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HYE Mean Reversion SMA [Strategy]

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An RSI filtered version of PJ Sutherland's Jaws Mean Reversion algorithm.

"Long" on the close when;

1-) 2 period simple moving average closes 3% or more below the 5 period simple moving average,
2-) 5 period exponential average of the 2 period RSI is below 30.

"Exit Long" on the close when;

1-) 2 period simple moving average closes above the 5 period moving average.

"Short" on the close when;

1-) 2 period simple moving average closes 3% or more above the 5 period simple moving average,
2-) 5 period exponential average of the 2 period RSI is above 70.

"Exit Short" on the close when;

1-) 2 period simple moving average closes below the 5 period moving average.

*** You can change the needed percentage for long and short trades, periods of simple moving averages and RSI levels.
*** You can select the trend direction: "Long Only" , "Short Only" or "Both". Default is "Long Only".
Nota Keluaran
Plot feature has been added to follow the sma lines on the graph.

Penafian

Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.