....very much work in progress scratched down using pinescript. Basically mean reversion with pyramiding. Because of fees and execution latency this strategy will most likely only work well in the real world with limit orders for entries and exits – i.e. the strategy must plan ahead instead of reacting using market orders and/or stop-entries.
It seems to work well on traditional markets too.; natural gas:
....or things like forex; here AUDUSD:
...or more unusual pairs like AUDNZD:
..and stocks, like FB:
