GMS: Mean Reversion Strategy

SPDR S&P 500 ETF TRUSTArca

描述

⋅ Mar 23, 2020 5:11 PM

This is based on my GMS: Mean Reversion Indicator (tradingview.com/script/7oZpwDEc-GMS-Mean-Reversion-Indicator/)

Features:

- % Based Profit Target and Stop Loss
- SMA Trend Filter
- Can choose trade exit based off a moving average or linear regression curve
- Filter for long only trades, short only trades, or both at the same time.

Source code is open, so feel free to take a look!

I hope it helps,

Andre

Hamilton_Gilpin

⋅ Mar 23, 2020 5:37 PM

Looks great!