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MMI Signal

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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

  • 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.

發行說明
Fixed compilation error with recent pinescript version

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sherwind
Trend Analysistrendtrading

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Trend Analysistrendtrading

開源腳本

秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。

sherwind

免責聲明

這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。