Understanding Calculate.OnBarClose and Break at EOD

[uday12]

Hi,

Suppose I am trading a market like ZS, whose close is at 2:20pm EST (1:20pm CST) using 60 minute (1 hour) and I have Calculate = Calculate.OnBarClose in my strategy. While adding the data series to my chart, I also had "Break at EOD" checked.

When I run a strategy live on ZS, I noticed that while the chart is displayed fine, but the strategy doesn't run the OnBarUpdate on the 2:00pm-2:20pm bar (last bar of the day) at 2:20pm EST or even 3:00pm EST (which is the rounded 60 min bar).

The 2:00pm-2:20pm bar's OnBarUpdate ran when the next day's session opened (at the beginning of the next bar at 8pm EST). Is there anyway to make the 2:00pm-2:20pm bar's OnBarUpdate run at say 3pm EST ?

[NinjaTrader_Kate]

Hello uday12,

Thank you for your post.

When you say your strategy doesn't close the 2-2:20 pm bar, do you mean it doesn't exit on session close?

It's not the Break at EOD in the Data Series that affects whether your strategy exits at the end of the session - that is actually in the strategy settings. Have you tried changing your trading hours template so that the bar ends when the session does?

Thanks in advance; I look forward to further assisting you.