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How to replicate the same functionality of Exit On Session Close?

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    How to replicate the same functionality of Exit On Session Close?

    Hello,

    I'm trying to replicate the same functionality of Exit On Session Close with ExitOnSessionCloseSeconds=30

    But the following code exiting time is not matching the internal Exit On Session Close​ times.

    Code:
            if(BarsInProgress == 2) // Referring to the Additional Ticks DataSeries
            {
                #region ExitOnSession Close
    
                    sessionIterator.GetNextSession(Times[2][0], true);
    
                    // store the desired session information
                    DateTime tradingDay   = sessionIterator.ActualTradingDayExchange;
                    DateTime beginTime    = sessionIterator.ActualSessionBegin;
                    DateTime endTime      = sessionIterator.ActualSessionEnd;
    
                    if(BarsArray[2].IsFirstBarOfSession)
                    {
                        CheckEOS = true;
                    }
    
                    if(Times[2][0].AddSeconds(30).TimeOfDay >= endTime.TimeOfDay && CheckEOS)
                    {
    
                        if(
                                 Position.MarketPosition == MarketPosition.Long
                             && BUY_entryOrder!=null
                        )
                        {
                           ExitLong(2,Convert.ToInt32(DefaultQuantity), @"EOSBUY", @"BUY");
                        }
    
                        CheckEOS = false;
                    }
    
                #endregion                
            }​

    #2
    Solved by the following:

    - Removing TimeOfDay.
    - (CheckEOS = true) will be at OnExecution Section when the Long order is executed. and False when the market position is Flat.


    Code:
            if(BarsInProgress == 2) // Referring to the Additional Ticks DataSeries
            {
                #region ExitOnSession Close
    
                    sessionIterator.GetNextSession(Times[2][0], true);
    
                    // store the desired session information
                    DateTime tradingDay   = sessionIterator.ActualTradingDayExchange;
                    DateTime beginTime    = sessionIterator.ActualSessionBegin;
                    DateTime endTime      = sessionIterator.ActualSessionEnd;
    
                    if(Times[2][0].AddSeconds(30) >= endTime)
                    {
    
                        if(
                                 Position.MarketPosition == MarketPosition.Long
                             && BUY_entryOrder!=null
                             && CheckEOS
                        )
                        {
                           ExitLong(2,Convert.ToInt32(DefaultQuantity), @"EOSBUY", @"BUY");
                           CheckEOS = false;
                        }
                    }
    
                #endregion                
            }​

    Comment

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