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Anchored VWAP Bands
Session VWAP with standard-deviation bands. Price above VWAP = buyers in control for the session; the outer bands often act as stretch levels for mean-reversion entries.
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Comunidad
Reversión a la media
Opera la vuelta a la media tras un exceso: setups con RSI, Bollinger, VWAP y CCI. 19 scripts escritos en Deepwick Script, un subconjunto de Pine Script.
19 scripts públicos
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Williams VIX Fix
Williams VIX Fix (WVF) — measures how far today's low is from the highest high over the lookback as a percentage. WVF 30 = potential bottom (analogous to the VIX spiking above 30). - Spike + low reading on RSI = high-probability reversal zone.
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Market Meanness Index
Market Meanness Index (MMI) — ratio of the standard deviation of the price-vs-SMA distance to its mean absolute deviation. High MMI = trending (heavy tails), low MMI = mean-reverting (Gaussian). - Use with a regime filter to switch between trend-following and mean-reversion strategies.
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Adaptive Bollinger Bands
Adaptive Bollinger Bands — the SMA length adapts via the Efficiency Ratio. Bands squeeze tighter in trends (catch the breakout) and widen in chop (avoid false breakouts). - Mean-reversion trade at the opposite band; trend trade on a close outside.
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Camarilla Pivot Points
Camarilla pivots are scaled off yesterday's close and the prior day's range — R1/S1 sit much closer to price than standard pivots, which is why day traders use them for mean-reversion setups. - The 1.0833 / 1.1666 multipliers cluster the inner levels tightly. - R3/S3 are the classic 'stop-and-reverse' bands; a close through them often signals a trending day.
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VWAP Standard Deviation Bands
VWAP StDev Bands wrap the live session VWAP with standard-deviation envelopes based on close − VWAP — the institutional 'is the move stretched' gauge. - A close beyond the upper rail = stretch; mean-reversion is the typical play. - A close beyond the lower rail = capitulation read; trend continuation setups still appear in strong regimes.
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VWAP
VWAP (Volume-Weighted Average Price) is the session-anchored average price weighted by volume — the institutional fair-value benchmark for the day. - Above VWAP = buyers in control for the session. - Below VWAP = sellers in control; VWAP often acts as the first support / resistance when revisited.
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Ulcer Index
Ulcer Index measures depth and duration of drawdowns from the rolling high — designed to capture how painful the ride was, not just how volatile. - Rises during prolonged declines, falls during recoveries. - Common alternative to StdDev for risk-adjusted return ratios (Ulcer Performance Index).
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Bollinger Bands
Bollinger Bands plot a moving average plus/minus an envelope that scales with recent volatility (StdDev of the source). - Squeeze = bands pinch together → low volatility, expect a breakout. - Walk = price hugging the upper band → strong trend, lower band → strong downtrend. - Crosses of the outer band are common mean-reversion entry zones.
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Slow Stochastic
Slow Stochastic smooths %K one extra time before plotting — cleaner and less noisy than fast Stoch. The default in most trading platforms. - Above 80 = overbought, below 20 = oversold. - %K crossing %D in extreme territory is the textbook trigger. - Raise smoothing for steadier signals.
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Inverse Fisher RSI
Inverse Fisher RSI runs RSI through a hyperbolic-tan transform so its values cluster near ±1 instead of squashing inside 30-70. Far cleaner extremes than raw RSI. - Above +0.5 = overbought, below -0.5 = oversold. - Great filter for mean-reversion systems on choppy assets. - Raise Length for fewer, slower signals.
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Fisher Transform
Fisher Transform stretches price into a near-Gaussian distribution then inverts the CDF so turns become sharp peaks. Excellent reversal oscillator. - Above +1.6 = overbought, below -1.6 = oversold. - Crossover of trigger (previous bar's value) flags momentum shifts. - Raise Length for steadier swings on noisy assets.
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Disparity Index
Disparity Index measures price distance from its SMA in percent. Above 0 = price above its MA, below 0 = price below. - Extreme readings flag short-term blowoffs vs the trend. - Use with an MA crossover to fade overextensions. - Raise Length for a steadier baseline.
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Detrended Price
Detrended Price (DPO) removes the trend from price by subtracting the SMA shifted forward by half the lookback. Shows short-term cycles around the trend. - Zero-line crosses flag short-term momentum shifts. - Peaks above zero and troughs below zero identify cycle extremes. - Use on equities/indices with clear cyclical behaviour.
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ConnorsRSI
ConnorsRSI combines three signals — a 2-period RSI on the up/down streak, the percentile rank of daily returns over 100 bars, and a 3-period RSI of price. Composite ranges 0-100. - Above 90 = overbought, below 10 = oversold. - Best on equities and indices; works on liquid crypto pairs. - Raise Rank Lookback for a smoother percentile score.
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Williams %R
Williams %R is the inverse of the Fast Stochastic — closer to -0 = strong, closer to -100 = weak. A clean overbought/oversold oscillator on any market. - Above -20 = overbought, below -80 = oversold. - Pair with a trend filter to avoid fighting a strong move. - Raise Length to slow the response.
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Commodity Channel Index
Commodity Channel Index (CCI) measures how far the typical price has wandered from its moving average in units of mean deviation. - Above +100 = strong bullish momentum, below -100 = strong bearish. - Zero-line crossings are momentum shifts. - Raise Length to suppress noise in chop.
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Stochastic RSI
Stochastic RSI applies the Stochastic kernel to RSI itself, so it sits between 0 and 1 (or 0-100 scaled). Far more sensitive than a regular Stochastic. - Useful for short-term reversals on majors and BTCUSD. - %K crossing %D in the lower band is a clean entry trigger. - Raise RSI Length to slow it down.
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Stochastic
Stochastic Oscillator plots where the close sits within the recent high-low range. %K is the raw oscillator; %D is the smoothed version. - Above 80 = overbought, below 20 = oversold. - %K crossing above %D in the oversold zone is the textbook buy. - Raise Length to filter noise, lower it for faster reversals.
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