Proper way of closing out positions at the end of the day

ns553697 Posts: 5

December 2017 in Under The Hood

I recently realized that I was not properly closing out of my positions, and that this should be done based on market positions rather than internal variables.
I posted a description of the better way and revised my breakout strategy: https://github.com/cloudquantai/closingout_script

Tagged:

closing positions
breakout

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