Индикатор
RSI
Breakout
XAUUSD
Commodities
Supertrend
Crypto
BTCUSD
ZScore Reversion
Логотип продукта "ZScore Reversion"
5.0
03/09/2025
117
Desktop
С 03/10/2024
Продажи
105
Бесплатные установки
16424
Загруженное изображение продукта "ZScore Reversion"Загруженное изображение продукта "ZScore Reversion"Загруженное изображение продукта "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
Отзывы: 1
5
100 %
4
0 %
3
0 %
2
0 %
1
0 %
Отзывы покупателей
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!
Больше от этого автора
Высокий рейтинг
Бесплатно
Индикатор
RSI
Breakout
XAUUSD
+6
ZigZag
ZigZag filters noise, spots trends, patterns, pivots, aiding analysis, trade management, and confirmations. 📉📈
Популярный
$ 15
Индикатор
RSI
Breakout
XAUUSD
+6
Order Block
Identify bullish and bearish Order Blocks to spot key support/resistance levels and potential trend reversals! 📈🔄
Высокий рейтинг
Бесплатно
Индикатор
RSI
Breakout
XAUUSD
+5
Auto-Trend Channel
Adaptive trend channel using linear regression and Pearson correlation for dynamic support, resistance, and trends.
Популярный
$ 15
/
$25
Индикатор
RSI
XAUUSD
Breakout
+5
BOS & CHOCH
Market structural patterns , specifically the concepts of Change of Character (ChoCH) 🔄 and Break of Structure (BoS) 💥
Индикатор
RSI
Breakout
XAUUSD
+5
Zones Supply Demand
📊Zones Supply & Demand: Identifies key price levels with high volume concentration, marking Supply/Demand Zones & Marke
Индикатор
RSI
Breakout
Supertrend
All Support and Resistance Levels
"Identify key market zones and visualize support/resistance from multiple timeframes on a single chart.
Высокий рейтинг
Бесплатно
Индикатор
RSI
Breakout
XAUUSD
+6
Volume POC Heatmap
📊 Shows volume by price levels, highlights POC, and key zones. Identifies dynamic support/resistance and imbalances.
Популярный
$ 15
Индикатор
RSI
Breakout
XAUUSD
+5
Supertrend
💹 Define a price channel 📈 and determine trend direction (bullish 🟢 or bearish 🔴).
Индикатор
RSI
Breakout
XAUUSD
+6
Fair Value Gap Sessions
identify and highlight temporary market inefficiencies known as "fair value gaps" 🚨 within specific trading Sessions.
Индикатор
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! 📊🔍"
Индикатор
Indices
RSI
XAUUSD
+7
RSI Divergence
Detects bullish and bearish divergences
Индикатор
RSI
Breakout
Supertrend
Trend Heikin Multi MA
🚀 TrendHeikinMultiMA: Advanced trend detection using Heikin-Ashi smoothing & MAs! Eliminates noise, confirms real trend
Индикатор
RSI
Breakout
XAUUSD
+4
Multi-Level Candle Bias Tracker
Price direction by calculating the probability of reaching new highs/lows. Shows levels & stats📈
Индикатор
RSI
Breakout
Supertrend
Leverage Liquidation Map
📊 Liquidation Map: Potential areas where highly leveraged investors might face liquidations.
Индикатор
RSI
Breakout
Supertrend
Market Trend OB
Price action to detect when the market changes trend (MSB) and defines, order blocks , ZigZag etc.📊
Индикатор
RSI
Breakout
Supertrend
Zig-Zag Extremity Tracker
Dynamically adjusts regression channels based on ZigZag extremes, resetting when price breaks bands to track real trends
Индикатор
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
Вам также может понравиться
Индикатор
Indices
Commodities
Stocks
+2
MARainbow
MARainbow gives you the edge with four customizable moving averages—each color-coded for instant recognition.
Индикатор
VWAP
XAUUSD
Forex
+2
Dynamic Swing Anchored VWAP
Dynamic Swing Anchored VWAP
Индикатор
Indices
Breakout
Stocks
+3
Ichimoku Cloud Indicator
The Ichimoku Cloud is a comprehensive technical analysis system developed by Japanese journalist Goichi Hosoda
Индикатор
NAS100
NZDUSD
XAUUSD
+11
Samurai Breakout Lite
⚔️Limited version. Draws clean session box (Tokyo / London / New York / Overlap) and optional breakout plan (EP/TP/SL)⚔️
Индикатор
Grid
RSI
Breakout
+6
Final Stochastic Oscillator
Final Stochastic Oscillator is a next-generation upgrade of the classic stochastic indicator
Индикатор
NAS100
NZDUSD
Martingale
+26
CRT Indcator
CRTIndicator
Индикатор
Indices
Stocks
Commodities
+2
SymbolTFOverlay
The SymbolTFOverlay display the current symbol and timeframe as a semi-transparent text overlay on the chart.
Индикатор
NAS100
NZDUSD
XAUUSD
+7
Bayesian Price Projection Model
Bayesian theory** to forecast a future price while providing **uncertainty ranges** that represent upper and lower bound
ICT Killzones & Macros
KILLZONES AND MACRO SESSIONS
Популярный
$ 15
Индикатор
Indices
Commodities
Forex
+2
Advanced Swings
ICT Advanced Swings Indicator – Multi-Timeframe Precision
Индикатор
NAS100
NZDUSD
Breakout
+14
Bollinger Bands Cloud
Visualize Bollinger Bands with a colored cloud for clarity. Enhance your trading precision with this dynamic indicator!
Индикатор
RSI
ATR
Signal
+1
Trading Fusion Bars 2
This indicator works best as a trend-confirmation tool—wait for multiple signals!
[Stellar Strategies] Market Session Ultimate
Ultimate Session Tool: Boxes, OR, KZs, PD Levels, Overlaps, Custom Lines & Names, Info Panel! Highly customizable 📉📈
Индикатор
NAS100
NZDUSD
Breakout
+12
Samurai Breakout Pro II
⚔️Full breakout trading workstation: session box, EP/TP/SL levels, on-chart ✓/✗ outcomes, pro-level analytics and more⚔️
Индикатор
NAS100
NZDUSD
XAUUSD
+11
SessionOne
Session One is a tool for marking from to, useful if you've set the hours you want to trade
Индикатор
Indices
Breakout
Stocks
+2
VegaXLR - cTrader Pitchfork & Channel Enhancer
Enhance Pitchfork & Price Channels in cTrader with customizable Equidistant and Fibonacci levels.
Supply Demand Premium V2_NSC
The long awaited new and improved Supply Demand Premium V2 indicator. Unlock greater trading opportunities now!