OPEN-SOURCE SCRIPT

Mean Reversion Trading V1

100
Overview
This is a simple mean reversion strategy that combines RSI, Keltner Channels, and MACD Histograms to predict reversals. Current parameters were optimized for NASDAQ 15M and performance varies depending on asset. The strategy can be optimized for specific asset and timeframe.

How it works
Long Entry (All must be true):
1. RSI < Lower Threshold
2. Close < Lower KC Band
3. MACD Histogram > 0 and rising
4. No open trades

Short Entry (All must be true):
1. RSI > Upper Threshold
2. Close > Upper KC Band
3. MACD Histogram < 0 and falling
4. No open trades

Long Exit:
1. Stop Loss: Average position size x ( 1 - SL percent)
2. Take Profit: Average position size x ( 1 + TP percent)
3. MACD Histogram crosses below zero

Short Exit:
1. Stop Loss: Average position size x ( 1 + SL percent)
2. Take Profit: Average position size x ( 1 - TP percent)
3. MACD Histogram crosses above zero

Settings and parameters are explained in the tooltips.

Important
Initial capital is set as 100,000 by default and 100 percent equity is used for trades

免责声明

这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。