Simple Mean Reversion

Quoting JensItzig

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{quote} Thx. I builded up my own graphical library for MT4, so i'm indepent from the MT4 developer team (it's total rubbish to add features in the language but not to implement them fully).

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Quoting Jagg

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{quote} You mean something like this? {file} {image}

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Quoting Jagg

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{quote} You mean something like this? {file} {image}

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Quoting Erik.VH

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{quote} Hi Jagg Tested DSR v1.2 but in the calculations there are some differences. Other levels and different 100% value see screenshot (didn't find how to insert img in quote). I'm using the version form alphaomega ? Erik {image}

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Quoting newhope

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{quote} Hi @JenItzig, Any clue how do you build your own graphical library for MT4 ? Edit: i found for mql5 here ... https://www.mql5.com/en/docs/customi...s/draw_filling Thank you for your indicator, it makes me sure that it can be done for MT4. i will try to look at the examples here : https://www.forexfactory.com/showthread.php?t=329313

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Quoting Jagg

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{quote} You mean something like this? {file} {image}

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Quoting simnz

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{quote} You have added a lot of value to the indicator. It also shows your clarity of thought. Have you coded any EAs? I can give entry logic. Exit logic has to be your indicator's.

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Quoting Jagg

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{quote} Yes, I made a multipair EA for trading this method and the EA is running in two variants on a vps to gather informations at the moment. First variant trades more or less how it is described in 1st post (with exits at 50% before 12 and 25% after 12). I only set here a min level of the ATR band of 3 to take the first trade and also a hard stop if ATR band 6 is reached. July results for this EA attached. What I note the last weeks I had a look at this simple mean reversion method is, that we often exit the trades in profit at 25/50% levels...

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Quoting carddard

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{quote} Great work Jagg. By hard stop, do you mean once price reaches ATR 6 you close all orders?

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Quoting cdsaa

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Very nice. Can we not test the EA on Backtest. Are you able to share it yet.

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Quoting cdsaa

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Very nice. Can we not test the EA on Backtest. Are you able to share it yet.

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Quoting JensItzig

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{quote} Since it running on multiple pairs it would only be backtestable under MT5 but i think jagg has made a MT4 EA here

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e.g.
 
   //Allow backtesting with strategy tester in mt4
   if (IsTesting() || IsOptimization())
   {
      PairsToTrade = Symbol();
   }

Quoting Jagg

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{quote} yes, for mt4 but I made that multipair EA in a way you can put it in mt4 strategy tester. When doing this the EA takes not the set symbols from user input but the actual symbol from the strategy tester. e.g. //Allow backtesting with strategy tester in mt4 if (IsTesting() || IsOptimization()) { PairsToTrade = Symbol(); } This works for the standard method but with method 2 for example I use a MTF EMA and such things and using MTF calls on strategy tester is really buggy/not possible.

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Quoting alphaomega

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My first test version still works well without any optimizations. This proves that the strategy has a lot of potential for development and the core idea is solid. But as I said in the earlier posts, the key element for the long term survival is the clever utilization of multi currency baskets. The main idea is to create custom index which has very stable ranging price action at all times. This means that we have to create a synthetic symbol which does not have fat tails. I know others have attempted to created this and failed. But still, I believe...

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Quoting Jagg

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{quote} Yes, I made a multipair EA for trading this method and the EA is running in two variants on a vps to gather informations at the moment. First variant trades more or less how it is described in 1st post (with exits at 50% before 12 and 25% after 12). I only set here a min level of the ATR band of 3 to take the first trade and also a hard stop if ATR band 6 is reached. July results for this EA attached. What I note the last weeks I had a look at this simple mean reversion method is, that we often exit the trades in profit at 25/50% levels...

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