A port of the TradeStation EasyLanguage code for a mean-revision strategy described at
traders.com/Document.../01/TradersTips.html
"In “Mean-Reversion Swing Trading,” which appeared in the December 2016 issue of STOCKS & COMMODITIES, author Ken Calhoun
describes a trading methodology where the trader attempts to enter an existing trend after there has been a pullback.
He suggests looking for 50% pullbacks in strong trends and waiting for price to move back in the direction of the trend
before entering the trade."
See Also:
- 9 Mistakes Quants Make that Cause Backtests to Lie (blog.quantopian.com/...y-tucker-balch-ph-d/)
- When Backtests Meet Reality (financial-hacker.com/Backtest.pdf)
- Why MT4 backtesting does not work (www.stevehopwoo...3/viewtopic.php?f=28&t...)
traders.com/Document.../01/TradersTips.html
"In “Mean-Reversion Swing Trading,” which appeared in the December 2016 issue of STOCKS & COMMODITIES, author Ken Calhoun
describes a trading methodology where the trader attempts to enter an existing trend after there has been a pullback.
He suggests looking for 50% pullbacks in strong trends and waiting for price to move back in the direction of the trend
before entering the trade."
See Also:
- 9 Mistakes Quants Make that Cause Backtests to Lie (blog.quantopian.com/...y-tucker-balch-ph-d/)
- When Backtests Meet Reality (financial-hacker.com/Backtest.pdf)
- Why MT4 backtesting does not work (www.stevehopwoo...3/viewtopic.php?f=28&t...)
版本注释:
Minor code cleanup