Sorry for the mistakes, I'm using Google Translator

How do I force quit a trade in the last 15 minutes of trading? I'm using the rules of intraday daytrade, but the trade is sometimes closed the next day! The rules I'm using are as follows:


Sell at Close

Intraday Rule: Time is later than HHmm (1645)
Intraday Rule: Time is earlier than HHmm (1700)

Thank you in advance for the help of friends.

It happens on illiquid stocks that didn't have a trade after 16:45, right?

No. Unfortunately happens in liquid assets with normal trading. The setup that I built using Rules were as follows:

Buy at Close

Moving average is trending UP (SMA20)
Price crosses moving average (SMA20)
Intraday Rule: Time is earlier than HHmm (1600)

Sell at Close

Moving average turns down (SMA20)

Sell at Close

Intraday Rule: Time is later than HHmm (1630)
Intraday Rule: Time is earlier than HHmm (1700)

I'm using graphics in 5 minutes with many businesses in assets

Thanks.

1. First of all, you should replace intraday Buy/Sell AtClose with AtMarket orders. On intraday scales, the only difference between AtClose and AtMarket orders is 1 tick but with AtClose orders you:

1) Lose Alerts in Wealth-Lab
2) Are unable to realize intraday AtClose signals by any practical means.

2. Having set up the rule-based Strategy as above, I was unable to reproduce what you are seeing on liquid stocks' 5-minute data (e.g. AAPL coming from Google data provider). For my record, how are your bars timestamped? When does your trading session end?