Mean-reversion-indicator — Wskaźniki i Strategie

Mean Reversion Indicator Mean Reversion Indicator This indicator generates buy and sell signals based on a mean reversion framework. Buy signals appear when price conditions suggest oversold levels with confirmation filters applied. Sell signals appear when price conditions suggest overbought levels or profit-taking opportunities. Includes background shading to highlight the backtest window. Alerts are available for both Buy and Sell signals, so users can receive notifications in real-time. ⚠️ This indicator is for analysis and alerts only. It does not include strategy backtesting or trade execution.

Mean Reversion & Momentum Hybrid | D_QUANT 📌 Mean Reversion & Momentum Hybrid | D_QUANT 📖 Description: This indicator combines mean reversion logic, volatility filtering, and percentile-based momentum to deliver clear, context-aware buy/sell signals designed for trend-following and contrarian setups. At its core, it merges: A Bollinger Band % Positioning Model (BB%) A 75th/25th Percentile Momentum System A Volatility-Adjusted Trend Filter using RMA + ATR All tied together with a dynamic gradient-style oscillator that visualizes signal strength and persistence over time — making it easy to track high-conviction setups. Signals only trigger when all three core components align, filtering out noise and emphasizing high-probability turning points or trend continuations. ⚙️ Methodology Overview: Bollinger Bands % (BB%): Price is measured as a percentage between upper and lower Bollinger Bands (based on OHLC4). Entries are only considered when price exceeds custom BB% thresholds — emphasizing market extremes. Volatility-Based Trend Filter (RMA + ATR): A smoothed RMA baseline is paired with ATR to define trend bias. This ensures signals only occur when price deviates meaningfully beyond recent volatility. Percentile Momentum Model (75th/25th Rank): Price is compared against its rolling 75th and 25th percentile. If price breaks these statistical boundaries (adjusted by ATR), it triggers a directional momentum condition. Signal Consensus Engine: All three layers must agree — BB% condition, trend filter, and percentile momentum — before a buy or sell signal is plotted. Gradient Oscillator Visualization: Signals appear as a fading oscillator line with a gradient-filled area beneath it. The color intensity represents how “fresh” or “strong” the signal is, fading over time if not reconfirmed, offering both clarity and signal aging at a glance. 🔧 User Inputs: 🧠 Core Settings: Source: Select the price input (default: close) Bollinger Bands Length: Period for BB basis and deviation Bollinger Bands Multiplier: Width of the bands Minimum BB Width (% of Price): Prevents signals during low-volatility chop 📊 BB% Thresholds: BB% Long Threshold (L): Minimum %B to consider a long BB% Short Threshold (S): Maximum %B to consider a short 🔍 Trend Filter Parameters: RMA Length: Period for the smoothed trend baseline ATR Length: Lookback for ATR in trend deviation filter ⚡️ Momentum Parameters: Momentum Length: Period for percentile momentum calculation Mult_75 / Mult_25: ATR-adjusted thresholds for breakout above/below percentile levels 🎨 Visualization: Bar Coloring: Highlights candles during active signals Background Coloring: Optional background shading for signals Show Oscillator Plot: Toggle the gradient-style oscillator 🧪 Use Case: This indicator works well across all assets for trend identification. It is particularly effective when used on higher timeframes (e.g. 12H, 1D,2D) to capture mean reversion bounces or confirm breakouts backed by percentile momentum and volatility expansion. ⚠️ Notes: This is not financial advice. Use in combination with proper risk management and confluence from other tools.

