This strategy uses AUD.USD and CAD.USD instruments with time frame one
hour to compare the real assets in the market and measure the relation
between the two currencies AUD and CAD using third Currency with high
liquidity USD. The Uncertainty between the two currency is predicted
and corrected using Kalman Filter.
Version:
Date:
Status:
Description:
5
04.10.2016
Executed
1.2
05.09.2016
Executed
fix again
1.1
05.09.2016
Executed
Fix Bug in the strategy
1.1
05.09.2016
Comp. error
update bug in openning and closing positions
1
31.08.2016
Comp. error
This strategy uses AUD.USD and CAD.USD instruments with time frame one
hour to compare the real assets in the market and measure the relation
between the two currencies AUD and CAD using third Currency with high
liquidity USD. The Uncertainty between the two currency is predicted
and corrected using Kalman Filter.
Open trading account