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.
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 }
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