Traders edge indicator1Trend Confirmation: The primary trend is determined by the alignment of the long-term EMAs (e.g., 100 and 200). The trade direction should align with this overall trend.
Entry/Exit Signals: Shorter EMAs (e.g., 9 or 20) are used for high-probability entry points. Pullbacks to these faster EMAs within the context of a strong trend are common entry signals.
Dynamic Support and Resistance: The various EMAs and the VWAP line often act as magnetic levels where price tends to pause, reverse, or consolidate.
VWAP as Mean Reversion Target: In a volatile market, if the price moves significantly away from the VWAP, it may be considered "overextended," and a mean-reversion move back towards the VWAP is often anticipated.
Полосы и каналы
Rawa_Trade_System_Vol_AdxThe strategy must be configured for each instrument separately; the basic configuration uses a trailing stop, a 4H timeframe, and excludes margin trading.
Focus On Work time (Tehran)If you only want to analyze the market during specific working hours and ignore the rest, this indicator is for you. It lets you hide or highlight non-working times on your chart, so you can focus only on the sessions that matter to you.
Just set your start time and end time for the work session.
By default, the time is set to UTC+3:30 (Tehran time), but you can change it to any timezone you like.
Elliott Wave Multi-Level (Micro/Main)**Title Suggestion:**
Elliott Wave Multi-Level Strategy (Micro/Main)
**Short Description (for TradingView):**
This strategy detects Elliott Waves on two levels — **Micro** (short-term swings) and **Main** (higher-level structures) — and uses them for fully automated long and short trading.
Main Impulse waves (1–5) and ABC corrections are identified using pivot logic, ATR-based movement filters, volume confirmation, and an optional EMA trend filter. Micro Impulse waves serve as confirmation for Main structures, creating a multi-level validation system that significantly reduces false signals.
Entries are taken either:
* **with the trend**, after confirmed Main Impulse waves, or
* optionally as **reversal trades** at the completion of ABC corrections.
Stop-loss and take-profit levels are dynamically calculated using ATR multipliers, allowing the strategy to adapt to different volatility environments. All parameters (pivots, filters, confirmations, risk settings) are fully customizable to fit various markets and timeframes (e.g., 1m–15m).
--0-- Base Estrategias 4.0Universal Strategy Builder is an advanced multi-purpose trading engine designed for traders who want to build, test, and automate complete systems without writing Pine Script.
This tool combines multiple entry logics, dynamic filters, risk-management modules, and configurable exit conditions into a single framework.
It is not a “signal indicator.”
It is an infrastructure layer for creating strategies on any market and timeframe.
Key Features
• Entry Modules
Moving Average Cross
RSI-based setups
MACD setups
Chandelier Exit logic
Custom filters for trend, momentum and volatility
Multi-filter stacking (MA, RSI, MACD, AO, custom conditions)
• Risk Management
Percentage-based Stop Loss
ATR-based Stop Loss
Swing High/Low stop logic
Candle-based cancellation rules
Close-on-reversal option
• Take Profit System
Multiple TP levels
Percentage or ATR-derived targets
Multi-stage position scaling
Optional trailing stop with custom activation and distance
• Full MA Suite
6 independent moving averages
EMA/SMA/WMA/RMA
Flexible period and source selection
• Oscillator Suite
RSI (with OB/OS triggers and cross filters)
MACD with adjustable smoothing
Awesome Oscillator
Multi-timeframe filter options
• Bot-Ready
Designed to work seamlessly with:
Webhooks
External automation platforms
Copy-trading engines
Strategy replicators
Who Is This For?
This tool is intended for traders who want to:
Develop systematic strategies
Optimize entry/exit conditions
Combine multiple confirmation layers
Backtest ideas without coding
Build bot-ready setups quickly and consistently
Important Notes
This is a professional toolkit.
It does not predict the market or guarantee profitable results.
Performance depends entirely on how the user configures the system, market conditions, risk parameters, and execution quality.
Access
This script is provided as invite-only.
Please contact the author if you would like to request access.
