The problem: profit target orders are filled at open at unfavorable prices. The backtest takes the price at 9:32.. which can often be higher than the profit target order. If the profit target order is filled at 9:30:01 then the automation doesn't match the backtest.

This is much like the 'pause resting stops between 9:30-9:32' issue.

I like profit target exits with resting orders.

I want the resting order to be cancelled before open and during the 9:30-9:32 time window.

Ideally, the resting order would work like an algo order on open at 9:32 am if price is at or above the resting order's profit target. (and not just send in a PT order which fills at market bid).. and go no lower than the profit target.