Thanks Ed, Rajiv, Barry:
 
Taking a little from each of you I think the final solution looks like this:
 
starttime = 063000;
endtime = 122900;
 
// Use for backtesting
tradetime = TimeNum() >= starttime AND TimeNum() <= endtime;
exittime = TimeNum() >= 122900;
 
// use for real time trading
//tradetime = Now(4) >= starttime AND Now(4) <= endtime;
//exittime = Now(4) >= 122900; 
 
Buy = Cross(A, B) AND tradetime;
Short = Cross(B, A) AND tradetime;
Sell = Cover = exittime;
 
Cheers. SId

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