Reversion

Volume Weighted Outlier Bands [Pineify]Overview This robust deviation overlay tests whether relative participation supports an unusual move. A prior-window median and MAD set the baseline; a two-level field narrows on strong volume and widens on thin volume. Problem Definition Standard-deviation bands treat every observation alike. A low-volume wick and a high-volume close can receive the same z-score despite different participation. Mean and deviation also move toward the outlier, changing the yardstick during the event. Fixed b

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Pineifyの投稿

Quorum Introduction Quorum is a single TradingView overlay built to answer one question: do several independent reads agree right now? Most losses come from acting on a lone oscillator. Quorum withholds a full-stack entry until votes, trend, and stretch line up. It is original work inspired by two public workflows. The vote-and-stack idea follows the IADSS demo (confluence, trend, optimised trend, mean reversion). The tight lime/magenta trail is a SuperTrend — the same family of tool as Ivan on Tech

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Prometheu55の投稿

Rolling Z Score Reversion Map [Pineify]Rolling Z Score Reversion Map Overview This map keeps rolling price Z-score visible while separating reversion-eligible extremes from trend-aligned extremes. It describes context; it does not forecast returns or issue trades. Problem Definition Z-score measures distance from a rolling mean in deviation units. Fixed lines such as +2 and -2 treat every extreme alike. That fails when the mean moves: positive Z can persist with a rising mean, so a contrarian reading confuses extension with d

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Pineifyの投稿

MA Distance Stretch & Mean Reversion Levels Shows how far price is from the 50 and 200 MA, and whether that distance is normal or overstretched relative to the ticker's own history. Most "distance from MA" tools give you a raw percentage and leave you to guess whether +23% is a lot. This one measures the rolling mean and standard deviation of that distance over a lookback, converts the current reading into a z‑score, and tells you in plain words where you are. What you see 📐 % distance from each MA (optional $ distance) 📊 μ / σ — histo

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Reballo Ehlers CG - Two-Speed What it is John Ehlers' Center of Gravity oscillator, normalised to a ±1 range and run at two very different speeds at once. Most CG scripts run one length around 10-20 bars and use it for swing entries. This one runs 128 and 256 bars and averages them. That turns it from an entry tool into a "how deep in the hole are we" gauge . How it's built Center of Gravity = the weighted mean position of price inside the window. Price sitting near the recent highs pulls the CG one way, price ne

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Longtoonmaewの投稿

Reballo Regime Detector - ER + RelVol + Autocorrelation What it measures Most indicators try to tell you which way price is going. This one asks a different question: is the market in a mood where trend-following works, or one where fading works? You get one number, the Regime Score, from 0 (ranging / choppy) to 1 (trending). Under the hood it blends three different ways of looking at price, each measured at three speeds (16 / 32 / 64 bars by default). The three components 1. Efficiency Ratio (Kaufman) How straight is the path? Net dist

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Longtoonmaewの投稿

Robust Regression Residual Bands [Pineify]Robust Regression Residual Bands Overview This overlay fits a rolling line while bounding influence from unusual closes. It shows a robust center, two MAD shells, confirmed extremes, and an optional dashboard. It is context, not a forecast. Problem Definition Least-squares channels and standard deviation magnify large errors. One gap, wick, or bad print can rotate the line and widen its bands, changing both the reference and the meaning of “far.” Short windows add noise; long ones preser

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Pineifyの投稿

Trade Wzrd - Null Range [Rampage Series]✨ TRADE WZRD - NULL RANGE Every range has two middles. The one price draws - the midpoint - and the one VOLUME draws: the exact price where everything traded inside the range nets to nothing. Half the participation above, half below. The balance point where the tug-of-war reads null . Null Range plots that line, builds a channel out of volume's own deviation, and fades the pokes that venture beyond it - out where participation thins to nothing. Not a promise - a receipt. ⚡ THE RAMPAGE

