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anasm87's strategy

TestCerinityStrategy

This strategy uses AUD.USD and CAD.USD instruments with time frame one hour to compare the real assets in the market and measure the relation between the two currencies AUD and CAD using third Currency with high liquidity USD. The Uncertainty between the two currency is predicted and corrected using Kalman Filter.
Version: Date: Status: Description:
5 04.10.2016 Executed
1.2 05.09.2016 Executed fix again
1.1 05.09.2016 Executed Fix Bug in the strategy
1.1 05.09.2016 Comp. error update bug in openning and closing positions
1 31.08.2016 Comp. error This strategy uses AUD.USD and CAD.USD instruments with time frame one hour to compare the real assets in the market and measure the relation between the two currencies AUD and CAD using third Currency with high liquidity USD. The Uncertainty between the two currency is predicted and corrected using Kalman Filter.
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