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stormis
2022년 6월 3일 오후 4시 36분

Mean reversion 

Invesco QQQ Trust, Series 1NASDAQ

설명

Simple mean reversion strategy.

Strategy aims to find three bullish or bearish candle pattern which ends with strong move. Position will be open until we get close above previous highs.

Strategy uses also simple moving average to filter short positions.

This strategy works well with QQQ and daily time frame but it seems to do fairly well intraday also.

User can modify moving average length and how strong is the move of the last candle.

This strategy is inspired a strategy by hackertrader. The original idea by QuantpT.
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