Multicharts
SetExitOnClose and 'buytocover/sell this bar on close' in Multicharts are mainly for backtest.
They are the same as 'buytocover/sell next bar at market' in live trading.
We can't exit when the market be closed when the strategy using SetExitOnClose. There is no exit order when the market closes until 5 minutes after close.
Attachment shouldexit.png added
Attachment Sessions.xml added
Attachment Build.cfx added
Attachment orig.png added
We should not use SetExitOnClose in Multicharts. In addition to not being able to exit before the market closed, this also make the exits that do not meet expectations for slightly more complex sessions.
Please check the session setting in the attachment of my previous post