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Replay-Connection and ExitClose

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    Replay-Connection and ExitClose

    Hi,

    I tried to check the automatic OnExitExecution with the replay-connection.
    In live-trading the local-server time is used, so I have to synchronize it.
    Am I right?

    In replay-connection there is no automatic exit-handling (actual local time is 6pm).

    Is the local-time also used in replay-connection. This would clarify this behaviour.

    So, there is no way to test it, only in live-trading ...

    Thx,
    Gamba

    #2
    DarthTraderson, correct local PC time is used as reference and therefore daily synching recommended, in backtest it should take the bars time - which session definitions are you using?

    If you still see issues, try a manual end of day exit with -

    Code:
     
    if (ToTime(Time[0]) >= your exit time as int)
    {
    ExitShort();
    ExitLong();
    }
    PS: Nice blog, best of luck on the operation.

    Comment


      #3
      I'm using 3.30pm to 10.15pm for NQ and YM, but nothing happens in replay-connection. Hm .... don't know whay, but I think I will use the manual time exit then ...

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