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MeanReversion - LogReturn/Vola ZScore Pro
MeanReversion – LogReturn / Volatility Z-Score Pro
What this indicator does
MeanReversion – LogReturn / Volatility Z-Score Pro helps you identify when a market move becomes statistically stretched and may be ready to cool down or revert toward normal behavior.
The indicator compares current price movement and current volatility with their own historical behavior and shows both as Z-Scores:
LogReturn Z-Score (blue) → how unusually strong the price move is
Volatility Z-Score (black) → how unusually aggressive the market activity is
Instead of guessing whether a move is “too big”, the indicator tells you if it is normal, extended, or extreme relative to the past.
How to use it
Choose a lookback period
The period defines what “normal” means.
Larger period → long-term context
Smaller period → short-term sensitivity
Read the Z-Scores
Around 0 → normal behavior
Around ±1 → noticeable move
Around ±2 or more → statistically stretched
Very high values → potential exhaustion conditions
Practical trading interpretation
High positive price Z-Score → market may be overheated
High negative price Z-Score → market may be oversold
Rising volatility Z-Score → emotional / unstable environment
Extreme move + extreme volatility → often late-stage move
Typical workflow
Use your own entry system
Use this indicator as a context filter
Avoid chasing extremes
Look for mean-reversion or pullback opportunities when moves become statistically abnormal
Who this is for
Best suited for:
Mean-reversion traders
Swing traders looking for exhaustion zones
Traders who want objective overbought/oversold context
System traders who need a statistical regime filter
Less useful for:
Pure breakout traders who intentionally chase momentum extremes
Notes
This indicator does not generate direct buy/sell signals — it measures probability context.
Works on all markets: Forex, Indices, Stocks, Crypto, Commodities.
Combine with structure, trend direction, or support/resistance for higher-quality decisions.
What this indicator does
MeanReversion – LogReturn / Volatility Z-Score Pro helps you identify when a market move becomes statistically stretched and may be ready to cool down or revert toward normal behavior.
The indicator compares current price movement and current volatility with their own historical behavior and shows both as Z-Scores:
LogReturn Z-Score (blue) → how unusually strong the price move is
Volatility Z-Score (black) → how unusually aggressive the market activity is
Instead of guessing whether a move is “too big”, the indicator tells you if it is normal, extended, or extreme relative to the past.
How to use it
Choose a lookback period
The period defines what “normal” means.
Larger period → long-term context
Smaller period → short-term sensitivity
Read the Z-Scores
Around 0 → normal behavior
Around ±1 → noticeable move
Around ±2 or more → statistically stretched
Very high values → potential exhaustion conditions
Practical trading interpretation
High positive price Z-Score → market may be overheated
High negative price Z-Score → market may be oversold
Rising volatility Z-Score → emotional / unstable environment
Extreme move + extreme volatility → often late-stage move
Typical workflow
Use your own entry system
Use this indicator as a context filter
Avoid chasing extremes
Look for mean-reversion or pullback opportunities when moves become statistically abnormal
Who this is for
Best suited for:
Mean-reversion traders
Swing traders looking for exhaustion zones
Traders who want objective overbought/oversold context
System traders who need a statistical regime filter
Less useful for:
Pure breakout traders who intentionally chase momentum extremes
Notes
This indicator does not generate direct buy/sell signals — it measures probability context.
Works on all markets: Forex, Indices, Stocks, Crypto, Commodities.
Combine with structure, trend direction, or support/resistance for higher-quality decisions.
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作者的說明
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僅限邀請腳本
僅作者批准的使用者才能訪問此腳本。您需要申請並獲得使用許可，通常需在付款後才能取得。更多詳情，請依照作者以下的指示操作，或直接聯絡QuantCraftPro。
TradingView不建議在未完全信任作者並了解其運作方式的情況下購買或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
Send private message to get access.
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。