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How to build mean reversion strategies?

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ybhx0315

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7 years ago #115320

Hi all,

 

Up to this point, all the e-books and articles I’ve read about SQ are prone to use settings that generate breakout strategies. They usually use stop orders to enter the market. But what about generating mean reversion strategies? What building blocks and strategy options do you use? Anyone succeeded?

 

Thank you.

 

 

 

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Threshold

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7 years ago #138173

Use limit orders only and look for them to have fast exits.

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ybhx0315

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7 years ago #138176

Use limit orders only and look for them to have fast exits.

 

Does fast exit mean tight stop loss ranges? less number of X bar exit? tight small profit target? any success in what type of market? Thanks,

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Threshold

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7 years ago #138177

all of the above, kind of discretionary to the time frame, but basically its something that doesn’t trend follow. Some FX pairs it works better than on others.

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