Just want to share a bad practice of mine. I set a GTC calendar order according to LULU discussion thread (no trade alert). I re-center this GTC order everyday but I forgot to pay attention to the earning day. It got filled one day after earning and the price dropped very fast because of IV drop (that's also the reason why my order got filled). When I found out, it already had 40% loss. Fortunately it was half position.
However, if you only follow trade alert, you should be fine. You are supposed to remove your GTC order when the closing alert is sent.