Mean reverting strategy FOREX – AUDCAD

Mean reverting strategy FOREX – AUDCAD

This is a mean reverting strategy that I currently run live on AUDCAD, on a 1 hour timeframe.

It is based on Bollinger Bands piercing and accumulation of same direction candlesticks in a single row.

WalkForward analysis attached.

Enjoy, comment and improve 🙂

Discussions about the strategy in the automatic trading forum: https://www.prorealcode.com/topic/reverting-strategy-audcad-h1-timeframe/

 

Share this

Risk disclosure:

No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

PRC is also on YouTube, subscribe to our channel for exclusive content and tutorials

  1. apachx • 03/18/2018 #

    Hi.
    Please, describe the algorithm in words. I want to understand how it works, but for now I do not know this programming language. Thank you.

avatar
Register or

Likes

avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar

+2 more likes

Related users ' posts
smp I also have an End Of Day (EOD) cash pivot indicator for use on cash markets; this indicator...
imonix Have been trying this on demo since Monday before deciding whether to go live with it. Using...
Roberto Blázquez I'm sorry, I've tried it since November 2012 and it's bad results.
kbrooks323 Hello would someone be willing to release a scan code for this? that would be helpful as I s...
Nicolas You can do easily this screener by using the assisted creation tool. It would take you about...
kbrooks323 I just figured it out thanks!
Nicolas Ask on an Excel website?!
JJMR HOLA NICOLAS, TENGO LA ULTIMA VERSION ACTUALIZADA DEL INDICADOR TTM SQUEEZE PRO EN LA VERSIO...
imokdesign @nicolas ,if in want to "call" this indicator, which values i have to write down?
Vonasi There are actually two ways to calculate standard deviations and I seem to have used the ver...
Vonasi There are actually two ways to calculate standard deviations and I seem to have used the ver...
segie Can something similar be done with Supertrends?
Vonasi Not sure I fully understand what you are asking for. Are you asking for MTF Supertrend level...
Kris75 very interesting; thanks !
Nicolas Poni qui la tua domanda se è correlata a questo indicatore, altrimenti apri un nuovo argomen...
PhilipSchultz Hi Nicolas, can i backtest this indicator? And if so, how do i do it? I have tried, but don´...
Nicolas Sure, use the forums to create a new topic to ask for it Please respect the posting rules ...
Vinks_o_7 Thanks Doc !
Maxime Baudin Intresting, thank you!
atlante hi is posible you put the code for version 11.thank you
Zigo Normaly it do work in version 11.
Jan Wind What I meant is if you could suggest a trading concept: for instance if the color becomes d...
supertiti Hello Jan You must use this code in correspondence with other indicators, a code alone do...
Franro Hi, this looks very good is this something you worked towards a strategy?
Dom Hello, hello....je commence le trading et découvre par la même occasion le codage....et ce n...
Nicolas Merci, ça fait plaisir !
Be-n Bonjour tout le monde ! Dans l'indicateur de tendance, j'ai du mal à saisir la nuance entre ...
Theo D'accord merci
tobytarczy Hi, I have been looking for something like this. I have a f questions about the indicator. ...
tobytarczy Hi have been trying to modify the code you so kindly shared to reflect to the image you have...
ggolfet Thanks Nicolas, I imported the itf file and solved the problem.
Hasardeur Hallo Nicolas, i tried to code the multi period heat map in combination with the Ehler’s ...
Nicolas Please open a new topic with the code in forum.
Bard I've also just noticed that changing the "Bands Deviation" setting from 1.25 to eg 3 doesn't...
bartekz Hi @Nicolas, Really impressed by your work. I am trying to replicate the Wave-PM indicator t...
Nicolas You don't have to replicate it, download the file and import it into your platform.
jobswaps Sube como trazar lineas de tendencias a tantas barras
Frankiesc interesting indicator !! Thanks for sharing!!!
robertogozzi Thank you :)
luiskohnen Solo hay que cambiar la variable MACDSignal por otro nombre, ya que el programa reconoce a M...
phanz Hi ... what are the conditions for buy signal using this indicator? Tks
JJ Tec Hola Las condiciones de entrada / salida vienen en el libro de J. Carter Mastering the trad...

Top