PredictorSZ: Random-Drift Predictor (v+a+Mean Reversion) is a probabilistic indicator designed to estimate the likelihood of the next price movement direction using a hybrid statistical model.
Instead of giving traditional buy/sell signals, it calculates the probability of upward vs downward movement by combining three core market forces:
Velocity (v) – smoothed price returns to measure momentum
Acceleration (a) – change in momentum to detect strengthening or weakening trends
Mean Reversion Bias – distance from a long-term equilibrium (EMA/SMA center)
These components are merged into a normalized score and transformed using a logistic function, producing a smooth probability curve between 0% and 100%.
Key Features
• Outputs P(Up) and P(Down) as real probabilities
• Combines momentum + acceleration + mean reversion
• Adaptive normalization based on market volatility
• Visual thresholds to identify strong directional bias
• Optional component plots for deeper analysis
• Designed for BTC, crypto, and all liquid markets
How to use
• Above 50% → bullish bias
• Below 50% → bearish bias
• Above threshold (e.g. 55%) → strong bullish probability
• Below inverse threshold (e.g. 45%) → strong bearish probability
This tool does not predict the future with certainty — it measures statistical edge based on current market dynamics.
Ideal for use as a directional filter, confirmation tool, or research instrument.
🇸🇮 Slovenska verzija (krajše)
SZ: Random-Drift Predictor je indikator, ki izračuna verjetnost rasti ali padca cene na podlagi kombinacije:
• momentuma (hitrost)
• spremembe momentuma (pospešek)
• odmika od ravnovesne cene (mean reversion)
Rezultat je verjetnost med 0% in 100%, ki prikazuje statistični bias trga.
Interpretacija
• nad 50% → bias rasti
• pod 50% → bias padca
• nad pragom (npr. 55%) → močan signal rasti
• pod pragom → močan signal padca
Indikator je namenjen kot orodje za oceno statistične prednosti, ne kot klasičen buy/sell signal.
Pine Script®指标






















