MARKET REVERSAL Гайд по трейдингу

The Market Phase & Reversal — это квантитативный инструмент технического анализа. * Market Phase & Reversal (MPR) Uses Z-Score (Price vs SMA normalized by StdDev) to detect statistical extremes and reversals. * Logic:

Что показывает индикатор?

• Структура рынка и импульс: Визуализирует преобладающие направления тренда и ключевые зоны разворота.
• Сигналы ПОКУПКА / ПРОДАЖА: Отмечает подтвержденные точки входа и выхода на основе алгоритмических правил.
• Динамические границы: Предоставляет адаптивные уровни для управления рисками и целями сделки.

Ключевые настройки

• Cycle Период (period): Controls the calculation period and sensitivity for market detection.
• Smoothing (smooth): Controls the calculation period and sensitivity for market detection.
• Reversal Порог (threshold): Controls the calculation period and sensitivity for market detection.
• Show Порог Lines (showLines): Controls the calculation period and sensitivity for market detection.
• Signal EMA Длина (signalLen): Controls the calculation period and sensitivity for market detection.
• Score Value (val): Controls the calculation period and sensitivity for market detection.
• EMA Signal (signal): Controls the calculation period and sensitivity for market detection.
• Top Reversal Warning (reversalTop): Controls the calculation period and sensitivity for market detection.
• Bottom Reversal Warning (reversalBottom): Controls the calculation period and sensitivity for market detection.
• MPR Value (Score) (val): Controls the calculation period and sensitivity for market detection.
• Signal Line (EMA) (signal): Controls the calculation period and sensitivity for market detection.
• Confirmed Trend Change (Bull) (trendChangeBull): Controls the calculation period and sensitivity for market detection.
• Confirmed Trend Change (Bear) (trendChangeBear): Controls the calculation period and sensitivity for market detection.
• Early Reversal Warning (Top) (reversalTop): Controls the calculation period and sensitivity for market detection.
• Early Reversal Warning (Bottom) (reversalBottom): Controls the calculation period and sensitivity for market detection.

Как использовать параметры стратегии (Condition Source)

В модуле Strategy Tester этот индикатор можно использовать как прямой источник сигналов, так и в качестве фильтра состояния рынка.

1. События сигналов

• trendChangeBull - Confirmed Trend Change (Bull) event signal.
• trendChangeBear - Confirmed Trend Change (Bear) event signal.
• reversalTop - Early Reversal Warning (Top) event signal.
• reversalBottom - Early Reversal Warning (Bottom) event signal.

2. Фильтры и торговые уровни

• period - Cycle Период value used for structural qualification or thresholds.
• smooth - Smoothing value used for structural qualification or thresholds.
• threshold - Reversal Порог value used for structural qualification or thresholds.
• showLines - Show Порог Lines value used for structural qualification or thresholds.
• signalLen - Signal EMA Длина value used for structural qualification or thresholds.
• val - Score Value value used for structural qualification or thresholds.
• signal - EMA Signal value used for structural qualification or thresholds.
• reversalTop - Top Reversal Warning value used for structural qualification or thresholds.
• reversalBottom - Bottom Reversal Warning value used for structural qualification or thresholds.
• val - MPR Value (Score) value used for structural qualification or thresholds.
• signal - Signal Line (EMA) value used for structural qualification or thresholds.

Пример стратегии: Вход в лонг, когда buySignal == true и trendFilter == 1, что гарантирует соответствие сделок основному импульсу рынка.