OPEN-SOURCE SCRIPT

Trend Following or Mean Reverting

9 686
The strategy checks nature of the instruments. It Buys if the close is greater than yesterday's high, reverse the position if the close is lower than yesterday's low and repeat the process.

1. If it is trend following then the equity curve will be in uptrend
2. If it is mean reverting then the equity curve will be downtrend

Thanks to Rayner Teo.

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。