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Crypto Market Cap, BTC/USD, ETH/USD, USDT/USD, XRP/USD, Bitcoin

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Reliance, INDIABULLS HOUSING, YES BANK, STATE BK OF INDIA, HDFC BANK, TATA STEEL LTD

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Nifty, BSE SENSEX, S&P 500, Nasdaq Composite, FTSE 100, DAX Index

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- Fractal Adaptive Moving Average (FRAMA)
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- Breadth indicators
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This is a brand new version of my Peak Reversal indicator. As with the older version, the idea behind this indicator is simple: identify potential price reversal areas, and identifying markets which are trending. In this new version I focused on improving on the old concept, but introduced a bunch of features heavily inspired by Adam Grimes' ideas from The Art and...

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My first try to implement Full Hurst Exponent. The Hurst exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series and the rate at which these decrease as the lag between pairs of values increases The Hurst exponent is referred to as the "index of dependence" or "index of long-range dependence". It...

170

The exa is an oscillator that combines fisher transform with distance from moving average and it is based on a theory that exhaustion can be derived from how far price is able to extend from a moving average, on average. The fisher transform converts price into a gaussian normal distribution, also known as a bell curve {1}. A normal distribution is a type of...

275

This is a simplified version of the Hurst Exponent indicator. In the meantime, I'm working on the full version. It's computationally intensive, so it's a challenge to squeeze it to PineScript limits. It will require some time to optimize it, so I decided to publish a simplified version for now. The Hurst exponent is used as a measure of long-term memory of time...

139

Description : Mean Reversion Channel objective, based on Mean Reversion theory ( everything has a tendency to revert back to its mean), is to help visualizing: Inner Channel -> Dynamic Support and Resistance Outer Channel -> Overbought/Oversold Zone which may signal consolidation phase or potential reversal due to unsustainable move Details on some of...

1411

Yet another way to try and measure volatility. An alternative to using ATR is Standard Deviation, it can be used to measure volatility or what is also known as risk. SD measures how dispersed or far away the data is from the mean. It's commonly seen in risk management formulas or portfolio diversification formulas. The problem however is that the numbers that ATR...

10

DESCRIPTION Forex Master v4.0 is a mean-reversion algorithm currently optimized for trading the EUR/USD pair on the 5M chart interval. All indicator inputs use the period's closing price and all trades are executed at the open of the period following the period where the trade signal was generated. There are 3 main components that make up Forex Master v4.0: ...

1434

This oscillator is used for *mean reversion* strategies only. This oscillator calculates the real-time distance of a price-point subtracted from the SMA, then compares it to the average distance to determine equilibrium imbalances. When the imbalance becomes less and goes under the signal line, a reversal is very likely. Do not trade mean reversion during any...

394

In Finance, people usually assume the price follows a random walk or more precisely geometric Brownian motion. In 1988, Lo and MacKinlay came up with the variance ratio test to refute the random walk hypothesis and efficient market hypothesis. The variance ratio test is a simple test for market efficiency, autocorrelation, and whether price follows a random walk....

301

The Bollinger Imbalance Oscillator is used for *mean reversion* purposes only. It uses Double Bollinger deviation levels to determine each level of perceived imbalance. When price start to revert to its mean after an imbalance, small char-type arrows appear to assist with direction. This oscillator also includes a squeeze feature on the center-line, based on...

229

The Hurst exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series and the rate at which these decrease as the lag between pairs of values increases. The Hurst exponent is referred to as the "index of dependence" or "index of long-range dependence". It quantifies the relative tendency of a time series...

723

In statistics, the Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation at lag 1 (AR(1) process) in the residuals (prediction errors) from a regression analysis. With the new array function tradingview implemented, we are able to do our calculations on the residuals. The residual is given by subtracting the actual value (in...

490

For Educational Purposes. Results can differ on different markets and can fail at any time. Profit is not guaranteed. This only works in a few markets and in certain situations. Changing the settings can give better or worse results for other markets. This is a mean reversion strategy based on Bollinger Bands and the Intraday Intensity Index (a volume indicator)....

156

This is based on the indicator TD Sequential: This is an easy way to test it out to see what works and what doesn't. There are moving average exits for both the long side and short side. You can pick from SMA, EMA, VWMA. This also applied to a moving average trend filter. This is separated for the long...

286

A port of the TradeStation EasyLanguage code for a mean-revision strategy described at traders.com "In “Mean-Reversion Swing Trading,” which appeared in the December 2016 issue of STOCKS & COMMODITIES, author Ken Calhoun describes a trading methodology where the trader attempts to enter an existing...

312

The strategy checks nature of the instruments. It Buys if the close is greater than yesterday's high, reverse the position if the close is lower than yesterday's low and repeat the process. 1. If it is trend following then the equity curve will be in uptrend 2. If it is mean reverting then the equity curve will be downtrend Thanks to Rayner Teo.

137

This is a type of mean reversion strategy. It only generates long signals when the price is far away from the mean. It tries buy from the dip. Use it with BTC/USDT pair on 4 hour timeframe.

151

I wanted to apply an RSI filter to some of the new Candlestick Patterns (in the indicators tab) since some of them looked to be quite effective for picking reversals. Turns out it's a pretty good pairing. You can modify the RSI length in addition to the upper and lower thresholds. I also added in check boxes to combine different bullish and bearish patterns. The...

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