OPEN-SOURCE SCRIPT
Telah dikemas kini

VWAP Mean Reversion Strategy

1 183
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.
Nota Keluaran
This is an updated version with default values already set to match my backtesting on gold and silver 5min charts.

Penafian

Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.