OPEN-SOURCE SCRIPT
Futures Calendar Spread Mean Reversion Strategy
futures calendar spread strategy:
Make sure you type in the correct spread in your chart
3 standard deviations for entry, with a stop at 4 standard deviations, seems to work best
don't select tp at mean
Use with energies and grains futures, anything very seasonal
Make sure you type in the correct spread in your chart
3 standard deviations for entry, with a stop at 4 standard deviations, seems to work best
don't select tp at mean
Use with energies and grains futures, anything very seasonal
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.