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 sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.