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Say I'd like to hold a position for up to 5 days after its entry. What's the best way to do it?
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You may find this repo - https://github.com/s-kust/python-backtesting-template/ - helpful
See the process_max_duration function in file https://github.com/s-kust/python-backtesting-template/blob/main/utils/strategy_exec/special_situations.py
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You can check the post; I hope it helps you.
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