Total trades discrepancy when changing daily exit time

here's the code:

class OpeningRangeBreakout(QCAlgorithm):
    
    openingBar = None 
    
    def Initialize(self):
        self.SetStartDate(2020, 6, 18)  
        # self.SetEndDate(2021, 6, 18)  
        self.SetCash(50000)
        self.AddEquity("AMD", Resolution.Minute)
        self.Consolidate("AMD", timedelta(minutes=30), self.OnDataConsolidated)
        self.Securities["AMD"].FeeModel = ConstantFeeModel(5)
        
        #3. Create a scheduled event triggered at 13:30 calling the ClosePositions function
        self.Schedule.On(self.DateRules.EveryDay("AMD"), self.TimeRules.At(13, 00), self.ClosePositions)
        #1. Set SPY Benchmark
        self.SetBenchmark("SPY")  
        
    def OnData(self, data):
        
        if self.Portfolio.Invested or self.openingBar is None:
            return
        
        if data["AMD"].Close > self.openingBar.High:
            self.SetHoldings("AMD", 1)

        # if data["AMD"].Close < self.openingBar.Low:
        #       self.SetHoldings("AMD", -1)  
         
    def OnDataConsolidated(self, bar):
        if bar.Time.hour == 9 and bar.Time.minute == 30:
            self.openingBar = bar

    #1. Create a function named ClosePositions(self)
    def ClosePositions(self):
        #2. Set self.openingBar to None, and liquidate AMD 
        self.openingBar = None
        self.Liquidate("AMD")
    

Hi Mak K,

Your strategy is supposed to trade once a day, but only if a specific condition is met: 

data["AMD"].Close > self.openingBar.High 

As the condition is checked inside OnData, it keeps checking for the condition every minute (your specified Resolution). So, if you extend the close positions time, from 12:00 to 13:00, you have +1hour to be checking for the entry point and increases the probability of having a trade that day.