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ExitOnClose not executing in Replay mode

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    ExitOnClose not executing in Replay mode

    Strategy calls for exit on close (exit on close seconds = 45).
    When I replay, the exit executes on the historical data, but not on replay of actual market data. This was asked by someone in a previous post, but the question was not answered.
    The strategy also runs on beyond the session close. I am in PDT, does this have anything to do with it? Can I expect my exit not to happen if I was trading live? There is no message in the log. The truncated log entries:

    18/08/2009 10:15:06 AM Entered internal PlaceOrder() method at 18/08/2009 10:15:06 AM: Action=Buy

    18/08/2009 10:22:11 AM Amended trail stop order: Order='9a7344093ee849008c16e069185ffa7e/Replay101'

    Cross Below; Long Exited if it existed (my message)

    18/08/2009 3:33:35 PM Entered internal PlaceOrder() method at 18/08/2009 3:33:35 PM: Action=Sell

    18/08/2009 3:33:35 PM Cancelled pending exit order, since associated position is closed:

    Thx

    #2
    Further to the previous post:
    I need clarification on time referenced in testing versus real time. I am in Pacific time (3 hours offset). When I backtest I set the "Time Frame" from 6:30 AM to 1:00 PM. In my logic I refer to 144500 meaning quarter of three in market time (Y/N?). What happens when I run against real time data (replay or live)? I cannot set the "Time Frame" and I have not chamged my logic. When I run a replay, the strategy executes against historical data first then actual market data. Confusing.
    I use Barchart as a data feed.

    Thx

    Comment


      #3
      sharpie, the time used is your local set PC clock time - it's used for the session times, chartdata and the ExitOnClose time you set - so I would suggest synching this up with an Internet time server, rebooting and then rechecking the issue.

      Comment

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