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Re: Simple ELA question or not?



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> I want to exit on the last bar of the day and if the position is
> long, open long at nexts day opening. 

if Time = Sess1EndTime then begin
  if MarketPosition = 1 then begin
    exitlong;
    buy next bar at open;
  end;
  if MarketPosition = -1 then
    exitshort;
end;

This won't work properly on days that are missing the last bar, such 
as early-closing holidays.  If it's critical that the code work every 
day, then instead of "if Time = Sess1EndTime" you can use "if Date of 
next bar <> Date".  However this limits the kinds of orders you can 
use, as we've discussed recently on the list, such as in 
http://www.purebytes.com/archives/omega/2002/msg03023.html

Gary