thequantscience

Mean Reverse Grid Algorithm - The Quant Science

Mean Reverse Grid Algorithm - The Quant Science™ is a dynamic grid algorithm that follows the trend and run a mean reverting strategy on average percentage yield variation.

DESCRIPTION
Trades on different price levels of the grid, following the trend. The grid consists of 10 levels, 5 higher and 5 lower. The grids together create a channel, this channel represents the total percentage change where the algorithm works. The channel also represents the average change yields of the asset, identified during analysis with the "Yield Trend Indicator".


The algorithm can be set long or short.
1. Long algorithm: opens long positions with 20% of the capital every time the price crossunder a lower grid, for a maximum total of 5 simultaneous trades. Trades are closed each time the price crossover a higher grid.
2. Short algorithm: opens short positions with 20% of the capital every time the price crossover a higher grid, for a maximum total of 5 simultaneous trades. Trades are closed each time the price crossunder a lower grid.

USER INTERFACE SETTING
The user configures the percentage value of each grid from the user interface.

AUTO TRADING COMPLIANT
With the user interface, the trader can easily set up this algorithm for automatic trading. Automating it is very simple, activate the alert functions and enter the links generated by your broker.

BACKTESTING INCLUDED
With the user interface, the trader can adjust the backtesting period of the strategy before putting it live. You can analyze large periods such as years or months or focus on short-term periods.

NO LIMIT TIMEFRAME
This algorithm can be used on all timeframes and is ideal for lower timeframes.

GENERAL FEATURES
Multi-strategy: the algorithm can apply either the long strategy or the short strategy.
Built-in alerts: the algorithm contains alerts that can be customized from the user interface.
Integrated grid: the grid indicator is included.
Backtesting included: automatic backtesting of the strategy is generated based on the values set.
Auto-trading compliant: functions for auto trading are included.

ABOUT BACKTESTING
Backtesting refers to the period 1 August 2022 - today, ticker: ETH/USDT, timeframe 1H.
Initial capital: $1000.00
Commission per trade: 0.03%
Catatan Rilis:
Update version 0.1
With this update the algorithm has been made compliant for 3Commas auto-trading.
With the new functions, users can easily configure all required parameters.

  • New functions added to the user interface
  • New functions added to the source code
Catatan Rilis:
Release Notes: Update version 0.2
New functions have been added with this update.

  • Anti-latency functions: calculate better real backtesting for low timeframes with the new anti-latency function.
  • Indicator optimization: addition of a purple grid as background to facilitate the display of 'safety orders'.
  • User interface optimization.

Skrip hanya-undangan

Akses ke skrip ini dibatasi hanya bagi pengguna yang telah diberi otorisasi oleh penulisnya dan biasanya membutuhkan pembayaran untuk dapat menggunakannya. Anda dapat menambahkannya ke favorit anda, tetapi anda hanya akan dapat menggunakannya setelah meminta izin dan mendapatkan aksesnya dari pembuat skripnya. Hubungithequantscience untuk informasi lebih lanjut, atau ikuti instruksi penulisnya dibawah ini.

TradingView tidak menyarankan membayar untuk sebuah skrip dan harap untuk menggunakannya sampai anda telah 100% mempercayai penulisnya dan memahami cara kerja skripnya. Dalam sebagain besar kasus, anda dapat menemukan alternatif open-source yang baik secara gratis di Skrip Komunitas kami.

Pernyataan Penyangkalan

Informasi dan publikasi tidak dimaksudkan untuk menjadi, dan bukan merupakan saran keuangan, investasi, perdagangan, atau rekomendasi lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Persyaratan Penggunaan.

Instruksi penulis

You can unlock this algorithm from our website. For any information or questions about this script contact us on Trading View.

Inggin menggunakan skrip ini pada chart?

Peringatan: harap membaca sebelum meminta akses.