Auto Trading Strategy - Exit On Close Price error

January 23rd, 2013, 04:22 AM

Today while running a auto trading strategy in SIM there was a major price problem at the "Exit on close".
Settings: 1 range chart, 6 various SMAs, no other indicators.

The strategy went long at 11:23:17 and the chart shows an exit at 11:29:53 AM PST (but the trade log shows an
exit at 2:14:31 PM PST)

A couple questions:
1. Why does the exit price show at 94.00 instead of the closing price at the time of the "exit on close"?
2. Why does the exit time on the chart not match the Exit time on the Trade log?
3. I know I can exit my trades at a specific time to avoid "Exit on Close" but how can I be sure this
never happens in realtime trading?

Thanks for any help or links to information about this.

Gary

January 23rd, 2013, 06:05 AM

try run it on CL 03-13
CL 02-13 is not active contract

January 23rd, 2013, 08:00 AM

lemons

try run it on CL 03-13
CL 02-13 is not active contract

Excellent point.

I wonder why it had data all day?
CL 02-13 was supposed to expire on 1/19/2013.

Thanks for the rapid response!

Auto Trading Strategy - Exit On Close Price error

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Auto Trading Strategy - Exit On Close Price error