Portfolio Trader missing some bar close times  [SOLVED]

Hi all. I feel like this is a noob question, but I've read the documentation and FAQ to no avail.

My data provider is IQFeed. I'm testing the continuous-adjusted ES in Portfolio Trader, and I've selected @ES#C under the CME exchange with default exchange settings.

For the strategy, I'm using test code which simply makes a trade at every bar close: I tested the "strategy" on 1-hour bars. As expected, it alternates long/short every hour. However, the exchange closes at 4:15pm, reopens at 4:30pm, closes again at 5pm and re-opens at 6pm. I would like trade list to reflect that, but instead, it reports a trade a 4pm, then 4:30pm, then 6pm, so for some reason it's skipping the 4:15 and 5pm.

I thought maybe I needed to do something in QuoteManager, but when I open a 1-hour @ES#C chart in Multicharts, the 4:15 and 5pm bars are present.

So my question is, why would PT behave differently than MC, and more importantly, what am I doing wrong?

Many thanks

Hello pcrespo,

Please attach a screenshot of the session settings you are using for this instrument.

The top left and top middle windows are screenshots from PT. The bottom two are from QuoteManager, showing that I'm using the symbol dictionary sessions. The top right window shows the dictionary settings of the symbol I'm testing.

I see the dictionary settings say there should be a close at 4:15pm Central Time rather than 4pm like I thought. Either way, that's being missed, as is the 3:15pm CT close.

I've also attached the trade list of the Performance Report, and highlighted the problem I'm talking about. (Times are in EST zone.)

Hello pcrespo,

There is nothing incorrect in the application operation/setup, the code is executed as expected. Your code is calculated on bar close (if BarStatus(2)=2 then) and the order is sent on the next bar open (Buy ( "Long" ) NumberOfContracts contracts next bar market), which is reflected on the screenshots you have provided.

Please study the following information:
https://www.multicharts.com/trading-sof ... Calculated

Edit: ohh wow, duh, of course it can't trade while the market is closed, that's why it waits until the re-open. Haha some questions are too dumb for the FAQ which is why I couldn't find my answer there.

Thanks and sorry for this thread lol.