Mean Reversion is a popular way for traders to capture and profit from short term price movements. This strategy attempts to buy strongly trending stocks that are experiencing brief periods of weakness. Testing in the Australian and US markets across 35,000 symbols over a period of 20-years and shows consistent profitability.
The strategy allows users to generate buy and sell signals, plot charts, run backtests and adjust a myriad of parameter settings without needing to understand coding. Other filters include price, volume, turnover, market regime and two position sizing modes. The code is open source.
MEAN REVERSION CODE SYSTEM REQUIREMENTS
Purchaser must sign a sale agreement that contains a non-disclosure agreement. No refund is available on this product. Once the code is purchased the sale is final.
This is turnkey code and purchasers are expected to have Amibroker and know how to use it. The turnkey code does not come with support.
This document may contain advice that has been prepared by Reef Capital Coaching (AFSL 288200). Being general advice it does not take account of your objectives, financial situation or needs. Before acting on this general advice you should therefore consider the appropriateness of the advice having regard to your situation. We recommend you obtain financial, legal and taxation advice before making any financial investment decision. Past performance is not a reliable indication of future performance. This material has been prepared based on information believed to be accurate at the time of publication. Subsequent changes in circumstances may occur at any time and may impact the accuracy of the information.
All results are considered to be Hypothetical unless otherwise specified: Hypothetical performance results have many inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under or over compensated for the impact, if any, of certain market factors, such as lack of liquidity.
Learn more about Mean Reversion here