Indicatore
RSI
Breakout
XAUUSD
Commodities
Supertrend
Crypto
BTCUSD
ZScore Reversion
Logo di "ZScore Reversion"
5.0
03/09/2025
117
Desktop
DaĀ 03/10/2024
Vendite
105
Installazioni gratuite
16424
Immagine caricata di "ZScore Reversion"Immagine caricata di "ZScore Reversion"Immagine caricata di "ZScore Reversion"

Pinescriptlabs Store indicators:                        šŸ¤–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! šŸ”„

1ļøāƒ£ What Does It Do?

šŸ”¹ 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.
šŸ”¹ Highlights
Statistical Extremes: Values
near Ā±1, ±2, or ±3 indicate rarity in price movement:

  • ±1 SD (ā‰ˆ 68% probability between –1 and 1)
  • ±2 SD (ā‰ˆ 95% probability between –2 and 2)
  • ±3 SD (ā‰ˆ 99.7% probability between –3 and 3)
    šŸ”¹ Aids
    in Mean Reversion Trading:
    When Z-Score exceeds Ā±2 or ±3, the market is in an extreme
    zone and tends to
    revert toward the mean (zero).
    šŸ”¹ 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.

2ļøāƒ£ How Does It Work?

šŸ“ 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 Closeāˆ’Historical MeanStandard DeviationZ=Standard DeviationCurrent Closeāˆ’Historical Mean​

  • Positive Z ā†’ Close above the mean.
  • Negative Z ā†’ Close below the mean.

šŸ“Š Z-Table Probabilities

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

3ļøāƒ£ How to Use It in Trading

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

4ļøāƒ£ Pros & Considerations

āœ”ļø Advantages

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

āš ļø 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
Recensioni: 1
5
100 %
4
0 %
3
0 %
2
0 %
1
0 %
Recensioni dei clienti
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!
Altro da questo autore
Più votato
Gratis
Indicatore
RSI
Breakout
XAUUSD
+6
ZigZag
ZigZag filters noise, spots trends, patterns, pivots, aiding analysis, trade management, and confirmations. šŸ“‰šŸ“ˆ
Indicatore
RSI
Breakout
XAUUSD
+6
Order Block
Identify bullish and bearish Order Blocks to spot key support/resistance levels and potential trend reversals! šŸ“ˆšŸ”„
Indicatore
RSI
Breakout
XAUUSD
+5
Auto-Trend Channel
Adaptive trend channel using linear regression and Pearson correlation for dynamic support, resistance, and trends.
Indicatore
RSI
XAUUSD
Breakout
+5
BOS & CHOCH
Market structural patterns , specifically the concepts of Change of Character (ChoCH) šŸ”„ and Break of Structure (BoS) šŸ’„
Indicatore
RSI
Breakout
XAUUSD
+5
Zones Supply Demand
šŸ“ŠZones Supply & Demand: Identifies key price levels with high volume concentration, marking Supply/Demand Zones & Marke
Indicatore
RSI
Breakout
Supertrend
All Support and Resistance Levels
"Identify key market zones and visualize support/resistance from multiple timeframes on a single chart.
Indicatore
RSI
Breakout
XAUUSD
+6
Volume POC Heatmap
šŸ“Š Shows volume by price levels, highlights POC, and key zones. Identifies dynamic support/resistance and imbalances.
Indicatore
RSI
Breakout
XAUUSD
+5
Supertrend
šŸ’¹ Define a price channel šŸ“ˆ and determine trend direction (bullish 🟢 or bearish šŸ”“).
Indicatore
RSI
Breakout
XAUUSD
+6
Fair Value Gap Sessions
identify and highlight temporary market inefficiencies known as "fair value gaps" 🚨 within specific trading Sessions.
Indicatore
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! šŸ“ŠšŸ”"
Indicatore
Indices
RSI
XAUUSD
+7
RSI Divergence
Detects bullish and bearish divergences
Indicatore
RSI
Breakout
Supertrend
Trend Heikin Multi MA
šŸš€ TrendHeikinMultiMA: Advanced trend detection using Heikin-Ashi smoothing & MAs! Eliminates noise, confirms real trend
Indicatore
RSI
Breakout
XAUUSD
+4
Multi-Level Candle Bias Tracker
Price direction by calculating the probability of reaching new highs/lows. Shows levels & statsšŸ“ˆ
Indicatore
RSI
Breakout
Supertrend
Leverage Liquidation Map
šŸ“Š Liquidation Map: Potential areas where highly leveraged investors might face liquidations.
Indicatore
RSI
Breakout
Supertrend
Market Trend OB
Price action to detect when the market changes trend (MSB) and defines, order blocks , ZigZag etc.šŸ“Š
Indicatore
RSI
Breakout
Supertrend
Zig-Zag Extremity Tracker
Dynamically adjusts regression channels based on ZigZag extremes, resetting when price breaks bands to track real trends
Indicatore
RSI
Breakout
Supertrend
+3
Fibonacci Linear Regression Multi-timeframe
Combining Fibonacci levels and regression to analyze multidimensional market trends across multiple timeframesĀ”
Advanced Market Structure Bos,Choch,SwinLevels, Order Blog
Advanced price action toolĀ that combines multiple technical analysis concepts
Potrebbe interessarti anche
Indicatore
Bollinger
Repiptor BB Colored Width
Colored Bollinger Bands Width
Indicatore
Indices
AI
Machine Learning Momentum Index
TheĀ Machine Learning Momentum Index (MLMI)Ā represents the next step in oscillator trading.
DMI 3 bar v2
Shows BUY & SELL signals for 3 & 4 BAR PATTERN (Morning star/ Evening star). It is adjustable and it will SHOW ARROWS.
Indicatore
NAS100
NZDUSD
XAUUSD
+15
SuperTrend from TradingView
Get the exact SuperTrend experience from TV, now perfectly rebuilt for cTrader
VWAP - London Open
VWAP Set to London Open
Vsamarth Indi
One‑click RSI robot for consistent rapid‑fire trades.
Indicatore
Breakout
ATR
Supertrend
+3
Support Resistance Indicator
A custom support resistance indicator, specifically designed for scalping techniques.
IR Macd + MacdLine
some user add moving average to macd to see better. in ctrader 4.3.11 there is a problem with this . I make a macd tha
trPDHLC
this indicator shows previous day high low and closed with precise manner.
[Stellar Strategies] Inside Bar with Signals
Visually master the Inside Bar strategy with clear breakout signals and professional chart highlighting šŸ“ˆšŸ””šŸ“‰
Indicatore
Bollinger
JMA
Jurik Moving Average (Jurik's Moving Average) triple adaptive filter with unique Jurik smoothing and dynamic factor.
Indicatore
NAS100
XAUUSD
FVG
+11
Fair Value Gaps_FVG_MTF
Multi-TF FVG + Smart Fibonacci
Volume Profile Triple Line - POC Median Mode
The Advanced Volume Profile Indicator calculates POC, Median, and Mode, revealing key price levels for smarter trading.
Indicatore
VWAP
Indices
Commodities
+1
vwap
Custom VWAP Indicator for cTrader
Coloring Trendline with arrows
Coloring trendline/ Colored Trendline / Color Trendline
IR Candle Open
IR Candle Open plots customizable opening price lines for daily, weekly, and monthly candles
Candelstick xxl
The indicator is designed to detect aggressive movements in the market and without volume for trend changes.
Indicatore
Indices
Commodities
Stocks
+2
XY Bar Info Panel v1.5
Overlay panel showing bar date/time, OHLC, tick Volume, percent change, and market session - fully customizable.