Samuel De Souza Ferreira / 卖家
已发布的产品
Ornstein–Uhlenbeck Z-Score Regime Suite 不仅观察偏离程度,更要了解当前走势是否仍有延续的力量。 两个走势可能达到完全相同的Z-Score,却代表截然不同的市场状态。一个可能即将回归均值,另一个则可能正在形成持续性,并延续远超预期的时间。 该套件将 Ornstein–Uhlenbeck过程 应用于标准化序列,将三个关键维度结合起来: 偏离距离、持续性和回归时间 。 一次加载,三项同步读数 指标会自动组织三个独立的子窗口: **Z-Score:**跟踪当前K线,衡量价格偏离均值的方向和强度。 **Phi:**使用已收盘K线,估计当前行为更倾向于回归还是持续。 **Half-Life:**将持续性转换为以K线数量表示的预计半衰期。 因此,该指标不仅显示价格偏离了多远,还能帮助识别 这种偏离背后究竟存在怎样的行为结构 。 震荡、过渡与延续 三项读数的组合可以用于研究不同状态: 与快速均值回归相符的偏离; 仍保持较强持续性的极端走势; 均值回归力量逐渐减弱; 从震荡状态向方向性行为过渡; 持续性走势可能进一步延续; 持续性下降并重新恢复平衡。 当Phi和H
VWAP Bands Indicator – Volume Intelligence for All Markets The VWAP Bands Indicator is a professional tool based on the Volume Weighted Average Price (VWAP), designed for traders who seek an objective reading of institutional flow, volatility, and market equilibrium. More than just a central line, the indicator combines cumulative VWAP with three dynamic volatility bands, providing a clear view of value, market excess, and reversion toward fair price throughout the trading day. Why use the VW
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Daily VWAP — Institutional Reference for Intraday Value The Daily VWAP is a professional indicator based on the Volume-Weighted Average Price (VWAP) , designed to reveal the true balance between price and volume throughout the trading session. Unlike traditional moving averages, the Daily VWAP incorporates the weight of traded volume in every price movement, providing a much more accurate reference to the behavior of institutional traders and large market participants. What the indicator deliver
FREE
TendencyLine Indicator - Market Trend Analysis General Description TendencyLine is a technical indicator to help traders identify the prevailing market trend. It overlays a trend line based on a user-selected moving average on the price chart and displays a colored histogram that signals the trend direction. Main Features Trend Identification: The indicator differentiates between bullish and bearish periods with colored histogram bars. Based on Moving Averages: Uses a user-configurable moving a
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