No exit on session close in historical run.

[dadarara]

the strategy is set to exit on session close 180sec. when I initiate it just before today's new session starts, it runs through the history of a few days and then waits for the realtime session start.
I can see the trades marked as closed in history of the 2 days ago exactly like they should .
but the yesterday trade is NOT closed at session end. and only at the first tick of the REAL TIME session (today's) is executes the EXIT trade.

I assume settings of the trading hours are correct. otherwise it would also have issues in history even before yesterday.
So what can be the issue?

[NinjaTrader_Jim]

Hello dadarara,

Thanks for your post.

Could you confirm the instrument this has occured on?

When you test this against other instruments do you see the same issue?

Yesterday was a quickly scheduled trading holiday and our Trading Hours templates were not updated to reflect yesterday's early closes.

I look forward to being of further assistance.

[dadarara]

it happened on various stocks I am working on including futures on DAX for example. and it is something that I have seen before yesterday.

[NinjaTrader_Jim]

Hello dadarara,

Thanks for the reply.

When I test a sample strategy that simply enters when flat and exits on session close, I see ExitOnSessionCloses as I would expect. Could you confirm if you are getting the same results testing the code below on FDAX?

protected override void OnStateChange()
{
    if (State == State.SetDefaults)
    {
        Description                                    = @"Enter the description for your new custom Strategy here.";
        Name                                        = "FDAX ExitOnSessionClose Test";
        IsExitOnSessionCloseStrategy                = true;
        ExitOnSessionCloseSeconds                    = 180;
    }
}

protected override void OnBarUpdate()
{
    if(Position.MarketPosition == MarketPosition.Flat)
        EnterLong();
}

I look forward to being of further assistance.