Orders not closing End of Session

[gg80108]

I have open orders at the end of the session. Inclosed are some picture of the chart setting, and the order entry strategy. Whats the trick to making this work?

[NinjaTrader_JoshP]

Please track your orders with TraceOrders = true and see if it encountered problems submitting the order. http://www.ninjatrader-support2.com/...ead.php?t=3627

[gg80108]

Trade LOG

Please track your orders with TraceOrders = true and see if it encountered problems submitting the order. http://www.ninjatrader-support2.com/...ead.php?t=3627

what do ya think?

[NinjaTrader_JoshP]

As evidenced by your logs no Exit on Close order was placed. Please try with the SampleMACrossOver strategy to see if you can get Exit on Close to place.

[gg80108]

The SampleMACrossover, did not close orders at end of session.. Ran it on two different PCs and did not close orders.

The SampleMACrossover would not let me add the TraceOrders = true,, saying something about thats its a system strategy.

[NinjaTrader_Ben]

Hello,

Can you post your log and trace files after running the sample strategy so we can verify?

Try right clicking the code>Save as... and change the name. Then add TraceOrders = true.

[gg80108]

trace and log

Hello,

Can you post your log and trace files after running the sample strategy so we can verify?

Try right clicking the code>Save as... and change the name. Then add TraceOrders = true.

trace and log

[NinjaTrader_JoshP]

Please post complete trace and logs along with timestamps of your latest version. Also, to please be using SampleMACrossOver and try on different instruments. Thank you.

[gg80108]

the current logs are two posts down

[NinjaTrader_JoshP]

gg80108,

It looks like you are backtesting. I am assuming you are doing it on the Strategy Analyzer. Please ensure you actually defined out the 9:30-4pm time frame in the strategy selection dialogue.

Please then try increasing the seconds till exit significantly. We are just trying to get a base case that works so we have somewhere to start.

[gg80108]

gg80108,

It looks like you are backtesting. I am assuming you are doing it on the Strategy Analyzer. Please ensure you actually defined out the 9:30-4pm time frame in the strategy selection dialogue.

Please then try increasing the seconds till exit significantly. We are just trying to get a base case that works so we have somewhere to start.

I was using the Market replay function to test, setting up the start and stop times in the Chart Properties.

Strategy Analyzer seems only to contain "Exit on close" but does not have the "Exit on close seconds" to change, in order handling..
I did move the session time back in Strategy Analyzer to create an open order at end of session and open orders were closed everytime, but I also set "Exit on close" to false and it still generated the "Exit on close" order. Strategy Analyzer just doesn't seem to be useful in this test.

[NinjaTrader_JoshP]

Not sure I follow. If you want Exit on Close you need to set it to true. At the very end of the backtest you will always get an Exit on Close order regardless of the setting too.

If you are running on replay please don't run it at 500x. Please slow it down or just set session times that will trigger an exit a few minutes into the replay and let it go at 1x.

[gg80108]

Not sure I follow. If you want Exit on Close you need to set it to true. At the very end of the backtest you will always get an Exit on Close order regardless of the setting too.

If you are running on replay please don't run it at 500x. Please slow it down or just set session times that will trigger an exit a few minutes into the replay and let it go at 1x.

Maybe your Strategy Analyzer has "seconds to close" but mine doesn't .

[NinjaTrader_JoshP]

Backtesting would not have this since there is no "intrabar" handling.

[gg80108]

Seems like we are not communicating anymore.. How can we reset this and get back on the same page?