GARCH Volume VolatilityGARCH Volume Volatility (GV)
Description
Concept This indicator applies GARCH (Generalized Autoregressive Conditional Heteroskedasticity) concepts to Volume rather than Price. While most traders analyze volume as a raw figure, this script calculates the volatility of volume changes.
By understanding how stable or erratic volume flow is, traders can identify periods of institutional accumulation (often stable, high volume) versus panic or exhaustion (erratic, exploding volume volatility). The script uses an EWMA (Exponentially Weighted Moving Average) model to smooth squared volume returns, providing a highly responsive metric for volume variance.
How It Works The calculation follows a strict statistical methodology to ensure accuracy:
Returns Calculation: First, the script calculates the period-over-period change in volume. Users can select between Logarithmic Returns (ideal for handling the skew in volume data) or standard percentage change.
Variance Proxy: These returns are squared to calculate the raw variance.
EWMA Smoothing (The GARCH Component): Instead of a simple moving average, the script applies an EWMA filter. This uses a lambda (decay factor) to weigh recent variance more heavily than past variance.
Formula logic: Variance_t = lambda * Variance_{t-1} + (1 - lambda) * Returns^2_t
This recursive calculation mimics the "RiskMetrics" approach to volatility, adapting quickly to sudden volume shocks.
Dynamic Thresholds: The script calculates a Mean and Standard Deviation (Z-Score bands) of the resulting volatility to generate dynamic Overbought/Oversold zones for volume stability.
Visuals & usage The indicator displays a histogram representing the current Volume Volatility, color-coded by its intensity relative to the dynamic bands:
Red (High Band): Indicates extreme volume volatility (3+ Standard Deviations). This often occurs during capitulation bottoms or euphoric tops where volume consistency breaks down completely.
Maroon (Above Mean): Indicates elevated volatility. Volume is changing rapidly, suggesting active fighting between buyers and sellers.
Green (Low Band): Indicates low volatility. This suggests volume is flowing consistently. In trends, consistent volume (low volatility) often confirms a sustainable move.
Settings
Use EWMA: Toggles the recursive GARCH-style calculation. If disabled, it reverts to a simple SMA of variance.
Log Returns: Recommended true. Uses log-change for smoother handling of massive volume spikes.
EWMA Lambda: The decay factor (Default 0.94). Higher values make the indicator smoother; lower values make it more reactive to immediate shocks.
Threshold Lookback: The length of the window used to calculate the dynamic bands (High/Low zones).
Disclaimer This tool is designed for technical analysis of volume patterns and does not guarantee future price direction. Volume analysis is subjective and should be used in confluence with price action.
Volatilityindicator
ARCH ProxyARCH Proxy (ARCH) - Volatility Assessment Indicator
The ARCH Proxy indicator (short title: ARCH) is a dynamic, multi-factor volatility assessment tool designed to help traders quickly gauge the current energy and risk level of the market. It plots a real-time measure of price fluctuation against its long-term historical average and adaptive High/Low Volatility thresholds. This provides a clear, objective framework for distinguishing between periods of market compression (low-energy consolidation) and expansion (high-risk volatility), optimizing strategy selection and risk management.
Simplified Trading Guide
The ARCH indicator offers a clear, objective signal framework to guide your trading decisions based on market energy :
Spotting High-Risk Expansion (Climax):
Signal: The main ARCH Proxy line moves sharply above the High Volatility Threshold (typically a red line).
Action: This signals the market is in a period of intense, climactic price action. This is often a time to avoid new entries, reduce exposure, or look for potential trend exhaustion and reversals due to the high risk of a sudden correction.
Identifying Low-Energy Compression (Setup):
Signal: The main ARCH Proxy line trends consistently below the Low Volatility Threshold (typically a green line).
Action: This indicates a market consolidation phase. This "low-energy" compression frequently precedes a strong breakout (expansion). Traders should prepare for an entry in the direction of the dominant trend, anticipating a coming surge in momentum.
Normal Trading Conditions:
Signal: The ARCH Proxy line is fluctuating between the High and Low Volatility thresholds.
Action: The market is in a normal state. Use this time to follow the dominant trend with standard risk parameters.
KVS-Ultimate FVG & iFVG System [MTF + Distance Filter]Description: This indicator identifies Fair Value Gaps (FVG) and Inversion FVGs (iFVG) across multiple timeframes (MTF) with an advanced visualization system. Unlike standard FVG indicators, this script solves the "chart clutter" problem with a unique Distance Filter and offers a customizable Split Label System.
Key Features:
1. Unique Distance Filter (Clean Screen Mode):
When enabled, the script only shows the closest FVGs to the current price within a user-defined limit.
Keeps your chart clean while focusing on relevant price action levels.
2. Split Label System (Tabular Design):
Completely customizable label positioning, sizing, and coloring.
Separate controls for Normal FVGs and iFVGs.
Smart Label Logic: If you hide the FVG box, its label automatically hides. If an FVG breaks and becomes an iFVG (or fades), the label logic switches automatically to the iFVG settings.
3. Strict Mode Filtering:
Enabled: Checks if the candle closing price effectively breaks the previous structure (High/Low of the 1st candle), ensuring high-quality gaps.
Disabled: Detects all gaps between wicks (Standard calculation).
4. Multi-Timeframe (MTF) Support:
Monitor FVGs from up to 5 different timeframes simultaneously on a single chart.
5. Dynamic Interaction:
Choose how the script reacts when an FVG is broken: Turn it into an iFVG (Inversion) or simply fade the color (Ghost/Fade mode).
How to Use:
Use the "Distance Filter" checkbox in settings to clean up old/far blocks.
Adjust "TF1" to "TF5" to set up your multi-timeframe analysis.
Customize the Label Panel to align text perfectly with your chart style.
Disclaimer: This tool is for educational purposes and support for technical analysis.
Low Volatility Profiles [BigBeluga]🔵 OVERVIEW
Low Volatility Profiles is a market compression and breakout-anticipation tool that identifies phases of low volatility using ADX and then builds a real-time volume profile inside the detected range.
This helps traders spot accumulation/distribution zones and prepare for explosive moves when volatility expands.
When volatility is low ➜ price coils ➜ volume organizes ➜ breakouts become highly actionable.
This tool visualizes that process with dynamic range boxes + volume bins + PoC extension.
🔵 CONCEPTS
Low-Volatility Detection — Uses ADX threshold & cross logic to define volatility contraction regimes.
Range Construction — Draws a price box that expands with highs/lows during the compression phase.
Micro Volume Profile — Builds a volume histogram inside the range using bins (micro volume nodes).
Delta Calculation — Tracks positive vs negative volume to gauge buyer/seller pressure within range.
