OPEN-SOURCE SCRIPT
Mean Reversion at or under 200MA
This strategy is based on the 30 minute of the S&P futures chart, MES
A Long Buy will be executed if, the EMA 9 or price comes down to or under the 200 MA, AND THEN the slope of the ema 9 subsequently changes from negative to positive.
The buy will be executed either; at a retest of the local lows (defined by the lowest wick between the most recent red candle that is subsequently followed by a green candle) (a retest is defined as 70% retrace from the local highs (inversely defined from local lows) to the local lows), or if a retest of the lows fails to occur, a market order will be executed at the local highs.
With a fixed position size of 10 contracts, the take profits will be established as such; 2 contracts sold up 6 points of profit, the next two will be sold up 10 points of profit, and the remaining 2 contracts will be sold for 20 points of profit. As soon as the first trim is made, a stop loss is placed at break even. Further, as soon as the second trim is made, the stop loss will be moved to +5 profit points.
In the instance that the ema 9 returns to downward sloping, stop orders will be executed. This will trigger sells either at local lows or local highs.
Kind of just made this for a class project, but the logic is sound, and the results are formidable thus far - enjoy :)
A Long Buy will be executed if, the EMA 9 or price comes down to or under the 200 MA, AND THEN the slope of the ema 9 subsequently changes from negative to positive.
The buy will be executed either; at a retest of the local lows (defined by the lowest wick between the most recent red candle that is subsequently followed by a green candle) (a retest is defined as 70% retrace from the local highs (inversely defined from local lows) to the local lows), or if a retest of the lows fails to occur, a market order will be executed at the local highs.
With a fixed position size of 10 contracts, the take profits will be established as such; 2 contracts sold up 6 points of profit, the next two will be sold up 10 points of profit, and the remaining 2 contracts will be sold for 20 points of profit. As soon as the first trim is made, a stop loss is placed at break even. Further, as soon as the second trim is made, the stop loss will be moved to +5 profit points.
In the instance that the ema 9 returns to downward sloping, stop orders will be executed. This will trigger sells either at local lows or local highs.
Kind of just made this for a class project, but the logic is sound, and the results are formidable thus far - enjoy :)
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开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。