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Backtest Issue: "Exit on session close" Executing Despite "Break at EOD" Disabled

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    Backtest Issue: "Exit on session close" Executing Despite "Break at EOD" Disabled

    The "Exit on session close" action is being executed when backtesting, even though I have disabled the "Breaking at EOD" option. Maybe I'm understanding something wrong here.

    Additionally I have created a new template under "Trading Hours" with a single session running from Monday 00:00 to Sunday 23:59 to lessen the effect. However, I would like to avoid the session break entirely.

    Is there a way to configure the backtest settings so that there is no End of Day (EOD) session break?

    #2
    Just found the option ("Exit on session close"). Sorry for bothering you

    Comment


      #3
      Hello coination,

      Break EOD only decides if a bar will be prematurely closed at the end of the session even if it is still building. For example an 8 range bar is only 4 ticks high and the session ends, this would close this bar and open a new bar at the start of a new session. With this unchecked, the bar wouldn't be closed and would remain building when the new session opens.

      The Exit on session close option in the Order handling section is going to control if the Exit on session close occurs.


      Note, on the very last bar of the backtest there will be an Exit on close order if a position is still open that cannot be avoided, as all trades have to be closed when the backtest completes to get the trade information.
      Chelsea B.NinjaTrader Customer Service

      Comment


        #4
        Thanks for clarification

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