Point of Control (PoC) — Highlights the price level with max traded volume inside the range.
PoC Extension — Optionally extends PoC into future bars to show potential reaction zone after breakout.
Breakout Validation — Ends the profile zone when price breaks above or below the modeled range.
Noise Removal — Automatically removes invalid or small ranges to prevent chart clutter.
This tool turns consolidation into actionable structure by exposing where smart money accumulates before trending moves.
🔵 FEATURES
ADX-Driven Range Detection — Identify when market transitions into low-volatility compression.
Configurable ADX Threshold — Set sensitivity for contraction zones.
Cross-Type Option — Detect low volatility via cross under / crossover logic.
Dynamic Range Box — Expands live with price as contraction unfolds.
Micro Volume Profile (Bins) — Distributes volume across bins inside range for micro POC mapping.
Volume Delta Visualization — Shows imbalance inside consolidation (accumulation vs distribution).
Real-Time PoC Highlight — Instantly shows most traded price inside the compression.
PoC Extension Mode — Extend PoC forward to project reaction levels post-breakout.
Clean Auto-Reset Logic — Removes boxes if range invalid or breakout occurs too fast.
Optional Filled Boxes — Heatmap-style profile visualization inside range body.
ADX Line + Threshold Plot — Visual assistance for volatility state monitoring.
🔵 HOW TO USE
Identify Accumulation Zones — When price enters low-volatility ADX condition and profile builds.
Watch the PoC — PoC acts as battle zone; move above/below can signal initiator strength.
Breakout Strategy — Trade break above/below the range after compression.
Mean Reversion Inside Range — Fade edges while price remains inside compression box.
Combine With Trend Tools — Use trend confirmation (MA/EMA/Flow indicators) after breakout.
Use Delta Clues — Positive delta tilt suggests accumulation; negative suggests distribution.
Monitor Range Size — Longer build + high PoC volume = stronger potential breakout energy.
🔵 CONCLUSION
Low Volatility Profiles isolates accumulation phases and maps volume concentration before volatility expansion.
By combining ADX compression, micro volume distribution, and PoC tracing, traders gain an edge in anticipating powerful breakout cycles and institutional positioning.
Trade the quiet moment before the storm — where smart money prepares the move, and the real opportunity emerges.
Hyper Squeeze Sniper (Dual Side: Long + Short)Hyper Squeeze Sniper (Dual Side Strategy)
This script is a comprehensive Volatility Breakout System designed to identify and trade explosive price moves following periods of consolidation. It combines the classical "Squeeze" theory with Linear Regression Momentum, Volume Analysis, and an ATR-based Trailing Stop to filter false signals and manage risk effectively.
The script operates on a logic of "Compression -> Explosion -> Trend Following" suitable for both Long and Short positions.
🛠 Detailed Methodology (How it works)
1. The Squeeze Detection (Consolidation) The core concept relies on the relationship between Bollinger Bands (BB) and Keltner Channels (KC).
Condition: When the Bollinger Bands (Standard Deviation) contract and fall inside the Keltner Channels (ATR based), it indicates a period of extremely low volatility (The Squeeze).
Visual: The background turns Gray to indicate "Do Not Trade / Wait Mode".
2. Momentum Confirmation (Linear Regression) Instead of using standard lagging indicators, this script utilizes Linear Regression of the price deviation to determine the direction of the breakout.
If the Linear Regression Slope > 0, the bias is Bullish.
If the Linear Regression Slope < 0, the bias is Bearish.
3. Volume Validation To avoid fake breakouts, a Volume Spike filter is applied. A signal is only valid if the current volume exceeds its moving average by a defined multiplier (Default x1.2).
4. Risk Management: ATR Trailing Stop Once a trade is entered, the script calculates a dynamic Trailing Stop based on the Average True Range (ATR).
- Long: The stop line trails below the price and never moves down.
- Short: The stop line trails above the price and never moves up.
- Exit: The position is closed immediately when the price breaches this volatility-based safety line.
How to Use
1. Wait: Look for the Gray Background. This is the accumulation phase.
2. Entry:
LONG: Wait for a Green Triangle ▲ (Price breaks Upper BB + Vol Spike + Bullish Momentum).
SHORT: Wait for a Red Triangle ▼ (Price breaks Lower BB + Vol Spike + Bearish Momentum).
3. Exit: Close the position when the "X" mark appears or when candles cross the trailing safety line.
Settings
- BB Length/Mult: Adjust the sensitivity of the squeeze detection.
- Vol Spike Factor: Increase this to filter out low-volume breakouts.
- ATR Period/Mult: Adjust the trailing stop distance (Higher = Wider stop for swing trading).
TICK & ADD Market Internals SuiteOverview: This is the ultimate Market Internals tool designed for professional SPX/ES and NQ intraday traders.
Traders often monitor both TICK (for short-term timing) and ADD (for daily trend context). However, displaying them on the same chart is usually problematic due to their different scales (TICK ±1000 vs. ADD ±2000), causing chart compression.
Market Internals Suite solves this with a smart "Visual Scaling" algorithm, perfectly fusing TICK Candles and the ADD Line into a single, coherent pane.
Key Features
1.Hybrid Visualization:
· TICK (Foreground): Displayed as OHLC Candles to capture instant liquidity sweeps and wicks.
· ADD (Background): Displayed as a clean Line to show the underlying market breadth trend without clutter.
2.Smart Visual Scaling:
· To prevent chart distortion, the ADD line is visually scaled down (Default Ratio: 1.5).
· This aligns the ADD trend volatility with the TICK range, allowing you to instantly spot divergences or resonance between sentiment and trend.
3.Real-Time Data Dashboard:
· Never lose track of the actual numbers. A dashboard in the top-right corner displays the TRUE values for both TICK and ADD (unscaled).
· Customizable Text Size: You can adjust the dashboard font size (Small/Normal/Large/Huge) in the settings to fit your screen.
4.TICK Extreme Alerts:
· Visual Highlight: The chart background highlights (Green/Red) only when TICK hits the extreme ±1000 levels.
· The ADD line remains clean and alert-free to serve as a stable reference.
Strategy: Context + Timing:
1.Trend Resonance
When the ADD line trends upward and TICK candles consistently maintain levels above zero, it indicates a healthy, strong trend. This is a signal to look for trend-following long setups.
2.Divergence Analysis (The "Holy Grail" Signal)
This combination view makes spotting internal divergences incredibly easy:
· Bearish Divergence: When Price makes a New High, but the ADD line or TICK peaks make a Lower High. This suggests buying exhaustion beneath the surface and often precedes a reversal down.
