The code is fine but you will either have to close the trade manually on those days or if you can get a list of those days and the closing times add that to your OR statement.
Barry --- In [email protected], "aghari" <[EMAIL PROTECTED]> wrote: > > 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? >
