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Strategy Realised Profit and Loss on session exit

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    Strategy Realised Profit and Loss on session exit

    I am curious as to why when a running strategy is forced to close by Flatten All at e.g. 3.59 PM . The realised profit for the strategy doesn't reflect any gains or losses associated active strategy position at the time of closing the position.

    I have to go to the accounts tab to see what was the daily result from running the strategy for the day.

    Also it leave the strategy as being closed with the position still in place.

    Can this be fixed in the next release? THanks in advance.

    #2
    This is by design.

    Flatten all terminates all strategies, and closes any account positions. Closing of account positions are done outside of the terminated strategy and thus not reflected in the strategy.
    RayNinjaTrader Customer Service

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      #3
      Ok. Then I guess I will have to change my Flatten all time to a period after my last strategy session is set to end.


      THanks.

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