Zscoreindicator

Z-Score Mean Reversion Probability [Dots3Red]📊 Z-Score Mean Reversion Probability This script measures how far price has stretched from its own average (z-score), then checks this chart's history to show how often price actually moved back after being that stretched — as a percentage, with the sample size next to it ✨ WHY THIS MATTERS Standard deviation bands and z-score oscillators all answer the same question — "how stretched is price right now?" — but none of them answer the question that actually matters to a trader: when it's be

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Quant Regime Oscillator [JOAT]════════════════════════════════ QUANT REGIME OSCILLATOR ════════════════════════════════ A separate-pane composite oscillator that fuses two classic quant signals — how stretched price is from its own mean, and how strong its momentum is relative to recent volatility — into a single bounded line from -100 to +100 . A Kaufman Efficiency Ratio regime filter then decides whether the market is Trending , Mean-Reverting , or Random , so signals only fire when conditions actually suppo

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par officialjackofalltrades

Z-Score Flow Pro [JOAT]Z-SCORE FLOW PRO A rigorously-statistical mean-reversion oscillator built on top of two of the cleanest primitives in market analysis — the Z-score of price against its own rolling mean and the EMA-smoothed RSI — and wrapped in a regime-aware visual and signal pipeline that knows when not to fire. Why Z-score A Z-score answers the question every reversion trader is really asking: "How many standard deviations is price from where it usually sits?" It is regime-aware by constructi

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par officialjackofalltrades

Momentum Vol Composite Pro [JOAT]MOMENTUM VOL COMPOSITE PRO A four-factor composite oscillator that fuses momentum, volatility, volume-flow, and trend into a single Z-normalised line — then exposes per-factor weights, divergence detection, an ASCII gauge dashboard, and a slope-coloured composite MA. Built on the idea that no single oscillator tells you what the market is doing — but four orthogonal ones, properly normalised and weighted, can. The four factors Each factor is Z-normalised (subtract its own rolling mean

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par officialjackofalltrades

MIDAS Fibonacci Cloud [JOAT]MIDAS Fibonacci Cloud Introduction MIDAS Fibonacci Cloud is an open-source VWAP-based analytical tool that combines a MIDAS-anchored volume-weighted average price with six Fibonacci-scaled standard deviation bands, a Z-score probability engine, and a synthetic order flow score to produce an integrated picture of institutional value, statistical deviation, and directional pressure on a single overlay. The problem this solves is band relevance. Standard VWAP deviations use fixed multipliers

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par officialjackofalltrades

Crucible Range Compression [JOAT]Crucible Range Compression Crucible Range Compression detects volatility-compression episodes by blending three independent contraction proxies — Bollinger Band Width percentile, ATR percentile, and body-range Z-score — into a single intensity score. While compressed, the script tracks Cumulative Volume Delta inside the compression window to predict breakout direction. On confirmed compression exit it projects a chamber-width target line. A history strip records each completed compression wit

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par officialjackofalltrades

Z-Score Probability Pro KAMA Z-Score Probability Pro KAMA, v1.0 by Erika Barker Hey guys, this is the successor to my original Z-Score Probability HMA Indicator, which you can still use if you prefer that one. This is version 1.0 of the new rebuild, and it is a pretty big upgrade. The goal was to keep the statistical foundation that made the original useful, but make it more adaptive, cleaner, and better at understanding different market conditions. What is new 1. Timeframe auto-adaptation No more constantly re-

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par erikabarker

Impulse Structure Zones [JOAT]Impulse Structure Zones Introduction Impulse Structure Zones (ISZ) is an open-source, institutional-grade zone engine that detects statistically significant price impulses using a Z-Score methodology, identifies the origin candle of each impulse as an order block, and grades each zone using a multi-factor wick rejection scoring system. Bullish and bearish zones are tracked in parallel arrays with full lifecycle management — creation, extension, mitigation detection, and rejection confirmat

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par officialjackofalltrades

Displacement Forge [JOAT]Displacement Forge Introduction Displacement Forge is an open-source order block detection engine built on Z-Score impulse analysis. It identifies statistically significant price displacements — moves that exceed a configurable standard deviation threshold relative to recent price change history — and marks the candle immediately preceding each displacement as an Order Block Zone. Order blocks represent the price ranges from which institutional order flow originates. Price regularly return

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par officialjackofalltrades

Volatility Squeeze Oscillator [JOAT]Volatility Squeeze Oscillator Introduction Volatility does not move randomly. It compresses, coils, and then releases — and the magnitude of the release is frequently proportional to the depth and duration of the compression. This relationship between volatility contraction and subsequent expansion is one of the most durable patterns in market behavior across all asset classes and timeframes. The Volatility Squeeze Oscillator is built to quantify this relationship with precision, using a

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par officialjackofalltrades

Volume Flow Index - Advanced Multi Time Frame Tool VFI Pro — Advanced Horizon A multi‑timeframe, volatility‑adaptive evolution of the classic Volume Flow Indicator (VFI). This version introduces horizon‑based parameter scaling, multiple visualization modes, regime detection, and optional Z‑score normalization for deeper volume‑flow analysis. Key Features Hybrid Mode — Displays VFI, Signal, Histogram, and Regime shading for full‑spectrum analysis. Regime Detection — Green background for bullish accumulation (VFI > 0 and VFI > Signal), r

