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Rotationt Strong Holders

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### Rotation Strong Holders
Mean Reversion Indicator with Volatility-Adjusted Levels and Beta Coefficient

CONCEPT:
The indicator is based on the *"Mean Reversion"* theory, which posits that asset prices eventually return to their long-term average value. The greater the deviation from this mean, the higher the probability of correction.

Unlike classical approaches that simply assume "the larger the deviation, the stronger the reversion," we've identified key threshold levels where the probability of reversion spikes dramatically, generating high-confidence reversal signals.

Through extensive testing, we discovered that different stocks exhibit varying volatility profiles, making fixed thresholds ineffective. Our indicator dynamically adjusts overbought/oversold zones using:
- Beta coefficient (asset's sensitivity to market volatility)
- Multi-timeframe trend analysis (higher TF trend confirmation)
- Adaptive moving averages (12 MA types available)

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### USAGE

The indicator identifies three key zones:
1. Red (Upper) – Overbought zone, likely price reversal downward
2. Blue (Middle) – Equilibrium zone, fair value range
3. Green (Lower) – Oversold zone, probable upward bounce

Signals:
- Buy: When the blue line crosses upward near the green zone
- Sell: When the blue line crosses downward near the red zone

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### SETTINGS
Main Parameters:
- `Source` – Price source (default: close)
- `Moving Average Type` – 12 MA variants (incl. VAMA, JMA, HMA)
- `Fast/Slow Length` – Periods for fast/slow MAs

Beta Calculation:
- `Benchmark Index` (SPX, NDX, DJI) – Volatility comparison index
- `Beta Calculation Length` – Lookback period (default: 252 days)

Additional Settings:
- `Color bars` – Trend-based candle coloring
- `Show Histogram/Lines` – Toggle visualization elements
- `Higher Timeframe Trend` – Enable/disable HTF analysis

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Multi-Timeframe Analysis:
- Seamless integration with higher timeframes (manual/auto)
- Filters false signals using HTF trend confirmation

Adaptive MAs:
12 MA types including:
- VAMA (volatility-adjusted)
- JMA (trend-adaptive)

Limitations:
- May generate false signals on:
✓ Extreme trend stocks (e.g., NVDA during AI chip boom)
✓ Bankruptcy-risk companies
- Not optimized for:
✓ Index trading
✓ Healthcare sector stocks

Declinazione di responsabilità

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