Recent content by alecase

thanks to everyone for the answer How can I adapt a stop loss and a take profit on my strategy? the black line indicates the signal for buying and selling the others are the thresholds let me know what you think thanks

thanks you for your answer I have shares of American, Canadian and Italian society. I also operations over night ---(1245) correctly as you say (cjbuckley4) I'd like to have something more realistic. thanks again for your cooperation

hello I do not know what types of transaction costs have to be considered for this strategy. Furthermore I do not know what their measure thanks

good morning everyone I would like to know what types of transaction costs should I consider for pairs trading strategy and what their percentages are. Thanks to all for the help regards

good morning everyone can you advise me how I can implement a stop loss and a take profit algorithm for pairs trading strategy ? thanks for your cooperation regards

first of all thank you for your cooperation I've never done live trading, on average, as they can "weigh" these transaction costs: commission fees, market data fees, trading platform fees, taxes the code is this: xlabel (['Final Return =', num2str (sum (r4), 3), '(', num2str (sum...

Good morning everyone I'm Implementing a pairs trading strategy for my thesis. I would like to know if anyone can tell me what kind of transaction costs I need to consider. I would like to know if anyone has tried to create a stop-loss algorithm and on what criteria it has developed. I also...