· Bullish Divergence: When Price makes a New Low, but the ADD line or TICK lows make a Higher Low. This suggests that selling pressure is being absorbed, signaling a potential bounce or reversal up.
ATR Volatility AlertsOverview:
This is a dynamic alert tool based on the Average True Range (ATR), designed to help traders detect sudden price movements that exceed normal volatility levels. Whether you are trading breakouts or monitoring for abnormal spikes, this indicator visualizes these events on the chart and triggers system alerts when the price move exceeds your specified ATR multiplier.
Key Features:
Fully Customizable ATR Range:
You can adjust the ATR Length (Default: 14) and the Multiplier (Default: 1.5x).
Tip: Increase the multiplier (e.g., to 2.0 or 3.0) to catch only extreme volatility, or lower it for scalping smaller moves.
Visual Chart Signals:
Visual markers appear instantly when a bar's movement exceeds the ATR threshold.
Green Triangle: Indicates an Upward Spike.
Red Triangle: Indicates a Downward Spike.
Flexible System Alerts:
Designed to integrate seamlessly with TradingView's alert system. You can choose from three specific alert directions based on your strategy:
1.Price Spike Up: Triggers only on sharp upward moves.
2.Price Spike Down: Triggers only on sharp downward moves.
3.Bidirectional Volatility Alert: Triggers on BOTH huge pumps and dumps.
How to Set Alerts:
Click the "Create Alert" button in TradingView.
Select ATR Volatility Alerts in the "Condition" dropdown.
Choose the specific logic you need:
· Select Price Spike Up for bullish monitoring.
· Select Price Spike Down for bearish monitoring.
· Select Bidirectional Volatility Alert to watch for any volatility expansion.
TICK Indicator with Extreme AlertsOverview:
This indicator is designed to provide intraday traders (especially those trading SPX, ES, and NQ) with a clearer NYSE TICK analysis tool featuring visual alerts. Unlike traditional TICK line charts, this indicator utilizes OHLC Candlesticks to display data, allowing you to fully view the Open, High, Low, and Close within a specific timeframe, thereby capturing instantaneous liquidity sweeps.
Core Features & Logic:
Candlestick Visualization (OHLC Candles): Uses the USI:TICK.US data source by default. The candlestick patterns allow you to clearly see if the TICK pierced key levels intraday but retraced by the close—vital information that standard line charts often miss.
Dual Key Level System: The indicator is designed with two independent reference tiers for trend observation and reversal detection:
Reference Lines (+/- 800): Marked by gray dashed lines. These represent the standard bull/bear dividing zones. When TICK sustains above +800 or below -800, it typically indicates a strong trending market.
Extreme Alerts (+/- 1000): These thresholds are used to identify extreme market sentiment (overbought/oversold conditions).
Background Highlight Alerts (Visual Alerts): To reduce screen-watching fatigue, the indicator automatically highlights the candlestick background when extreme market sentiment occurs:
Green Background: Triggered when TICK High breaks above +1000. Represents extreme buying sentiment, potentially indicating exhaustion or a short squeeze.
Red Background: Triggered when TICK Low drops below -1000. Represents extreme panic selling (Washout), often serving as a potential signal for an intraday reversal or a short-term bottom.
Custom Settings:
All thresholds (800 reference lines, 1000 alert lines) are fully adjustable in the settings.
All colors (Candles, Reference Lines, Background Alert Colors) can be customized.
Use Cases: This tool is ideal for intraday counter-trend or trend-following trading when combined with Price Action analysis and key Support & Resistance levels.
Quantura - Trendchange ZonesIntroduction
“Quantura – Trendchange Zones” is an advanced technical indicator that identifies and visualizes potential market reversal zones using dynamic RSI-based logic. It highlights areas of overbought and oversold conditions, marking them as visual zones directly on the price chart, and generates corresponding bullish and bearish signals when the RSI exits these extremes. The tool helps traders anticipate possible trend change regions and confirm momentum shifts in a clean, intuitive way.
Originality & Value
Unlike traditional RSI indicators that only show a static oscillator, this tool transforms RSI behavior into on-chart visual zones that represent structural overbought and oversold phases. It converts RSI threshold breaches into price-based regions (boxes) and marks reversal signals at the moment of momentum change.
The indicator’s originality and usefulness come from its:
Direct visualization of RSI overbought and oversold areas as dynamic chart zones.
Automatic detection of potential reversal regions where momentum exhaustion is likely.
Integration of RSI-based signals and visual cues without requiring users to monitor the RSI window.
Adjustable sensitivity for RSI length and upper/lower levels.
Clear color-coded separation of bullish and bearish phases.
Functionality & Core Logic
The indicator continuously monitors RSI values relative to the user-defined thresholds.
When RSI moves above the upper level, an Overbought Zone is created and extends until RSI falls back below that threshold.
When RSI moves below the lower level, an Oversold Zone is generated and extends until RSI returns above that level.
When RSI exits one of these zones, a corresponding Trendchange Signal (▲ bullish or ▼ bearish) appears at the transition point.
Each zone dynamically adjusts its high and low levels during formation, representing the complete range of the exhaustion phase.
Parameters & Customization
RSI Length: Defines the sensitivity of RSI calculation. Shorter lengths make signals more responsive; longer lengths filter noise.
Upper Level / Lower Level: Set thresholds for overbought and oversold conditions (default 70 / 30).
Signals: Toggle on/off for displaying bullish (▲) and bearish (▼) reversal signals.
Zones: Toggle the visualization of shaded RSI-based zones.
Colors: Fully customizable bullish and bearish colors for both signals and zones.
Visualization & Display
Bullish reversal zones (oversold exits) are shaded using the chosen bullish color (default: blue).
Bearish reversal zones (overbought exits) are shaded using the chosen bearish color (default: red).
Each completed zone is outlined and filled with transparent shading for better clarity.
Reversal arrows (▲ for bullish, ▼ for bearish) are displayed at the bar where RSI exits the extreme level.
Clean overlay design ensures compatibility with any chart style or color scheme.
Use Cases
Identify overbought and oversold periods directly on the price chart without switching to the RSI window.
Anticipate potential market reversals or exhaustion points based on RSI momentum shifts.
Combine with trend indicators, moving averages, or volume tools for confirmation.
Apply across multiple timeframes to align short-term reversal signals with higher timeframe momentum.
Use zone width and duration to assess the strength and persistence of overbought/oversold conditions.
Limitations & Recommendations
The indicator is not a standalone trading system but a visual confirmation tool.
False signals may occur in strongly trending markets where RSI remains overextended.
Optimal RSI settings may differ between assets (e.g., crypto vs. equities).
