مؤشر
RSI
Breakout
XAUUSD
Commodities
Supertrend
Crypto
BTCUSD
ZScore Reversion
شعار "ZScore Reversion"
5.0
03/09/2025
117
Desktop
منذ 03/10/2024
المبيعات
105
التثبيتات المجانية
16424
صورة "ZScore Reversion" المحملةصورة "ZScore Reversion" المحملةصورة "ZScore Reversion" المحملة

Pinescriptlabs Store indicators:                        🤖Pinescriptlabs  Store cBots : (cBot)
Gold & BTC BreakoutSession Pivots(new)

Auto-Trend Channel

PREMIUM SSL CHANNEL

ZigZag

 ICT Power of 3 
                                                   

SmartTrend Support &
Resistance
Lines
       

Fair Value Gap Sessions                
       

 BOS & CHOCH

RSI Trend Trigger

Channel Breakout System

Supertrend

Market Imbalance

Adaptive Trend Channel 

Dynamic
Market Structure
Analysis
of
Turning Points

Order Block

Fibonacci
Linear
Regression
Multi-timeframe

Volume POC Heatmap

Dynamic RSI

Momentum Fair Value Gap

Market Flow Projection

Dynamic Trend Gradient

Multi-Level
Candle Bias
Tracker

Zig-Zag Extremity Tracker

Reactive Moving Average

Auto
Support and
Resistance
Trend
Lines

All
Support and
Resistance
Levels

Leverage Liquidation Map

Zones Supply Demand

Dynamic Range Momentum

 

The Z-Score transforms price into a "standard
deviation" scale,
showing how far each candle’s close (or open, high, low) deviates from its
historical mean. With an intuitive visual, it helps identify overbought/oversold
conditions and
high-probability reversal zones! 🔄

1️⃣ What Does It Do?

🔹 Standardizes Price: Converts the absolute closing value into a Z-Score—how many standard deviations it is from the mean
of the last N bars.
🔹 Highlights
Statistical Extremes: Values
near ±1, ±2, or ±3 indicate rarity in price movement:

  • ±1 SD (≈ 68% probability between –1 and 1)
  • ±2 SD (≈ 95% probability between –2 and 2)
  • ±3 SD (≈ 99.7% probability between –3 and 3)
    🔹 Aids
    in Mean Reversion Trading:
    When Z-Score exceeds ±2 or ±3, the market is in an extreme
    zone and tends to
    revert toward the mean (zero).
    🔹 Clear
    Visualization: Using histograms (or special candles), a moving average
    line, and colored zones, you can instantly see if price is behaving "normally" or is a statistical
    outlier.

2️⃣ How Does It Work?

📐 Calculation of Mean & Standard Deviation

  • A lookback
    period (e.g., 99
    bars) is used.
  • The mean and standard
    deviation (SD) of
    closing prices are calculated.
  • Higher SD = More volatility in price movements.

🧮 Z-Score Formula

Z=Current Close−Historical MeanStandard DeviationZ=Standard DeviationCurrent Close−Historical Mean​

  • Positive Z → Close above the mean.
  • Negative Z → Close below the mean.

📊 Z-Table Probabilities

  • Highlights the
    current Z-Score’s column to show how rare/extreme the price is!

3️⃣ How to Use It in Trading

✅ Mean Reversion: Look for Z > +2 or Z < –2 to trade reversals (sell overbought
extremes, buy oversold extremes).
✅ Trend Confirmation: A sustained Z
> 0 + rising moving average signals
strength; Z < 0 + falling MA suggests weakness.
✅ Risk Management: Near ±1 SD, expect normal moves; near ±3
SD, adjust stops &
position sizes carefully.
✅ Entry Timing: Combine extreme Z-Scores with support/resistance
levels for precise
entries.

4️⃣ Pros & Considerations

✔️ Advantages

  • Statistical edge in spotting extreme price conditions.
  • Multiple display modes (histogram, candles, bands, probability
    table).
  • Easy customization (length, colors, chart type).

⚠️ Considerations:

  • In strong
    trends, price can stay
    "extreme" for long periods without reversing.
  • Assumes a normal
    distribution—may not
    work well in highly volatile/skewed markets.
  • Best used in stable
    volatility environments.

 

