Is there a way to "exit on close" that is only in terms of the regular session? The situation is this: I have a strategy that can enter in the ETH and I want to always close in the RTH. I first tried to use the "exit on close" property, but that closed my ETH session contract at the start of the RTH as well as at the end of the RTH for contracts opened in the RTH. I realize I'll probably have to code this myself, but I thought I'd ask. Also, if there is an example code snippet that would be great.
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Hello tradetree,
ExitOnClose will use the session template defined in the strategy. Unfortunately there is no way to define a different exit on close template than is used for the strategy.
You can custom code end of session handling, by working with time objects. A sample trading filter is available here:
You can use that to help you restrict trading during specific hours, and add to it exit statements to flatten your position.Ryan M.NinjaTrader Customer Service
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