Statistical

Volume Divergence & Bayesian Projection Volume Divergence & Bayesian Projection A statistical edge engine for volume-price divergences Overview This indicator detects volume divergences — moments when price and volume disagree — and then applies Bayesian inference to answer a question most divergence tools ignore: "Historically, when this exact signal fired, what actually happened next?" Rather than just drawing a line and leaving you to guess, it learns from every completed signal on the chart and projects a probability distributi

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Raid Clock+ (M1D)Raid Clock+ Measures the New York time of day at which twelve liquidity pools are first traded through, and reads that history back as a conditional rather than a single hit rate. A pool taken on seven days in ten is not a seven-in-ten proposition at half past nine: by then the overnight raids have already spent themselves, and what is left is a smaller, later population. It also draws the higher timeframe liquidity those pools sit in. The pools, and reading liquidity against a clock, follow I

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SadashiTrading Gap Analyzer 📊 Overview: Gaps are among the most misunderstood price action phenomena. Most retail traders treat every gap as a "gap fill" opportunity regardless of market structure. The SadashiTrading Gap Analyzer evaluates historical gaps by contextualizing them through Trend Alignment (SMA) and Volume Expansion (RVOL). Instead of guessing, it calculates historical sample sizes, win rates, average returns, and Profit Factor Asymmetry on the fly. ⚙️ Key Features & Filters: - Gap Size Threshold (minGa

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par SadashiTrading

Machine Learning Statistics: kNN Win Rate vs Random Entries Before you trust a "machine learning" indicator - or pay for one - you can test it. This script measures the method most published ML indicators are built on against entries taken at random, on your instrument, your timeframe, your chart. Why random entries are the comparison that matters. A win rate on its own tells you very little. Buy anything at any moment, put a target above and a stop below, and you will win roughly half the time. That is arithmetic, not skill. So the useful question ab

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Repainting Statistics: Displayed vs Tradeable Win Rate Repainting means that an indicator draws or changes signals on bars that have already closed, using information that did not exist when those bars closed. Before you trust an indicator whose arrows mark every top and bottom - or a backtest built on such arrows - this script shows how much of that performance hindsight alone can create, on any chart. On randomly generated price bars - data with no trend and no pattern to find - a pivot-reversal arrow showed a 75.84% win rate. The same arrow, ent

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Monthly Statistical Levels Monthly Statistical Levels is an open-source indicator that plots monthly reference levels based on historical monthly price extensions from the monthly open. The goal of the script is to provide a clean statistical map for the current and recent months. It is designed as a market structure and reference-level tool, not as a buy/sell signal system. How it works The script uses completed monthly candles from TradingView data. For each completed month, it calculates two historical extensions:

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par Luigui_Herrera

AmendLogic Performance - Dynamic Matrix and Heatmap Engine Overview AmendLogic_perf is a high-performance analytics utility library designed for Pine Script v6 strategy scripts. It automates the calculation, compounding, and visual rendering of closed and rolling equity structures into a clean, institutional-grade monthly and yearly return matrix.By separating performance rendering from your core entry/exit logic, your scripts remain lean, scannable, and modular. Key Features Real-Time Compounding Engine: Continuously tracks equity variations ba

Bibliothèque

Dual Log Regression Channels [BigBeluga]Dual Log Regression Channels is a highly advanced multi-timeframe mathematical modeling terminal engineered for TradingView. It maps, projects, and blends two independent logarithmic regression channels directly onto your asset layout screen to deliver an institutional-grade perspective on trend structure, market cycles, and structural volume distributions. By separating price discovery parameters into a long-term Macro Channel and an execution-focused Short Term Channel, this tool effect

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OMSF Learning Space Welcome to the Omsf Learning Space. This is not a commercial "holy grail" indicator, nor is it a rigid, corporate course. This is my personal sandbox and educational archive where I dissect market structure, breakout mechanics, and reversal setups. THE CORE PHILOSOPHY: Everything in this space is built upon my Omsf (Objective Market Structure Framework). Whether you are a beginner trying to understand how charts breathe, or an advanced trader looking for mechanical rules – this space is design

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Generalized Fisher Transform [LB] Concept The Generalized Fisher Transform extends John F. Ehlers' classic Fisher Transform (2002) by introducing an adjustable shape parameter that controls the sensitivity profile of the transformation. While the original Fisher Transform maps any normalized input to a near‑Gaussian output to highlight statistical extremes, this generalized version allows traders to emphasize central regions (shape < 1) or extreme tails (shape > 1) depending on their strategy. Mathematical Foundation The i

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par luis_barlier

ALN Sessions [NQ Stats x CantoLab]A statistical tool for NQ intraday traders built around research from NQ Stats (NQStats on twitter / nqstats.com ). Credit to NQ Stats for the original concept and data — published here as an open source indicator with permission. Introduction This indicator visualizes Asia and London session ranges on NQ (NASDAQ futures), then overlays statistically-derived probability levels showing how likely price is to sweep each session's high or low — based on historical pattern data compiled by NQ St

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Initial Balance Breaks [NQ stats x CantoLab]An open source indicator built around the Initial Balance break statistics from NQ Stats (nqstats.com). Credit to NQ Stats for the original research — published here with permission. ⚠️ Important This is a statistical study indicator. It does not guarantee that the IB high or low will be hit. Over a large sample, this is the expected behaviour based on 10 years of NQ data. It is best combined with other confluences to confirm direction — this indicator alone is not a strategy. What is the I

