Nice thread and just what i was looking for.. but lot of code changes and technical thingy in here... i read all the pages.. (did not actually installed anything)
Is there any place where all are in one page or something ? Or the steps are in sequential manner as the thread goes on ?
I am mostly interested in the positional pair trading.. so did not find lot of info on it.. may be one or two post .
ncube bro - any reference to it ? and the above charts are the example of what the code setup will provide in the end ?
thanks
Is there any place where all are in one page or something ? Or the steps are in sequential manner as the thread goes on ?
I am mostly interested in the positional pair trading.. so did not find lot of info on it.. may be one or two post .
ncube bro - any reference to it ? and the above charts are the example of what the code setup will provide in the end ?
thanks
There is not much changes made in the code, if you read through the thread from the beginning you will know the changes I have made to the strategy. Basically I started building this strategy in this thread itself. The only addition to the code is that I have now integrated it into my backtesting platform for automation, otherwise it the same.