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ProfitablePairsCloseStrategy

Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=65471
Forum: 31 · Topic 65471 · 1 post(s)


ProfitablePairsCloseStrategy

Apprentice · Thu Dec 21, 2017 9:05 am

Based on the request. viewtopic.php?f=27&t=65460

Strategy will check if there are two opposite positions (one Buy one Sell) and if there is even a small profit ( Gross >0) in the sum of two, both positions will be closed.

ProfitablePairsCloseStrategy.lua

The Strategy was revised and updated on January 21, 2019.