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SetExitOnClose doesn't work on short sessions

To: <Omega-list@xxxxxxxxxx>
Subject: SetExitOnClose doesn't work on short sessions
From: "Abhijit Dey" <omegalist@xxxxxxxxxx>
Date: Mon, 1 Dec 2003 08:25:19 -0800

PureBytes Links

Trading Reference Links

How to make SetExitOnClose work on short sessions while backtesting? I know
which days are short and manually take off the position before market close,
but during backtesting, the exits on short sessions are obviously wrong.

TIA

References:
- help with Eurex Data
  - From: Massimo Ciarafoni

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