UnknownUnicorn508364

SMA Imbalance Oscillator

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 news events.
發布通知: Added one additional line of code that will keep the oscillator centered at all times.
發布通知: Fixed an issue with the average look-back formula.
發布通知: Fixed an issue with the average look-back formula.
發布通知: More efficient coding for averaging function.
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