ExitAt EOD or on Fri for Multicharts

SQ X b131

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.

Attachments

Votes +3
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

eastpeace

09.04.2021 15:23

Task created

eastpeace

10.04.2021 03:36

Attachment shouldexit.png added

Attachment Sessions.xml added

Attachment Build.cfx added

Attachment orig.png added

shouldexit.png

(69.11 KiB)

orig.png

(44.96 KiB)

Build.cfx

(34.45 KiB)

Sessions.xml

(1.33 KiB)

hankeys

10.04.2021 10:17

Voted for this task.

eastpeace

26.04.2021 02:41

Again.

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

eastpeace

28.04.2021 11:40

Voted for this task.

Pliskenss

07.05.2021 13:16

Voted for this task.

Tomas Brynda

18.05.2021 08:29

Status changed from New to Fixed

Votes: +3