Variables:
    barTimeNextBar(0),
    exitTimePosition(0);
    
[IntraBarOrderGeneration = TRUE]

if (MarketPosition(0) <> 0) then begin

    // Calculate the closing time of the next bar (i.e. add 5 minutes to current bar)    
    if (BarStatus(1) = 2) then begin
        barTimeNextBar = (ELTimeToDateTime_s(Time_s) + ElTimeToDateTime(5));
        
        // Calculate the time that the position needs to be closed, which is 
        //        one minute before the closing time of the next bar
        exitTimePosition    = barTimeNextBar - ELTimeToDateTime(1);
    end;

    // Exit position 
    if (ELTimeToDateTime_s(CurrentTime_s) >= exitTimePosition)) then begin
    
        if (MarketPosition(0) = 1) then
            Sell ("Time XL") all contracts next bar at market;    //i.e. next tick since IOG = True
            
        if (MarketPosition(0) = -1) then
            BuyToCover ("Time XS") all contracts next bar at market;
    
    end;

    // Recalc after 0.1 seconds
    RecalcLastBarAfter(0.1);
end;