Remove (expire) an unconfirmed order at close of the candle (daily)

Hello,

Based on some conditions my EA adds an order (not a deal) in the market at the high of the previous daily candle (for the a Buy. See below). For a sell it's the opposite.

If the market doesn't cross that order before the close of the candle (daily) the order should be removed.  As per below I tried using ORDER_FILLING_DAY and ORDER_TIME_SPECIFIED_DAY to handle that but it does not seem to work. 

 Who can help? I expect that to be fairly easy. 

 if(Buy_Condition_1 && Buy_Condition_2 && Buy_Condition_3)
     {
         ZeroMemory(mrequest);
         mrequest.action=TRADE_ACTION_PENDING;                                      // pending order
         mrequest.price = NormalizeDouble(mrate[previous].high,_Digits);            // latest Bid price
         mrequest.sl = NormalizeDouble(mrate[previous].low, _Digits);               // Stop loss
         mrequest.tp = NormalizeDouble(latest_price.bid + TKP*_Point,_Digits);      // Take Profit
         mrequest.symbol = _Symbol;                                                 // currency pair
         mrequest.volume = Lot;                                                     // number of lots to trade
         mrequest.magic = EA_Magic;                                                 // Order Magic Number
         mrequest.type= ORDER_TYPE_BUY_STOP;                                        // Sell Order                          
         mrequest.type_filling = ORDER_FILLING_IOC;                                 // Order execution type
         //mrequest.type_time= ORDER_TIME_DAY;                                      // Good till current trade day order;
         mrequest.type_time = ORDER_TIME_SPECIFIED_DAY;                             // Good till specific day
         mrequest.stoplimit=NormalizeDouble(mrate[previous].high,_Digits);          // Stop Limit

         TimeToStruct(mrate[current].time, mdate);
         mdate.hour = 23;
         mdate.min = 59;
         mdate.sec = 59;
         mrequest.expiration = StructToTime(mdate);                                      // Specific day