TradingView
danilogalisteu
25 jan 2020 16:06
Pair Trade
BMFBOVESPA:BOVA11/BMFBOVESPA:SMAL11
1D
BOVA11/SMAL11
B3
Beskrivning
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25 jan 2020 16:06
Pair trade with inputs:
* length of correlation and moving average
* trade pair
* spread threshold to enter long / short
* spread threshold to exit long / short
Versionsinformation
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25 jan 2020 17:35
Better spread thresholds for BOVA11 / SMAL11.
Standard Deviation
Linear Regression
Simple Moving Average (SMA)
Kommentarer
wa1one
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14 jan 2022 22:10
I don't understand really. you need to sell beta amount of stocks, where this condition here?
mindpowerunleashed90
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29 apr 2022 10:52
Te voy a estar eternamente agradecido, que lo sepas
Mer