The strategy
- go short when price hits n-lookback bars high targeting mean of n-lookback.
- go long when price hits n-lookback bars low targeting mean of n-lookback.
This is a misleading simulation conducted on one-minute OHLC:
Author
Lorentzos RoussosPublished date
Apr 11, 2025
The strategy
This is a misleading simulation conducted on one-minute OHLC:
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