OpenPositions-questions

I figured I would make a single thread to go over some issues and questions I had about my strategy that I can not seem to figure out.


1. why is this code executing when the next bar is not the last bar of the day?

CODE:

            if (bars.IsLastBarOfDay(idx + 1))
            {
               SetBarColor(bars, idx, WLColor.Orange);
               ClosePositionEod();
            }

2. foreach (Position pos in OpenPositions) , will OpenPositions return all positions for all Symbols or only positions for the symbol currently being processed?

3. Is OpenPositions actually checking to see if I have a position with my broker or it is assuming because I see it trying to run logic for positions that were never actually filled on my broker end.

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Drawing;
using System.Collections.Generic;

//If n > time and price is lower or higher (meaning it continues to make high or low) then take position or extend time for breakout 

namespace WealthScript4 
{
   public class ORB : UserStrategyBase
   {
      public ORB()
      {
         AddParameter("Range", ParameterType.Int32, 15, 30, 60, 1);
         AddParameter("Profit Target %", ParameterType.Double, 3, 1, 10, 1);
         AddParameter("Stop Loss %", ParameterType.Double, 2, 1, 10, 1);
      }

      //create indicators and other objects here, this is executed prior to the main trading loop
      public override void Initialize(BarHistory bars)
      {
         if(!bars.IsIntraday)
            return;

         //PlotStopsAndLimits();
         range = Parameters[0].AsInt;
         target = Parameters[1].AsDouble;
         stop = Parameters[2].AsDouble;
         int n = bars.Scale.Interval;
         num = (range / n) - 1; // the N-minute bar
         firstIntradayBar = -1;
         lastChartBar = bars.Count - 1;
         nextToLastBarTime = Convert.ToInt32(bars.Market.GetCloseTimeMarketTime().ToString("HHmm")).AddIntegerTime(-bars.Scale.Interval);
         choppiness = Choppiness.Series(bars, 14);
         //PlotIndicator(choppiness,WLColor.Blue);
      }

      //execute the strategy rules here, this is executed once for each bar in the backtest history
      public override void Execute(BarHistory bars, int idx)
      {
         if (bars.IntradayBarNumber(idx) == 0)
         {
            firstIntradayBar = idx;
            canEnterToday = true;   //   one position per day
         }

         if (bars.IntradayBarNumber(idx) <= num) // highlight the opening range
            SetBarColor(bars, idx, WLColor.Silver);

         if (bars.IntradayBarNumber(idx) == num) // get the highest high and the lowest low after first hour
         {
            HighRange = Highest.Series(bars.High, num + 1)[idx];
            LowRange = Lowest.Series(bars.Low, num + 1)[idx];

            if (firstIntradayBar > -1)
            {
               DrawLine(idx, HighRange, firstIntradayBar, HighRange, WLColor.Blue, 1, LineStyle.Dashed);
               DrawLine(idx, LowRange, firstIntradayBar, LowRange, WLColor.Red, 1, LineStyle.Dashed);
            }
         }

         if (HasOpenPosition(bars, PositionType.Long) || HasOpenPosition(bars, PositionType.Short))
         {
            canEnterToday = false;

            var dt = bars.DateTimes[idx].Date;

            //   Exit last bar of day
            if (bars.IsLastBarOfDay(idx + 1))
            {
               SetBarColor(bars, idx, WLColor.Orange);
               ClosePositionEod();
            }
            else
            {
               //   Stop Loss (optimizable)
               //   Profit Target (optimizable)
               ClosePositionProfitStop();
            }
         }
         else
         {
            if (bars.IntradayBarNumber(idx) >= num && (!bars.IsLastBarOfDay(idx) || !bars.IsLastBarOfDay(idx +1)) && canEnterToday && choppiness[idx] < 65)
            {
               PlaceTrade(bars, TransactionType.Buy, OrderType.Stop, HighRange + .01,1,"long entry");
               PlaceTrade(bars, TransactionType.Short, OrderType.Stop, LowRange - .01,1,"short entry");
            }
         }
      }

      public void ClosePositionProfitStop()
      {
         foreach (Position pos in OpenPositions)
         {
            if (pos.PositionType == PositionType.Long)
            {
               ProfitTgt = pos.EntryPrice * (1 + target / 100.0d);
               StopPrice = pos.EntryPrice * (1 - stop / 100.0d);
               
               WLHost.Instance.AddLogItem($"{this.StrategyName}", $"ClosePositionProfitStop for {pos.Symbol} initial {pos.PositionType} entry at {pos.EntryPrice}", WealthLab.Core.WLColor.LightYellow);
               
               ClosePosition(pos, OrderType.Stop, StopPrice, "Stop Loss");
               ClosePosition(pos, OrderType.Limit, ProfitTgt, "Profit Target");
            }
            else
            {
               ProfitTgt = pos.EntryPrice * (1 - target / 100.0d);
               StopPrice = pos.EntryPrice * (1 + stop / 100.0d);
               
               WLHost.Instance.AddLogItem($"{this.StrategyName}", $"ClosePositionProfitStop for {pos.Symbol} initial {pos.PositionType} entry at {pos.EntryPrice}", WealthLab.Core.WLColor.LightYellow);
               
               ClosePosition(pos, OrderType.Stop, StopPrice, "Stop Loss");
               ClosePosition(pos, OrderType.Limit, ProfitTgt, "Profit Target");
            }
         }
      }

      public void ClosePositionEod()
      {
         foreach (Position pos in OpenPositions)
         {
            WLHost.Instance.AddLogItem($"{this.StrategyName}", $"ClosePositionEod for {pos.Symbol} initial {pos.PositionType}", WealthLab.Core.WLColor.LightYellow);
            ClosePosition(pos, OrderType.Market,0,"Exit at open of last bar");
         }
      }

        public override void AssignAutoStopTargetPrices(Transaction t, double basisPrice, double executionPrice)
        {
         if (t.SignalStatus == SignalStatus.Filled || t.SignalStatus == SignalStatus.PartialFilled)
         {
            WLHost.Instance.AddLogItem($"{this.StrategyName}", $"AssignAutoStopTargetPrices for {t.Symbol} initial {t.TransactionType} entry at {executionPrice}", WealthLab.Core.WLColor.LightYellow);
            if (t.PositionType == PositionType.Long)
            {
               t.AutoProfitTargetPrice= executionPrice * (1 + target / 100.0d);
               t.AutoStopLossPrice = executionPrice * (1 - stop / 100.0d);
            }
            else
            {
               t.AutoProfitTargetPrice = executionPrice * (1 - target / 100.0d);
               t.AutoStopLossPrice = executionPrice * (1 + stop / 100.0d);
            }
         }
        }

        //declare private variables below
        int lastChartBar, firstIntradayBar, range, num, nextToLastBarTime;
      bool canEnterToday = false;
      double HighRange = 0, LowRange = 0, target = 0, stop = 0, ProfitTgt = 0, StopPrice = 0;
      Choppiness choppiness;
   }
}