Optimizing Indicator values

["Jerry" <drwar@xxxxxxxxxxxx>]

I am trying to optimize the values for an indicator using ts6. I have it
setup as a strategy so I can use let ts attempt to optimize the inputs. It
occurs to me that it will assume that trades go overnight which

1) their is not data for just more than likely a gap up or down.

and

2) I do not let trades go past the end of day.

How is this handled to properly optimize indicators. I am sure I am not the
first one to think about this. Do I need to code an exit into the strategy
based on time of day?

Thanks

Jerry