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Wisang Jati Anggoro
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Strategy testersAutomation

Custom Mean Reversion Based Systematic Trading Strategy

Client profile

Type
Systematic trader
Based in
United Kingdom
Platforms
TradingView and PineConnector

The problem

The system was specified as more than forty numbered modules, each with its own entry logic, filters and risk rules. As one monolithic script it would have been hard to review and maintain, and as forty separate scripts it would have been inconsistent.

Module map of a 40-plus module entry and exit engineModules grouped as entry filters, signals, order placement, targets and stops. Entry filters cover EMA bounce, ATR filter, relative volume, EWMA crossover filter and trade-loss avoidance. Signals cover strong-trend-bar, consecutive-bar, intra-gap and intra-body-gap, later split by entry type into outside close, EMA touch, intragap, BOP and CHOCH reversal or continuation block. Order placement covers market and limit orders. Targets cover measured-move targets and R:R take-profit. Stops cover most-recent-high/low trailing and target-based stops.

What I built

One strategy system, split into modules that share the same interfaces:

  • Entry filters, EMA bounce, ATR filter, strong-trend-bar and consecutive-bar signals
  • Intra-gap and intra-body-gap signals with market and limit order placement
  • Measured-move targets, most-recent-high/low trailing stops and target-based stops
  • Separate entry types: outside close, EMA touch, intragap, BOP, CHOCH reversal and continuation blocks
  • Relative volume, an EWMA crossover filter, trade-loss avoidance, and R:R take-profit logic

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