Using SetExitOnClose with Custom Session

Hello Code Gurus!

I have an an automated strategy that uses SetExitOnClose and a custom session, ending 5 minutes before the close. Chart time frame is 15 min. It works fine in back testing of course but on it's first live trade, it did not exit as expected. The session for Coffee-KC, closes at 13:30 EST. I created a session that closes on trade day (once a week) at 13:25, and then simply coded Didn't work and I am wondering what I am missing. I know that KC settles at 1325, is that an issue at all?

Right now I am trying the following: Will this bar close generate a stop order at the close price of the custom session?

Any advice is greatly appreciated. Thank you!

Tony

See post #6
viewtopic.php?t=10811

Not knowing if you issue is related to this, but there exist a confirmed critical bug in MC, related to SetExitOnClose that makes your orders not always exit at the bar close. Its caused by "caused by unexpected BarStatus value." in MC and its confirmed to be fixed in a "later" release.

Just a friendly heads up

wow was not aware of this thanks of the heads up Salzburg. I know people who use is successfully so I will monitor this system.

Not knowing if you issue is related to this, but there exist a confirmed critical bug in MC, related to SetExitOnClose that makes your orders not always exit at the bar close. Its caused by "caused by unexpected BarStatus value." in MC and its confirmed to be fixed in a "later" release.

Just a friendly heads up

Do we have any idea what causes 'unexpected barstatus value' to occur?

Not knowing if you issue is related to this, but there exist a confirmed critical bug in MC, related to SetExitOnClose that makes your orders not always exit at the bar close. Its caused by "caused by unexpected BarStatus value." in MC and its confirmed to be fixed in a "later" release.

Just a friendly heads up

Do we have any idea what causes 'unexpected barstatus value' to occur?

MC team does, and they have reproduced the issue. I am also using it successfully, been using it for years, there are instances where it will just not close out, one example is the "unexpected bar value " , this is reproduced and known for mc, OTHER issue is when using custom futures, and its the day of rollover, that day it can also stop it from being closed out.. this issue is also reproduced and known.. So be careful when using SetExitOnClose in general, and also as a separate issue using custom futures...

I hope it will get fixed soon