Course Name: Short Selling in Trading, Section No: 10, Unit No: 8, Unit type: Notebook
conditions to long and short are opposed, is this correct?:
"To recap, our strategy will enter:
- Long when regime == 1 and moving average st>=mt
- Short when regime ==-1 and moving average st<=mt It will exit:
- Long when regime == 1 and moving average st < mt
- Short when regime ==-1 and moving average st > mt"