Detect end of session trade

[reynoldsn]

In my strategy, I have IsExitOnSessionCloseStrategy set to true.

I am compiling my own statistics in the strategy and would like to identify when trades close due to it being the end of the trading session.

What is the best way to do this?

[NinjaTrader_Jesse]

Hello reynoldsn,

For your logic to be called for the order event that closes the position you would need to use the OnExecutionUpdate override to know when the order was filled. You can look for an execution with the name "Exit on session close".

https://ninjatrader.com/support/helpGuides/nt8/onexecutionupdate.htm

[reynoldsn]

Thank you for the reply - let me clarify what I'm doing.

So I'm backtesting CL 05-16
The last trading day is 4/15/2016
The play back ends on 4/15/2016 at 18:00

Currently I'm using this logic to print stats:

if(Bars.IsLastBarOfSession)
{
PrintSummary(Time[0]);
}​

But using this, I don't get a call to PrintSummary() at the end of playback.
The last PrintSummary() I'm getting is at 4/14/2016 17:00

I just need some way for PrintSummary() to run at the end of playback.

[NinjaTrader_Jesse]

Hello reynoldsn,

If you are trying to do something on the last bar you could make a condition: if(CurrentBar == Count - 2)