I find that stocks no longer trading but have had a "buy", but no "sell" signal remain as "open long" for the entire backtest, thus preventing other buys and distorting the exposure and RAR results. Is there a way around this?
Thanks, Nick
I find that stocks no longer trading but have had a "buy", but no "sell" signal remain as "open long" for the entire backtest, thus preventing other buys and distorting the exposure and RAR results. Is there a way around this?
Thanks, Nick