mizi123 replies to: Simple Mean Reversion


hi Avraham, OP in the second strategy is talking about only taking 2 trades: buy on level 4 and 5 below medium, sell on level 4 and 5 above medium. stop losses on level 6 and 7. so even better with only 2 trades.

Hi Yonnie!

I think we both did not understand the second strategy, because the heart of the mean reversion strategy is that there should be second and third trades etc and the volumes should be greater at the second and third etc. The bands are only filtering the trades, not changing the rules.
However did you backtest / forward test it as you understand it?


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