I'm backtesting an intraday daytrading system and having trouble coding up sell/cover conditions that should close any open positions by the end of the day.
I tried the following: ForceCloseTradesAfter = 151300; Sell = SellCondition OR (TimeNum() > ForceCloseTradesAfter); With the above I encounter days when the market closes early (early closure for holidays etc.) and above AFL shall fail. Is there a better way to handle closing of open positions?
