I've updated my script "YJ Mean Reversion" with some plotting functions for better visualisation and optimisation of the strategy.
In this case, I've found that a deviation increment of 3% maximises gains on the S&P 500.
In this case, I've found that a deviation increment of 3% maximises gains on the S&P 500.
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Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.