Category

Strategy Elements

Description

Specifies when a strategy exits positions at market when the ExitRule condition is true (non-zero)

Choices

AtOpen - entries occur at the open of the day after the day when the rule is first true (default)

AtClose - exits occur at the close of the day when the rule is first true

Notes

For more information on how the backtest engine works, see Backtest Engine Details.

 

 

 

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