Harami Reversal Alerts BB Touch (Strict First Candle)Harami Reversal Alerts BB Touch (Strict First Candle)
Harami Reversal Alerts BB Touch (Strict First Candle)Harami Reversal Alerts BB Touch (Strict First Candle)Harami Reversal Alerts BB Touch (Strict First Candle)Harami Reversal Alerts BB Touch (Strict First Candle)Harami Reversal Alerts BB Touch (Strict First Candle)
TMT Session - HiteshNimje TMT Session - HiteshNimje
Overview
This indicator highlights four configurable trading sessions (default: New York / London / Tokyo / Sydney) and draws session ranges, session VWAPs, session mean/trendline, max/min lines and optional dashboard info. It was built for students of Thought Magic Trading (TMT) to quickly visualize intraday structure across major sessions.
Key features
4 separate sessions (A/B/C/D) — customizable names, times and colors.
Session Range boxes (high/low), optional outline and labels.
VWAP per session (volume-weighted average price).
Mean / Trendline for session price (optional).
Optional session Max/Min lines.
Small on-chart descriptive labels explaining what each plotted line means.
Simple dashboard showing session status (Active/Inactive), volume, trend strength and standard deviation (optional).
Timezone offset or use exchange timezone.
Default colors
Session A — Blue
Session B — Black
Session C — Red
Session D — Orange
Usage / Notes
Designed for intraday analysis — works best on intraday timeframes.
Toggle any session, overlay, or label via input settings to reduce chart clutter.
Labels and dashboard are optional; enable them only when you want the additional on-chart information.
The indicator does not provide buy/sell signals. Use it as a structural reference in conjunction with your trading plan.
Access & License
EXCLUSIVE ACCESS: This indicator is for TMT students only.
Distribution: Invite-only (author permission required) — the author will grant access by invitation.
Redistribution, modification, or public reposting without permission is prohibited.
Support / Contact
For access requests or issues, contact the author: Hitesh_Nimje (Thought Magic Trading).
(Provide invite requests directly to the author — do not attempt to share copies.)
Disclaimer
For educational purposes only. Trading involves risk. Past performance is not indicative of future results. The author is not responsible for trading losses.
Physics of PricePhysics of Price is a non-repainting kinematic reversal and volatility overlay. It models price as a physical object with position, velocity, and acceleration, then builds adaptive bands and a short-term predictive “ghost cone” to highlight where reversals are statistically more likely.
CONCEPT
Instead of using only moving averages, the core engine tracks a smoothed price (position), trend speed (velocity), and change in trend speed (acceleration). Standard deviation of the model error defines probabilistic bands around this kinematic centerline. When price stretches too far away and snaps back, the move is treated as a potential exhaustion event.
CORE COMPONENTS
– Kinematic centerline (Alpha–Beta–Gamma style filter) that bends with trend instead of lagging like a simple MA.
– Inner and outer bands based on the standard deviation of residuals between price and the kinematic model.
– Regime filter using R² and band width to avoid signals in chaotic or ultra-wide regimes.
– Optional RSI “hook” filter that waits for momentum to actually turn instead of buying into a falling RSI.
– Optional divergence add-on using kinematic velocity, so a marginal new price extreme with weaker velocity is recognized as a possible exhaustion pattern.
REVERSAL EVENTS AND SCORING
Raw events are detected when price wicks through the outer band and closes back inside (band hit with snap). These are plotted as diamonds and treated as candidates, not automatic trades.
Each event is then scored from 0 to 100 using several factors:
– How far price overshot the outer band.
– How strongly it snapped back inside.
– Whether an RSI hook is present (if enabled).
– Regime quality from the kinematic model.
– Basic kinematic safety to avoid the most aggressive “knife-catch” situations.
– Optional divergence bonus when price makes a new extreme but velocity does not.
Only events with a score above the chosen threshold become confirmed signals (triangles labeled PHYSICS REV).
GHOST CONE (PREDICTIVE BAND)
On the latest bar, the script projects a short-horizon “ghost cone” into the future using position, velocity, and a damped acceleration term. This creates a curved predictive band that visualizes a plausible short-term path and range, rather than a simple straight line. The cone is meant as context for trade management and risk, not as a hard target.
