Exit on close

[Jumper]

Hey guys,

I'm making a daily strategy that is supposed to exit on the close of trade for the day, I have ExitOnClose = true in my Initialize() method but it doesn't seem to be doing it, does ExitOnClose only work on intra-day strategies?

How would I exit on the close on a daily strategy/chart?

Thanks!

[NinjaTrader_CalH]

Hello Jumper,

Thank you for your post.

You would not be able to use ExitOnClose for daily data as it would not be able to determine the end of the session this way through the data.
You would need to use an intraday bar for this to work.

[Jumper]

Okay, so using intra-day data, how can I exit on the close of the next bar? Can't seem to use Close[0] like so, as it can't convert to a bool.

if (Close[0])
{
ExitLong();
}

[NinjaTrader_PatrickH]

Hello Jumper,

Thank you for your response.

So you want the entry on the same bar as the close, correct? Meaning you are entering on a daily bar and want to close when that bar closes? Are you connecting to an EOD (End Of Day) only data feed, such as Kinetick EOD?