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: Statut: Description:
3 01.08.2019 Not running  Télécharger
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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(quelques mots sur les changements apportés)

(exemple: 1.1, beta, alpha)