When do you close the position?

General
1

Under “Create a trading strategy using AR(1) model”, when were the positions closed? Unable to find closing positions in the code, thanks.

Course Name: Financial Time Series Analysis for Trading, Section No: 14, Unit No: 1, Unit type: Notebook

2

Hi, we are following a vectorized backtesting approach. Positions are implicitly closed when the signal changes direction. The strategy is always in the market with either a long position (signal=1) or short position (signal=-1). When the signal shifts from 1 to -1, the long position is effectively closed and a short position is opened simultaneously, and vice versa.

3

Hi,
Position is closed at the very last minute of the day?

4

Hi,
Great question again. No, positions are not closed at the last minute of the day. When a signal changes (e.g., from -1 to 1), the previous position is closed and the new position is opened at the beginning of the trading day.