OPEN-SOURCE SCRIPT
Telah dikemas kini MMI Signal
Trend trading strategies filtered by the Market Meanness Index.
This is a port of the experiment described at
financial-hacker.com/boosting-systems-by-trade-filtering/
financial-hacker.com/trend-delusion-or-reality/
financial-hacker.com/trend-and-exploiting-it/
financial-hacker.com/whites-reality-check/
The Market Meanness Index tells whether the market is currently moving in or out of a "trending" regime. It can this way prevent losses by false signals of trend indicators. It is a purely statistical algorithm and not based on volatility, trends, or cycles of the price curve.
The indicator measures the meanness of the market - its tendency to revert to the mean after pretending to start a trend. If that happens too often, all trend following systems will bite the dust.
Inputs
This is a port of the experiment described at
financial-hacker.com/boosting-systems-by-trade-filtering/
financial-hacker.com/trend-delusion-or-reality/
financial-hacker.com/trend-and-exploiting-it/
financial-hacker.com/whites-reality-check/
The Market Meanness Index tells whether the market is currently moving in or out of a "trending" regime. It can this way prevent losses by false signals of trend indicators. It is a purely statistical algorithm and not based on volatility, trends, or cycles of the price curve.
The indicator measures the meanness of the market - its tendency to revert to the mean after pretending to start a trend. If that happens too often, all trend following systems will bite the dust.
Inputs
- Price Source: Either open, high, low, close, hl2, hlc3, or ohlc4. The default value is hlc3.
- Trend MA Type: Either SMA, EMA, LowPass, Hull MA, Zero-Lag MA, ALMA, Laguerre, Smooth, Decycle. The default value is LowPass.
- Trend MA Period: Sets the lookback period of trend MA. The default value is 200.
- MMI Period: Sets the lookback period of the Market Meanness Index. The default value is 300.
Nota Keluaran
Fixed compilation error with recent pinescript versionSkrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.