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ExitOnClose not working

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    ExitOnClose not working

    Hi
    I have a day trading strategy that needs to close all positions right before the close. I trade US stocks. So I use ExitOnClose and ExitOnCloseSeconds as in the screenshot below




    It does not seem to work on live data. I am using Interactive Brokers. I have to change my computer time to tomrrow to make it work. For example, today is 9/3/2013. I had to change the computer clock to 9/4/2013 then I saw ExitOnClose at the last bar. Any idea why it is like that? How do I fix this?

    #2
    sys_trader, welcome to our forums - ExitOnClose would be tied to the PC clock in realtime (the seconds part only work here not in backtesting). Which bars type / chart are you working with and which IB TWS version is exactly used?

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      #3
      I use 3 minute candle sticks and IB web start which always downloads the latest version. It seemed to work properly when I used my Interactive Brokers account today. It was not yesterday with the sim 101 account. I will test it a bit more. Thanks.

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