Does this mean to buy and hold until the next signal became sold , and close position then? What if signals are continuously buy and buy?
Course Name: Financial Time Series Analysis for Trading, Section No: 25, Unit No: 10, Unit type: Quiz
In the vectorized approach, we don’t explicitly “buy and hold until sell.” Instead, the signal array (1 for long, -1 for short) directly represents your position at each time point. When consecutive signals are “buy” (1), you simply maintain your existing long position—no additional buying occurs.
Thanks again!