meanreversion

Zettt

This is a brand new version of my Peak Reversal indicator. As with the older version, the idea behind this indicator is simple: identify potential price reversal areas, and identifying markets which are trending. In this new version I focused on improving on the old concept, but introduced a bunch of features heavily inspired by Adam Grimes' ideas from The Art and...

TradeChartist

™TradeChartist Intensity Pro is a visual indicator that comes with 5 Visual Themes and Auto-fibs feature that helps traders with Entry/Exit and levels confirmation based on where the price is, in relation to the Orange Price Equilibrium line and the 5 zones of Bull/Bear limits that fade into the top or bottom outer space. ™TradeChartist Intensity is an original...

QuantNomad

My first try to implement Full Hurst Exponent. The Hurst exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series and the rate at which these decrease as the lag between pairs of values increases The Hurst exponent is referred to as the "index of dependence" or "index of long-range dependence". It...

Sawcruhteez

The exa is an oscillator that combines fisher transform with distance from moving average and it is based on a theory that exhaustion can be derived from how far price is able to extend from a moving average, on average. The fisher transform converts price into a gaussian normal distribution, also known as a bell curve {1}. A normal distribution is a type of...

QuantNomad

This is a simplified version of the Hurst Exponent indicator. In the meantime, I'm working on the full version. It's computationally intensive, so it's a challenge to squeeze it to PineScript limits. It will require some time to optimize it, so I decided to publish a simplified version for now. The Hurst exponent is used as a measure of long-term memory of time...

GlobalMarketSignals

Finally, I'm posting this! Okay so here's the deal. This is my variation of a supertrend indicator... in the sense that the colors and levels will swap back and forth like a traditional supertrend but these are obviously bands... The only possible adjustments are which moving average you want to use, it's length, the ATR length, and of course the input...

SparkyFlary

Yet another way to try and measure volatility. An alternative to using ATR is Standard Deviation, it can be used to measure volatility or what is also known as risk. SD measures how dispersed or far away the data is from the mean. It's commonly seen in risk management formulas or portfolio diversification formulas. The problem however is that the numbers that ATR...

NeoButane

█  OVERVIEW Official release of VPR Grid, a mean reverting, trend discovering tool meant to protect capital and find high probability entries. What this indicator is meant to be used for: Mean reverting trades Entries or exits for either swing trades or scalps Traditional and cryptocurrency markets Low and high timeframe setups Sentiment checks ...

arkaydeus

This is the 'on chart' indicator. See also "Ark Crypto Heatband" indicator for a side-by-side BTC view, without a re-scaled line. The crypto landscape is largely dominated by BTC and characterised by cyclical stages with varying degrees of mean reversion. To understand what stage of the cycle we are currently experiencing, it is useful to examine to what degree...

arkaydeus

The crypto landscape is largely dominated by BTC and characterised by cyclical stages with varying degrees of mean reversion. To understand what stage of the cycle we are currently experiencing, it is useful to examine to what degree the current BTC price has extended beyond a long term average. This is true even when analysing other crypto assets and helpful to...

fareidzulkifli

Description : Mean Reversion Channel objective, based on Mean Reversion theory ( everything has a tendency to revert back to its mean), is to help visualizing: Inner Channel -> Dynamic Support and Resistance Outer Channel -> Overbought/Oversold Zone which may signal consolidation phase or potential reversal due to unsustainable move Details on some of...

balipour

In Finance, people usually assume the price follows a random walk or more precisely geometric Brownian motion. In 1988, Lo and MacKinlay came up with the variance ratio test to refute the random walk hypothesis and efficient market hypothesis. The variance ratio test is a simple test for market efficiency, autocorrelation, and whether price follows a random walk....

balipour

In statistics, the Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation at lag 1 (AR(1) process) in the residuals (prediction errors) from a regression analysis. With the new array function tradingview implemented, we are able to do our calculations on the residuals. The residual is given by subtracting the actual value (in...

GlobalMarketSignals

This is Mr. Yen's color zone. I have also added an input to adjust the sizes of each box. Mainly targeted for MES and ES. The default settings are as he describes: white line is the previous day close red zone = +/- 20 from the previous day close yellow zone = +/- 40 from the previous day close green zone = +/- 60 from the previous day close blue zone = +/- 100...

racer8

Description: ATR Pivot Point Index (ATR_PPI) is based on the theory of mean reversion. I was inspired to create this indicator after watching a particular YouTube video on the UKspreadbetting channel. In this video, the trader being interviewed mentioned that he would exit when price is too far from the moving average. In other words, he exits when he thinks...

GlobalMarketSignals

This is the TD Sequential with a keltner channel filter. PS - The TD Sequential numbers also go up to 13. Based on: and Hope it helps, Andre

balipour

The Hurst exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series and the rate at which these decrease as the lag between pairs of values increases. The Hurst exponent is referred to as the "index of dependence" or "index of long-range dependence". It quantifies the relative tendency of a time series...

TradeChartist

™TradeChartist Momentum Drift Oscillator is a elegantly designed Oscillator that uses both trend following and mean reversion models, that helps visualize the price momentum, based on user defined lookback period and standard deviation. =================================================================================================================== Momentum...