Pair Trading Lab Helpdesk & Forum

Pair Trading => Models, Algorithms & Approaches => Topic started by: anton zhukov on August 17, 2013, 07:40:16 am

Title: Explain exit from pair that goes against you
Post by: anton zhukov on August 17, 2013, 07:40:16 am

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

Title: Re: Explain exit from pair that goes against you
Post by: admin on August 19, 2013, 04:36:48 am

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