by 
This indicator calculates standardized z-scores of price data across four different lookback periods (6, 14, 26, and 100). Standardizing data subtracts the moving average from the price and divides by the standard deviation. It applies a Double Exponential Mov
Indicator · Pine Script v6 · Own pane
FracDiff Z NQ 1m Quality Setups
An oscillator in a separate pane that applies fractional differencing to price and converts it to a rolling Z-score for one-minute Nasdaq futures.
GitHub stars1on the repository
Pine versionv6current
Lines of code110
Settings16inputs
LicenceNone stated
Last update4 months ago15 Jun 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above. It reads the file straight from GitHub.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
The code stays on GitHub. The author has not published this script under an open licence, so ForexR does not show its code. Copy script reads the file straight from GitHub into your clipboard, so you can still try it on your own chart. Ask the author before reusing the code anywhere else.
Overview
FracDiff Z NQ 1m Quality Setups looks for snapback entries after a deep extreme beyond the band, with the price turning back, and can add price confirmation and divergence checks. Quality filters include an ADX ceiling, a VWAP stretch minimum, an optional slope filter, session choice and skipping the opening half hour. A clean mode shows signals only.
- Fractional differencing Z-score
- Snapback signals after deep extremes
- ADX and VWAP stretch filters
- Session selection and opening skip
- Clean signals-only mode
Details
Published by
qmqvt44stq-del on GitHub
Type
Indicator, Pine Script v6
Draws
Separate pane below the chart
Category
Mean reversion, Oscillators & momentum
Markets
Indices
Timeframes
M1-M5
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Integration Order (d) | float | 0.71 | d |
| Lag Truncation (N) | int | 130 | N |
| Price Source | source | hlc3 | src |
| Z Lookback | int | 60 | z_len |
| Band Width (σ) | float | 2.618 | band_w |
| Min Extreme Multiplier | float | 1.05 | extreme_mult |
| ADX Trend Filter | bool | true | use_adx_filter |
| Max ADX | float | 30.0 | adx_thresh |
| VWAP Stretch Filter | bool | true | use_vwap_filter |
| Min VWAP Distance (pts) | float | 10.0 | vwap_min_dist |
| Z Snapback Slope Filter | bool | false | use_slope_filt |
| Skip First 30 Min (9:30-10:00) | bool | true | skip_open_30 |
Show all 16 settings
| Setting | Type | Default | Variable |
|---|---|---|---|
| Session | string | full_rth | session_mode |
| Clean Mode — Signals Only | bool | true | clean_mode |
| Short Zone | color | color.new(#00e5ff, 0) | col_pos |
| Long Zone | color | color.new(#9c27b0, 0) | col_neg |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
Similar Pine Scripts
This indicator calculates normalized percentage bounds around price highs and lows to anticipate local trend reversals. It oscillates within a fixed -1 to 1 channel and plots two boundary tracking curves alongside a background Karobein oscillator histogram for
This indicator calculates the statistical autocorrelation coefficient of an input series over a user-defined lookback window at a specified lag. It tracks values using an internal circular buffer, computes sample mean, variance, and autocovariance, and normali
The Pretty Good Oscillator calculates the distance between the selected price source and its simple moving average, normalized by the Average True Range over a specified period. It renders as an oscillator line in a separate pane alongside a zero line and thre
Calculates a composite carry and decay oscillator fusing impulse-autocorrelation half-life, a Hurst exponent approximation, path efficiency, and range expansion ratios. It evaluates whether an impulse is likely to persist or mean-revert, plotting the oscillato
This indicator measures statistical price deviations using the mean and standard deviation of logarithmic price. Plotted in a separate pane, it identifies overvalued and undervalued market conditions relative to a calculated fair-value baseline. Standard devia
Trade Your Charts With a Regulated Broker
Compare brokers that connect to TradingView, with spreads, minimum deposits and leverage side by side.
Compare brokers