Handling of Early Close in Strategy?

["carrslem" <carrslem@xxxxxxx>]

I need help with what I hope is a simple issue.  I am developing a TS6
"strategy" (system) which always exits by the end of the trading day.  My
problem is that I don't know how to handle early closes.  I.e., if my
strategy has not logically exited by the time of the close, I want to exit
at (or near) the market close.

I determine when a new day has started (and, by hindsight, when the previous
day has ended) by date<>date[1].  By then, however, it's too late to exit my
position at the end of the previous day and this "hanging" trade screws up
handling of the subsequent trade.

This seems like such a common problem that I'm sure there must be a simple
answer and I would greatly appreciate your advice.

Thanks,
Carroll Slemaker