IsExitOnSessionCloseStrategy Question

[caveat_lector]

Is the IsExitOnSessionCloseStrategy property setting functional with an unmanaged strategy? It would be easy of course to code that functionality in the strategy. I just didn't want to duplicate something that already exists.

[NinjaTrader_BrandonH]

Hello caveat_lector,

Thanks for your post.

Yes, IsExitOnSessionCloseStrategy could be used for unmanaged strategies. Something you could do when enabling the strategy is to ensure that the 'Exit on session close' box is checked in the Strategy Properties menu.

See this help guide documentation for more information: https://ninjatrader.com/support/help...tegyProperties

Let us know if we may assist further.

[jeronymite]

In State.Terminated, is there a way to detect that termination was caused by IsExitOnSessionCloseStrategy being true at Session Close? (Other than explicitly monitoring session times, of course.)

Thanks.

[NinjaTrader_BrandonH]

Hello jeronymite,

Thanks for your note.

ExitOnSessionClose will not disable the strategy, it will only exit positions before the session close. As stated in the help guide documentation, ExitOnSessionClose determines if the strategy will cancel all strategy-generated orders on all strategy instruments and close all open strategy positions at the close of ANY session for multi-timeframe/multi-instrument strategies.

See this help guide page for more information about ExitOnSessionClose: https://ninjatrader.com/support/help...sestrategy.htm

Let us know if we may assist further.

[jeronymite]

Thanks, NinjaTrader_BrandonH .

The Help is a bit ambiguous. The Property Value description says: "This property returns true if the strategy will exit on close; otherwise, false. Default value is set to true.".

I suspect that description should read like this: "This property returns true if the strategy will close open Orders when the Session ends; otherwise, false. Default value is set to true."

Thanks.