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Hour Stats [NQ Stats x CantoLab]A statistical tool for NQ intraday traders built around research from NQ Stats (NQStats on twitter / nqstats.com). Credit to NQ Stats for the original concept and data — published here as an open source indicator with permission. What it does? For each New York session hour (08:00 – 16:00 NY time), the indicator tracks a specific setup: 1)Price opens strictly inside the prior hour's range 2)Price breaches the prior hour high or low by at least 1 tick (0.25 pts) 3)Whether price reverts back t

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Session Pulse [JOAT]Session Pulse Introduction Session Pulse is an open-source multi-session gap statistics engine that tracks, categorizes, and accumulates gap data across Asia, London, and New York trading sessions, marks every session boundary transition with labeled vertical lines on the chart, and presents a unified session statistics dashboard. It answers a specific and persistent question that many traders examine manually: how often, in which direction, and by how much does this instrument gap between

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par officialjackofalltrades

Premium & Discount Zones with Bias ═══════════════════════════════════════════════ PREMIUM & DISCOUNT ZONES WITH BIAS ═══════════════════════════════════════════════ A statistical mean-reversion framework that identifies premium (sell) and discount (buy) zones on your entry timeframe, derived from higher-timeframe structure. Built for intraday traders who want meaningful, stable reference levels without the noise of lower-timeframe volatility. WHAT IT DOES ───────────────────────────────────────────── This indicator projects fiv

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par FreedomByCharts

Regime Transition Intelligence [AGPro Series]Regime Transition Intelligence Most regime scripts answer a single question: "what regime are we in right now?". Regime Transition Intelligence is designed to answer a different, more actionable set of questions: how long does this regime usually last, how close to its typical end is it, how likely is it to flip within the next N bars, and where does it historically go when it does flip. Instead of treating the current regime as a standalone snapshot, it builds a living, self-calibrating stat

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Swap Engine - Pair Rotation (Z-Score) [AGPro Series]Swap Engine - Pair Rotation (Z-Score) 🔷 OVERVIEW Swap Engine - Pair Rotation (Z-Score) transforms the log-ratio between two correlated crypto assets into a disciplined tier ladder decision framework. Rather than signalling single-asset direction, the engine measures how stretched one pair has become relative to its rolling mean and proposes rotation between the two assets when the spread reaches statistically meaningful extremes. Every decision is evaluated on confirmed Engine TF bar close,

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Descriptive Statistics [Range, Interquartile Range, Range Ratio]This indicator compares two measures of price spread: Range and Interquartile Range (IQR). It is designed to describe market structure and volatility without predicting direction. Range measures the total distance between the highest and lowest values in the dataset. It captures the full extent of price movement, including extreme spikes and wicks. IQR (Interquartile Range) measures the spread of the middle 50% of data, from Q1 to Q3. It represents the core structure of price movement while re

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par mutaratugumewilliam

Descriptive Statistics [Mean + Std Dev Bands]This indicator models market structure using a parametric statistical approach based on the mean and standard deviation. It is designed to measure price volatility and deviation from average market behavior. It does not predict direction; instead, it describes how far price deviates from its statistical or arithmetic mean over a defined sample of data. What it shows? 1. Mean: The average price level, representing the central equilibrium of the dataset. 2. Standard Deviation (σ): Measures ho

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par mutaratugumewilliam

Descriptive Statistics [Median, Quartiles, Outliers]This indicator seeks to provide insight to traders by modeling market structure using widely accepted statistical methods applied to price data. It does not predict direction; instead, it describes how current price behaves relative to its historical distribution. It is built around non-parametric statistics, making it resistant to distortion from extreme price movements. What it shows? 1. Median (Q2): The central equilibrium level of price distribution. 2. Quartiles (Q1, Q3): Boundaries

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par mutaratugumewilliam

Smart Reversal Entry Smart Reversal Entry Smart Reversal Entry is an open-source reversal-entry indicator built around one specific analytical idea: after a short, directional three-candle expansion move, the first confirmed candle closing back in the opposite direction can create a structured reversal-entry opportunity when it appears in the correct EMA context. This script is not designed to mark every bullish or bearish candle, and it is not intended to behave like a generic trend-following overlay, a standar

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par tradewsamet

Volatility Z-Score [NovaLens]Volatility Z-Score is a statistical volatility indicator that measures how far the current ATR deviates from its historical average, expressed in standard deviations. Built on the Z-Score method used by quantitative desks to detect anomalies, it self-normalizes across any asset and timeframe - no parameter guessing needed. ◉ HOW IT WORKS Most traders watch ATR to measure volatility - but raw ATR numbers are meaningless without context. ATR = 50 tells you nothing unless you know the asset's

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Quant Reversal Index [AlgoPoint]Overview The AlgoPoint Quant Reversal Index is a normalized (0-100) oscillator designed to measure mean-reverting tendencies in financial time series. By combining the Hurst Exponent, an Autoregressive AR(1) Half-Life model, and Ornstein-Uhlenbeck (OU) boundaries, this indicator evaluates whether an asset is in a trending or ranging regime and calculates its proportional deviation from a dynamic historical mean. Mathematical Core & Components This indicator relies on three primary quantitati

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Nova Statistical Filtering Oscillator [Pineify]Nova Statistical Filtering Oscillator - Advanced Mean Reversion Trading Tool A sophisticated statistical oscillator that identifies overbought and oversold market conditions using Z-Score normalization and dynamic volatility bands The Nova Statistical Filtering Oscillator (NSFO) is an advanced technical analysis tool designed to help traders identify potential mean reversion opportunities in financial markets. By combining statistical price normalization with adaptive smoothing technique

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