This ProBuilder code snippet demonstrates how to manage trading positions based on specific time conditions to avoid overnight fees. The strategy involves exiting positions just before the daily fee calculation time and re-entering them after the fee time has passed.

DEFPARAM CumulateOrders = False
myLongCond = average[10,0](close) CROSSES OVER average[100,0](close)
myShortCond = average[10,0](close) CROSSES UNDER average[100,0](close)
IF myLongCond THEN
    BUY 2 CONTRACTS AT MARKET
ELSIF myShortCond THEN
    SELLSHORT 3 CONTRACTS AT MARKET
ENDIF
SET STOP pLOSS 100
SET TARGET pPROFIT 200
ONCE Skipped = 0
IF ((OpenTime > 230000) OR (OpenTime > 0 AND OpenDay <> myDay)) AND Skipped THEN
    IF Skipped = 1 THEN
        BUY myLots CONTRACTS AT MARKET
    ELSIF Skipped = -1 THEN
        SELLSHORT myLots CONTRACTS AT MARKET
    ENDIF
    Skipped = 0
ENDIF
IF OpenTime = 225500 THEN
    myLots = abs(CountOfPosition)
    myDay = OpenDay
    Skipped = Longonmarket + ShortOnMarket*-1
    IF Skipped THEN
        SELL AT MARKET
        EXITSHORT AT MARKET
    ENDIF
ENDIF
//graph Skipped

This code snippet includes several key components:

• Condition Definitions: The conditions for entering long and short positions are defined based on the crossover of moving averages.
• Order Execution: Trades are executed based on the defined conditions. If the long condition is met, 2 contracts are bought. If the short condition is met, 3 contracts are sold short.
• Stop Loss and Profit Targets: A stop loss of 100 and a profit target of 200 are set for each trade.
• Time-Based Exit: The script checks the time and exits all positions at 22:55 (225500 in military time) to avoid overnight fees, which are typically charged based on positions held at 23:00.
• Re-Entry Logic: After exiting, the script uses a variable Skipped to remember if the position was long or short. When the market opens the next day, it re-enters the position accordingly.

This approach helps in managing trading costs by avoiding overnight fees, which can significantly impact profitability especially in high-frequency trading scenarios.