ExitOnClose by the end of the day using MasterInstrument session level

[Shai Samuel]

The Bars.session may represent a structure of sessions over the day, excluding some hour of the trading day, for different reasons such as optimization purposes. If multiple session exits per day, the end of a session is not the end of the day, but just a segment of it.

As a day trader, I would like make sure my strategy EXIT all contracts, at the end of the day ONLY.

Since I might use Range or Volume Charts (BarsPeriod.Id == PeriodType.Range), I can't manage it myself and make sure to set the ExitOnClose at the last session of the day, since this session may not occur.

The best way to handle it, is to have the ExitOnClose at the level of Instrument.MasterInstrument.Session. The Instrument.MasterInstrument.Session End is what really defines the end of the trading day. Is it possible?

[NinjaTrader_JC]

Hello Shai Samuel,

The Instrument.MasterInstrument.Session is not a supported method so I would not recommend using it as Bars.Session can be different than Instrument.MasterInstrument.Session because they can point to two different Session Templates.

The best way to make sure that you are out of a trade would be to define a time filter to exit out any trades that you have.

http://www.ninjatrader.com/support/forum/showthread.php?t=3220

Let me know if you have any questions.