Quote from josh1491:
Im new and have a question, love your system by the way.
What does "close" mean?
Like when you buy and then close, do you keep your bought position, or do close it, and do not have a trade the next day.
If me explanation makes any since.
Thank you
"Close" means Market Neutral, basically the system could not figure out what market is likely to do next. You close existing position and have no position for next day.