I know it is not realistic but I want to see OpenPosition method to buy using today's closing price. I am using yahoo EOD data. At the moment, it looks like it is always using tomorrow's price not today's. How do I exit my position using end of day closing price today ? I am using RelativeStrength RSI = new RelativeStrength(4); as the signal and if it is less than or equal to 25, buy, more than or equal to 55, I sell. It is all based on yahoo end of day data

I have seen many people asking this question. I have set this SystemData.EnableTradeOnClose=true;
but I can't figure out the eventHandler bit. I see a VB sample buy on close but do you guys have a C# sample ?
    

How about?
if (ShortMA.Current >  LongMA.Current)
{
position.CloseAtMarket();
}

Try out this VB.NET to C# converter: http://converter.telerik.com/?utm_medium=product&utm_source=converter&utm_campaign=verb
It should sort you out