Mean reversion trading strategy

An implementation of mean reversion trading strategy using classic TA indicators modified with EOT filter. Signals generated and visualised using Pandas and Matplotlib

Requirements

pandas
numpy
matplotlib
ccxt 
backtesting 
pyti 
dateparser pandas_ta 
plotly

Technical Indicators

Bollinger Bands, 1.9 standard deviations on 20 period
ATR Bands for SL calculation with 15 multiplier
EMA 200 for Higher timeframe trend analysis
Ehlers Onset Trend Indicator for trend smoothening
Six Candlestick strategy

Data Analysis Report

Mean Reversion trading strategy