FILTERS AND OPTIONS
– Regime filter (R² and band width) can be tightened or relaxed depending on how selective you want the engine to be.
– RSI and volume filters can be toggled on for extra confirmation or off to see the raw kinematic behavior.
– An optional trend baseline (EMA) can be enabled to bias or restrict reversals relative to a higher-timeframe trend.
– Dynamic cooldown scales with volatility so the script does not spam signals in fast environments.
HOW TO USE
Physics of Price is primarily a mean-reversion and exhaustion tool. It works best in markets that respect ranges, swings, and two-sided order flow. Confirmed PHYSICS REV signals near the outer bands, with decent model health and a clean RSI hook, are the core use case. The bands and ghost cone can also be used as a context overlay alongside your own entries, exits, and risk framework.
This is an indicator, not a complete trading system. It does not use lookahead or higher-timeframe security calls and is designed for “once per bar close” alerts. Always combine it with your own risk management and confluence.
DynamicQuant Lite Strategy v1.1.1🚀 DynamicQuant Pro - Adaptive Channel-Based Trading Strategy
📊 Strategy Overview
DynamicQuant Pro is an adaptive trading strategy based on price channel breakouts. It offers both trend-following and mean-reversion modes to adapt to various market conditions.
⚡ Core Features
🎯 Entry System
- Channel Breakout Based: Uses upper/lower band breakouts as entry signals
- Multi-Layer Filtering: Triple-filter system combining volume, momentum, and volatility indicators to eliminate false signals
- Smart Entry Control: Entry restriction zones and minimum bar spacing to prevent excessive positions
- Multi-Stage Position Building: Up to 5-stage scaling to optimize average entry price
🔄 Exit System (4 Modes)
- Band Mode: Exit based on channel centerline
- Split Mode: Individual exit per entry price
- Trailing Mode: Dynamic trailing exit
- Position Mode: Unified exit based on average price
🛡️ Risk Management
- Advanced Stop Loss: Intelligent exit system with recovery failure detection and time-based stops
- Multi-Level Take Profit: Flexible exit strategies including weighted partial exits and ladder profits
- Profit Protection: Safety mechanism preventing exits at loss levels
- Leverage-Based Margin Management: Margin calculation matching real exchange systems
✨ Key Strengths
⚡ Real-Time Exits: Tick-by-tick monitoring for immediate exits when targets are reached (no waiting for bar close)
📈 Detailed Visualization: Real-time PnL, entry prices, targets, stops - all displayed on chart
📊 Backtest Performance Table: Detailed statistics including win rate, profit factor, Long/Short performance
🎛️ Flexible Configuration: 30+ parameters to customize to your trading style
👥 Ideal For
✅ Traders seeking systematic risk management
✅ Traders looking for adaptable strategies across market conditions
✅ Traders preferring backtest-based strategy optimization
✅ Traders interested in scaling entry/exit strategies
⚠️ Disclaimer
This strategy is for educational and informational purposes only. Past performance does not guarantee future results. Trading involves substantial risk of loss. Always conduct your own research and risk assessment before trading with real capital.
Keltner Hull Suite [QuantAlgo]🟢 Overview
The Keltner Hull Suite combines Hull Moving Average positioning with double-smoothed True Range banding to identify trend regimes and filter market noise. The indicator establishes upper and lower volatility bounds around the Hull MA, with the trend line conditionally updating only when price violates these boundaries. This mechanism distinguishes between genuine directional shifts and temporary price fluctuations, providing traders and investors with a systematic framework for trend identification that adapts to changing volatility conditions across multiple timeframes and asset classes.
