Exit on Close Question

[dirkdiggler]

Thanks for the reply. Just to be sure I understand. If I'm using a very large period range bar, the bar may be open for 2-3 hours. COBC= false. In real time (non backtest), will the position close X seconds prior to the session close with a large period interval like this? I need to run it in replay to see what's going on. Does the strategy code effect the ExitOnClose functionality or is it completely independent? Thank you.

[GuppyDRV]

Patrick,

Thanks for the clarification. Can you point me to where I can find where I set the exit prior to close time for back testing, Optimization and WFO. I only see a place to select the time on the strategy parameters box when attaching a strategy to a chart.

Thanks,

GuppDRV

[NinjaTrader_PatrickH]

Hello dirkdiggler,

Thank you for your response.

If I'm using a very large period range bar, the bar may be open for 2-3 hours. COBC= false. In real time (non backtest), will the position close X seconds prior to the session close with a large period interval like this?

In real-time with CalculateOnBarClose = False, the order to close the position will be submitted once X seconds before the session close is reached.

I need to run it in replay to see what's going on. Does the strategy code effect the ExitOnClose functionality or is it completely independent?

If the Strategy code sets a specific value for ExitOnClose or ExitOnCloseSeconds, you will need to be aware of that. Any changes you make in the Strategy menu will overwrite the defaults.

[NinjaTrader_PatrickH]

GuppyDRV,

Thanks for the clarification. Can you point me to where I can find where I set the exit prior to close time for back testing, Optimization and WFO. I only see a place to select the time on the strategy parameters box when attaching a strategy to a chart.

You would not set it in the UI for backtests. ExitOnCloseSeconds would be set in code: http://ninjatrader.com/support/helpG...oseseconds.htm