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Miha Kralj
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| **PineScript** | [apz.pine](apz.pine) |
- APZ constructs a volatility-adaptive envelope using double-smoothed exponential moving averages with an aggressive smoothing factor derived from $\...
- **Similar:** [BBands](../bbands/bbands.md), [KChannel](../kchannel/kchannel.md) | **Complementary:** RSI for overbought/oversold confirmation | **Trading note:** EMA-based deviation adapts faster than standard deviation bands; responsive to recent volatility changes.
- **Similar:** [BBands](../bbands/bbands.md), [KC](../kc/kc.md) | **Complementary:** RSI for overbought/oversold confirmation | **Trading note:** EMA-based deviation adapts faster than standard deviation bands; responsive to recent volatility changes.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
APZ constructs a volatility-adaptive envelope using double-smoothed exponential moving averages with an aggressive smoothing factor derived from $\sqrt{\text{period}}$, making it significantly faster than standard EMA-based channels. The center line is a double-EMA of price; the band width is a double-EMA of the high-low range, scaled by a multiplier. Designed specifically for mean-reversion trading in non-trending markets, APZ identifies overbought/oversold extremes where price is likely to reverse rather than continue. A closing price outside the zone signals an immediate overshoot, not a breakout.