fr Mean Reversion 2.4
Indicateur pour Metatrader (MT4/MT5)
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ℹ Aperçu
Indicateur unique qui met en œuvre une approche professionnelle et quantitative pour signifier le trading de réversion. Il capitalise sur le fait que le prix dévie et revient à la moyenne de manière prévisible et mesurable, ce qui permet des règles d'entrée et de sortie claires qui surpassent largement les stratégies de trading non quantitatives.
- Des signaux de trading clairs
- Étonnamment facile à échanger
- Couleurs et tailles personnalisables
- Mise en œuvre des statistiques de performances
- Surclasse la plupart des stratégies de trading
- Affiche les niveaux de stop-loss et de take-profit appropriés
- Il implémente des alertes e-mail/sonores/visuelles
Comment ça marche
L'indicateur mesure l'écart type autour d'une moyenne mobile entièrement personnalisable à partir d'une période plus longue et utilise une approche de suivi des tendances pour trouver des transactions avec précision. Les transactions sont trouvées en plongeant dans l'action des prix du graphique actuel et fermées lorsque le prix revient à la fourchette de prix moyenne, calculée à partir d'une période plus longue de votre choix.
En raison de la façon dont il est codé, l'indicateur restera à l'écart des marchés à forte volatilité et à forte tendance et n'échangera que des scénarios prévisibles dans lesquels un retour à la moyenne est possible à l'intérieur d'un rapport volatilité/directionnalité acceptable.
Anatomie de l'indicateur
- La ligne verte est la moyenne mobile d'une période plus longue (c'est-à-dire la moyenne)
- La zone en pointillé représente la fourchette de prix typique autour de la moyenne mobile
- La ligne bleue est le prix de cassure pour les transactions haussières
- La ligne rouge est le prix de cassure pour les trades baissiers
Les transactions sont prises contre la moyenne et fermées à l'intérieur de la fourchette de prix typique.
Quoi échanger
Le retour à la moyenne se produit toujours sur pratiquement tous les marchés.
- Paires Forex
- Indices boursiers
- Métaux précieux
- Commodités
- Cryptomonnaies
- Obligations
Périodes recommandées
- H4 avec moyenne mobile MN1
- H1 avec moyenne mobile W1
- M15 avec moyenne mobile D1
- M1 avec moyenne mobile H4
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Paramètres
Lorsque vous chargez l'expert sur un graphique quelconque, vous aurez à votre disposition une multitude de paramètres d’entrée, regroupés en blocs auto-explicatifs.
- Timeframe
- The timeframe from which the moving average (mean) is calculated. It must be a higher timeframe from the current chart.
- Std. Dev Period
- The standard deviation period to calculate the typical price band around the mean.
- Deviations
- The multiplier of the typical price band. A higher value will create a wider price band and decrease the trading frequency. In some cases, it can make sense to decrease it, for instance, if you are trading long trades only against a moving average calculated using low prices only.
- Delta
- Represents the multiplier for the trend channel calculated from a higher timeframe. A lower value will increase the trading frequency.
- Max History Bars
- The amount of past bars analyzed when the indicator loads. A lower value will decrease the load time.
- MA Period
- The moving average period used to calculate the mean.
- MA Applied Price
- The price applied for the moving average.
- MA Method
- The moving average method used for the moving average.
- MA Shift
- The shift of the moving average used as a mean.
- Direction
- This parameter allows you to find only long trades, short trades or both. This can be useful depending in your market analysis or the moving average applied price selected. For instance, you might trade buy only against a moving average calculated using low prices, or sell only against a moving average calculated using high prices only.
- Stop-Loss
- The indicator can plot an optional stop-loss, which can be "tight" or "normal". For mean reversion, stop-losses are usually not used and instead, losses are accepted when the price returns to the typical price band or the mean.
- Take-Profit
- The indicator plots a take-profit, which can be "small", "regular" or "large". Each category represents a different price point of the typical price band, being the first the closest value and large the farthest value.
- Min Profit in Pips
- The indicator will filter out any trades that offer a profit in pips below this value. Useful for trading small timeframes.
- Time Filter
- The indicator can filter out trades that have no or little chance of reverting to the mean during the next few bars. It does so by calculating the typical price movement per bar in the reference period. A higher value will produce more trades and a lower value will discard more trades. To disable this feature, type "-1".
- Range to Profit
- The range to profit ratio compares the profit target of a a potential trade against the distante to the highest/lowest of the day. A higher value will produce less but more profitable trades. If the stop-loss feature is not in use, it makes sense to disable this filter by typing "-1" as its value.
- Cash-in at period end
- The indicator can close trades, at any profit, before the period ends. If enabled, this feature will decrease the variance in the trading results.
- Draw Arrows
- Enable or disable the signal arrows in the chart.
- Draw SL/TP Levels
- Display or hide the SL and TP levels in the chart.
- Bullish Arrow
- The color of bullish labels and buy arrows.
- Bearish Arrow
- The color of bearish labels and sell arrows.
- Label Color
- The color of text labels in the chart.
- Stats
- Perform and fisplay self-analyzing statistics on the chart.
- Draw History Arrows
- Display tester-like entry-exit arrows in the chart. Visible only in bar charts.
- Draw Trade Results
- Display trade result in pips for all past signals.
- Draw Entry-Exit Lines
- Connect entry-exit points with lines, tester-like.
- Alerts
- Enable or disable alerts of all kinds.
- Manual Pip Value
- Override the pip value for the chart. Zero means autocalculated.
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FAQ
- Does the indicator repaint?
- If you use a "MA Shift" parameter of 1, the indicator will never, ever repaint. However, if you use a MA Shift of 0 (zero), the indicator will repaint the moving average slightly as it is created by the price action in real time. It won't affect the trades very much since these are taken very far away from the moving average.
- Does the indicator back paint?
- No, the indicator does not back paint.
- Does the indicator implement alerts?
- Yes, it does. It implements alerts of all kinds, even when trades need to be closed.
- Why do I see many signals on some instruments and very few in others?
- The indicator is coded in such a way that it'll stay away from high volatility and strong trends. A high volatility to directionality ratio will cause almost no trades to be found. If you still want to trade certain markets and take the risk of higher volatility, you can disable the "Range to Profit" and the "Time FIlter" filters by setting them to
- What timeframe selections are best?
- You can trade a mean from any timeframe. For example, you can trade a D1 mean from the M15 chart, a W1 mean from the H1 chart or a MN1 mean from the H4 chart. These are three perfect examples which provide good entries.
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