OPEN-SOURCE SCRIPT
Predictor
SZ: 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.
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.
Skrip open-source
Dengan semangat TradingView yang sesungguhnya, pembuat skrip ini telah menjadikannya sebagai sumber terbuka, sehingga para trader dapat meninjau dan memverifikasi fungsinya. Salut untuk penulisnya! Meskipun Anda dapat menggunakannya secara gratis, perlu diingat bahwa penerbitan ulang kode ini tunduk pada Tata Tertib kami.
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.
Skrip open-source
Dengan semangat TradingView yang sesungguhnya, pembuat skrip ini telah menjadikannya sebagai sumber terbuka, sehingga para trader dapat meninjau dan memverifikasi fungsinya. Salut untuk penulisnya! Meskipun Anda dapat menggunakannya secara gratis, perlu diingat bahwa penerbitan ulang kode ini tunduk pada Tata Tertib kami.
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.