This conceptual strategy trades against the short-term trend. The first position can be either long or short.
In the short-term, prices fluctuate up and down on wide spread exchanges.
And if the price moves to one side, the price tends to return to its original position momentarily.
This strategy set stop order. Stop price is calculated with upper and lower shadows.
从常用脚本中删除 添加到指标收藏


@CoinDigger, this is a conceptual idea of HFT backtest. It does not give you exact result nor idea. You can accept this as a frame of HFT principles.
CoinDigger NDB_Technologies
Something's off with your strategy... So you immediately start with a 1825.99 % trade that goes from 2014 to 2019?
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