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I feel kind of dumb about this but I found the reason
for when SetExitOnClose will not work.
Under the menu Item View->Chart Analysys Preferences
If the "Show Empty Intraday Session Periods" box is
checked then SetExitOnClose will not work correctly.
Once you uncheck this box then SetExitOnClose works as
expected and closes the position on the last bar of of
the early close on 11/28/03.
Sorry for the all the hoopla.
Mike
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