5.0
التقييمات: 1
5
100 %
4
0 %
3
0 %
2
0 %
1
0 %
تقييمات العملاء
May 27, 2025
Good implementation of Z Scores. I found that Z Scores work best when using MTF analysis to show counter trend scalps but I am sure those who trade moving average plays will find this very useful!
المزيد من هذا المؤلف
الأعلى تقييمًا
مجاني
مؤشر
RSI
Breakout
XAUUSD
+6
ZigZag
ZigZag filters noise, spots trends, patterns, pivots, aiding analysis, trade management, and confirmations. 📉📈
مؤشر
RSI
Breakout
XAUUSD
+6
Order Block
Identify bullish and bearish Order Blocks to spot key support/resistance levels and potential trend reversals! 📈🔄
الأعلى تقييمًا
مجاني
مؤشر
RSI
Breakout
XAUUSD
+5
Auto-Trend Channel
Adaptive trend channel using linear regression and Pearson correlation for dynamic support, resistance, and trends.
مؤشر
RSI
XAUUSD
Breakout
+5
BOS & CHOCH
Market structural patterns , specifically the concepts of Change of Character (ChoCH) 🔄 and Break of Structure (BoS) 💥
مؤشر
RSI
Breakout
XAUUSD
+5
Zones Supply Demand
📊Zones Supply & Demand: Identifies key price levels with high volume concentration, marking Supply/Demand Zones & Marke
مؤشر
RSI
Breakout
Supertrend
All Support and Resistance Levels
"Identify key market zones and visualize support/resistance from multiple timeframes on a single chart.
الأعلى تقييمًا
مجاني
مؤشر
RSI
Breakout
XAUUSD
+6
Volume POC Heatmap
📊 Shows volume by price levels, highlights POC, and key zones. Identifies dynamic support/resistance and imbalances.
مؤشر
RSI
Breakout
XAUUSD
+5
Supertrend
💹 Define a price channel 📈 and determine trend direction (bullish 🟢 or bearish 🔴).
الأعلى تقييمًا
مجاني
مؤشر
RSI
Breakout
XAUUSD
+6
Fair Value Gap Sessions
identify and highlight temporary market inefficiencies known as "fair value gaps" 🚨 within specific trading Sessions.
مؤشر
RSI
Breakout
XAUUSD
+4
Dynamic Market Structure Analysis of Turning Points
Identify market structure effortlessly with swing highs, lows, CHoCH, and BOS levels for smart trading decisions! 📊🔍"
مؤشر
Indices
RSI
XAUUSD
+7
RSI Divergence
Detects bullish and bearish divergences
مؤشر
RSI
Breakout
Supertrend
Trend Heikin Multi MA
🚀 TrendHeikinMultiMA: Advanced trend detection using Heikin-Ashi smoothing & MAs! Eliminates noise, confirms real trend
مؤشر
RSI
Breakout
XAUUSD
+4
Multi-Level Candle Bias Tracker
Price direction by calculating the probability of reaching new highs/lows. Shows levels & stats📈
مؤشر
RSI
Breakout
Supertrend
Leverage Liquidation Map
📊 Liquidation Map: Potential areas where highly leveraged investors might face liquidations.
مؤشر
RSI
Breakout
Supertrend
Market Trend OB
Price action to detect when the market changes trend (MSB) and defines, order blocks , ZigZag etc.📊
مؤشر
RSI
Breakout
Supertrend
Zig-Zag Extremity Tracker
Dynamically adjusts regression channels based on ZigZag extremes, resetting when price breaks bands to track real trends
مؤشر
RSI
Breakout
Supertrend
+3
Fibonacci Linear Regression Multi-timeframe
Combining Fibonacci levels and regression to analyze multidimensional market trends across multiple timeframes¡
Advanced Market Structure Bos,Choch,SwinLevels, Order Blog
Advanced price action tool that combines multiple technical analysis concepts
قد يعجبك أيضًا
Retro_Shooting_Game
trading stress-relief “mini-game”
VixFix
A volatility spike detector based on Larry Williams’ VIX Fix. Highlights market fear moments with clear histogram signal
[Hamster-Coder] Pivot Points (Demo)
[Hamster-Coder] Pivot Points (Demo)
مؤشر
Prop
Forex
MM-Symbol Info (Pro)
NEW - PNLs as % - daily, weekly, monthly, or yearly & Spread, Time To Close, PNL Alerts, custom Bid / Ask lines
Open Trade ProfitV1
A simple indicator that tracks the value of your open trades in pips.
الأعلى تقييمًا
مجاني
مؤشر
VWAP
Indices
Forex
TPO Profile v2.0
TPO Profile v2.0
مؤشر
Indices
Stocks
Forex
+2
Super EMA
Super EMA the best EMA indicator
مؤشر
Breakout
ATR
Signal
UT Bot
ATR-based trend following tool with trailing stop logic. Highlights crossovers using clean up/down bands and bar colour.
Time To Break Even Indicator v2
Time To Break Even Indicator. This indicator helps you time your trade's entry.
مؤشر
VWAP
ZigZag
RSI
+6
RSI T3 overbought and oversold area
RSI T3 overbought and oversold area
الأعلى تقييمًا
مجاني
Free Volume Profile v2.0
Free Volume Profile v2.0
مؤشر
ATR
Forex
RISK V1
Automated position sizing based on risk, entry, and stop loss with ATR support and visual trade setup on charts.
مؤشر
RSI
Prop
Stocks
+4
Momentum Reversion Model v.2
Visual indicator for identifying momentum reversals. Designed for forex (1h) and stocks (weekly).
LDE - Market Sessions
🇫🇷 Visualisez vos sessions de marché et OPR d'un coup d’œil 🇬🇧 Visualize your market sessions & OPR at a glance !
Zig zag v.1 Demo
ZigZag Pro DEMO – Multi-Swing Indicator for cTrader DEMO VERSION – 24 hours free trial! This is a DEMO version of the Z
الأعلى تقييمًا
مجاني
مؤشر
RSI
Breakout
XAUUSD
+6
ZigZag
ZigZag filters noise, spots trends, patterns, pivots, aiding analysis, trade management, and confirmations. 📉📈
مؤشر
RSI
Breakout
XAUUSD
+5
Zones Supply Demand
📊Zones Supply & Demand: Identifies key price levels with high volume concentration, marking Supply/Demand Zones & Marke
مؤشر
Indices
Commodities
Forex
+2
Two Candle Patterns
Detect powerful 2-candle reversal patterns at key highs/lows. Boost entries with real-time alerts and visual signals.