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Strategy Elements


Specifies when a strategy exits positions at market when the ExitRule condition is true (non-zero)


ThisClose - exits occur at the close of the current day

NextOpen - exits occur at tomorrow's open (default)

NextClose - exits occur at tomorrow's close


Using ThisClose implies an ability to generate realtime trading signals using live data. RealTest will not be able to generate Tomorrow's Orders for ThisClose exits.

ExitTime controls the time at which a market order is generated. NextOpen implies that a standard MKT order is placed before the open, to be filled at the open. NextClose implies that a MOC order is placed before the open, to be filled at the close.

For more information on how the backtest engine works in general, see Backtest Engine Details.




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