OPEN-SOURCE SCRIPT

Mean reversion

7 108
Simple mean reversion strategy.

Strategy aims to find three bullish or bearish candle pattern which ends with strong move. Position will be open until we get close above previous highs.

Strategy uses also simple moving average to filter short positions.

This strategy works well with QQQ and daily time frame but it seems to do fairly well intraday also.

User can modify moving average length and how strong is the move of the last candle.

This strategy is inspired a strategy by hackertrader. The original idea by QuantpT.

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。