The Positions tab lets you determine if you want the neural net to create a model based on both long and short trades, only long or short positions, or no trading positions at all. You might want to use that last option when using one stock to predict another as part of a pairs trading system.
The Trading rules section refers to the fact that the neural net’s prediction is compared against a threshold in order to make buy/sell decisions. For example, if you’re predicting the percent change in open, you may want to make a trade when the predicted percent change is greater than 0 or some other value that you can enter into the box. If you’re uncertain what value to enter, let the Trader’s optimizer find the best threshold values.