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업데이트됨 Statistical Anomaly Indicator

The Statistical Anomaly Indicator is a sophisticated tool designed for traders to detect and highlight candles that significantly deviate from the expected price action based on statistical analysis. By leveraging historical price data, this indicator calculates an anticipated price range using a pricing model rooted in the mean and standard deviation of historical returns. When the actual price moves outside these statistical boundaries, the corresponding candles are marked on the chart, providing traders with unique insights into potential market anomalies.
Purpose and Unique Insights
The primary purpose of the Statistical Anomaly Indicator is to aid traders in identifying periods of abnormal price movements that may signify overbought or oversold conditions, potential reversals, or trend continuations. By highlighting these statistical outliers, the indicator offers:
This tool benefits both novice traders, by simplifying complex statistical concepts into visual cues, and experienced traders, by adding a quantitative edge to their analysis.
Methodology
Visual Presentation on the Chart
Practical Applications for Traders
Combining with Other Tools and Analysis
To maximize the effectiveness of the Statistical Anomaly Indicator:
Limitations and Caveats
Conclusion
The Statistical Anomaly Indicator offers a quantitative approach to identifying unusual price movements in the market. By transforming complex statistical data into simple visual signals, it empowers traders to make more informed decisions. Whether you're a novice trader seeking to understand market dynamics or an experienced trader looking to refine your strategy, this indicator provides practical benefits. Remember to integrate it with fundamental analysis and other technical tools to validate signals and enhance your trading decisions.
Purpose and Unique Insights
The primary purpose of the Statistical Anomaly Indicator is to aid traders in identifying periods of abnormal price movements that may signify overbought or oversold conditions, potential reversals, or trend continuations. By highlighting these statistical outliers, the indicator offers:
- Early Detection of Market Anomalies: Spot unusual price actions promptly.
- Enhanced Decision-Making: Make more informed trading decisions by understanding when prices deviate from historical norms.
- Versatility Across Markets: Applicable in various market contexts, whether trending or ranging.
This tool benefits both novice traders, by simplifying complex statistical concepts into visual cues, and experienced traders, by adding a quantitative edge to their analysis.
Methodology
- Calculate the return of the period
Pine Script® return(t) = (close[t] - close[t - 1])/close[t-1] - Calculate the mean of past returns within a specified window
Pine Script® mean = ta.sma(return[t - 1], period) - Calculate the standard deviation of past returns within a specified window
Pine Script® stdev = ta.stdev(return[t - 1], period) - Establish price upper and lower bound using the last close, mean and standard deviation
Pine Script® upper_bound = close[t-1] * (1 + mean + stdev) lower_bound = close[t-1] * (1 + mean - stdev) - Mark the candles where the close price exceeds the established price range
Pine Script® close > upper_bound or close < lower_bound
Visual Presentation on the Chart
- Color-Coded Triangles: The indicator places color-coded triangles below the bars of the candles that exceed the expected price range.
Green Triangles: Indicate a close above the upper bound (potential overbought condition).
Red Triangles: Indicate a close below the lower bound (potential oversold condition). - Immediate Recognition: These visual cues enable traders to quickly identify statistical anomalies without sifting through numerical data.
Practical Applications for Traders
- Identifying Overbought/Oversold Conditions: Recognize when the asset price may have moved too far in one direction and could be due for a correction.
- Spotting Potential Reversals: Use deviations as early signals of possible market reversals.
- Confirming Trend Continuations: In strong trends, deviations might indicate momentum is continuing rather than reversing.
- Identifying historical trends in the price action.
Combining with Other Tools and Analysis
To maximize the effectiveness of the Statistical Anomaly Indicator:
- Pair with the Mean and Standard Deviation Lines Indicator:
Provides additional context by displaying the mean and standard deviation levels directly on the chart. - Use in Conjunction with Fundamental Analysis:
Validate whether statistical anomalies are supported by underlying economic factors or news events. - Integrate with Other Technical Indicators.
Limitations and Caveats
- Not a Standalone Tool: Should not be used in isolation; always consider the broader market context.
- Statistical Assumptions: Based on historical data; past performance does not guarantee future results.
- False Signals: Like all indicators, it may generate false positives, especially in highly volatile or low-volume markets which is why context is needed to interpret the signals.
- Parameter Selection: The chosen period for calculating mean and standard deviation can significantly affect the indicator's sensitivity.
Conclusion
The Statistical Anomaly Indicator offers a quantitative approach to identifying unusual price movements in the market. By transforming complex statistical data into simple visual signals, it empowers traders to make more informed decisions. Whether you're a novice trader seeking to understand market dynamics or an experienced trader looking to refine your strategy, this indicator provides practical benefits. Remember to integrate it with fundamental analysis and other technical tools to validate signals and enhance your trading decisions.
릴리즈 노트
updated for compatibility with mean and standard deviation lines.Period has been split into mean period and volatility period which should have the same setting as mean and standard deviation lines.
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visit oisigma.com to subscribe.
경고: 액세스를 요청하기 앞서 초대 전용 스크립트에 대한 가이드를 읽어주세요.
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이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.
초대 전용 스크립트
이 스크립트는 작성자가 승인한 사용자만 접근할 수 있습니다. 사용하려면 요청을 보내고 승인을 받아야 합니다. 일반적으로 결제 후에 승인이 이루어집니다. 자세한 내용은 아래 작성자의 지침을 따르거나 oisigma에게 직접 문의하세요.
트레이딩뷰는 스크립트 작성자를 완전히 신뢰하고 스크립트 작동 방식을 이해하지 않는 한 스크립트 비용을 지불하거나 사용하지 않는 것을 권장하지 않습니다. 무료 오픈소스 대체 스크립트는 커뮤니티 스크립트에서 찾을 수 있습니다.
작성자 지시 사항
visit oisigma.com to subscribe.
경고: 액세스를 요청하기 앞서 초대 전용 스크립트에 대한 가이드를 읽어주세요.
면책사항
이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.