Mean reverting strategy?
Here is the code built with MTF capability (you’ll not able to use it until the public release of it)
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defparam cumulateorders=false TIMEFRAME (daily,updateonclose) close30=close[30] close9=close[9] TIMEFRAME (5 minute,updateonclose) condition = close>close30 and close<close9 and time=090000 if not onmarket and condition then buy at market endif if longonmarket and time=172500 then sell at market endif graph close30 graph close9 coloured(200,0,0) graph close //graph condition |