Combining this indicator with additional trend or structure filters can enhance accuracy.
Markets & Timeframes
The “Quantura – Trendchange Zones” indicator works across all markets and timeframes, including cryptocurrencies, Forex, stocks, and commodities. It is suitable for both short-term scalping and long-term swing analysis.
Author & Access
Developed 100% by Quantura. Published as a Open-source script indicator. Access is free.
Important
This description complies with TradingView’s Script Publishing and House Rules. It provides a clear explanation of the indicator’s originality, logic, and function while avoiding unrealistic performance or predictive claims.
Volatility Resonance CandlesVolatility Resonance Candles visualize the dynamic interaction between price acceleration, volatility, and volume energy.
They’re designed to reveal moments when volatility expansion and directional momentum resonate — often preceding strong directional moves or reversals.
🔬 Concept
Traditional candles display direction and range, but they miss the energetic structure of volatility itself.
This indicator introduces a resonance model, where ATR ratio, price acceleration, and volume intensity combine to form a composite signal.
* ATR Resonance: compares short-term vs. long-term volatility
* Acceleration: captures the rate of price change
* Volume Energy: reinforces the move’s significance
When these components align, the candle color “resonates” — brighter, more intense candles signal stronger volatility–momentum coupling.
⚙️ Features
* Adaptive Scaling
Normalizes energy intensity dynamically across a user-defined lookback period, ensuring consistency in changing market conditions.
* Power-Law Transformation
Optional non-linear scaling (gamma) emphasizes higher-energy events while keeping low-intensity noise visually subdued.
* Divergence Mode
When enabled, colors can invert to highlight energy divergence from candle direction (e.g., bearish pressure during bullish closes).
* Customizable Styling
Full control over bullish/bearish base colors, transparency scaling, and threshold sensitivity.
🧠 Interpretation
* Bright / High-Intensity Candles → Strong alignment of volatility and directional energy.
Often signals the resonant phase of a move — acceleration backed by volatility expansion and volume participation.
* Dim / Low-Intensity Candles → Energy dispersion or consolidation.
These typically mark quiet zones, pauses, or inefficient volatility.
* Opposite-Colored Candles (if divergence mode on) → Potential inflection zones or hidden stress in the trend structure.
⚠️ Disclaimer
This script is for educational purposes only.
It does not constitute financial advice, and past performance is not indicative of future results. Always do your own research and test strategies before making trading decisions.
Integrated Volatility Intelligence System (IVIS)"Integrated Volatility Intelligence System (IVIS)", shorttitle="VolMind™: Adaptive Volatility Intelligence for Modern Markets"
AI Money FlowAI Money Flow is a revolutionary trading indicator that combines cutting-edge artificial intelligence technologies with traditional Smart Money concepts. This indicator provides comprehensive market analysis with emphasis on signal accuracy and reliability.
Key Features:
Volume Profile with Smart Money Analysis - Displays real money flow instead of just volume, identifying key support and resistance levels based on actual trader activity.
Volatility-Based Support & Resistance - Intelligent support and resistance levels that dynamically adapt to market volatility in real-time for maximum accuracy.
Order Flow Analysis - Advanced detection of buying and selling pressure that reveals the true intentions of large market players.
Machine Learning Optimization - Futuristic AI technology that automatically learns and optimizes settings for each specific asset and timeframe.
Risk Management - Advanced volatility and price spike detection for better risk management and capital protection.
Real-time Dashboard - Modern dashboard with color-coded signals provides instant overview of market conditions and trends.
Accuracy: 88-93%
DEFECT WARRIORPrecise DEFECT candle detection with visual arrows and labels
Zone context: Demand/Supply (DM/SP) + FVG proximity filter
Optional Fib clustering at 0.617 / 0.500 / 0.242 for refined entries
HTF bias (H4/D1/H12) to reduce counter-trend noise
Clear alerts for BUY/SELL, zone touch, and Fib confirmations
Lightweight, readable visuals for fast decision-making
How to use
Choose your signal timeframe (e.g., M30/H1).
Enable HTF bias (e.g., D1 or H4) to keep setups in trend.
Look for DEFECT signals inside/near zones and at Fib levels.
Plan SL beyond the nearest wick/zone; manage TP with your risk model.
Good for swing and intraday traders who want rule-based entries with zone + Fib confluence and minimal chart clutter
Z-Score Regression Bands [BOSWaves]Z-Score Regression Bands – Adaptive Trend and Volatility Insight
Overview
The Z-Score Regression Bands is a trend and volatility analysis framework designed to give traders a clear, structured view of price behavior. It combines Least Squares Moving Average (LSMA) regression, a statistical method to detect underlying trends, with Z-Score standardization, which measures how far price deviates from its recent average.
Traditional moving average bands, like Bollinger Bands, often lag behind trends or generate false signals in noisy markets. Z-Score Regression Bands addresses these limitations by:
Tracking trends accurately using LSMA regression
Normalizing deviations with Z-Scores to identify statistically significant price extremes
Visualizing multiple bands for normal, strong, and extreme moves
Highlighting trend shifts using diamond markers based on Z-Score crossings
This multi-layered approach allows traders to understand trend strength, detect overextensions, and identify periods of low or high volatility — all from a single, clear chart overlay. It is designed for traders of all levels and can be applied across scalping, day trading, swing trading, and longer-term strategies.
Theoretical Foundation
The Z-Score Regression Bands are grounded in statistical and trend analysis principles. Here’s the idea in plain terms:
Least Squares Moving Average (LSMA) – Unlike standard moving averages, LSMA fits a straight line to recent price data using regression. This “best-fit” line shows the underlying trend more precisely and reduces lag, helping traders see trend changes earlier.
Z-Score Standardization – A Z-Score expresses how far the LSMA is from its recent mean in standard deviation units. This shows whether price is unusually high or low, which can indicate potential reversals, pullbacks, or acceleration of a trend.
Multi-Band Structure – The three bands represent: Band #1: Normal range of price fluctuations; Band #2: Significant deviation from the trend; Band #3: Extreme price levels that are statistically rare. The distance between bands dynamically adapts to market volatility, allowing traders to visualize expansions (higher volatility) and contractions (lower volatility).
Trend Signals – When Z-Score crosses zero, diamonds appear on the chart. These markers signal potential trend initiation, continuation, or reversal, offering a simple alert for shifts in market momentum.
How It Works
The indicator calculates and plots several layers of information:
LSMA Regression (Trend Detection)
Computes a line that best fits recent price points.
The LSMA line smooths out minor fluctuations while reflecting the general direction of the market.
Z-Score Calculation (Deviation Measurement)
Standardizes the LSMA relative to its recent average.
