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SetExitOnClose is just for backtesting. In the real world, you have to
get your order in there a minute before the market closes. It's no
problem realtime if you never hold overnight. Just watch the clock and
place the order. If it's a sometimes thing, you will need to rewrite the
system for small (1-5) minute bars with a proper exit order so TS can
alert you in time to get the order in to the broker.
--
Dennis
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