GenerateExitOnClose(num_lots);

It looks like we can specify a number of lots with Send(int) but not with GenerateExitOnClose(). How can I specify lots to sell at close? Perhaps SOrderParameters should have an OnClose attribute for both Buy and Sell.

Hello Analyst,

GenerateExitOnClose - is a special order that closes the entire position.
In order to close only a part of the position on the session end you need to create your own code. You can modify the following script:
EOD_Close