INVITE-ONLY SCRIPT
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.
仅限邀请脚本
只有作者授权的用户才能访问此脚本。您需要申请并获得使用许可。通常情况下，付款后即可获得许可。更多详情，请按照下方作者的说明操作，或直接联系QuantCraftPro。
TradingView不建议您付费购买或使用任何脚本，除非您完全信任其作者并了解其工作原理。您也可以在我们的社区脚本找到免费的开源替代方案。
作者的说明
Send private message to get access.
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
仅限邀请脚本
只有作者授权的用户才能访问此脚本。您需要申请并获得使用许可。通常情况下，付款后即可获得许可。更多详情，请按照下方作者的说明操作，或直接联系QuantCraftPro。
TradingView不建议您付费购买或使用任何脚本，除非您完全信任其作者并了解其工作原理。您也可以在我们的社区脚本找到免费的开源替代方案。
作者的说明
Send private message to get access.
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。