Hello fredfred,
Thank you for your response.
Calculate.OnBarClose would result in waiting for the bar to close to verify the ExitOnSessionClose. In the case of ExitOnSessionCloseSeconds set to 30 and the BarsType being 1 Minute we would not see the Exit attempted until after the session closed. So you would likely need to increase ExitOnSessionCloseSeconds to 90.
Trading Hours template affects the data viewed for the strategy. Since you set the ExitOnSessionCloseSeconds to 30 any tick after that time can still open position. ExitOnSessionClose is to exit a position, not prevent new entries.
Please let me know if I may be of further assistance.
Thank you for your response.
Calculate.OnBarClose would result in waiting for the bar to close to verify the ExitOnSessionClose. In the case of ExitOnSessionCloseSeconds set to 30 and the BarsType being 1 Minute we would not see the Exit attempted until after the session closed. So you would likely need to increase ExitOnSessionCloseSeconds to 90.
Trading Hours template affects the data viewed for the strategy. Since you set the ExitOnSessionCloseSeconds to 30 any tick after that time can still open position. ExitOnSessionClose is to exit a position, not prevent new entries.
Please let me know if I may be of further assistance.
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