Hi, this strategy is taken from a video made by Steven Primo. You can look it up on YouTube if you want to know about it.
It is a mean-reversion strategy based on the Bollinger Bands, in which we wait for 5 consecutive closes above the upper band, and for a short-term top. Once it happens, we place an entry order on this top, with a stop at the nearest bottom...
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...
DESCRIPTION
Forex Master v4.0 is a mean-reversion algorithm currently optimized for trading the EUR/USD pair on the 5M chart interval. All indicator inputs use the period's closing price and all trades are executed at the open of the period following the period where the trade signal was generated.
There are 3 main components that make up Forex Master v4.0:
...
This is a type of mean reversion strategy. It only generates long signals when the price is far away from the mean. It tries buy from the dip. Use it with BTC/USDT pair on 4 hour timeframe.
When asked what the key to successful investing was, Warren Buffet famously said “buy low, sell high.” Was he onto something? Today I am sharing with the community a simple “buy low, sell high” strategy with an optional trend filter and take-profit target. I’ve found that this strategy works well in a variety of markets but has a higher tendency to out-perform buy...
A port of the TradeStation EasyLanguage code for a mean-revision strategy described at
traders.com
"In “Mean-Reversion Swing Trading,” which appeared in the December 2016 issue of STOCKS & COMMODITIES, author Ken Calhoun
describes a trading methodology where the trader attempts to enter an existing trend after there has been a pullback.
He suggests looking...
For Educational Purposes. Results can differ on different markets and can fail at any time. Profit is not guaranteed.
This only works in a few markets and in certain situations. Changing the settings can give better or worse results for other markets.
This is a mean reversion strategy based on Bollinger Bands and the Intraday Intensity Index (a volume indicator)....
Description :
This strategy will enter a position when the following conditions are met:
a) Main signal: When source data (ATR) diverts from its moving average value, and
b) Confirmation: If predicted direction of trend is favorable.
Assumptions :
During periods of high price volatility, ATR diverts from its moving average value. Eventually, ATR should...
This is based on the indicator TD Sequential:
This is an easy way to test it out to see what works and what doesn't.
There are moving average exits for both the long side and short side. You can pick from SMA, EMA, VWMA. This also applied to a moving average trend filter. This is separated for the long and short side so that when you combine them one can be...
The strategy checks nature of the instruments. It Buys if the close is greater than yesterday's high, reverse the position if the close is lower than yesterday's low and repeat the process.
1. If it is trend following then the equity curve will be in uptrend
2. If it is mean reverting then the equity curve will be downtrend
Thanks to Rayner Teo.
In this strategy, I used a combination of trend hunter and vwap mean reversion strategies that I published before.
Trend Hunter Strategy:
Mean Reversion Vwap Strategy:
The results are quite impressive, especially for bitcoin.
While the hodl return for bitcoin was 13419%, the strategy's return in the same period was about 5 times (65000%) of this.
...
This strategy will enter into a position when price volatility is relative high, betting that price will subsequently trend in a favourable direction.
Hypothesis : During periods of high price volatility, ATR will divert from its moving average by at least +/- one standard deviation. Eventually, ATR will revert back to the mean. However, just knowing the...
This strategy is for learning purposes only. Pay special attention to these strategies on longer aggregation periods (like 1 hr chart or more). Don't expect accurate results when you set a limit to 10 cents above your entry to be accurate. For example if you set the chart to 1 day, the price may move down and hit a stop 10 times then tag your limit. If this...
This strategy is a modification of the “R3 Strategy” from the book "High Probability ETF Trading" by Larry Connors and Cesar Alvarez. This RSI strategy is for a 1-day time-frame and has these 3 simple rules:
Criteria:
The price must be above the 200 day moving average.
The 2-period (day) RSI drops 3 days in a row.
The 2-period RSI must have been below 60 3...
This is based on my GMS: Mean Reversion Indicator ()
Features:
- % Based Profit Target and Stop Loss
- SMA Trend Filter
- Can choose trade exit based off a moving average or linear regression curve
- Filter for long only trades, short only trades, or both at the same time.
Source code is open, so feel free to take a look!
I hope it helps,
Andre
This strategy is taken from Perry Kaufman's book "Trading System and Methods".
You can enter on the direction of the candle, or opposite to it. I find that the opposite tends to yield better results in volatile assets, allowing a better reward to risk ratio. There is no stop loss in this strategy, only a fixed take profit and a time limitation.
For Educational Purposes. Results can differ on different markets and can fail at any time. Profit is not guaranteed.
This only works in a few markets and in certain situations. Changing the settings can give better or worse results for other markets. This is a good way to show off a good looking strategy, atleast in paper, with minimal effort involved in the...
![PYPL: Mean Reversion Strategy v2 [KL]](https://s3.tradingview.com/e/EDkimR4l_mid.png "Mean Reversion Strategy v2 [KL]")
![BTCUSD: HYE Combo Market [Strategy] (Vwap Mean Reversion + Trend Hunter)](https://s3.tradingview.com/h/HFuTFBNv_mid.png "HYE Combo Market [Strategy] (Vwap Mean Reversion + Trend Hunter)")
![VOO: [KL] Mean Reversion (ATR) Strategy](https://s3.tradingview.com/v/vUm2xj05_mid.png "[KL] Mean Reversion (ATR) Strategy")
