Long and short strategy

Specification

I have a Long and Short strategy that needs an average price. I operate with correlation and standard deviation, broke the upper band, sells the first and buys the second asset, broke the lower band does the opposite. Option to finish in on the mean or opposite deviation, or finish according to a set stop/take. In my strategy I need the robot to re-enter and make an average price if the loss increases.

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Published: 2 codes
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Project information

Budget
30 - 200 USD
Deadline
to 10 day(s)