Positive Z-Score → LSMA above average, negative → LSMA below average.
Helps identify overbought or oversold conditions relative to the trend.
Multi-Band Construction (Volatility Envelope)
Upper and lower bands are placed at configurable multiples of standard deviation.
Band #1 captures typical price movement, Band #2 signals stronger deviation, Band #3 highlights extreme moves.
Bands expand and contract with volatility, giving an intuitive visual guide to market conditions.
Trend Signals (Diamonds)
Appear when Z-Score crosses zero.
Indicates moments when momentum may shift, helping traders time entries or exits.
Visual Interpretation
Band width = volatility: wide bands indicate strong movement; narrow bands indicate calm periods.
LSMA shows underlying trend direction, while bands show how far price has strayed from that trend.
Interpretation
The Z-Score Regression Bands provide a multi-dimensional view of market behavior:
Trend Analysis – LSMA line slope shows general market direction.
Momentum & Volatility – Z-Score indicates whether the trend is accelerating or losing strength; band width indicates volatility levels.
Price Extremes – Price touching Band #2 or #3 may suggest overextension and potential reversals.
Trend Shifts – Diamonds signal statistically significant changes in momentum.
Cycle Awareness – Standard deviation bands help distinguish normal market fluctuations from extreme events.
By combining these insights, traders can avoid false signals and react to meaningful structural shifts in the market.
Strategy Integration
Trend Following
Enter trades when diamonds indicate momentum aligns with LSMA direction.
Use Band #1 and #2 for stop placement and partial exits.
Breakout Trading
Watch for narrow bands (low volatility) followed by price pushing outside Band #1 or #2.
Confirm with Z-Score movement in the breakout direction.
Mean Reversion/Pullback
If price reaches Band #2 or #3 without continuation, expect a pullback toward LSMA.
Exhaustion & Reversals
Flattening Z-Score near zero while price remains at extreme bands signals trend weakening.
Tighten stops or scale out before a potential reversal.
Multi-Timeframe Confirmation
High timeframe LSMA confirms the main trend.
Lower timeframe bands provide refined entry and exit points.
Technical Implementation
LSMA Regression : Best-fit line minimizes lag and captures trend slope.
Z-Score Standardization : Normalizes deviation to allow consistent interpretation across markets.
Multi-Band Envelope : Three layers for normal, strong, and extreme deviations.
Trend Signals : Automatic diamonds for Z-Score zero-crossings.
Band Fill Options : Optional shading to visualize volatility expansions and contractions.
Optimal Application
Asset Classes:
Forex : Capture breakouts, overextensions, and trend shifts.
Crypto : High-volatility adaptation with adjustable band multipliers.
Stocks/ETFs : Identify trending sectors, reversals, and pullbacks.
Indices/Futures : Track cycles and structural trends.
Timeframes:
Scalping (1–5 min) : Focus on Band #1 and trend signals for fast entries.
Intraday (15m–1h) : Use Bands #1–2 for continuation and breakout trades.
Swing (4h–Daily) : Bands #2–3 capture trend momentum and exhaustion.
Position (Daily–Weekly) : LSMA trend dominates; Bands #3 highlight regime extremes.
Performance Characteristics
Strong Performance:
Trending markets with moderate-to-high volatility
Assets with steady liquidity and identifiable cycles
Weak Performance:
Flat or highly choppy markets
Very short timeframes (<1 min) dominated by noise
Integration Tips
Combine with support/resistance, volume, or order flow analysis for confirmation.
Use bands for stops, targets, or scaling positions.
Apply multi-timeframe analysis: higher timeframe LSMA confirms main trend, lower timeframe bands refine entries.
Disclaimer
The Z-Score Regression Bands is a trading analysis tool, not a guaranteed profit system. Its effectiveness depends on market conditions, parameter selection, and disciplined risk management. Use it as part of a broader trading strategy, not in isolation.
BBKC Combined Channels OverlayBBKC Combined Channels Overlay (Volatility & Mean Reversion)This indicator provides a clean, single-view envelope combining the Bollinger Bands (BB) and Keltner Channels (KC) directly onto your price chart. It is an essential tool for traders operating with Volatility Compression (The Squeeze) and Mean Reversion strategies in fast-moving markets like Futures, High BTC Beta Equities, and Crypto. The goal of this tool is twofold: to visually frame the market's current volatility state and to identify high-probability entry points based on expansion or extreme contraction. How to Use the BBKC Overlay: Spotting the Squeeze (Accumulation Phase):The Squeeze is identified when the Bollinger Bands (BB) contract and fit inside the Keltner Channels (KC).The area is clearly marked with a subtle Orange Background Highlight on the main chart. This is the Accumulation phase, signaling low volatility before a potential large directional move. Trading Mean Reversion: When price pushes aggressively outside the outermost bands (the BB Upper/Lower), it signals an extreme volatility expansion and over-extension. This is a strong setup for mean reversion—a high-probability trade targeting a snap-back towards the central Basis Line (SMA).Customizing for Extreme Compression: For traders looking only for the tightest, highest-probability Squeezes, adjust the following setting: KC Multiplier (ATR): Lower this value from the default of 1.5 down to 1.25 or 1.0. This narrows the KC, forcing the Bollinger Bands to contract even further to trigger the Squeeze signal, thus filtering for only the most minimal volatility. Recommended Synergy: For a complete volatility system, pair this BBKC Combined Channels Overlay (your visualization tool) with the BBKC Squeeze Indicator (the sub-pane momentum histogram).Overlay (Main Chart): Shows where the Squeeze is occurring and identifies mean reversion targets. Squeeze Indicator (Lower Pane): Shows if the Squeeze is active and the directional momentum building up, helping you time the breakout entry for the Manipulation/Distribution phase.
Omega ATR Indicator📖 Introduction
The Ω ATR Indicator was created to provide a more complete and professional framework for volatility analysis than the classic Average True Range (ATR).
While the traditional ATR is a useful tool, it has limitations: it delivers a simple rolling average of volatility, but it does not adapt to market regimes, it does not highlight extreme events, and it often leaves the trader with incomplete information about risk.
The Ω ATR takes the same foundation and elevates it into a multi-dimensional volatility dashboard, adding statistical layers, adaptive calculations, and clear visual references that allow traders to interpret volatility in a way that is immediately actionable.
🔎 What makes it different from a standard ATR?
This indicator introduces several features beyond the classic formula:
True Range Core – plots the raw True Range (TR) for each bar, providing a direct, bar-by-bar view of volatility impulses.
Standard & Adjusted ATR – includes both the conventional ATR (smoothed average) and an Adjusted ATR that automatically corrects for extreme conditions by incorporating percentile rescaling.
