time window skeleton - what about half days and the dead zone?

read the time-windowed skeleton piece in the strategy library. it's basically what i already do by hand, so no argument there. two things bug me though. one. the forced flat is hardcoded to a clock time. fine 95% of the year. then you get an early close and your "before the close" exit sits there doing nothing while the bell goes. i have been burned by that exact thing back when i ran a manual book. anyone handling that in code, or do you just switch the bot off on those days and accept it. two. entry window closes at 1430, flat at 1545. that's over an hour where you can only bleed. no new entries, just sitting in whatever you already have. my instinct is the exit rules should tighten inside that gap - smaller stop, shorter hold time, something. otherwise you're running an afternoon strategy with morning parameters and calling it risk management. or is that overfitting and i should just shorten the whole thing. thoughts. also does HhmmSs follow exchange time or wherever the machine thinks it is. matters more than people realise twice a year.