🟢 How It Works
The calculation foundation begins with the Hull Moving Average, a weighted moving average designed to minimize lag while maintaining smoothness:
hullMA = ta.hma(priceSource, hullPeriod)
The indicator then calculates true range and applies dual exponential smoothing to create a volatility measure that responds more quickly to volatility changes than traditional ATR implementations while maintaining stability through the double-smoothing process:
tr = ta.tr(true)
smoothTR = ta.ema(tr, keltnerPeriod)
doubleSmooth = ta.ema(smoothTR, keltnerPeriod)
deviation = doubleSmooth * keltnerMultiplier
Dynamic support and resistance boundaries are constructed by applying the multiplier-scaled volatility deviation to the Hull MA, creating upper and lower bounds that expand during volatile periods and contract during consolidation:
upperBound = hullMA + deviation
lowerBound = hullMA - deviation
The trend line employs a conditional update mechanism that prevents premature trend reversals. The system maintains the current trend line until price action violates the respective boundary, at which point the trend line snaps to the violated bound:
if upperBound < trendLine
trendLine := upperBound
if lowerBound > trendLine
trendLine := lowerBound
Directional bias determination compares the current trend line value against its previous value, establishing bullish conditions when rising and bearish conditions when falling. Signal generation occurs on state transitions, triggering alerts when the trend state shifts from neutral or opposite direction:
trendUp = trendLine > trendLine
trendDown = trendLine < trendLine
longSignal = trendState == 1 and trendState != 1
shortSignal = trendState == -1 and trendState != -1
The visualization layer creates a trend band by plotting both the current trend line and a two-bar shifted version, with the area between them filled to create a visual channel that reinforces directional conviction.
🟢 How to Use This Indicator
▶ Long and Short Signals: The indicator generates long/buy signals when the trend state transitions to bullish (trend line begins rising) and short/sell signals when transitioning to bearish (trend line begins falling). These state changes represent structural shifts in momentum where price has broken through the adaptive volatility bands, confirming directional commitment.
▶ Trend Band Dynamics: The spacing between the main trend line and its shifted counterpart creates a visual band whose width reflects trend strength and momentum consistency. Expanding bands indicate accelerating directional movement and strong trend persistence, while contracting or flattening bands suggest decelerating momentum, potential trend exhaustion, or impending consolidation. Monitoring band width provides early warning of regime transitions from trending to range-bound conditions.
▶ Preconfigured Presets: Three optimized parameter sets accommodate different trading styles and timeframes. Default (14, 20, 2.0) provides balanced trend identification suitable for daily charts and swing trading, Fast Response (10, 14, 1.5) delivers aggressive signal generation optimized for intraday scalping and momentum trading on 1-15 minute timeframes, while Smooth Trend (18, 30, 2.5) offers conservative trend confirmation ideal for position trading on 4-hour to daily charts with enhanced noise filtration.
▶ Built-in Alerts: Three alert conditions enable automated monitoring - Bullish Trend Signal triggers on long setup confirmation, Bearish Trend Signal activates on short setup confirmation, and Trend Change alerts on any directional transition. These notifications allow you to respond to regime shifts without continuous chart monitoring.
▶ Color Customization: Five visual themes (Classic, Aqua, Cosmic, Ember, Neon, plus Custom) accommodate different chart backgrounds and display preferences, ensuring optimal contrast and visual clarity across trading environments.
NIFTY Weekly Option Seller DirectionalHere’s a straight description you can paste into the TradingView “Description” box and tweak if needed:
---
### NIFTY Weekly Option Seller – Regime + Score + Management (Single TF)
This indicator is built for **weekly option sellers** (primarily NIFTY) who want a **structured regime + scoring framework** to decide:
* Whether to trade **Iron Condor (IC)**, **Put Credit Spread (PCS)** or **Call Credit Spread (CCS)**
* How strong that regime is on the current timeframe (score 0–5)
* When to **DEFEND** existing positions and when to **HARVEST** profits
> **Note:** This is a **single timeframe** tool. The original system uses it on **4H and 1D separately**, then combines scores manually (e.g., using `min(4H, 1D)` for conviction and lot sizing).