Percentile Volatility Levels – dynamically calculated extreme thresholds (99.8%, 75%, 50%, 25%), plotted as dotted levels across the chart. These act as reference lines for “normal” vs. “abnormal” volatility, useful for spotting unusual price expansions or contractions.
Linear Regression Volatility Trend – overlays a regression line of volatility, showing whether the market is moving toward expansion (rising vol), contraction (falling vol), or stability.
Monetary Value Translation – the indicator converts volatility into points, ticks, and dollar values (based on the instrument’s point value). This allows futures traders and high-value instruments users to immediately see how much volatility is “worth” in cash terms.
Interactive Table Display – a real-time statistics table is displayed directly on the chart, showing:
SMA of ATR in $ and points
Percentile-based volatility range (VAR) in $ and points
Tick equivalences, for quick position sizing
⚡ How traders can use it
The Ω ATR Indicator is designed to be versatile, fitting both discretionary traders and systematic strategy developers.
Risk Management: ATR-based stop losses and position sizing are significantly improved by using the adjusted ATR and percentile thresholds. Traders can size their positions according to volatility regimes, not just raw averages.
Breakout & Exhaustion Detection: When TR or ATR values spike above the 99.8% or 95% percentile levels, this often corresponds to breakout conditions or volatility exhaustion — useful for breakout strategies, mean-reversion setups, and volatility fades.
Market Regime Identification: The regression line helps distinguish if volatility is rising (trending environment, larger swings expected) or compressing (range-bound environment, lower risk opportunities).
Multi-Asset Flexibility: Works equally well on equities, futures, crypto, and FX. Its point/tick/dollar conversion makes it especially powerful for futures traders who need to quantify risk precisely.
Scalping to Swing Trading: On lower timeframes, it acts as a micro-volatility detector; on higher timeframes, it functions as a strategic risk gauge for position management.
⚙️ Settings and Customization
Length: The ATR lookback period (default = 34).
Shorter lengths (14–21) for intraday traders who want fast response.
Longer lengths (34–55) for swing/position traders who want smoother readings.
AVG / ADJ AVG: Toggle to display the standard ATR or the adjusted ATR.
Volatility Levels: Enable/disable up to 4 percentile-based levels (1st = 25%, 2nd = 50%, 3rd = 75%, 4th = 99.8%). Recommended: keep 3 levels active for clarity.
Color Controls: All plots and levels are fully customizable to match your chart style.
Table Display: Positioned on the chart (default: middle-right) with key values updated in real time.
🧭 Best Practices for Use
Combine with Trend Tools: Volatility readings are most powerful when combined with trend filters or volume analysis. For example, a breakout with both high volatility and trend confirmation is stronger than either alone.
ATR Stops: Use the Adjusted ATR rather than the standard one when trailing stops in highly volatile instruments like crypto or Nasdaq futures, as it adapts to outlier spikes.
Dollar Risk Translation: Use the dollar-value outputs to predefine maximum acceptable risk per trade (e.g., “I only risk $250 per position”). This bridges volatility to portfolio risk management.
Event Monitoring: Around economic events or earnings, expect volatility spikes above higher percentile levels. The indicator makes these moves instantly visible.
📌 Summary
The Ω ATR Indicator is not just “another ATR.” It is a comprehensive volatility framework that transforms volatility from a simple statistic into an actionable trading signal.
By combining:
the classic ATR,
an adjusted ATR,
percentile extremes,
regression-based volatility trends,
and real-time dollar conversions,
…this tool allows traders to precisely understand, visualize, and act on volatility in ways that a standard ATR simply cannot provide.
Whether you are scalping intraday moves, swing trading equities, or managing futures positions, the Ω ATR equips you with a professional-grade volatility dashboard that clarifies risk, highlights opportunity, and adapts across all markets and timeframes.
👉 Designed and developed by OmegaTools for traders who demand precision, clarity, and adaptability in their volatility analysis.
Structural Liquidity Signals [BullByte]Structural Liquidity Signals (SFP, FVG, BOS, AVWAP)
Short description
Detects liquidity sweeps (SFPs) at pivots and PD/W levels, highlights the latest FVG, tracks AVWAP stretch, arms percentile extremes, and triggers after confirmed micro BOS.
Full description
What this tool does
Structural Liquidity Signals shows where price likely tapped liquidity (stop clusters), then waits for structure to actually change before it prints a trigger. It spots:
Liquidity sweeps (SFPs) at recent pivots and at prior day/week highs/lows.
The latest Fair Value Gap (FVG) that often “pulls” price or serves as a reaction zone.
How far price is stretched from two VWAP anchors (one from the latest impulse, one from today’s session), scaled by ATR so it adapts to volatility.
A “percentile” extreme of an internal score. At extremes the script “arms” a setup; it only triggers after a small break of structure (BOS) on a closed bar.
Originality and design rationale, why it’s not “just a mashup”
This is not a mashup for its own sake. It’s a purpose-built flow that links where liquidity is likely to rest with how structure actually changes:
- Liquidity location: We focus on areas where stops commonly cluster—recent pivots and prior day/week highs/lows—then detect sweeps (SFPs) when price wicks beyond and closes back inside.
- Displacement context: We track the last Fair Value Gap (FVG) to account for recent inefficiency that often acts as a magnet or reaction zone.
- Stretch measurement: We anchor VWAP to the latest N-bar impulse and to the Daily session, then normalize stretch by ATR to assess dislocation consistently across assets/timeframes.
- Composite exhaustion: We combine stretch, wick skew, and volume surprise, then bend the result with a tanh transform so extremes are bounded and comparable.
- Dynamic extremes and discipline: Rather than triggering on every sweep, we “arm” at statistical extremes via percent-rank and only fire after a confirmed micro Break of Structure (BOS). This separates “interesting” from “actionable.”
Key concepts
SFP (liquidity sweep): A candle briefly trades beyond a level (where stops sit) and closes back inside. We detect these at:
Pivots (recent swing highs/lows confirmed by “left/right” bars).
Prior Day/Week High/Low (PDH/PDL/PWH/PWL).
FVG (Fair Value Gap): A small 3‑bar gap (bar2 high vs bar1 low, or vice versa). The latest gap often acts like a magnet or reaction zone. We track the most recent Up/Down gap and whether price is inside it.
AVWAP stretch: Distance from an Anchored VWAP divided by ATR (volatility). We use:
Impulse AVWAP: resets on each new N‑bar high/low.
Daily AVWAP: resets each new session.
PR (Percentile Rank): Where the current internal score sits versus its own recent history (0..100). We arm shorts at high PR, longs at low PR.
