One technical question: do you use a "close all" time for all instruments (and if so, which one) or one per instrument (16:00//16:15 for ES; 17:15 for CL; etc.). Thanks.
I use Ninjatrader's "close all" feature @ 4:45 unless I REALLY believe in the position, but most of the time I would rather book daily profits/losses for personal accounting reasons than swing futures trades over 2 or more days.