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.
نسخه: تاریخ: وضعیت: شرح:
3 01.08.2019 Not running  دانلود
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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(مثال: 1.1, بتا, آلفا)