Market Dynamics 3D Surface [MACD × ΔVol × Z-Score]

XAUUSD

Mean Reversion Trading

🌐 3D Market Dynamics Surface

3D Axes
X-Axis: MACD (Momentum)
Y-Axis: Delta Volume (Buy/Sell Pressure)
Z-Axis: Price Z-Score (Standardized Price)

Concept
The 3D surface illustrates the relationship between:
MACD → Momentum Force (Trend strength)
Delta Volume → Buy/Sell Pressure (Buying/Selling pressure)
Z-Score → Price relative to the mean (Overbought/Oversold)

Current Position (●)
On the Peak (Red) → Watch out for reversal
In the Valley (Blue) → Potential for rebound
In the Middle (Green/Yellow) → Neutral

📊 Price Prediction Panel
Market Regime Detection
🔴 Extreme Overbought (Z > 1.5)→ STRONG SELL
🟠 Overbought (Z > 1.0) → Consider Sell
⚪ Neutral (-1.0 < Z < 1.0) → Hold/Wait
🟢 Oversold (Z < -1.0) → Consider Buy
🔵 Extreme Oversold (Z < -1.5) → **STRONG BUY

Technical Alignment
Aligned Bullish: MACD + DeltaVol + → Strong uptrend
Aligned Bearish: MACD - DeltaVol - → Strong downtrend
⚠️ Divergence: MACD + DeltaVol - or vice versa → Weak signal

Target Price Calculation
Mean Reversion Target: MA pm (sigma times factor)
Shown as % from the current price.
Draw 🎯 Target line on the chart.

Distance Metrics
Calculate the distance from the current position to:
Distance to MAX → Closer = More Danger (overbought)
Distance to MIN → Closer = More Opportunity (oversold)

📍 Enhanced Stats Table
Display complete data:
Current State: Current MACD,Delta$Vol, Z-Score
Extremums: MAX/MIN values along with their corresponding MACD positions
Ranges: Value ranges for all 3 indicators

Usage
Scenario 1: Extreme Overbought
-Current Z-Score: 2.1
-Regime: 🔴 Extreme Overbought
-Signal: ⚠️ STRONG SELL
-Target: Price reverts to MA
-Action: Sell / Take Profit

Scenario 2: Oversold + Aligned Bullish
-Current Z-Score: -1.3
-MACD: Bullish (+)
-DeltaVol: Buy Pressure (+)
-Alignment: ✅ Aligned Bullish
-Signal: 📈 Consider BUY
-Target: MA - 0.5 sigma → MA
-Action:Buy / Long entry

Scenario 3: Divergence Warning
-MACD: Bullish (+)
-DeltaVol: Sell Pressure (-)
-Alignment: ⚠️ Divergence
-Signal:Caution! Weak momentum
-Action:Wait for confirmation

Key Insights
-Max Point on Surface → When MACD + DeltaVol are at that level, the price is often overbought.
-Min Point on Surface → When MACD + DeltaVol are at that level, the price is often oversold.
-Current Position → See how close it is to MAX/MIN.
-Target Price → Calculated from Mean Reversion (return to MA).

There will be 3 labels on the 3D surface:
🔴 MAX - Danger Point
🔵 MIN - Opportunity Point
● NOW - Current Position

🔴 MAX Point
Highest Z-Score occurs when:
MACD (Histogram) = X (positive/negative)
DeltaVolume = Y
→ Indicates that when momentum + volume pressure are at this level, the price tends to be overbought.

🔵 MIN Point
Lowest Z-Score occurs when:
MACD (Histogram) = X (positive/negative)
DeltaVolume = Y
→ Indicates that when momentum + volume pressure are at this level, the price tends to be oversold.