ATM Strategy Inside Bar

[algospoke]

Chelsea,

Circling back on the exit on session close, I have noticed that instead of my strategy exiting 30 seconds before the session close (as selected when I enabled the strategy and ExitOnSessionCloseSeconds = 30 under StateDefaults) it is exiting at the start of the last candle. See below pic of the code I am using and a pic of the output window. In the below pic, I am using the 5 min chart of the ES.




The same happens when I use the 15 min chart. exitOnCloseWait will change to true at the start of the last candle of the trading session. So on the 15 min chart, exitOnCloseWait will change to true immediately at 3:45pm EST instead of 30 seconds prior to session close which is what I have set for ExitOnSessionCloseSeconds. Whatever time chart I use, it seems to always change to true at the start of the last candle. Why would this be happening?

[NinjaTrader_ChelseaB]

Hello algospoke,

The print of Time[0] will be the close time of the bar, even if printing while the bar is forming.

In realtime, if you want to print the current computer time instead of the end of bar time, print DateTime.Now.

Further, use Calculate.OnEachTick or .OnPriceChange if you would like to see bar updates for each tick or price change before the bar closes.

[algospoke]

Chelsea,

When I use DateTime.Now in playback, it prints the current time of when I am running the playback instead of the time in the playback.

My original question was why is exitOnCloseWait being set to true on the start of the last candle (On 5 min chart - it occurs at 3:55pm EST or on a 15 min chart it occurs at 3:45pm EST) when I have ExitOnSessionCloseSeconds = 30? Shouldn't it be set to true at 3:59:30pm EST regardless of which time based chart I am using?

Thanks

[NinjaTrader_ChelseaB]

Hello algospoke,

This would depend on if this is real-time or historical.

In historical the exit on close behavior occurs when the bar closes, but in real-time this would occur at the number of seconds before the end of the session as specified.

The exitOnCloseWait is being assigned from OnBarUpdate() and can only be updated to true 30 seconds before the end of the session if the bar is updating before it closes based on the Calculate setting.

In the output you have provided in post # 31 I am seeing the message of exitOnCloseWait true at 4:00 PM. This may have been 30 seconds before the end of the session but the timestamp is showing the close time of the bar.

In playback to get the playback time use Cbi.Connection.PlaybackConnection.Now. (To check if the connection is playback compare Cbi.Connection.PlaybackConnection != null)