Pair Trading > Models, Algorithms & Approaches

Explain exit from pair that goes against you

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anton zhukov:
I understand the situation, when you  take profit.But how you close stop-loss?
thanks in advance

admin:
Stop loss is time-based only. Example: "close my positions after 20 days in any case".

See the "Max Days (Time Stop Loss)" section here:
https://wiki.pairtradinglab.com/wiki/Pair_Trading_Lab_Algorithms_%26_Strategies

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