OPEN-SOURCE SCRIPT
已更新 VWAP Mean Reversion Strategy
This is a work in progress that I haven't finished yet. Strategy is based on price being overextended from the VWAP with a doji or hammer candle. Trigger candle is an engulfing or HH,HL,HO,HC candle for bullish entries, and the opposite for bearish.
Various things are adjustable in settings, such as body-wick ratios, T.P multiplier etc.
Broker spread can be manually adjusted to reflect accurate P/L including spread.
I'm only publishing this so I can easily share it with my trading partner, for backtesting and improvement.
I'm currently testing it on gold and silver cfds's
Feel free to use it as a base and suggest improvements.
Various things are adjustable in settings, such as body-wick ratios, T.P multiplier etc.
Broker spread can be manually adjusted to reflect accurate P/L including spread.
I'm only publishing this so I can easily share it with my trading partner, for backtesting and improvement.
I'm currently testing it on gold and silver cfds's
Feel free to use it as a base and suggest improvements.
版本注释
This is an updated version with default values already set to match my backtesting on gold and silver 5min charts.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。
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。