I have a strategy which is running on MES, 5m chart.
1. Strategy entered correctly as I expected
2. Strategy didn't close on session close, however: I do have such setting, and even more in the code I have exitlong/exitshort orders for 15.10 Chicago time, and it shows in log, that it started, but was not successful
Any recommendations how to solve it? In backtest strategy ended at Exit on session close.

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