OPEN-SOURCE SCRIPT
Yield Anomaly
Yield Anomaly V2 is an advanced statistical indicator designed to identify abnormal price movements using log returns, adaptive volatility analysis, and robust anomaly detection techniques.
The script combines Z-Score analysis, percentile thresholds, and robust deviation measurements (MAD-based volatility estimation) to highlight unusual market behavior that may indicate momentum expansion, volatility spikes, exhaustion moves, or potential mean-reversion conditions.
Key Features:
• Adaptive anomaly detection using either standard deviation or robust MAD calculations
• Optional percentile-based thresholds for dynamic market adaptation
• EMA or SMA rolling mean selection
• Detection of anomaly clusters and potential regime shifts
• AR(1)-based market regime analysis (mean reversion vs trending conditions)
• Volatility regime monitoring through Volatility-of-Volatility analysis
• Real-time labels displaying statistical market conditions
• Performance tracking table with signal statistics and reversal monitoring
• Fully customizable inputs and visual settings
This indicator is intended for educational and analytical purposes only. It does not provide financial advice, investment recommendations, or guaranteed trading signals. Traders should combine it with proper risk management and additional market analysis before making trading decisions.
The script combines Z-Score analysis, percentile thresholds, and robust deviation measurements (MAD-based volatility estimation) to highlight unusual market behavior that may indicate momentum expansion, volatility spikes, exhaustion moves, or potential mean-reversion conditions.
Key Features:
• Adaptive anomaly detection using either standard deviation or robust MAD calculations
• Optional percentile-based thresholds for dynamic market adaptation
• EMA or SMA rolling mean selection
• Detection of anomaly clusters and potential regime shifts
• AR(1)-based market regime analysis (mean reversion vs trending conditions)
• Volatility regime monitoring through Volatility-of-Volatility analysis
• Real-time labels displaying statistical market conditions
• Performance tracking table with signal statistics and reversal monitoring
• Fully customizable inputs and visual settings
This indicator is intended for educational and analytical purposes only. It does not provide financial advice, investment recommendations, or guaranteed trading signals. Traders should combine it with proper risk management and additional market analysis before making trading decisions.
Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.
Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.