blog.mathquant.com
PBX Strategy
Strategy Name: PBX Strategy Data cycle: 15M Support: Commodity Futures Main chart:PBX1,formula:PUBU1^^(EMA(C,N1)+EMA(C,N12)+EMA(C,N14))/3;PBX2,formula:PUBU2^^(EMA(C,N2)+EMA(C,N22)+EMA(C,N24))/3;PBX…