Wskaźnik
RSI
Breakout
XAUUSD
Commodities
Supertrend
Crypto
BTCUSD
ZScore Reversion
Logo „ZScore Reversion”
5.0
03/09/2025
117
Desktop
Since 03/10/2024
Sprzedaż
105
Free installs
16475
Przesłany obraz „ZScore Reversion”Przesłany obraz „ZScore Reversion”Przesłany obraz „ZScore Reversion”

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
Opinie: 1
5
100 %
4
0 %
3
0 %
2
0 %
1
0 %
Opinie klientów
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!
Więcej od tego autora
Najwyżej oceniane
Za darmo
Wskaźnik
RSI
Breakout
XAUUSD
+6
ZigZag
ZigZag filters noise, spots trends, patterns, pivots, aiding analysis, trade management, and confirmations. 📉📈
Wskaźnik
RSI
Breakout
XAUUSD
+6
Order Block
Identify bullish and bearish Order Blocks to spot key support/resistance levels and potential trend reversals! 📈🔄
Wskaźnik
RSI
Breakout
XAUUSD
+5
Auto-Trend Channel
Adaptive trend channel using linear regression and Pearson correlation for dynamic support, resistance, and trends.
Wskaźnik
RSI
XAUUSD
Breakout
+5
BOS & CHOCH
Market structural patterns , specifically the concepts of Change of Character (ChoCH) 🔄 and Break of Structure (BoS) 💥
Wskaźnik
RSI
Breakout
XAUUSD
+5
Zones Supply Demand
📊Zones Supply & Demand: Identifies key price levels with high volume concentration, marking Supply/Demand Zones & Marke
Wskaźnik
RSI
Breakout
Supertrend
All Support and Resistance Levels
"Identify key market zones and visualize support/resistance from multiple timeframes on a single chart.
Wskaźnik
RSI
Breakout
XAUUSD
+6
Volume POC Heatmap
📊 Shows volume by price levels, highlights POC, and key zones. Identifies dynamic support/resistance and imbalances.
Wskaźnik
RSI
Breakout
XAUUSD
+5
Supertrend
💹 Define a price channel 📈 and determine trend direction (bullish 🟢 or bearish 🔴).
Wskaźnik
RSI
Breakout
XAUUSD
+6
Fair Value Gap Sessions
identify and highlight temporary market inefficiencies known as "fair value gaps" 🚨 within specific trading Sessions.
Wskaźnik
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! 📊🔍"
Wskaźnik
Indices
RSI
XAUUSD
+7
RSI Divergence
Detects bullish and bearish divergences
Wskaźnik
RSI
Breakout
Supertrend
Trend Heikin Multi MA
🚀 TrendHeikinMultiMA: Advanced trend detection using Heikin-Ashi smoothing & MAs! Eliminates noise, confirms real trend
Wskaźnik
RSI
Breakout
XAUUSD
+4
Multi-Level Candle Bias Tracker
Price direction by calculating the probability of reaching new highs/lows. Shows levels & stats📈
Wskaźnik
RSI
Breakout
Supertrend
Leverage Liquidation Map
📊 Liquidation Map: Potential areas where highly leveraged investors might face liquidations.
Wskaźnik
RSI
Breakout
Supertrend
Market Trend OB
Price action to detect when the market changes trend (MSB) and defines, order blocks , ZigZag etc.📊
Wskaźnik
RSI
Breakout
Supertrend
Zig-Zag Extremity Tracker
Dynamically adjusts regression channels based on ZigZag extremes, resetting when price breaks bands to track real trends
Wskaźnik
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
Możesz także polubić
Wskaźnik
Breakout
VIX - volatility indicator
Ride the Volatility – Smart VIX Tool
Wskaźnik
Signal
TendSignal_indicator
Trend following signal
Wskaźnik
RSI
Breakout
Supertrend
All Support and Resistance Levels
"Identify key market zones and visualize support/resistance from multiple timeframes on a single chart.
Wskaźnik
RSI
Breakout
XAUUSD
+5
Shielded Trend
Buy/Sell signals filtering noise, color-coded trends & strength shield 🛡️. Trade only with POWER ⚡
Wskaźnik
NAS100
NZDUSD
XAUUSD
+11
Market Info bY MohammadKHR
Daily High & Low with live Percentage change.
Simple MACD Histogram
Simple MACD Histogram with color-coded rising (green) and falling (red) momentum bars.
Najwyżej oceniane
Za darmo
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
Wskaźnik
Indices
Stocks
Forex
+2
HorizontalSupportResistance
This extraordinary multi-timeframe support and resistance indicator is nothing short of market wizardry.
ZigZagSmartAlert_demo
ZigZag Smart Alert DEMO for cTrader DEMO VERSION 24 hours free trial! This is a DEMO version of the ZigZag Smart Aler
Wskaźnik
Stocks
Forex
Crypto
Quantum Weighted Moving Average (QWMA)
Quantum Weighted Moving Average (QWMA): an advanced moving average that dynamically adjusts weights to market movement
VolumeRenkoRange
Volume for Renko/Range
Wskaźnik
Indices
Prop
Breakout
+3
RVI
A precision-crafted indicator that compares current volume to its historical average for the same time of day.
Order Block Detector SmartTrading
🎯 Order Block Detector - Smart Trading: Identifica bloques de órdenes clave en cTrader para un trading más inteligente.
Zigzag T3
Three ZigZag lines
Wskaźnik
RSI
Indices
StochasticRSI
Stochastic RSI (StochRSI) is a technical indicator used to measure the strength and weakness of the RSI.
Wskaźnik
Indices
Prop
Stocks
+3
VegaXLR - Unlimited Trendline Alerts
This is an indicator that can alert you about trendlines, horizontal lines and vertical lines.
IR Coral
Coral indicator