Status changed from New to Waiting for information
Yes, SetExitOnClose doesn't use DayExitTime, but there is a conditinon below it that closes trades after that time.
But your strategies don't generate any prders even without exit at end of day.
Do you see the trades in StrategyQuant when backtesting with the same data?
If yes, please attach strategies in .sqx format, not in EasyLanguage.
Attachment Strategy 14253.sqx added
Attachment Strategy 31050.sqx added
Status changed from Waiting for information to Refused
But I had to configure it to trade with mmLots(1), it seems MultiCharts has some problem accepting decimal sizes.
Or it could be that I don't have it configured properly. In any case, Exit at End of Day didn't make any problems.
I was able to verify that mmLots must be an integer because the code has this statement: NumberOfShares = mmLots;
This is accurate. May be, you should clarify this in the Documentation that mmLots must be an integer, because it is actually number of shares position sizing, where each share is a single unit of currency that is traded.
HOWEVER, StrategyQuant did not subtract spread or slippage for these strategies generated for Multicharts. Although SQ currently does not support 1 minute resolution for building TS/MC strategies, it should deduct spread, slippage, commission (if any).
I tested both spread and slippage and it works in StrategyQuant. Can you give more details about this?
The best is if you open a new task for it and post your strategy with some screenshots there.