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danilogalisteu
24 Jan 2020 pukul 02.43

Long Term Long/Short Strategy (Pair Trading) 

SMAL11/BOVA11B3

Huraian

Longing or shorting an asset ratio depending on long term trend.

Long term trend is defined by crossing of an asset or index and its SMA.

Input values:
* trend asset
* SMA configuration (periods, resolution)
* strategy: long only, long/short, short only
Lebih