damn I always forget about this -on the SPY mean reversion systems the QE BTS exits longs NOT at the close but on the following morning open - see attached image, the QE BTS is on the upper right notice it didn't close out, but has the exit on the trade bar - it will exit tomorrow morning.  That said I already sent the alert so I'll just use today's prices. 

    ES bar hasn't closed yet which is why you still see those open

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