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 :)
Açık kaynak kodlu komut dosyası
Gerçek TradingView ruhuyla, bu komut dosyasının mimarı, yatırımcıların işlevselliğini inceleyip doğrulayabilmesi için onu açık kaynaklı hale getirdi. Yazarı tebrik ederiz! Ücretsiz olarak kullanabilseniz de, kodu yeniden yayınlamanın Topluluk Kurallarımıza tabi olduğunu unutmayın.
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.
Açık kaynak kodlu komut dosyası
Gerçek TradingView ruhuyla, bu komut dosyasının mimarı, yatırımcıların işlevselliğini inceleyip doğrulayabilmesi için onu açık kaynaklı hale getirdi. Yazarı tebrik ederiz! Ücretsiz olarak kullanabilseniz de, kodu yeniden yayınlamanın Topluluk Kurallarımıza tabi olduğunu unutmayın.
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.