---
## Core logic
The script classifies the market into 3 regimes:
* **IC (Iron Condor)** – range/mean-reversion conditions
* **PCS (Put Credit Spread)** – bullish/trend-up conditions
* **CCS (Call Credit Spread)** – bearish/trend-down conditions
For each regime, it builds a **0–5 score** using:
* **EMA stack (8/13/34)** – trend structure
* **ADX (custom DMI-based)** – trend strength vs range
* **Previous-day CPR** – in CPR vs break above/below
* **VWAP (session)** – near/far value
* **Camarilla H3/L3** – for IC context
* **RSI (14)** – used as a **brake**, not a primary signal
* **Daily trend / Daily ADX** – used as **hard gates**, not double-counted as extra points
Then:
* Scores for PCS / CCS / IC are **cross-penalised** (they pull each other down if conflicting)
* Final scores are **smoothed** (current + previous bar) to avoid jumpy signals
The **background colour** shows the current regime and conviction:
* Blue = IC
* Green = PCS
* Red = CCS
* Stronger tint = higher regime score
---
## Scoring details (per timeframe)
**PCS (uptrend, bullish credit spreads)**
* +2 if EMA(8) > EMA(13) > EMA(34)
* +1 if ADX > ADX_TREND
* +1 if close > CPR High
* +1 if close > VWAP
* RSI brake:
* If RSI < 50 → PCS capped at 2
* If RSI > 75 → PCS capped at 3
* Daily gating:
* If daily EMA stack is **not** uptrend → PCS capped at 2
**CCS (downtrend, bearish credit spreads)**
* +2 if EMA(8) < EMA(13) < EMA(34)
* +1 if ADX > ADX_TREND
* +1 if close < CPR Low
* +1 if close < VWAP
* RSI brake:
* If RSI > 50 → CCS capped at 2
* If RSI < 25 → CCS capped at 3
* Daily gating:
* If daily EMA stack is **not** downtrend → CCS capped at 2
**IC (range / mean-reversion)**
* +2 if ADX < ADX_RANGE (low trend)
* +1 if close inside CPR
* +1 if near VWAP
* +0.5 if inside Camarilla H3–L3
* +1 if daily ADX < ADX_RANGE (daily also range-like)
* +0.5 if RSI between 45 and 55 (classic balance zone)
* Daily gating:
* If daily ADX ≥ ADX_TREND → IC capped at 2 (no “strong IC” in strong trends)
**Cross-penalty & smoothing**
* Each regime’s raw score is reduced by **0.5 × max(other two scores)**
* Final IC / PCS / CCS scores are then **smoothed** with previous bar
* Scores are always clipped to ** **
---
## Regime selection
* If one regime has the highest score → that regime is selected.
* If there is a tie or close scores:
* When ADX is high, trend regimes (PCS/CCS) are preferred in the direction of the EMA stack.
* When ADX is low, IC is preferred.
The selected regime’s score is used for:
* Background colour intensity
* Minimum score gate for alerts
* Display in the info panel
---
## DEFEND / HARVEST / REGIME alerts
The script also defines **management signals** using ATR-based buffers and Camarilla breaks:
* **DEFEND**
* Price moving too close to short strikes (PCS/CCS/IC) relative to ATR, or
* Trend breaks through Camarilla with ADX strong
→ Suggests rolling away / widening / converting to reduce risk.
* **HARVEST**
* Price has moved far enough from your short strikes (in ATR multiples) and market is still range-compatible
→ Suggests booking profits / rolling closer / reducing risk.
* **REGIME CHANGED**
* Regime flips (IC ↔ PCS/CCS) with cooldown and minimum score gate
→ Suggests switching playbook (range vs trend) for new entries.
Each of these has a plotshape label plus an `alertcondition()` for TradingView alerts.
---
## UI / Panel
The **top-right panel** (optional) shows:
* Strategy + final regime score (IC / PCS / CCS, x/5)
* ADX / RSI values
* CPR status (Narrow / Normal / Wide + %)
* EMA Stack (Up / Down / Mixed) and EMA tightness
* VWAP proximity (Near / Away)
* Final **IC / PCS / CCS** scores (for this timeframe)
* H3/L3, H4/L4, CPR Low/High and VWAP levels (rounded)
These values are meant to be **read quickly at the decision time** (e.g. near the close of the 4H bar or daily bar).
---
## Intended workflow
1. Run the script on **4H** and **1D** charts separately.
2. For each timeframe, read the panel’s **IC / PCS / CCS scores** and regime.
3. Decide:
* Final regime (IC vs PCS vs CCS)
* Combined score (e.g. `AlignScore = min(Score_4H, Score_1D)`)
4. Map that combined score to **your own lot-size buckets** and trade rules.
5. During the life of the position, use **DEFEND / HARVEST / REGIME** alerts to adjust.
The script does **not** auto-calculate lot size or P&L. It focuses on giving a structured, consistent **market regime + strength + levels + management** layer for weekly option selling.
---
## Disclaimer
This is a discretionary **decision-support tool**, not a guarantee of profit or a replacement for risk management.
No performance is implied or promised. Always size positions and manage risk according to your own capital, rules, and regulations.
Higher Timeframe MA High Low BandsHigher Timeframe Customer MA High Low Bands. There are 3 different Moving Average Parameters Available. Indicator will plot 3 lines of MA Length With Source of High, Close and Low. User can change relevant MA parameters / Show or Hide MA.
Happy Trading
DH EMA 28/72/200 Unified Ribbon (Scaled HTF)Unified EMA Ribbon (28/72/200)
This indicator merges two popular EMA systems — 21/55/200 and 34/89/200 — into a single, smoother trend-tracking ribbon.
Each pair of EMAs is averaged to create:
EMA 28 (average of 21 & 34)
EMA 72 (average of 55 & 89)
EMA 200 retained as long-term trend filter
The unified ribbon reduces noise, improves trend clarity, and provides clean pullback zones for high-probability entries, especially on the H1 timeframe.
My script//@version=6
indicator("ISIN demo")
// Define inputs for two symbols to compare.
string symbol1Input = input.symbol("NASDAQ:AAPL", "Symbol 1")
string symbol2Input = input.symbol("GETTEX:APC", "Symbol 2")
if barstate.islastconfirmedhistory
// Retrieve ISIN strings for `symbol1Input` and `symbol2Input`.
var string isin1 = request.security(symbol1Input, "", syminfo.isin)
var string isin2 = request.security(symbol2Input, "", syminfo.isin)
// Log the retrieved ISIN codes.
log.info("Symbol 1 ISIN: " + isin1)
log.info("Symbol 2 ISIN: " + isin2)
// Log an error message if one of the symbols does not have ISIN information.
if isin1 == "" or isin2 == ""
log.error("ISIN information is not available for both symbols.")
// If both symbols do have ISIN information, log a message to confirm whether both refer to the same security.
else if isin1 == isin2
log.info("Both symbols refer to the same security.")
else
log.info("The two symbols refer to different securities.")
Auto Channel DetectorChannel Detector — Indicator Description:
The Channel Detector is a powerful TradingView indicator designed to automatically identify market channels and display them directly on the chart. Using structural swing points and trend-based logic, the tool recognizes parallel price movement and draws the upper and lower boundaries of each channel with precision. A midpoint line is plotted through the center of the channel to help visualize equilibrium and potential reaction zones.
This indicator highlights trending and consolidating behavior by mapping the most relevant channels as price develops. Whether the market is rising, falling, or ranging, the Channel Detector provides a clear visual structure that traders can use to interpret price action, anticipate breakouts, and refine trade entries.
Fully customizable, it allows users to adjust line styles, colors, and visibility options to match any trading style or chart layout. The result is a clean and intuitive tool that brings structure, context, and clarity to market movement.
Enhanced Ichimoku CloudDYNAMIC INDICATOR... im a beginer at this so i like to enhance my indicator by adding Visual Elements so that its easier to read for me... here is a visual representation of trend changes.
21-50-100 EMA Crossover indicatorSimple EMA crossover indicator visualizing 21-50-100 EMA crossovers.
