Hi everyone!

I’m quite new to this, but have been lurking here for a while.
This is a mean reversion trading system made for EUR/USD on the hourly chart that goes both long and short.

If the high touches the upper bollinger band and the stochastic crosses under a fixed value, the system goes short (vice versa for the long side).
Exits are made when stochastics crosser over a fixed value.

I used an ATR for filtering out bad trades.
I found it more efficient to use a trendfilter for the long positions (high > close[300]). For the shorts, no trendfilter is used (this concerns me).

The system seems to perfom good on 100k units – but since I am a rookie I can’t imagine that this will get any good results on a 200k backtest.
Would anyone mind testing it on 200k and post results?

I’m all ears if you have any suggestions for improvement.

// DEFINITION OF CODE PARAMETERS

DEFPARAM CumulateOrders = True
DEFPARAM PRELOADBARS = 500


// CONDITIONS TO ENTER SHORT

indicator1 = Stochastic[14,3](close)
c1 = (indicator1 CROSSES UNDER 85)
indicator2 = BollingerUp[50](high)
c2 = (high >= indicator2)
indicator3 = AverageTrueRange[14](close)
c3 = indicator3 >= (0.00125)


IF c1 AND c2 AND c3 AND NOT SHORTONMARKET THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// CONDITIONS TO EXIT SHORT
indicator4 = Stochastic[14,3](close)
c4 = (indicator4 CROSSES OVER 10)

IF c4 THEN
EXITSHORT AT MARKET
ENDIF

// CONDITIONS TO ENTER LONG
PosTrend = high > close[300]
indicator5 = Stochastic[14,3](close)
c5 = (indicator5 CROSSES OVER 10)
indicator6 = BollingerDown[50](close)
c6 = (low <= indicator6)
indicator7 = AverageTrueRange[14](close)
c7 = indicator7 >= (0.00125)


IF PosTrend AND c5 AND c6 AND c7 AND NOT LONGONMARKET THEN
BUY 1 CONTRACT AT MARKET
ENDIF

// CONDITIONS TO EXIT LONG
indicator8 = Stochastic[14,3](close)
c8 = (indicator8 CROSSES OVER 75)

IF c8 THEN
SELL AT MARKET
ENDIF


//STOP/TARGET
SET STOP PLOSS 150

Prints of results below, tested with spread set to 0.8.

Mean-Reversion-EURUSD2.jpg Mean-Reversion-EURUSD.jpg