Integrated Volatility Intelligence System (IVIS) AutoK

VolMind™ AutoK — Integrated Volatility Intelligence System (IVIS)
IVIS AutoK
Author: © lfu

Public Description (for publication)

VolMind™ AutoK represents an institutional-grade open-source framework for adaptive volatility intelligence and probabilistic trade management.
This system fuses Kalman-inspired KAMA smoothing, CVD dynamics, Auto K-Means clustering, entropy-based regime analysis, and a Kolmogorov–Smirnov market normality test into a single modular platform.

Key Capabilities:

Adaptive ATR Stop Bands dynamically scale with volatility, entropy, and cluster variance.

Auto KMeans Intelligence automatically selects the optimal cluster count for price structure recognition (3–10 clusters).

Entropy Module quantifies structural uncertainty and information decay within price movement.

KS-Test Integration identifies non-normal distributions, signaling regime divergence and volatility inflection.

CVD Dynamics reveal real-time directional bias via cumulative volume delta.

MSI Composite Signal fuses multi-source indicators (ATR, CVD, entropy, clusters) to model market stress and adaptive risk.

Designed for forward-looking quant traders, IVIS serves as a volatility intelligence backbone for portfolio automation, volatility forecasting, and adaptive stop-loss scaling.
Fully open-source for research and applied strategy development. Not a financial advice. DYOR.

Nota Keluaran

Upd v1.2

Nota Keluaran

UPD. CAUTION! EXPERIMENTAL USE ONLY.

For neater view, uncheck non required boxes in settings.

Nota Keluaran

Upd. Added tooltips.

Nota Keluaran

AIVIS/iATR+HTK

Added independent ATR module

Nota Keluaran

Preliminary testing indicates improved responsiveness to rapid regime changes and enhanced alignment between volatility-adjusted stop-loss bands and trend signals, positioning the system as a fully hybrid, self-adaptive module suitable for multi-instrument algorithmic trading environments.

Nota Keluaran

UPD. V4

Added cKS squared.

Added triple KAMA flat detector

Nota Keluaran

UPD

Style customization added.

Nota Keluaran

UPD.V4. Licensing statement added - filler

Nota Keluaran

UPD.V4 - filler removed

4 hari lalu

Nota Keluaran

UPD: Added cumulative cKS^2 delta

Skrip sumber terbuka

Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.

losfalco-User-1f670

Penafian

Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.

Skrip sumber terbuka

losfalco-User-1f670