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danilogalisteu

Long Term Long/Short Strategy (Pair Trading)

danilogalisteu  
Trend Analysis Simple Moving Average (SMA)
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trendanalysis simplemovingaverage
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
Open-source script

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