What price do "Close" orders execute at?
o = self.close(data=d) self.o[d].append(o)
Will this close the position at tomorrows "Close" or the "Open"/"High"/"Low"?
By default it will be executed on the next available price, which is next bar open. Same as other orders.
Closeorders are meant to be used with intraday data and will execute with the closing price of the session.