Exit On Close Fails

[symbol]

I am backtesting a strategy in version 7.0.1000.7 with ExitOnClose=true

You will see from the attached screenshot of the Executions tab, that the exit on close works fine until the Entry on 11-May-2010. This position is not exited, until the strategy backtest terminates on 22-Nov-2011.

I am using the <use instrument setting> parameter for determining the session template. Using other templates will change the date/time of this final trade, but there is still a premature failure of the strategy because the ExitOnClose stops working.

Is this a known bug? Is there a workaround?

thanks

[NinjaTrader_Bertrand]

Thanks for reporting in symbol, there's no known issue around the ExitOnClose we're aware of at this time.

What symbol and timeframe / charttype are you working with here in your backtesting?

Would you see the same outcome on freshly reloaded historical data?

Thanks,

[symbol]

Hi Bertrand

By setting TraceOrders = true; in the Initialize method, I was able to work out what was going on....

There was a bug in the strategy code after the position was opened, and this apparently stopped the positions being closed automatically at the end of session. Fixing the strategy code, results in exit on close working as expected.

thanks

[NinjaTrader_Bertrand]

Thanks for letting us know, glad to hear you could resolve it.