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Multi-Timeframe Stochastic RSI Momentum Matrix

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This indicator gives you a "bigger picture" view of a stock's momentum by showing you the Daily, Weekly, and Monthly Stoch RSI all in one place. It helps answer two key questions: "Where is the price going?" and "When might things change?". The results of this indicator are presented in a table for easy viewing.

What the Columns Mean:

  • Stoch RSI: The main momentum score. Red means "overbought" (momentum is high and might be getting tired), and green means "oversold" (momentum is low and might be ready to bounce).
  • Price for OB/OS: This shows you the approximate price the stock needs to hit to become overbought or oversold.

    - (Hist) means the target is a real price that happened recently.
    - (Pred) means the price has exceeded the historical momentum boundary at which was oversold or overbough so the indicator has to predict a new target instead of leveraging a historical target.

  • Key Anchor Reset In: Think of this as a simple countdown. It tells you how many bars (days, weeks, etc.) are left until a key old price is dropped from the indicator's memory. When this countdown hits zero, it can cause a sharp change in the momentum reading, giving you a "heads-up" for a potential shift.



If you're interested in more technical details, read below:

I have leveraged a quantitative framework for analyzing the temporal dynamics of the Stochastic RSI across multiple timeframes (Daily, Weekly, Monthly). It functions as a correlational matrix, designed to move beyond simple overbought/oversold signals by providing contextual and data-driven targets in both price and time.

The matrix computes two primary sets of forward-looking data points:

  1. Price Targets: A hybrid model is employed to determine the price required to push the StochRSI oscillator into an extreme state.

    - Historical Anchor (Hist): This is the primary/default method. It identifies the
    deterministic close price within the lookback period that corresponds to the highest (or
    lowest) RSI value. This represents a concrete and historically-defined momentum boundary.

    - Predictive Heuristic (Pred): In instances where the current price has invalidated this
    historical anchor (i.e., the market is in a state of momentum expansion), the model
    switches to a predictive heuristic. It calculates the recent price-to-RSI volatility ratio and
    extrapolates the approximate price movement required to achieve an overbought or
    oversold state.

  2. Temporal Targets ("Key Anchor Reset In"): This metric provides a temporal forecast. It identifies the highest and lowest RSI values currently anchoring the Stochastic calculation and determines the number of bars remaining until these key data points are excluded from the lookback window. The roll-off of these anchors can precede a significant, non-linear reset in the oscillator's value, thus serving as a leading indicator for a potential momentum state-shift.


Disclaimer: This tool is a derivative of historical price action and should be used for quantitative analysis of momentum states, not as an oracle. The "predictive" components are heuristic extrapolations based on recent volatility and momentum characteristics and they are probabilistic in nature and do not account for exogenous market variables or fundamental shifts. All outputs are contingent on the continuation of the ticker's current momentum profile.




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