HMA Z-Score Probability Indicator by Erika Barker This indicator is a modified version of SteverSteves's original work, enhanced by Erika Barker. It visually represents asset price movements in terms of standard deviations from a Hull Moving Average (HMA), commonly known as a Z-Score. Key Features: Z-Score Calculation: Measures how many standard deviations the current price is from its HMA. Hull Moving Average (HMA): This moving average provides a more responsive baseline for Z-Score calculations. Flexible Display: Offers both area and candlestick visualization options for the Z-Score. Probability Zones: Color-coded areas showing the statistical likelihood of prices based on their Z-Score. Dynamic Price Level Labels: Displays actual price levels corresponding to Z-Score values. Z-Table: An optional table showing the probability of occurrence for different Z-Score ranges. Standard Deviation Lines: Horizontal lines at each standard deviation level for easy reference. How It Works: The indicator calculates the Z-Score by comparing the current price to its HMA and dividing by the standard deviation. This Z-Score is then plotted on a separate pane below the main chart. Green areas/candles: Indicate prices above the HMA (positive Z-Score) Red areas/candles: Indicate prices below the HMA (negative Z-Score) Color-coded zones: Green: Within 1 standard deviation (high probability) Yellow: Between 1 and 2 standard deviations (medium probability) Red: Beyond 2 standard deviations (low probability) The HMA line (white) shows the trend of the Z-Score itself, offering insight into whether the asset is becoming more or less volatile over time. Customization Options: Adjust lookback periods for Z-Score and HMA calculations Toggle between area and candlestick display Show/hide probability fills, Z-Table, HMA line, and standard deviation bands Customize text color and decimal rounding for price levels Interpretation: This indicator helps traders identify potential overbought or oversold conditions based on statistical probabilities. Extreme Z-Score values (beyond ±2 or ±3) often suggest a higher likelihood of mean reversion, while consistent Z-Scores in one direction may indicate a strong trend. By combining the Z-Score with the HMA and probability zones, traders can gain a nuanced understanding of price movements relative to recent trends and their statistical significance.

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Buy Sell Bands Buy Sell Bands is a super simple indicator based on the mean reversion (range trading) strategy that shows you exactly where to buy, sell and close trades on every chart, market and timeframe. It's best used together with our Range Strength indicator to identify when the market is in a range mode, this is the best time to take the entry signals from the Buy Sell Bands. How Is It Different From Other Indicators? - Designed specifically for the mean reversion (range trading) strategy - Upper and lower bands are based on current and past volatility - Aren't as sensitive to "squeezes" after periods of contracted volatility - Works well in conjunction with the Range Strength Indicator to confirm entry signals - Helps identify good "pair trading" opportunities - Can be applied to all markets and timeframes How To Use The Indicator? 1) Visit our website URL shown below this description and signup 2) We will then grant your TradingView username permission to use our indicators 3) Go to your Indicators window, then the Invite-Only section and add our indicators to your chart 4) Our indicators will then show on every chart you now look at 5) You can set up alerts to be notified in real time of trading signals from our indicators 6) Read our user manual for all the best tips on how to use our indicators as part of a range trading strategy 7) Feel free to reach out to us for personal one-on-one help with getting setup What Markets and Conditions Does It Work Best On? All markets cycle between trending and ranging modes, and the key to successfully using these indicators is identifying when the market is in or about to go into a range trading mode, and as such it can be applied to all markets and timeframes. Some markets and timeframes trade within ranges more predictably than others, for example Forex, Cryptocurrencies, and Futures on the 15 minute timeframe during the US night session can work well due to the lack of price sensitive news creating lasting trends. With Stocks & ETFs on the 5 minute timeframe during the midday session on large cap blue chip stocks with no recent news releases can show strong range trading environments to use our indicators in. In addition to single markets, you can also use our indicators on pair charts, for example Coca Cola(KO) versus Pepsi(PEP), you can do this by entering KO/PEP inside your TradingView chart quote box and it will bring up a pair chart. Our indicators will show buy and sell signals right on the pair chart just like any other single instrument chart. You can get very creative with what type of pairs you can come up with. Our indicators are primarily designed for day trading and swing trading, however they can also be used for position trading and investing by identifying technically oversold and overbought range levels that are based on current and past volatility around a dynamic average price, for this we recommend using a weekly chart to identify longer trading opportunities. As always indicators should be used as part of a trading strategy to assist in making decisions, instead of just blindly following every signal they produce you should always seek to compliment technical trading signals with additional analysis to reduce your risk and increase your odds of making a winning trade. Examples Of Use On Various Markets and Timeframes GBP vs CHF Forex Pair 15 Minute Chart Tesla Stock 1 Minute Chart Bitcoin vs USD Crypto Pair 15 Minute Chart Micro E-Mini SP500 Futures 1 Minute Chart Mastercard vs Visa Stock Daily Pair Chart To gain access to the Buy Sell Bands and Range Strength Indicators visit our website shown below. Happy Range Trading :)