Posted By: ytc
How to set a pair trading order right - 11/22/17 14:15
How to set it right if I want to long 1 lot A while short X lot B for pair trading? My simply guess would be
asset(A);
reverseLong(1);
asset(B);
reverseShort(X);
Is this correct?
asset(A);
reverseLong(1);
asset(B);
reverseShort(X);
Is this correct?