Pair Trading Lab > Questions & Answers

Live trading

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turion cep:
Hey,
if I want to live trade the kalmann-auto, when will it open positions?
because in your backtests you use EOD data so when will it enter positions in live trading?
Regards

admin:
It will calculate Kalman filter data based on daily data (once a day) but z-scores are calculated in real time using bid/ask prices. You should try on the paper account first to see for yourself.

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