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//-----------------------------------------------------//

// Formula Name:
Mean Reversion Trading System
// Author/Uploader: Trading Tuitions
// E-mail:
support@tradingtuitions.com
// Website:
www.tradingtuitions.com
//-----------------------------------------------------_SECTION_BEGIN("Mean Reversion Trading System");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Cl
ose %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
SetTradeDelays( 1, 1, 1, 1 );
SetOption( "InitialEquity", 200000);
SetOption("FuturesMode" ,True);
SetOption("MinShares",1);
SetOption("CommissionMode",2);
SetOption("CommissionAmount",100);
SetOption("AccountMargin",10);
SetOption("RefreshWhenCompleted",True);
SetPositionSize(150,spsShares);
SetOption( "AllowPositionShrinking", True );
BuyPrice=Open;
SellPrice=Open;
ShortPrice=Open;
CoverPrice=Open;
Periods =optimize("Periods",110,10,200,20);
Width =optimize("width",2,1,10,1);
MAPeriods = 200;
BBColor = colorOrange;
Style = 0;
bTop=BBandTop( Close, Periods, Width );
bBottom=BBandBot( Close, Periods, Width );
ADXPeriods=optimize("ADXPeriods",10,2,20,1);
BuyCondition=IIf(Ref(C,-1)<bBottom AND close>bBottom AND ADX(ADXPeriods)<35,1,0)
;
ShortCondition=IIf(Ref(C,-1)>bTop AND close<bTop AND ADX(ADXPeriods)<35,1,0);
Buy = IIf(Ref(C,-1)<bBottom AND close>bBottom AND ADX(ADXPeriods)<35,1,0);
Short = IIf(Ref(C,-1)>bTop AND close<bTop AND ADX(ADXPeriods)<35,1,0);
BarsSinceBuy=BarsSince(BuyCondition);
BarsSinceShort=BarsSince(ShortCondition);
LastBuyPrice=ValueWhen(Buy AND BarsSinceBuy<BarsSinceShort,BuyPrice);
LastShortPrice=ValueWhen(Short AND BarsSinceShort<BarsSinceBuy,ShortPrice);
StopLoss=optimize("SL",0.5,0.2,1,0.2);
Target=optimize("Target",1,0.5,5,0.5);
BuySL=BarsSinceBuy<BarsSinceShort AND Close<=LastBuyPrice-LastBuyPrice*(Stoploss
/100);
ShortSL=BarsSinceShort<BarsSinceBuy AND Close>=LastShortPrice+LastBuyPrice*(Stop

loss/100);
BuyTarget=BarsSinceBuy<BarsSinceShort AND Close>=LastBuyPrice+LastBuyPrice*(Targ
et/100);
ShortSL=BarsSinceShort<BarsSinceBuy AND Close<=LastShortPrice-LastBuyPrice*(Targ
et/100);
Sell=Short OR Close<bBottom OR BuySL OR BuyTarget;
Cover=Buy OR Close>bTop OR ShortSL OR BuyTarget;

Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);

ApplyStop(Type=0,Mode=1,Amount=StopLoss);
ApplyStop(Type=1,Mode=1,Amount=Target);
printf("\nBuy : " + Buy );
printf("\nShort : " + Short );
printf("\nCover : " + Cover );
printf("\nSell : " + Sell );
printf("\nBuyPrice : " + BuyPrice );
printf("\nShortPrice : " + ShortPrice );
printf("\nLastBuyPrice : "+ LastBuyPrice);
printf("\nLastShortPrice : "+ LastShortPrice);
printf("\nBuyCondition : "+ BuyCondition);
printf("\nShortCondition : "+ ShortCondition);
printf("\nBuySL : "+BuySL);
printf("\nShortSL : "+ShortSL);
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle(
"Style") | GetPriceStyle() );
Plot( bTop, "BBTop" + _PARAM_VALUES(), BBColor , Style );
Plot( bBottom, "BBBot" + _PARAM_VALUES(), BBColor , Style );
/* Plot Buy and Sell Signal Arrows */
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
_SECTION_END();

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