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trade-wzrdの投稿

Keltner Position Divergence with Reliability Scoring Overview Keltner-Position Divergence with Reliability Scoring turns where price sits inside its Keltner channel into a bounded oscillator, reads it for divergence against price, and then scores — in real time — whether those divergences have actually been worth acting on for the symbol on your chart, and which direction is carrying the edge. It is a context / research read, not a standalone buy or sell signal. The idea A Keltner channel frames price with an ATR envelope around a moving averag

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Market_Logic_Indiaの投稿

DJT Strategy - The Art of the Dip WHAT THIS IS A satirical — but mechanically honest — volatility-event mean-reversion strategy for index charts (ES, SPX, SPY, NQ...). It trades one hypothesis, known to Wall Street as the TACO trade ("Trump Always Chickens Out"): when a policy Announcement detonates the VIX, the sell-off is usually walked back within days — a "90-day pause," a "very productive call," a clarification that the tariffs apply primarily to penguins. The dip, having been artisanally manufactured, is bought. The jok

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GandalfTradesの投稿

Auction Regime Router Entropy Gate & Hurst Memory Auction Regime Router — Entropy Gate & Hurst Memory What it is Every structure playbook fails in the wrong regime. Fading the value-area edge works when price is anti-persistent (stretches snap back); riding a breakout works when price is persistent (moves feed on themselves); and nothing structural works when the tape is noise. This tool measures two things — how much structure exists, and what kind it is — and routes to a plain-language answer: FADES VIABLE / BREAKOUTS VIABLE / STAND ASIDE.

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Market_Logic_Indiaの投稿

Composite Reversion Oscillator Composite Reversion Oscillator A short-term mean-reversion oscillator that blends three different "how stretched is this?" reads into one 0–100 line: how overbought/oversold momentum is, how long the current up/down streak has run, and where the latest return ranks against its own recent history. Each measures a different face of over-extension; together they flag exhaustion more reliably than any one alone. Why these parts are combined (not a mashup for show). A short momentum oscillator flag

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Market_Logic_Indiaの投稿

Dominant Cycle Oscillator Dominant Cycle Oscillator A cycle tool that measures the market's current dominant cycle length directly from the data — rather than assuming a fixed period — then reads where price sits inside that cycle (its phase) and how strong the cycle is (its power). It answers three things a fixed-length oscillator can't: how long the cycle is right now, where we are within it, and whether a tradable cycle even exists. Why these parts are combined (not a mashup for show). Each is required by the previo

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Market_Logic_Indiaの投稿

Sharp Reversal Oscillator Sharp Reversal Oscillator A reversal-timing oscillator that re-shapes price into a near-Gaussian form so turning points snap into sharp, clear extremes instead of rounded, ambiguous ones — then scores its own turns forward on your chart, in plain language, so you can see at a glance whether to act or wait. Why these parts are combined (not a mashup for show). Three steps are stacked, each fixing the previous one's flaw. Raw price excursions are fat-tailed, so it's unclear where an extreme real

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Market_Logic_Indiaの投稿

Adaptive Trend Cycle Oscillator Adaptive Trend Cycle Oscillator A bounded cycle-timing oscillator that does two things most cycle tools don't: it tunes its own period to the market's measured rhythm, and it scores its own signals forward on your chart in plain language — so you can see at a glance whether to act or wait. What it is. A 0-100-style cycle line (shown −100…+100) that highlights up-phases and down-phases and marks turns out of oversold/overbought. A dashboard translates the current state into a one-word verdict a

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Market_Logic_Indiaの投稿

VWAP Deviation Divergence Oscillator VWAP Deviation Divergence Oscillator ## Overview The VWAP Deviation Divergence Oscillator turns the **deviation of price from its session-anchored Volume-Weighted Average Price (VWAP)** into a standardized, bounded oscillator, and then looks for **divergence between price and that deviation**. The idea it tests: when price makes a new extreme but sits less far from VWAP than before, the volume-weighted average is no longer confirming the move. It is a single-pane oscillator. It requires real

