Charbis BB-RSI-To

Multiple instrument strategy operating on three pairs: EUR/JPY, EUR/USD and USD/JPY. It uses a combination of the Relative Strength Index and the Bollinger Bands indicators.
Версия: Дата: Статус: Описание:
2 01.09.2014 Not running Code from the 'onTick()' method moved to the 'onBar()' method, but preserving a high freq sampling period. Also some debugging traces added.
1 29.08.2014 Comp. error Multiple instrument strategy operating on three pairs: EUR/JPY, EUR/USD and USD/JPY. It uses a combination of the Relative Strength Index and the Bollinger Bands indicator.
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(пример: 1.1, beta, alpha)