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Hi, I'm testing my intraday AFL system on 1 minute bars against
intraday data.
But, I can't figure out how to exit my positions at the end of the
current day's session. I do have various stop-losses, etc, but if
none of these kick-in, my position is helpd overnight and this gives
me a very distorted picture of the system.
Does anybody know how to exit intraday systems at the end of the day?
Thanks
Arold
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