IsExitOnSessionCloseStrategy with Renko blocks

[pshift]

I've read the docs and I understand the limitations of using IsExitOnSessionCloseStrategy with non-time-based charts such as Renko during backtesting, because it is getting the time from the bars themselves. I can work around this for testing, but my question is: How is this feature implemented when running live in real-time - is it still based off bar times or does it use actual clock time?

E.g. if I set my strategy to exit 30 minutes before session close, can I count on that happening at the correct time, regardless of what type of data series I'm using?

[NinjaTrader_Emily]

Hello pshift,

Thank you for your note.

ExitOnSessionCloseSeconds works in real time and determines when the ExitOnSessionClose function will trigger. It is based on the EOD (end of day) property for the Trading Hours set in the strategy's settings. It is not based on the bar timestamps and will use the clock time.

https://ninjatrader.com/support/help...oseseconds.htm

You could observe this by testing your strategy on Renko bars in the Playback connection; once the time in the playback controller hits the number of designated seconds before the end of the session, if there is a position open you will see an order called "Exit on session close" generated to close the position and any remaining orders will be canceled.

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

[pshift]

Oh I didn't realize the playback connection could be used to simulate something like this, thanks!