Mean reversion
Posted: Wed Jan 25, 2017 1:22 pmFormulas:
DN[i] - lowest price at range from (i-Length+1) to (i),
UP[i] - highest price at range from (i-Length+1) to (i),
DM - median value between DN and UP,
MA - Simple moving average from Close price with [MA_Length] number of periods.
Download:
DN[i] - lowest price at range from (i-Length+1) to (i),
UP[i] - highest price at range from (i-Length+1) to (i),
DM - median value between DN and UP,
MA - Simple moving average from Close price with [MA_Length] number of periods.
Download:
Mean_Reversion.mq4- (3.17 KiB) Downloaded 709 times