Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=74882
Forum: 17 · Topic 74882 · 1 post(s)
Apprentice · Sun May 19, 2024 1:23 pm

Based on the paper Beat the Market An Effective Intraday Momentum Strategy Carlo Zarattini, Andrew Aziz, Andrea Barbon
Intraday Momentum Strategy Indicator.lua
Indicator-based strategy https://fxcodebase.com/code/viewtopic.php?f=31&t=74883