Micro BOS: A small break of the recent high (for longs) or low (for shorts). This is the “go/no‑go” confirmation.
How the parts work together
Find likely liquidity grabs (SFPs) at pivots and PD/W levels.
Add context from the latest FVG and AVWAP stretch (how far price is from “fair”).
Build a bounded score (so different markets/timeframes are comparable) and compute its percentile (PR).
Arm at extremes (high PR → short candidate; low PR → long candidate).
Only print a trigger after a micro BOS, on a closed bar, with spacing/cooldown rules.
What you see on the chart (legend)
Lines:
Teal line = Impulse AVWAP (resets on new N‑bar extreme).
Aqua line = Daily AVWAP (resets each session).
PDH/PDL/PWH/PWL = prior day/week levels (toggle on/off).
Zones:
Greenish box = latest Up FVG; Reddish box = latest Down FVG.
The shading/border changes after price trades back through it.
SFP labels:
SFP‑P = SFP at Pivot (dotted line marks that pivot’s price).
SFP‑L = SFP at Level (at PDH/PDL/PWH/PWL).
Throttle: To reduce clutter, SFPs are rate‑limited per direction.
Triggers:
Triangle up = long trigger after BOS; triangle down = short trigger after BOS.
Optional badge shows direction and PR at the moment of trigger.
Optional Trigger Zone is an ATR‑sized box around the trigger bar’s close (for visualization only).
Background:
Light green/red shading = a long/short setup is “armed” (not a trigger).
Dashboard (Mini/Pro) — what each item means
PR: Percentile of the internal score (0..100). Near 0 = bullish extreme, near 100 = bearish extreme.
Gauge: Text bar that mirrors PR.
State: Idle, Armed Long (with a countdown), or Armed Short.
Cooldown: Bars remaining before a new setup can arm after a trigger.
Bars Since / Last Px: How long since last trigger and its price.
FVG: Whether price is in the latest Up/Down FVG.
Imp/Day VWAP Dist, PD Dist(ATR): Distance from those references in ATR units.
ATR% (Gate), Trend(HTF): Status of optional regime filters (volatility/trend).
How to use it (step‑by‑step)
Keep the Safety toggles ON (default): triggers/visuals on bar‑close, optional confirmed HTF for trend slope.
Choose timeframe:
Intraday (5m–1h) or Swing (1h–4h). On very fast/thin charts, enable Performance mode and raise spacing/cooldown.
Watch the dashboard:
When PR reaches an extreme and an SFP context is present, the background shades (armed).
Wait for the trigger triangle:
It prints only after a micro BOS on a closed bar and after spacing/cooldown checks.
Use the Trigger Zone box as a visual reference only:
This script never tells you to buy/sell. Apply your own plan for entry, stop, and sizing.
Example:
Bullish: Sweep under PDL (SFP‑L) and reclaim; PR in lower tail arms long; BOS up confirms → long trigger on bar close (ATR-sized trigger zone shown).
Bearish: Sweep above PDH/pivot (SFP‑L/P) and reject; PR in upper tail arms short; BOS down confirms → short trigger on bar close (ATR-sized trigger zone shown).
Settings guide (with “when to adjust”)
Safety & Stability (defaults ON)
Confirm triggers at bar close, Draw visuals at bar close: Keep ON for clean, stable prints.
Use confirmed HTF values: Applies to HTF trend slope only; keeps it from changing until the HTF bar closes.
Performance mode: Turn ON if your chart is busy or laggy.
Core & Context
ATR Length: Bigger = smoother distances; smaller = more reactive.
Impulse AVWAP Anchor: Larger = fewer resets; smaller = resets more often.
Show Daily AVWAP: ON if you want session context.
Use last FVG in logic: ON to include FVG context in arming/score.
Show PDH/PDL/PWH/PWL: ON to see prior day/week levels that often attract sweeps.
Liquidity & Microstructure
Pivot Left/Right: Higher values = stronger/rarer pivots.
Min Wick Ratio (0..1): Higher = only more pronounced SFP wicks qualify.
BOS length: Larger = stricter BOS; smaller = quicker confirmations.
Signal persistence: Keeps SFP context alive for a few bars to avoid flicker.
Signal Gating
Percent‑Rank Lookback: Larger = more stable extremes; smaller = more reactive extremes.
Arm thresholds (qHi/qLo): Move closer to 0.5 to see more arms; move toward 0/1 to see fewer arms.
TTL, Cooldown, Min bars and Min ATR distance: Space out triggers so you’re not reacting to minor noise.
Regime Filters (optional)
ATR percentile gate: Only allow triggers when volatility is at/above a set percentile.
HTF trend gate: Only allow longs when the HTF slope is up (and shorts when it’s down), above a minimum slope.
Visuals & UX
Only show “important” SFPs: Filters pivot SFPs by Volume Z and |Impulse stretch|.
Trigger badges/history and Max badge count: Control label clutter.
Compact labels: Toggle SFP‑P/L vs full names.
Dashboard mode and position; Dark theme.
Reading PR (the built‑in “oscillator”)
PR ~ 0–10: Potential bullish extreme (long side can arm).
PR ~ 90–100: Potential bearish extreme (short side can arm).
Important: “Armed” ≠ “Enter.” A trigger still needs a micro BOS on a closed bar and spacing/cooldown to pass.
Repainting, confirmations, and HTF notes
By default, prints wait for the bar to close; this reduces repaint‑like effects.
Pivot SFPs only appear after the pivot confirms (after the chosen “right” bars).
PD/W levels come from the prior completed candles and do not change intraday.
If you enable confirmed HTF values, the HTF slope will not change until its higher‑timeframe bar completes (safer but slightly delayed).
Performance tips
If labels/zones clutter or the chart lags:
Turn ON Performance mode.
Hide FVG or the Trigger Zone.
Reduce badge history or turn badge history off.
If price scaling looks compressed:
Keep optional “score”/“PR” plots OFF (they overlay price and can affect scaling).
Alerts (neutral)
Structural Liquidity: LONG TRIGGER
Structural Liquidity: SHORT TRIGGER
These fire when a trigger condition is met on a confirmed bar (with defaults).
Limitations and risk
Not every sweep/extreme reverses; false triggers occur, especially on thin markets and low timeframes.
This indicator does not provide entries, exits, or position sizing—use your own plan and risk control.
Educational/informational only; no financial advice.
License and credits
© BullByte - MPL 2.0. Open‑source for learning and research.
Built from repeated observations of how liquidity runs, imbalance (FVG), and distance from “fair” (AVWAPs) combine, and how a small BOS often marks the moment structure actually shifts.
