OPEN-SOURCE SCRIPT
מעודכן Jaws Mean Reversion [Strategy]
This very simple strategy is an implementation of PJ Sutherlands' Jaws Mean reversion algorithm. It simply buys when a small moving average period (e.g. 2) is below
a longer moving average period (e.g. 5) by a certain percentage and closes when the small period average crosses over the longer moving average.
If you are going to use this, you may wish to apply this to a range of investment assets using a screener for setups, as the amount signals are low. Alternatively, you may wish to tweak the settings to provide more signals.
Context can be found here:
LINK
a longer moving average period (e.g. 5) by a certain percentage and closes when the small period average crosses over the longer moving average.
If you are going to use this, you may wish to apply this to a range of investment assets using a screener for setups, as the amount signals are low. Alternatively, you may wish to tweak the settings to provide more signals.
Context can be found here:
LINK
הערות שחרור
Optimize params for S&P / Nasdaqסקריפט קוד פתוח
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
כתב ויתור
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
סקריפט קוד פתוח
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
כתב ויתור
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.