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Tuesday, April 16, 2024

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Using live stats to trade Reversion to Mean

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 Justin Orwin, Founder ChartSmart Trading.

 Saturday, April 7, 2018

https://www.youtube.com/watch?v=M821-bziw1o Verified trading results for last couple of months below. Please excuse the outdated website however all attention has gone into building the live stats software. New website will be up and running from end April. https://www.facebook.com/chartsmartcapetown/ I take the approach that a combination of time spent away from an EMA (any ema), distance traveled away from the EMA and the current forward projected Rate of Change of the EMA can be cross referenced to the same calculation looking back over hundreds of thousands of bars of data to calculate probability based outlooks for optimum timing of probable mean reversion of price. Hope you find it interesting!


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5 comments on article "Using live stats to trade Reversion to Mean"

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 Donnie Reid, USMC,GCIA,CCSA, Senior Security Engineer 5 at Signature Consultants

 Monday, April 9, 2018



God bless the people that went long!


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 private private,

 Saturday, April 14, 2018



In a screenshot on your Twitter I can see "Probability % current position" of 245%, what does that label mean?


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 Justin Orwin, Founder ChartSmart Trading.

 Sunday, April 15, 2018



Hi Sultan, that is a manual input on the scanner which in this example may not have been used and is reflecting a number entered from a previous trade. This input allows you to target your own time for price to spend away from the ema and for the scanner to calculate probability off that. For example if the max bars away from the ema price has stayed away was 1000 bars but you would like to know the probability of your open position remaining profitable up to 1200 bars away, you could enter that number under this column in the scanner inputs and it would calculate the probability at current rate of change for you. Probably easier to discuss over Skype,let me now if you would like to catch up.


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 Gerardo Lemus, Quantitative Finance Practitioner:

Applying all available data to get an edge over the market.

 Monday, April 16, 2018



FYI -- I have some google colaboratory python notebooks to compute mean reversion statistics: https://www.markov.finance/single-post/2018/03/20/Educational-Series-Mean-Reversion https://www.markov.finance/single-post/2018/03/23/Educational-Series-Finding-Mean-Reversion

(and some more in https://www.markov.finance/blog )


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 Justin Orwin, Founder ChartSmart Trading.

 Monday, April 16, 2018



Thanks Gerardo...will check it out!

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