meanreversion

GlobalMarketSignals

I wanted to apply an RSI filter to some of the new Candlestick Patterns (in the indicators tab) since some of them looked to be quite effective for picking reversals. Turns out it's a pretty good pairing. You can modify the RSI length in addition to the upper and lower thresholds. I also added in check boxes to combine different bullish and bearish patterns. The...

ucsgears

Ok, Here we go - Version 1 of TTM Reversion Band goes live. Link to TTM Reversion Band - www.tradethemarkets.com Link to TTM Reversion Band Guide - kb.simplertrading.com John Carters Mastering the trade - www.amazon.com For the amount of...

DavidOConnorSpain

A hammer candle is defined here as 1) the lower shadow (wick) is at least twice the length of the main body and 2) the close is in the top half of the range. A shooting star has the opposite conditions 1) the upper shadow is at least twice the size of the main body and 2) the close is in the lower half of the range. These candles should not be used by themselves...

oldinvestor

This strategy is for learning purposes only. Pay special attention to these strategies on longer aggregation periods (like 1 hr chart or more). Don't expect accurate results when you set a limit to 10 cents above your entry to be accurate. For example if you set the chart to 1 day, the price may move down and hit a stop 10 times then tag your limit. If this...

GlobalMarketSignals

This is based on my 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...

NS91

Bollinger Bands coloured to more clearly show periods of contraction and expansion. Green filled bands indicate expansion/increasing bandwidth, and red fill indicates contraction/decreasing bandwidth.

king_mob

script for mean reversion conditions - tweak-able based on the volatility of the asset its used on, and the time frame

racer8

Description: ATR Pivot Point Index (ATR_PPI) is based on the theory of mean reversion. I was inspired to create this indicator after watching a particular YouTube video on the UKspreadbetting channel. In this video, the trader being interviewed mentioned that he would exit when price is too far from the moving average. In other words, he exits when he thinks...

GlobalMarketSignals

This is just the close represented as a standard deviation away from an "x" period linear regression. You can select the price source as well.

Masa_1234

// This is a simple Mean Reversion & Breakout Indicator. // A Donchian Channel is plotted. A threshold equal to 0.25 of Daily ATR. // If price reverses from this threshold, then it can be taken as possible Mean Reversion. // If price crosses the previous Donchian levels, it can be taken as a possible breakout. // Typical of such strategy is the whipsaw effect...

Quixilver_stx

Count of previous bars above or below a chosen Exponential Moving Average. Typically price reconnects with well defined EMAs regularly. If the price has been above/below an EMA for too long, you can expect a reconnect in a short order and bet on mean reversion strategies.

fschmitzsc

Indicator to display volatility beyond normal.

SparkyFlary

For Educational Purposes. Results can differ on different markets and can fail at any time. Profit is not guaranteed. This only works in a few markets and in certain situations. Changing the settings can give better or worse results for other markets. This is a good way to show off a good looking strategy, atleast in paper, with minimal effort involved in the...

kingthies

Calculating the Mean, given a set of data. I'd assume BTCUSD needs to touch this on the daily, as it hasn't yet. "reverting to the mean" is essential in market dynamics.