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Market_Logic_Indiaの投稿

Anchored VWAP Reversion Channel Anchored VWAP Reversion Channel — Regime-Gated Fade Framework ## What this script does This is an **analytical study** that frames mean-reversion ("fade") setups around an **anchored, volume-weighted regression channel**, then **gates** those setups by a statistical market-state test and **scores** them against their own forward outcomes. It does not place orders and it is not a signal service — its purpose is to let you see, on your own instrument and timeframe, whether fading a stretched mov

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Market_Logic_Indiaの投稿

Elaris Mean Reversion Pro Elaris Mean Reversion Pro Elaris Mean Reversion Pro is a multi-factor mean reversion indicator designed to help traders identify situations where price has moved significantly away from its statistical mean and may be entering a potential reversion phase. The indicator combines adaptive deviation bands, volatility measurements, momentum filters, market regime analysis, and optional higher-timeframe confirmation to provide a structured framework for analyzing stretched market conditions. Unli

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ElarisGroupの投稿

Machine Learning: Volume-Weighted Mean Reversion [Dots3Red]█ MACHINE LEARNING: VOLUME-WEIGHTED MEARN REVERSION KERNEL REGRESSION Nadaraya-Watson kernel regression is a non-parametric machine learning method. Unlike moving averages which apply fixed, predefined weights to historical bars, kernel regression derives each bar's weight from a mathematical function — the kernel — that measures how relevant that bar is to the current estimate. No hardcoded coefficients. No assumed shape. The model adapts purely from the data. This script introduces a

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Dots3Redの投稿

Anchored VWAP Channel Anchored VWAP Channel — Regime, Confluence & Reversals What it is This is a single overlay that builds a complete read of price around one Anchored VWAP. Instead of just drawing a VWAP line, it wraps the VWAP in a volatility channel and then layers the context a discretionary trader normally checks by eye — where price sits versus fair value, whether the move is trending or stretched, where high-volume and Fibonacci levels line up, and where the edges are getting rejected. Everything is derived

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Market_Logic_Indiaの投稿

Celestial Mean Reversion Envelopes [Pineify]Celestial Mean Reversion Envelopes This indicator identifies mean reversion opportunities by wrapping an adaptive moving average in standard deviation envelopes and signaling when price snaps back inside after piercing a band. Rather than using a fixed-period moving average as the baseline, the central line adapts its speed based on how frequently price is setting new highest highs or lowest lows — it tracks price quickly in trending conditions and almost freezes in ranges, so the bands shift

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Pineifyの投稿

Hurst Exponent Strategy [Fast + Weekly]## Overview The **Hurst Exponent Strategy ** is an advanced quantitative tool that calculates the Hurst Exponent ($H$) using the Rescaled Range ($R/S$) analysis. Instead of tracking directional momentum or price overlays, this indicator measures the **statistical memory** and fractal dimension of financial time series to detect market regimes. It helps traders identify whether an asset is trending, mean-reverting, or trapped in a state of pure noise (chaos). --- ## The Mathematics of Market

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Jeko693の投稿

Mean Reversion Pro 📊 Mean Reversion Pro — Data-Driven Edge on Any Market, Any Timeframe Most mean reversion indicators tell you the price is "too far" from the moving average. This one tells you exactly how far is statistically worth trading — using your own chart's historical data as proof. Works on all instruments and timeframes: futures (NQ, ES, CL, GC…), crypto (BTC, ETH, SOL…), forex (EUR/USD, GBP/USD…), indices (SPX, DAX, NASDAQ…), stocks, commodities — anything with a price and volume. ──────────────────

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mounir438の投稿

Statistical Mean-Reversion Engine [SMRE]## Statistical Mean-Reversion Engine (SMRE) SMRE is an open-source mean-reversion indicator that combines a rigorous statistical core with up to eight optional confirmation layers, designed primarily for index-futures trading on intraday timeframes (1-minute through 1-hour). ### What it does For every bar, SMRE fits an Ornstein-Uhlenbeck (OU) process to the recent price series via linear regression on lag-1 prices, yielding four outputs: - **μ (the mean)** — the equilibrium price the series

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Market_Logic_Indiaの投稿