Some questions I have about it are. If I have an entry in the market with a corresponding target and stop entries and market close occurs are those entries cancelled and how does it happen. Do I need to associate my entry, target and stop orders with the exit on close order that may be submitted?
Is there anyway to know when this event actually occurs in code, i.e. is there an event that can be over ridden? The reason I ask is that I have an intraday tick by tick strategy that has an entry that keeps getting filled multiple times per session and I would like it to only set up once per trading session. I could set up a variable that gets set false at session close and then gets set true when my first and only entry order gets submitted and accepted for that day. That way I can check to make sure I am only getting one order submitted/accepted per strategy session.
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