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Statistical arbitrage trading strategies

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MaxLookUp (default 1) : Set number of bar after the cross to keep checking on the entry condition in regards with the minimum distance between FastMA and SlowMA. If you are working in an environment where you control both of these things everywhere your code is used, then you probably won't have a problem.

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You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. 7 of statustical, set out in the Appendix to Title 5. In fact, it is also possible to use four moving averages ( and doubtless more besides).

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Statistical arbitrage trading strategies

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