mean

This is a mean reversion indicator that anticipates a local trend reversion. Basically, it is a channel with the mid-line serving as a moving mean baseline. Each of the two curves run up and down within this channel bouncing off from the top and bottom bounds. Touching the bounds serves as an indication of a local trend reversal. The reversal signal is stronger...

This is a continuation of my series on forecasting techniques. The idea behind the Simple Mean method is to somehow extend historical mean to the future. In this case a forecast equals to last value plus average change. Donate: PayPal (paypal.me)

Aggregate signal assembly improved. Below is an extendable engine that can produce feasible signals provided you supply non-contradicting factors. Ex., the list of factors can include rsi_stoch, emo, macd, dpo, roc, accdist, cctbb, awesome, tva, and lots of others. Possible candidates are listed in the code. Donate: PayPal (paypal.me)

Vdub Retro Renko / TESTING / under chart settings set Renko ATR = 1-3 Having slight problem with original settings to the Renko chart Renko D chart ATR= 1 = Candle stick chart = 1wk

This oscillator is used for *mean reversion* strategies only. This oscillator calculates the real-time distance of a price-point subtracted from the SMA, then compares it to the average distance to determine equilibrium imbalances. When the imbalance becomes less and goes under the signal line, a reversal is very likely. Do not trade mean reversion during any...

Ok, Here we go - Version 1 of TTM Reversion Band goes live. Link to TTM Reversion Band - www.tradethemarkets.com Link to TTM Reversion Band Guide - kb.simplertrading.com John Carters Mastering the trade - www.amazon.com For the amount of...

For my second share, I give you some levels I look at everyday for the ES minis. HLC/3 of the MTF (multi-time-frame) inputs = mean and Fib-levels formed as support and resistance zones. There are some websites that will show you 20 ways to figure out a pivot for the day's intraday workings, and this one always rang true for me. I keep it set at Res=D and...

Price equilibrium study. Can be used for mean reversion.

English: This script shows the price development over the last year (default: green) and mean prices over the last three (default: light green), six (default: orange) and nine (default: red) years and is therefore at least some kind of approach towards true seasonality. Thanks to user "apozdnyakov" for providing most of the code! Deutsch: Dieses Skript zeigt den...

Mean Reversion Algorithm

A basic mean-reversion strategy. Shorts when the close is 10% above the MA, and goes long when it's 10% below the MA.

Simple MA's 20 and 50 are averaged to produce a mean MA line. I like the smoothness of it, and it can help you stay in a trade in the slow moving trends. Also if you start to see a large cloud in your favor, it could be a great time take the profits.

Mean Reversion and Momentum Interpretation: - Divergence means trend reversal - Parallel movement means trend continuation Squares above serve as a confirming signal

The Bollinger Imbalance Oscillator is used for *mean reversion* purposes only. It uses Double Bollinger deviation levels to determine each level of perceived imbalance. When price start to revert to its mean after an imbalance, small char-type arrows appear to assist with direction. This oscillator also includes a squeeze feature on the center-line, based on...

Z-Score indicator. Use it as a supplement to Bollinger bands.

Mean Reversion and Momentum Interpretation: - Divergence means trend reversal - Parallel movement means trend continuation Squares above serve as a confirming signal

B3 Pendulums, quick little indicators that do change print inside the current bar, so beware. It is good for anticipation, but it is important to make sure the current and next bars follow through. Ever wanted an indicator that really points out the micro term action in the form of a pendulum swing? This my attempt to show the market ups and downs in the...

Hello traders and developers! I was wondering how built-in "dev" function in Pine is calculated so I made a little research. I examined 7 samples: 0) "dev" function itself 1) "dev" according to its description: series - sma(series) 2) Mean Absolute Deviation 3) ratio of the absolute difference from 1) divided by period 4) ratio of the difference from 1)...