows "52Wk High 933.20 Since 02/20/13 (-1.91%)"...

So nevermind, TF 03-13 might have nothing to do with this.... (I'm on ZenFire, and I don't think that has TF )
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Anyways, can you post a chart?

Is your strategy using the same template at the chart?

Hi all, thanks in advance for any help,

I just had my automated trading strategy make a trade on a simulated account. It was set to "exit on close."

The trade bought TF 06-13 at 925.2. According to account performance, when it exited at close, it sold at 914.8 ay 6pm eastern time. However, all my charts show that at close time, the instrument was at 932.6.

In other words, my records now reflect a losing trade of 104 ticks, instead of what should really be a gain of 74 ticks. What gives? Is there any way to change the records?

And what if this had happened with a live account with a live broker? How would this be fixed?

[NinjaTrader_Bertrand]

Thanks outstretchedarm, have not seen it so far, would you mind PM'ing me the ticket id you got assigned from our system?

[outstretchedarm]

where do I find that?

[NinjaTrader_Matthew]

It would be in the subject line of the email you received. For example {802291}

[outstretchedarm]

It would be in the subject line of the email you received. For example {802291}

but this wasn't originated through email or through the app. I brought this up here in the forum.

[NinjaTrader_Matthew]

Right but when you send us the log/trace files, it should create a ticket for you in our system. I don't think what you're sending us is reaching us.

Please send a direct email to support[at]ninjatrader[dot]com and include the relevant log and trace files, Attn: Bertrand in the Subject line and a reference to this thread.

You will find the log file in the Documents > NinjaTrader 7 > Log folder.

* The log file will be named ‘log.2013MMYY.txt’

You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.

* The trace file will be named ‘trace.2013MMYY.txt’

Please attach both of these files to your next response. If these files are over 4MB, please let me know and I can respond with alternative instructions.