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How to generate a mean regression strategy

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eastpeace

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4 years ago #257058

Has anyone tried using SQ to generate a mean regression strategy, or a swing strategy?  ( Countering the main trend in the current time frame )

How should it be set in SQX, which will tend to generate this strategy?

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mabi

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4 years ago #257060

Long and short only setting gives alot of these. But performance in trending markets are ofcourse bad. This i know since i traded 400 of them on demo for the last month. Well i done it before aswell using SQ3 same experince there they work good in sidways markets but loose alot in trending since their stops tend to be large.

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hankeys

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4 years ago #257062

as a mean regression you mean LIMIT strategies?

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eastpeace

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4 years ago #257076

@mabi, Yes, you are right. There is no perfect thing in this world.

I just try to make a swing strategy as a complement.

 

@hankeys, It’s not only about LIMIT.  We can use MACD, BIAS, or CCI as divergence signal.  Unfortunately, the lookback period in SQ is limited to 10. We are unlikely to capture these entry signals.

 

 

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mabi

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4 years ago #257077

Not swing trades maybe but mean reverting you can also find if using market reverse option and exit end of day gets you alot of trades otherwise they trade seldom and are hard to find with a significant amount of trades. Pretty nice ones but i am yet to trade them. They tend to reverse on BE, SL,TG , Tralingstop or indicator or mixed.

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hankeys

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4 years ago #257078

this kind of strategies could be only LIMIT or MARKET ones, i think

market strats i dont like, they are very data sensitive – because we are entering right NOW and the entry condition could be different through the data row

and with limit strategies i was playing with them with old SQ3, but with no luck, they worked only for a few trades and then only losses

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