OPEN-SOURCE SCRIPT

Mean reversion

7 112
Simple mean reversion strategy.

Strategy aims to find three bullish or bearish candle pattern which ends with strong move. Position will be open until we get close above previous highs.

Strategy uses also simple moving average to filter short positions.

This strategy works well with QQQ and daily time frame but it seems to do fairly well intraday also.

User can modify moving average length and how strong is the move of the last candle.

This strategy is inspired a strategy by hackertrader. The original idea by QuantpT.

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.