1. If I have ExitOnClose = true in my strategy code, would the strategy close at NY time 16:15 EST, and reopen at NY time 16:30 EST when the contract starts trading on Globex, OR does it close at NY time 16:15 EST and reopens at NY time 8:30 EST?
2. Suppose I want to do ExitOnClose =true only on the weekend, i.e. 16:15 EST on Friday (or Thursday if Friday is a holiday, or Wednesday if both Thursday and Friday are holdidays) and want the strategy to start again at 6:00 pm EST NY on Sunday.
More specifically, in general, I want to implement ExitOnClose such that it does an ExitOnClose for the weekend - not just for ES, but also for other markets such as CL (Crude) - while also recognizing holiday schedules. How can I implement / code this?
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