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ExitOnSessionCloseSeconds doesn't work with conditional input

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    ExitOnSessionCloseSeconds doesn't work with conditional input

    Hello,

    I wanted to also optimize ExitOnSessionCloseSeconds, with not just default 30 seconds, but XOSC * 60 (variable multiplied by seconds in a minute).

    Yet it doesn't work, no matter what number I input at XOSC, it always exits at the same time.

    Can this be manipulated? And if default method is not able to achieve it, maybe there's a way to get session end time value, so I could check, like Time[0] > EndTime - XOSC *60, then it would exit.

    #2
    Hello UltraNIX,

    Thank you for your note.

    Are you seeing this in a backtest, or on real time data? ExitOnSessionCloseSeconds is a real time only property and wouldn't have any effect when running the strategy on historical data, such as in a Strategy Analyzer backtest or on historical data on a chart.

    That being said, it is possible to modify this based on a variable. I'm attaching an example script that will override any user input setting for this in State.Configure by using a variable * 60.

    This will only work in real time, so you can either test on a live chart using the Sim101 account or using Market Replay data with the Playback connection.

    Please let us know if we may be of further assistance to you.

    Attached Files

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      #3
      Yes, I was trying to run it on Historical data. I will try to test it on Market Replay data. Thanks.

      Comment

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