OPEN-SOURCE SCRIPT
已更新 MMI Signal

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
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開源腳本
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開源腳本
本著TradingView的真正精神,此腳本的創建者將其開源,以便交易者可以查看和驗證其功能。向作者致敬!雖然您可以免費使用它,但請記住,重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。