Not to rain on your parade, but the way you are currently tracking this you would have overnight exposure (and reduced margin). I think the intent is to not have overnight exposure which means you should be tracking the intraday change (close-open) to determine your day net, not the overall day change (close - previous day close).
If I am wrong, just make sure it is possible to generate your signals and enter the trades in the last few minutes of the day so that you can develop a practical strategy out of this.