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David Varadi's AggregateM++ Mean Reversion Oscillator V1

David Varadi's AggregateM++ Mean Reversion Oscillator V1

Quote from the link below:

"The Aggregate M indicator is based on the concept that in the long term the market trends, while in the short-term the market is noisy, and has a tendency to mean-revert. Why not combine the two concepts to keep life simple? The Aggregate M is supposed to reflect an adjusted median that is filtered for short term noise. The median is a far more accurate measure of central tendency than a simple average especially with noisy data. Taking a superior measure of trend and filtering out some of the noise by adjusting for short-term mean reversion creates an even better median. The Aggregate M is now both trend and mean-reversion rolled into one."

Full details here

Note: I have changed David's variable names and used percentage values instead of decimals.
Please read the comments within the code itself.

"Ported" from my NT8 version here. Also available in NT7 here.

Thanks to kareem40 who requested this conversion.

Category ThinkOrSwim

Details: David Varadi's AggregateM++ Mean Reversion Oscillator V1
Category: ThinkOrSwim

May 10th, 2016
Size: 3.05 KB
Downloaded: 757 times

Comments/ratings

kareem40 May 10th, 2016 08:30 AM

Nice work, thanks

isold July 28th, 2016 12:41 AM

Hi , I cannot import it to TOS, the file is not showing ? I tryied to change the name but no results,any clue ,please
Thank you ,Isold

WattMan December 6th, 2016 06:00 PM

@isold if you have not figured it out so far, you need to rename the file to include the words *STUDY* as the last 5 letters before the extension. So the file loaded here by the author is named "AggregateM_Sim22.ts" you need to rename it to "AggregateM_Sim22STUDY.ts" and ToS will display the file for import... hope this helps.

@Sim22 - thanks for sharing. will see how this study works for me as a 2 month newbie into futures trading!!

stockdunia January 23rd, 2019 05:52 AM

How can I use this study in Scanner (Monthly & Weekly)? I always get "No Matching symbols"