MeanReversion Pro System
- Indicatori
- Eugen-alexandru Zibileanu
- Versione: 3.10
- Attivazioni: 5
A precision mean reversion indicator combining three independent signal engines, two oscillator filters, and an adaptive multi-timeframe Gann ray — all in a single, optimized tool built for scalpers.
No repaint Multi-timeframe Auto TP/SL Sound alerts 3m-5m optimized Wick detection + Candle break ON/OFF/BOTH (recommend ON for accuracy and precision!)
REMINDER: THIS IS NOT A 100% WINNING SYSTEM, YOU NEED TO SET UP ATR BASED SETTINGS ACCORDING TO THE MARKET STATE, ALSO THIS IS NOT FINANCIAL ADVICE
The concept
Why most mean reversion indicators miss the best trades
Standard Bollinger Bands only signal when price closes beyond the band — missing the countless high-probability setups where price spikes into a band with a long rejection wick and snaps back immediately. Mean Reversion Pro catches both: close-based signals for classic entries, and wick-rejection signals for the fast, explosive reversals that scalpers live for. You choose the mode, or run both simultaneously.
"A candle that pierces the band with a wick and closes back inside is one of the cleanest mean reversion signals in existence. This indicator is the first to treat it as a first-class citizen alongside the classic close-outside method."
Signal engines
Three independent layers of confirmation
Bollinger Bands
Standard 20-period, 2σ bands. Configurable length, multiplier, and source. Serves as the primary statistical envelope for mean reversion detection.
Nadaraya-Watson
Gaussian kernel regression that adapts to recent price action without lag. Projects upper and lower envelopes using ATR for dynamic, non-linear band detection.
Gann Ray (MTF)
Detects the most recent swing pivot on a higher timeframe (M15, H1, etc.) and projects a 1×1 angle ray. Filters signals to match the dominant directional trend — only longs with a rising ray, only shorts with a falling ray.
Three ways to detect a reversal
Wick rejection (WICK mode)
The candle low/high pierces the band and the close snaps back inside. This is the pure rejection signal — fast, explosive, and often the highest-probability setup. Ideal for 3m scalping where wicks form and resolve within a single candle.
Close outside (CLOSE mode)
The candle closes fully beyond the band. Classic mean reversion confirmation — slower to trigger but gives more time to enter. Works best in quieter, ranging market conditions.
Both simultaneously (BOTH mode)
Fires on either condition — wick or close. Maximizes signal frequency while keeping both signal types on the chart simultaneously. Recommended for active sessions.
Filters
Built-in oscillator filters — signal sources or guards
RSI and Stochastic can each operate in two distinct roles. As a filter, they block signals that don't confirm the reversal condition. As a signal source, they can trigger entries independently — useful for RSI-only or Stochastic-only trading modes.
| Component | On/Off | Role |
|---|---|---|
| Bollinger Bands | ON | Signal source — disable to remove from entry logic entirely |
| Nadaraya-Watson | ON | Signal source — disable to hide from chart and logic |
| RSI | ON | Filter (default) or signal source via RSI_As_Signal toggle |
| Stochastic | ON | Filter (default) or signal source via Stoch_As_Signal toggle |
| Gann Ray | ON | Direction filter — blocks counter-trend entries automatically |
Trade management
Automatic TP, SL, and entry levels on every signal
Auto TP zone
ATR-based take profit drawn as a green zone to the right of the signal candle, with exact price printed at the edge.
Auto SL zone
ATR-based stop loss drawn as a red zone below/above entry, with price label. SL and TP multipliers are fully configurable.
Entry line
Dashed gold line at the signal close price, with "Entry 5022.50" label. Stays visible until the next signal overrides it.
All past signals remain visible on the chart — every historical trade zone stays drawn so you can review entries, assess what worked, and refine your settings without guessing.
Performance
Built for low-latency, tick-by-tick environments
Precomputed Gaussian kernel weights
The Nadaraya-Watson calculation is the most CPU-intensive part. Weights are computed once at initialization and reused on every bar — eliminating redundant math.exp() calls on every tick.
Native MT5 handles for RSI, Stoch, ATR
Instead of manual loop-based calculations, the indicator uses iRSI(), iStochastic(), and iATR() handles with CopyBuffer() — delegating heavy math to MT5's internally optimized C++ engine.
No repaint — closed bars only
Signals are evaluated on bar[1] (the last fully closed candle) and never recalculate after the bar closes. What you see on the chart is what you would have seen in real time.
Sound alert on every new signal
When a new entry signal forms on the just-closed bar, the indicator triggers a native MT5 audio alert (configurable .wav file), a popup alert dialog with full entry/TP/SL/RR details, and an optional push notification to the MetaTrader mobile app. Alerts fire exactly once per signal — no re-triggers on subsequent ticks.
Settings overview
Fully modular — trade any combination
BB only
Disable NW, RSI, Stoch, Gann. Pure Bollinger mean reversion.
NW only
Disable BB and filters. Trade purely off the kernel regression envelope.
RSI only
Disable BB + NW, enable RSI_As_Signal. Classic oscillator signals.
Full system
BB + NW + RSI filter + Stoch filter + Gann direction. Maximum confluence.
Compatible with: MetaTrader 5 · All instruments · All timeframes
Recommended timeframe: M3 · Gann pivot timeframe: M15 or H1
Includes full parameter documentation. Settings persist across MT5 restarts.
