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已更新 Jaws Mean Reversion [Strategy]

This very simple strategy is an implementation of PJ Sutherlands' Jaws Mean reversion algorithm. It simply buys when a small moving average period (e.g. 2) is below
a longer moving average period (e.g. 5) by a certain percentage and closes when the small period average crosses over the longer moving average.
If you are going to use this, you may wish to apply this to a range of investment assets using a screener for setups, as the amount signals are low. Alternatively, you may wish to tweak the settings to provide more signals.
Context can be found here:
LINK
a longer moving average period (e.g. 5) by a certain percentage and closes when the small period average crosses over the longer moving average.
If you are going to use this, you may wish to apply this to a range of investment assets using a screener for setups, as the amount signals are low. Alternatively, you may wish to tweak the settings to provide more signals.
Context can be found here:
LINK
發行說明
Optimize params for S&P / Nasdaq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。