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Meanreversion

Escape VelocityThis script is meant to calculate the Escape Velocity from the mean. According to Investopedia "Mean reversion is theory used in finance that suggests that asset prices and historical returns eventually return back to the long-run mean or average level of the entire data set." Escape Velocity is the lowest velocity which a body must have in order to escape the gravitational attraction of a particular planet or other object, in this case the mean. It is recommended that you use a moving average with the same length as the ones that you decide to use for this indicator. Escape Velocity= sqrt((2*Gravitational Constant * Mass)/Distance from the mean) The Escape Velocity is in red and the velocity of price is in green. When price velocity (green) is positive and greater and than escape velocity (red) and price is above the mean, this would indicate that price is breaking away from the mean (bullish). When price velocity is negative and less than escape velocity and price is below the mean, this would indicate that price is breaking away from the mean (bearish).
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SegaRKO tarafından
1
Impulse ReverseMark the candles that should be used to star a Impulse Reverse trade. A the Impulse Reverse trade is a counter-trend type of trading that uses the mean reversion concept. A mean reversion trade is a type of trade that looks for price that has moved away significantly from its mean (average) price. Every stock has its unique combination of parameters that best fit the mean reversion, the default parameters of this script is the best fit for the WIN1! (IBOV Mini Future) when used on the 30m timeframe
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nohros tarafından
Kovach ReversalsWith the Kovach Reversals indicator, we automate the process of scanning for technical candlestick reversal patterns. A bearish reversal is shown by a red triangle above the high of the most recent candlestick in the pattern, a green triangle indicates a bullish reversal. To mitigate false positives, we filter for the reversal patterns at the extrema of the price range, where a reversal is highly likely to occur. While many indicators are susceptible to time lag, the reversals are drawn instantaneously as the bar forms, giving you the ability to get in on a trade as the setup develops. This indicator works best with the Kovach Momentum, Kovach Chande, or Kovach OBV indicators, where we can leverage the strengths of both to increase our probability of success.
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quantguy tarafından
38
UCS_TTM - Reversion BandsOk, Here we go - Version 1 of TTM Reversion Band goes live. Link to TTM Reversion Band - www.tradethemarkets.com Link to TTM Reversion Band Guide - kb.simplertrading.com John Carters Mastering the trade - www.amazon.com For the amount of information this has, the price tag is not hefty. John's RTM Chapter Synopsis - www.tradethemarkets.com What did I modify? 1. Automated the Daily + and Intraday settings. So Switching to intraday will change the setting automatically. 2. Added text callouts for RTM condition a. John Carter's Indicator b. Slope Based (my addition). Future Improvement Planned. 1. Will Convert this into a system based on John's Indicator from TS. 2. Custom Options for Slope and MA setting for Trade filter.
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UDAY_C_Santhakumar tarafından
6