OPEN-SOURCE SCRIPT
Long Term Long/Short Strategy (Pair Trading)
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
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
開源腳本
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