CusumStrategy

Trading Strategy using Cusum algorithm and EURUSD currency. Calculate mean and variance for every tick and then open positions when a threshold is surpassed.
Version: Date: Status: Description:
3 01.08.2019 Not running  Download
1.2 01.08.2019 Comp. error
1.1 28.07.2019 Executed Trading Strategy using Cusum algorithm and EURUSD currency. Calculate mean and variance for every tick and then open positions when a threshold is surpassed.
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