Mean Reversion Strategy (Double EMA) w Stop Loss

2020年11月16日

One of the strategy inspired by John F. Carter in his book - Mastering the trade. The idea is simple, once the price cross the fast MA (open trade), it will most likely approach the slow MA (close trade). I added an optional filter, which you can turn on to only open position when the distance between the 2 MA is higher or equal than a minimum % that you indicate. Suitable for volatile stocks/markets. Best use when the market is ranging, like any other mean reversion strategy.

Stop Loss feature is also added, with the option to choose from Percentage Stop Loss, Percentage Trailing Stop Loss, ATR Stop Loss or ATR Trailing Stop Loss.