Mean-Reversion Swing Trading Strategy v1
1487 مشاهدة
A port of the TradeStation EasyLanguage code for a mean-revision strategy described at
http://traders.com/Documentation/FEEDbk_...
"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 (https://blog.quantopian.com/9-mistakes-q...)
- When Backtests Meet Reality (http://financial-hacker.com/Backtest.pdf...)
- Why MT4 backtesting does not work (http://www.stevehopwoodforex.com/phpBB3/...)
http://traders.com/Documentation/FEEDbk_...
"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 (https://blog.quantopian.com/9-mistakes-q...)
- When Backtests Meet Reality (http://financial-hacker.com/Backtest.pdf...)
- Why MT4 backtesting does not work (http://www.stevehopwoodforex.com/phpBB3/...)
Apr 10
ملاحظات الأخبار:
Minor code cleanup