SPY EMA + VWAP Day Trading Strategy (Market Hours Only)//@version=5
indicator("SPY EMA + VWAP Day Trading Strategy (Market Hours Only)", overlay=true)
// === Market Hours Filter (EST / New York Time) ===
nySession = input.session("0930-1600", "Market Session (NY Time)")
inSession = time(timeframe.period, "America/New_York") >= time(nySession, "America/New_York")
// EMAs
ema9 = ta.ema(close, 9)
ema21 = ta.ema(close, 21)
// VWAP
vwap = ta.vwap(close)
// Plot EMAs & VWAP
plot(ema9, "EMA 9", color=color.green, linewidth=2)
plot(ema21, "EMA 21", color=color.orange, linewidth=2)
plot(vwap, "VWAP", color=color.blue, linewidth=2)
// ----------- Signals -----------
long_raw = close > ema9 and ema9 > ema21 and close > vwap and ta.crossover(ema9, ema21)
short_raw = close < ema9 and ema9 < ema21 and close < vwap and ta.crossunder(ema9, ema21)
// Apply Market Hours Filter
long_signal = long_raw and inSession
short_signal = short_raw and inSession
// Plot Signals
plotshape(long_signal,
title="BUY",
style=shape.labelup,
location=location.belowbar,
color=color.green,
size=size.small,
text="BUY")
plotshape(short_signal,
title="SELL",
style=shape.labeldown,
location=location.abovebar,
color=color.red,
size=size.small,
text="SELL")
// Alerts
alertcondition(long_signal, title="BUY Alert", message="BUY Signal (Market Hours Only)")
alertcondition(short_signal, title="SELL Alert", message="SELL Signal (Market Hours Only)")
Mean Reversion — BB + Z-Score + RSI + EMA200 (TP at Opposite Z)This is a systematic mean-reversion framework for index futures and other liquid assets.
This strategy combines Bollinger Bands, Z-Score dislocation, RSI extremes, and a trend-filtering EMA200 to capture short-term mean-reversion inefficiencies in NQ1!. It is designed for high-volatility conditions and uses a precise exit model based on opposite-side Z-Score targets and dynamic mid-band failure detection.
🔍 Entry Logic (Mean Reversion) :
The strategy enters trades only when multiple confluence signals align:
Long Setup
Price at or below the lower Bollinger Band
Z-Score ≤ –Threshold (deep statistical deviation)
RSI ≤ oversold level
Price below the EMA-200 (countertrend mean-reversion only)
Cooldown must be completed
No open position
Short Setup
Price at or above the upper Bollinger Band
Z-Score ≥ Threshold
RSI ≥ overbought level
Price above the EMA-200
Cooldown complete
No open position
This multi-signal gate filters out weak reversions and focuses on mature dislocations.
🎯 Take-Profit Model: Opposite-Side Z-Score Target :
Once in a trade, take-profit is set by solving for the price where the Z-Score reaches the opposite side:
Long TP = Z = +Threshold
Short TP = Z = –Threshold
This creates a symmetric statistical exit based on reverting to equilibrium plus overshoot.
🛡️ Stop-Loss System (Volatility-Aware) :
Stop losses combine:
A fixed base stop (points)
A standard-deviation volatility component
This adapts the SL to regime changes and avoids being shaken out during rare volatility spikes.
⏳ Half-Life Exit :
If a trade has not reverted within a fixed number of bars, it automatically closes.
This prevents “mean-reversion traps” during trending periods.
📉 Advanced Mid-Band Exit Logic (BB Basis Failure) :
This is the unique feature of the system.
After entry:
Wait for price to cross the Bollinger Basis (middle band) in the direction of the mean.
Start a 5-bar delay timer.
After 5 bars, the strategy becomes “armed.”
Once armed:
If price fails back through the mean, exit immediately.
Intrabar exits trigger precisely (with tick-level precision if Bar Magnifier is enabled).
This protects profits and exits trades at the first sign of mean-failure.
⏱️ Cooldown System :
After each closed trade, a cooldown period prevents immediate re-entry.
This avoids clustering and improves statistical independence of trades.
🖥️ What This Strategy Is Best For :
High-volatility intraday NQ conditions
Statistical mean reversion with structured confluence
Traders who want clean, rule-based entries
Avoiding trend-day traps using EMA and half-life logic
📊 Included Visual Elements :
Bollinger Bands (Upper, Basis, Lower)
BUY/SELL markers at signal generation
Optional alerts for automated monitoring
🚀 Summary :
This is a precision mean-reversion system built around volatility bands, statistical dislocation, and price-behavior confirmation. By combining Z-Score, RSI, EMA200 filtering, and a sophisticated mid-band failure exit, this model captures high-probability reversions while avoiding the common pitfalls of naive band-touch systems.
