ExitOnClose

[eplum]

Hi,

My issue with ExitOnClose is slightly different but I thought it may still be appropriate for this thread.

What I want to do is set ExitOnClose (EOC), outside of the Initialize routine.
- OnBarUpdate called; if hour is 0-7; set EOC=true else=FALSE

In backtesting the Corn market (ZC) the log statements I get are as expected. So this leads me to the following quesitons;

- Must ExitOnClose be set TRUE prior to entering a trade in order for it to work on that order?

- Is there a callback like OnMarketClose() so I can handle this myself?


Any other ideas or suggestions would be appreciated.

Thanks.

[NinjaTrader_Bertrand]

Hi eplum, unfortunately setting this property dynamically outside of Initialize() would not be supported - I suggest you then code this out manually by checking the current / barstamp time against the session templates close :

http://www.ninjatrader.com/support/helpGuides/nt7/session.htm

[eplum]

Thanks Bertrand, I will try the barstamp time then.

Just to comment; when I did use the OnExitClose dynamically as described in my previous post, it did take effect. However, it closed out any open position just prior to 12:00 AM EST, which is not a session ending time for the ZC contract. I'm not sure why it does that or if it's expected to.

[NinjaTrader_Bertrand]

Do you remember which session templates you used on this chart then? ExitOnClose is tied to those hours in the templates used.

[eplum]

Yeah - I used the "Default 24/7".

[eplum]

I just printed out some logs from the Session Template call;

Bars.Session.GetNextBeginEnd(timeNow, out timeBegin, out timeEnd);

And I see that using the 24/7 default template, the begin and end time of each session is at 12:00 AM EST. So that explains what I was seeing and why. Not what I was expecting, but hey that's what logs are for!

So, correct me if I'm wrong but it looks like I need to make a custom session template in order to get the ExitOnClose to work for what I'm trying to do.

[eplum]

OK, sorry for the rapid fire multiple replies, but I just implemented what I was trying to accomplish.
Is all I had to do was use the "CBOT Agriculturals ETH" session template. This then enabled the ExitOnClose parameter to work as expected.

Note: ExitOnClose can be successfully set dynamically outside of the Initialize routine.

[NinjaTrader_Bertrand]

Sorry for me late reply, but glad to hear you were able to make it work for you.