Here is the Reversals 2 strategy kernel.

Reversals 2 uses a slightly more sophisticated approach than Beer Money and TMA2. The following assumptions are made. Some stocks are range-bound and are a suitable match for the algo. A rolling window will be maintained. The maxima and minima of the rolling window are particularly relevant and will be calculated and utilized. The lowest minima are more relevant than the highest minima. The highest maxima are more relevant than the lowest maxima. The maxima and minima that are more recent in time are more relevant. The more relevant maxima and minima are given a higher weight, and buy and sell prices are calculated through appropriate weighted averaging of the maxima and minima.

The main calculations have been componentized in the Reversal class so that you can readily utilize the Reversals 2 strategy kernel. I don't recommend trading the default stock as too many others will likely try the same. You can tweak the settings as well to make it your own. The algo is in second resolution as you can get higher gains, but I do most of my testing at minute resolution as that's faster. Just the strategy kernel with a single stock algo are being provided for free, screening for more suitable stocks and multi-stock algos are another endeavor.

Use at your own risk.

Warren Harding