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Meanreversion

Fibonacci Camarilla Pivot Points Strategy Prototype Camarilla pivot points with level 5 and another level 3 based on 1.618 added Option to toggle regular Camarilla or Fibonacci based Camarilla pivot points Option to toggle labels, candle overlay, levels, and more Camarilla pivot points have greatly interested me due to the extremely choppy nature of the cryptocurrency market when it isn't going through a bull run. Camarilla pivot points aren't traditional pivots; the hlc3 of the previous candle close is the basis for each level, as the inventor felt that mean reversion to that previous value was likely.
Strategi Pine Script®
oleh NeoButane
7
Farooq: Bollinger Bands StrategyBollinger Band Strategy developed as a service and published for customer verification and acceptance. If you are interested in development sevices, please either DM me or visit the Backtest Rookies webiste. If you are looking for free and open source scripts, there are some avaible both on the site and our Tradingview profile. Overview Bollinger Strategy base Added additional, customizable 2nd and 3rd deviation levels Added ability to switch between long only, short only or long & short strategies Added option to select which deviation level to buy at Added option to select which deviation level to sell at
Strategi Pine Script®
oleh BacktestRookies
Mean-Reversion Swing Trading Strategy v1A port of the TradeStation EasyLanguage code for a mean-revision strategy described at traders.com "In “Mean-Reversion Swing Trading,” which appeared in the December 2016 issue of STOCKS & COMMODITIES, author Ken Calhoun describes a trading methodology where the trader attempts to enter an existing trend after there has been a pullback. He suggests looking for 50% pullbacks in strong trends and waiting for price to move back in the direction of the trend before entering the trade." See Also: - 9 Mistakes Quants Make that Cause Backtests to Lie (blog.quantopian.com) - When Backtests Meet Reality (financial-hacker.com) - Why MT4 backtesting does not work (www.stevehopwoodforex.com)
Strategi Pine Script®
oleh sherwind
2
Impulse ReverseMark the candles that should be used to star a Impulse Reverse trade. A the Impulse Reverse trade is a counter-trend type of trading that uses the mean reversion concept. A mean reversion trade is a type of trade that looks for price that has moved away significantly from its mean (average) price. Every stock has its unique combination of parameters that best fit the mean reversion, the default parameters of this script is the best fit for the WIN1! (IBOV Mini Future) when used on the 30m timeframe
Penunjuk Pine Script®
oleh nohros
EMA, SMA Mean ReversionInvite Only: But everyone will be accepted Invite-only in order to understand demand and interest in this type of strategy. All requests are welcome and will be accepted. Full Source is available A blog post containing full source code and commentary of the strategy is available on the backtest-rookies website. To comply with house rules, I cannot post a direct link here. (Hint add ".com" to backtest-rookies) Overview The strategy uses two moving averages to represent the historical mean and a slightly smoothed version of the current price action. It will place long or short trades when the fast EMA moves far away from the historical mean (the slow SMA). Features Set Backtest Date ranges Enter when EMA is x% away from the mean Independent inputs for the long and short side Only enter when the EMA has started to reverse. (Input) Optional Stop loss Limit trades to a single direction to "Buy the dip" or "Sell the top"
Strategi Pine Script®
oleh BacktestRookies
91
Kovach ReversalsWith the Kovach Reversals indicator, we automate the process of scanning for technical candlestick reversal patterns. A bearish reversal is shown by a red triangle above the high of the most recent candlestick in the pattern, a green triangle indicates a bullish reversal. To mitigate false positives, we filter for the reversal patterns at the extrema of the price range, where a reversal is highly likely to occur. While many indicators are susceptible to time lag, the reversals are drawn instantaneously as the bar forms, giving you the ability to get in on a trade as the setup develops. This indicator works best with the Kovach Momentum, Kovach Chande, or Kovach OBV indicators, where we can leverage the strengths of both to increase our probability of success.
Penunjuk Pine Script®
oleh quantguy
38
Forex Master v4.0 (EUR/USD Mean-Reversion Algorithm)DESCRIPTION Forex Master v4.0 is a mean-reversion algorithm currently optimized for trading the EUR/USD pair on the 5M chart interval. All indicator inputs use the period's closing price and all trades are executed at the open of the period following the period where the trade signal was generated. There are 3 main components that make up Forex Master v4.0: I. Trend Filter The algorithm uses a version of the ADX indicator as a trend filter to trade only in certain time periods where price is more likely to be range-bound (i.e., mean-reverting). This indicator is composed of a Fast ADX and a Slow ADX, both using the same look-back period of 50. However, the Fast ADX is smoothed with a 6-period EMA and the Slow ADX is smoothed with a 12-period EMA. When the Fast ADX is above the Slow ADX, the algorithm does not trade because this indicates that price is likelier to trend, which is bad for a mean-reversion system. Conversely, when the Fast ADX is below the Slow ADX, price is likelier to be ranging so this is the only time when the algorithm is allowed to trade. II. Bollinger Bands When allowed to trade by the Trend Filter, the algorithm uses the Bollinger Bands indicator to enter long and short positions. The Bolliger Bands indicator has a look-back period of 20 and a standard deviation of 1.5 for both upper and lower bands. When price crosses over the lower band, a Long Signal is generated and a long position is entered. When price crosses under the upper band, a Short Signal is generated and a short position is entered. III. Money Management Rule 1 - Each trade will use a limit order for a fixed quantity of 50,000 contracts (0.50 lot). The only exception is Rule Rule 2 - Order pyramiding is enabled and up to 10 consecutive orders of the same signal can be executed (for example: 14 consecutive Long Signals are generated over 8 hours and the algorithm sends in 10 different buy orders at various prices for a total of 350,000 contracts). Rule 3 - Every order will include a bracket with both TP and SL set at 50 pips (note: the algorithm only closes the current open position and does not enter the opposite trade once a TP or SL has been hit). Rule 4 - When a new opposite trade signal is generated, the algorithm sends in a larger order to close the current open position as well as open a new one (for example: 14 consecutive Long Signals are generated over 8 hours and the algorithm sends in 10 different buy orders at various prices for a total of 350,000 contracts. A Short Signal is generated shortly after the 14th Long Signal. The algorithm then sends in a sell order for 400,000 contracts to close the 350,000 contracts long position and open a new short position of 50,000 contracts).
Strategi Pine Script®
oleh Stable_Camel
16
UCS_TTM - Reversion BandsOk, Here we go - Version 1 of TTM Reversion Band goes live. Link to TTM Reversion Band - www.tradethemarkets.com Link to TTM Reversion Band Guide - kb.simplertrading.com John Carters Mastering the trade - www.amazon.com For the amount of information this has, the price tag is not hefty. John's RTM Chapter Synopsis - www.tradethemarkets.com What did I modify? 1. Automated the Daily + and Intraday settings. So Switching to intraday will change the setting automatically. 2. Added text callouts for RTM condition a. John Carter's Indicator b. Slope Based (my addition). Future Improvement Planned. 1. Will Convert this into a system based on John's Indicator from TS. 2. Custom Options for Slope and MA setting for Trade filter.
Penunjuk Pine Script®
oleh UDAY_C_Santhakumar
6