Wouldn't this directly impact a position that was open that is after that time? i.e. If a position was entered at 7pm, and then the strategy follows the conditions as listed, wouldn't it automatically close the position as the resulting output would be a true statement?
Maybe it needs to be a secondary time filter?
Something like:
if Times[DefaultInput][0].TimeOfDay >= new TimeSpan (8,00)
if Times[DefaultInput][0].TimeOfDay < new TimeSpan (19,00)
and if Position.MarketPosition.Long
then ExitLong

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