Not exiting at set time

[thinkster]

Hello NT Support
I want to stop strategy trading at certian time, say 4:PM. For Entries long/short there is conditon of >= 7am and <= 4pm. Also one condition set has lone condition to exit long and short ==4pm. In optimizer its trading through overnight hours.
Thanks

[NinjaTrader_Matthew]

Hello,

Are you seeing new entries being placed? Or are these exit orders? What time are they occurring?

[thinkster]

Thanks Mathew,
Here's a screenshot. My strategy has a condition to exit longs/shorts at 4pm. I run the optimizer with the Exit on Close option at 'false'.

[NinjaTrader_Matthew]

Hello,

What is the exact statement you are using to exit? Are you just checking if the time is 4:00PM?

If you have not yet, please enable the TraceOrders property which will output some additional logging and let us know if perhaps these orders are being ignored:

http://www.ninjatrader.com/support/forum/showthread.php?t=3627

[thinkster]

This strategy was built in Strategy Wizard not Ninjascript. Not quite there yet. Here's a screenshot of my condition for exiting.

[NinjaTrader_Matthew]

Hello,

That should do it - if you check the Executions tab of the backtest results, do ever see any instances of these positions closing at 16:00 hrs?

Would you mind posting your Set 1 and Set 2 conditions so I may test this here?

[thinkster]

Okay, enclosed are shots of conditions and a checking of Executions tab of the Optimizer showed no exits at 4PM (16:00) but if memory serves in playing with the optimizer the exit condition was working sometimes and sometimes not.

[thinkster]

Here's a screenshot of a piece of my Executions tab from optimizer to make sure I'm looking at right thing in the right way.

[NinjaTrader_Matthew]

Hello,

I believe these are being ignored because there is no association between the entry and exit methods.

I'd suggest giving you EnterLong a unique Signal name and ExitLong the same "Front entry signal"

For example you can call the EnterLong signal name "Long1" and use this same name in "From Entry signal".

[thinkster]

Ten-four. Will try and see how it works. Thanks.

[thinkster]

Hello NT Support
Still have the problem. I tried the solution of giving EnterLong and EnterShort unique signal names Long1 and Short1. In Optimizer it did not work--at all. Still trading through over night hours. In Backtest it worked --mostly but still some slips. Encluded are two shots of charts showing it working and not working in Backtest.
Thanks

[NinjaTrader_Matthew]

Hello,

Can you please clarify what interval you are backtesting on? In your condition, if there is no 4:00PM bar, the condition will not be true. You might want to add some Visual signals by using DrawDot, etc to be plotted if the condition is actually true.

If you get an entry signal on the last bar, it will still be processed and will not be closed by your 4:00PM. If you want to ensure that you are not holidng position overnight, you will need to set ExitOnClose to True.

[thinkster]

Thanks Mathew,
The shots are of 15 min chart. Shouldn't that print ==4PM on bar close update? So how to get strategy positions to exit on or slightly before 4 PM for intevals between 2-16 min.? Can you have an exit condition between a time range say Exit between 3:45 and 4PM?

[NinjaTrader_Matthew]

Hello,

Yes, you can check for a time range. Please see the attachment.

Would also suggest moving the time for your entry positions to be less than 3:45.