Exit on Close again

[gileper]

Hi,
I have some questions: one on Exit on Close and another on positions.
I wonder if it is necessary an additional time frame if I want to set exit on close true with a 25 min time series.
I mean do I need to add a 60seconds, 1 min, series?

Exit on close does not work often.
Moreover, if i am flat and there are working limit orders not filled, it seems that they remain pending after exit on close trigger.

As regarding position, i set entry per direction =1 and entry handling = all entries but on the account 55 where is running just this strategy, i see as position 3S, 4L... not just 1 position.
This screen shot comes from Strategy Tab-> Strategy Performance-> Realtime.
The code has inside the usual check if marketposition = flat..

Last but not the least..when does an update fixing exit on close problems will be available. I would to like to buy NT but I am waiting to see exit on close problems fixed.

best

[NinjaTrader_Matthew]

Hello,

To better assist, can you clarify what time frame you are currently running the strategy on?

Do you run with CalculateOnBarClose true or false?

Any changes in this area would be implemented in the next major release of NinjaTrader, however I do not have an ETA on when this will be made available.

[gileper]

Hello,
this strategy runs on 25 min #ES rth. calculate on bar close=true;

If I have 1 day as time frame with calculate on bar close true. Do i need to add 1 minute bar and and do the calculation in onbarupdate only if barsinprogress==0 ? (without taking care if the order is sent to series 0 or 1)?

best

[NinjaTrader_Matthew]

Hello,

Depending on the time you have set to exit on close, you may need to add a 1 minute series so you can get bar updates at that time.

[gileper]

Hi
I usually set 60 or seconds before close.

What about the position >1 in the attached thumbnails?
Does the numbers of position refers to that account? Why is not one, given the setting I showed before and the if(Market.....== flat)
?

best

[NinjaTrader_Matthew]

That would be your account position and it looks like it got out of sync.

Where your strategy was 1 long, there was an exit order submitted, but that took you to 2 long, up to 5 long before it was exited.

You'll need to keep an eye on the account position vs the strategy position to make sure these match as you expect.

I'm including information on account vs strategy position for more information:

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