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par followmytradingjournal

ATR-Based Z-Score (with Signal Line)The ATR-Based Z-Score is an advanced, volatility-normalized oscillator designed to identify extreme price deviations more reliably than the standard Z-Score. By replacing the traditional Standard Deviation with the Average True Range (ATR) in the denominator, this indicator eliminates the "volatility paradox" where rapid price spikes cause standard oscillators to prematurely return to zero, even as the price continues to crash. Why this version is superior In a classic Z-Score calculatio

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Smart Trader, Episode 04, by Ata Sabanci, Candles and Z Scores Smart Trader, Episode 04 Candles and Z-Scores: A Statistical Approach to Market Analysis ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ OVERVIEW This indicator applies Z-Score statistical analysis to measure how unusual current market conditions are compared to historical norms. It simultaneously analyzes five key metrics: Price, Total Volume, Buy Volume, Sell Volume, and Delta (Buy minus Sell) . The system detects 60 academically-researched market scenarios and provides visual feedbac

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par ata_sabanci

ZScore SemiConductores Z-Score of Semiconductor Sector Volume This custom Pine Script indicator applies a Z-Score calculation to the aggregated trading volume of leading semiconductor companies. The goal is to highlight statistical extremes in sector activity that may signal unusual market behavior. 🔧 How it works - Fixed ticker list: NVDA, AVGO, TSM, AMD, ASML, MU, ARM, ON, TXN, QCOM, INTC. - Aggregate volume: The script sums the trading volume of all tickers in the list for the selected timeframe. - Z-Score calcul

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par JuanDeNogoya

Institutional Quantum Momentum Impulse [BullByte]## Overview The Institutional Quantum Momentum Impulse (IQMI) is a sophisticated momentum oscillator designed to detect institutional-level trend strength, volatility conditions, and market regime shifts. It combines multiple advanced technical concepts, including: - Quantum Momentum Engine (Hilbert Transform + MACD Divergence + Stochastic Energy) - Fractal Volatility Scoring (GARCH + Keltner-based volatility) - Dynamic Adaptive Bands (Self-adjusting thresholds based on efficienc

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Enhanced Price Z-Score Oscillator The Enhanced Price Z-Score Oscillator by tkarolak is a powerful tool that transforms raw price data into an easy-to-understand statistical visualization using Z-Score-derived candlesticks. Simply put, it shows how far prices stray from their average in terms of standard deviations (Z-Scores), helping traders identify when prices are unusually high (overbought) or unusually low (oversold). The indicator’s default feature displays Z-Score Candlesticks, where each candle reflects the statistical “

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Mean Reversion Watchlist [Z score]Hi Traders ! What is the Z score: The Z score measures a values variability factor from the mean, this value is denoted by z and is interpreted as the number of standard deviations from the mean. The Z score is often applied to the normal distribution to “standardize” the values; this makes comparison of normally distributed random variables with different units possible. This popular reversal based indicator makes an assumption that the sample distribution (in this case the sample of pric

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Z Score CANDLE and Exciting candle signal [DJ D]This script paints candles when their zscore reaches above 2 standard deviations in price from the mean. The blue candle represents up candle above 2. Magenta candle below -2. The candles can signal the beginning of a move and also importantly exhaustion. The script also signals when a candle has volatility above 6. The higher the sensitivity the less frequent it will paint. These are real time paints and signals. You can adjust for higher time frames by adjusting the length of the z score and

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par allpurposedj

Stablecoin Supply Ratio Oscillator The Stablecoin Supply Ratio Oscillator (SSRO) is a cryptocurrency indicator designed for mean reversion analysis and sentiment assessment. It calculates the ratio of CRYPTO:BTCUSD 's market capitalization to the sum of stablecoins' market capitalization and z-scores the result, offering insights into market sentiment and potential turning points. Methodology: The SSRO is calculated as follows- method ssro(float src, array stblsrc, int len) => float ssr = src / stblsrc.sum()

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Enhanced WaveTrend Oscillator The Enhanced WaveTrend Oscillator is a modified version of the original WaveTrend. The WaveTrend indicator is a popular technical analysis tool used to identify overbought and oversold conditions in the market and generate trading signals. The enhanced version addresses certain limitations of the original indicator and introduces additional features for improved analysis and comparison across assets. WaveTrend: The original WaveTrend indicator calculates two lines based on exponential moving

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Z-Score Heikin-Ashi Transformed The Z-Score Heikin-Ashi Transformed (𝘡 𝘏-𝘈) indicator is a powerful technical tool that combines the principles of Z-Score and Heikin Ashi to provide traders with a smoothed representation of price movements and a standardized measure of market volatility. The 𝘡 𝘏-𝘈 indicator applies the Z-Score calculation to price data and then transforms the resulting Z-Scores using the Heikin Ashi technique. Understanding the individual components of Z-Score and Heikin Ashi will provide a foundation for com

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