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

+3 more likes

Related users ' posts
Fgats
5 months ago
bousalahane hello, thank you for sharing, I’m not top strong in the programation part, there is a way to...
Fgats Hi, With this indicator I just wanted to show the interest that can exist to synthesize th...
davidguerreir how to adapt nbStdSig values ?
superfalcio Hello, very interesting. Do you have already some tested condiction including timeframe and ...
Emil
9 months ago
Nicolas
9 months ago
5 main forex pairs average
5 main forex pairs average
4
Calculated instruments
Nicolas It's only compatible from PRT v12. With the "Calculated instruments" tool, you can know crea...
MaoRai54 many thanks. IG doesn't know when they'll release it :(
MaoRai54 Hi Nicolas, I'm here again. Today I got the v.12 in my demo account. I started it, I downlo...
FXtonio @RICOU en 1 minutes avec un filtre de tendance ZLSMA 200 et eventuellement un rsi 7 , 69% de...
JC_Bywan For people interested in the screener: https://www.prorealcode.com/topic/screener-buy-sell-m...
octum Gracias NJicolas. Las lineas 35 y 36 dan fallo. (¿Es adrede para iniciados?) Puedes co...
KumoNoJuzza Bonjour, @rominet44 pourrais tu expliquer à quoi sert le filtre: M8=average[11](close) // ...
Nicolas la moyenne mobile 11 période actuelle est ascendante ou descendante, on teste sa valeur vis ...
Patrice210 bonjour STANKO, effectivement la première ligne apparait en anomalie et je ne comprend pas v...
Khaled Thank you Nicolas! Looks like TDI (Trader Dynamic Index). Interesting to give Exit Signal as...
Nicolas ColorBetween is an instruction added last year: https://www.prorealcode.com/documentation/co...
Jiacky
2 years ago
Range Factor
Range Factor
0
Indicators
Stephane0174 Bonjour et merci pour le Screener. Je suis nouveau ici et je ne connais rien en programmati...
Nicolas Je pense que c'est le copier/coller des guillemets qui pose problème, il faudrait les retape...
smp I also have an End Of Day (EOD) cash pivot indicator for use on cash markets; this indicator...
bab el franco hello once installed I have no results despite different options of markets or temporality
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...

Top