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Auto Trading Strategy - Exit On Close Price error


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Auto Trading Strategy - Exit On Close Price error

  #1 (permalink)
 TheGaryGuy 
Bellevue, WA/USA
 
Experience: Advanced
Platform: NinjaTrader, TOS, TDAmeri
Broker: ThinkOrSwim, TastyWorks.com, TDAmeritrade, Interactive Brokers (soon)
Trading: Index and Stock options, Stocks (seldom), Nadex (just starting), Forex
Posts: 33 since Oct 2012
Thanks Given: 47
Thanks Received: 26

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

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  #3 (permalink)
 
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 lemons 
Tallinn, Estonia
 
Experience: Beginner
Platform: SC
Trading: NAS100
Posts: 959 since Nov 2010


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

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  #4 (permalink)
 TheGaryGuy 
Bellevue, WA/USA
 
Experience: Advanced
Platform: NinjaTrader, TOS, TDAmeri
Broker: ThinkOrSwim, TastyWorks.com, TDAmeritrade, Interactive Brokers (soon)
Trading: Index and Stock options, Stocks (seldom), Nadex (just starting), Forex
Posts: 33 since Oct 2012
Thanks Given: 47
Thanks Received: 26


lemons View Post
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!

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Last Updated on January 23, 2013


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