How to enter market on close order?

[cunparis]

I'm working on a strategy that uses daily chart for entry and I'd like to exit the same day on market on close. I cannot figure out how to do it.

I try some code like this:

if (BarsInProgress == 1) { 
                if (ToTime(Time[0]) >= 215930) {
                    ExitShort("Short");
                }
            }

(I'm in europe) but the chart says "exit on close" and it lists the close price as the high of the day and not the close.

I'm using the daily chart as my primary chart for my entry signals and I'm using a 5 minute chart for the exit. My first step is to exit on close. Once that is working I'd like to put in some logic to determine if I exit on close or hold another day. Since I can't get exit on close working I'm really stuck.

PS: I just realized that there are actually two ways to close at the end of day.. There is the real market on close and there is sending a market order a few seconds before close. For now I'm talking about the latter but I'd also like to know how to send a real MOC order which has to be sent 20 minutes before the close for NYSE stocks..

[NinjaTrader_JoshP]

Hi cunparis,

If you are seeing your exits being tagged as "Exit on Close" this is because those orders are not coming from your code, but rather from the internal NinjaTrader's exit on close logic. What you would want to do is turn off this option when you are running your strategy because it will always submit to the BarsInProgress = 0 context. You want your strategy to use your own logic.

Unfortunately we do not support the MOC order type. You will have to submit the market order a few minutes/seconds before market close.