OPEN-SOURCE SCRIPT
Trading The Loonie (CADUSD)
A port of the trading strategy described at technical.traders.com/content/TTlink.asp?mo=12&yr=2015
"In “Trading The Loonie,” which appeared in the December 2015 issue of STOCKS & COMMODITIES, author Markos Katsanos
explains the heavy correlation between the Canadian dollar and crude oil. He then goes on to describe how one could
trade this correlation. Using similar logic as that employed in Bollinger Bands, Katsanos has built a study to
provide buy and sell signals for trading the Canadian dollar future."
See Also:
- Backtesting and forwardtesting (of TradingView Strategies) <tradingview.com/wiki/Strategies
- 9 Mistakes Quants Make that Cause Backtests to Lie (blog.quantopian.com/9-mistakes-quants-make-that-cause-backtests-to-lie-by-tucker-balch-ph-d/)
- When Backtests Meet Reality (financial-hacker.com/Backtest.pdf)
- Why MT4 backtesting does not work (stevehopwoodforex.com/phpBB3/viewtopic.php?f=28&t=4020)
"In “Trading The Loonie,” which appeared in the December 2015 issue of STOCKS & COMMODITIES, author Markos Katsanos
explains the heavy correlation between the Canadian dollar and crude oil. He then goes on to describe how one could
trade this correlation. Using similar logic as that employed in Bollinger Bands, Katsanos has built a study to
provide buy and sell signals for trading the Canadian dollar future."
See Also:
- Backtesting and forwardtesting (of TradingView Strategies) <tradingview.com/wiki/Strategies
- 9 Mistakes Quants Make that Cause Backtests to Lie (blog.quantopian.com/9-mistakes-quants-make-that-cause-backtests-to-lie-by-tucker-balch-ph-d/)
- When Backtests Meet Reality (financial-hacker.com/Backtest.pdf)
- Why MT4 backtesting does not work (stevehopwoodforex.com/phpBB3/viewtopic.php?f=28&t=4020)
Script open-source
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