Volatility Cone Forecaster Lite [PhenLabs]📊 Volatility Cone Forecaster
Version: PineScript™v6
📌Description
The Volatility Cone Forecaster (VCF) is an advanced indicator designed to provide traders with a forward-looking perspective on market volatility. Instead of merely measuring past price fluctuations, the VCF analyzes historical volatility data to project a statistical “cone” that outlines a probable range for future price movements. Its core purpose is to contextualize the current market environment, helping traders to anticipate potential shifts from low to high volatility periods (and vice versa). By identifying whether volatility is expanding or contracting relative to historical norms, it solves the critical problem of preparing for significant market moves before they happen, offering a clear statistical edge in strategy development.
This indicator moves beyond lagging measures by employing percentile analysis to rank the current volatility state. This allows traders to understand not just what volatility is, but how significant it is compared to the recent past. The VCF is built for discretionary traders, system developers, and options strategists who need a sophisticated understanding of market dynamics to manage risk and identify high-probability opportunities.
🚀Points of Innovation
Forward-Looking Volatility Projection: Unlike standard indicators that only show historical data, the VCF projects a statistical cone of future volatility.
Percentile-Based Regime Analysis: Ranks current volatility against historical data (e.g., 90th, 75th percentiles) to provide objective context.
Automated Regime Detection: Automatically identifies and labels the market as being in a ‘High’, ‘Low’, or ‘Normal’ volatility regime.
Expansion & Contraction Signals: Clearly indicates whether volatility is currently increasing or decreasing, signaling shifts in market energy.
Integrated ATR Comparison: Plots an ATR-equivalent volatility measure to offer a familiar point of reference against the statistical model.
Dynamic Visual Modeling: The cone visualization directly on the price chart provides an intuitive guide for future expected price ranges.
🔧Core Components
Realized Volatility Engine: Calculates historical volatility using log returns over multiple user-defined lookback periods (short, medium, long) for a comprehensive view.
Percentile Analysis Module: A custom function calculates the 10th, 25th, 50th, 75th, and 90th percentiles of volatility over a long-term lookback (e.g., 252 days).
Forward Projection Calculator: Uses the calculated volatility percentiles to mathematically derive and draw the upper and lower bounds of the future volatility cone.
Volatility Regime Classifier: A logic-based system that compares current volatility to the historical percentile bands to classify the market state.
🔥Key Features
Customizable Lookback Periods: Adjust short, medium, and long-term lookbacks to fine-tune the indicator’s sensitivity to different market cycles.
Configurable Forward Projection: Set the number of days for the forward cone projection to align with your specific trading horizon.
Interactive Display Options: Toggle visibility for percentile labels, ATR levels, and regime coloring to customize the chart display.
Data-Rich Information Table: A clean, on-screen table displays all key metrics, including current volatility, percentile rank, regime, and trend.
Built-in Alert Conditions: Set alerts for critical events like volatility crossing the 90th percentile, dropping below the 10th, or switching between expansion and contraction.
🎨Visualization
Volatility Cone: Shaded bands projected onto the future price axis, representing the probable price range at different statistical confidence levels (e.g., 75th-90th percentile).
Color-Coded Volatility Line: The primary volatility plot dynamically changes color (e.g., red for high, green for low) to reflect the current volatility regime, providing instant context.
Historical Percentile Bands: Horizontal lines plotted across the indicator pane mark the key percentile levels, showing how current volatility compares to the past.
On-Chart Labels: Clear labels automatically display the current volatility reading, its percentile rank, the detected regime, and trend (Expanding/Contracting).
📖Usage Guidelines
Setting Categories
Short-term Lookback: Default: 10, Range: 5-50. Controls the most sensitive volatility calculation.
Medium-term Lookback: Default: 21, Range: 10-100. The primary input for the current volatility reading.
Long-term Lookback: Default: 63, Range: 30-252. Provides a baseline for long-term market character.
Percentile Lookback Period: Default: 252, Range: 100-1000. Defines the period for historical ranking; 252 represents one trading year.
Forward Projection Days: Default: 21, Range: 5-63. Determines how many bars into the future the cone is projected.
✅Best Use Cases
Breakout Trading: Identify periods of deep consolidation when volatility falls to low percentile ranks (e.g., below 25th) and begins to expand, signaling a potential breakout.
Mean Reversion Strategies: Target trades when volatility reaches extreme high percentile ranks (e.g., above 90th), as these periods are often unsustainable and lead to contraction.
Options Strategy: Use the cone’s projected upper and lower bounds to help select strike prices for strategies like iron condors or straddles.
Risk Management: Widen stop-losses and reduce position sizes when the indicator signals a transition into a ‘High’ volatility regime.
⚠️Limitations
Probabilistic, Not Predictive: The cone represents a statistical probability, not a guarantee of future price action. Extreme, unpredictable news events can drive prices outside the cone.
Lagging by Nature: All calculations are based on historical price data, meaning the indicator will always react to, not pre-empt, market changes.
Non-Directional: The indicator forecasts the *magnitude* of future moves, not the *direction*. It should be paired with a directional analysis tool.
💡What Makes This Unique
Forward Projection: Its primary distinction is projecting a data-driven, statistical forecast of future volatility, which standard oscillators do not do.
Contextual Analysis: It doesn’t just provide a number; it tells you what that number means through percentile ranking and automated regime classification.
🔬How It Works
1. Data Calculation:
The indicator first calculates the logarithmic returns of the asset’s price. It then computes the annualized standard deviation of these returns over short, medium, and long-term lookback periods to generate realized volatility readings.
2. Percentile Ranking:
Using a 252-day lookback, it analyzes the history of the medium-term volatility and determines the values that correspond to the 10th, 25th, 50th, 75th, and 90th percentiles. This builds a statistical map of the asset’s volatility behavior.
3. Cone Projection:
Finally, it takes these historical percentile values and projects them forward in time, calculating the potential upper and lower price bounds based on what would happen if volatility were to run at those levels over the next 21 days.
💡Note:
The Volatility Cone Forecaster is most effective on daily and weekly charts where statistical volatility models are more reliable. For lower timeframes, consider shortening the lookback periods. Always use this indicator as part of a comprehensive trading plan that includes other forms of analysis.
Zone Cluster Confluence ProWhat it does
Zone Cluster Confluence Pro automatically finds price “zones” via equal-frequency clustering of HLC3 values and wraps each cluster center with an ATR-based band. Zones are color-coded by a 0–100 Strength % and can optionally highlight confluence with a higher timeframe (HTF) right on your chart.
Key features
• Adaptive Depth by Volatility (ATR regime): zone width scales down in calm markets and widens in volatile regimes.
• Strength % scoring with color mapping (Strong / Work / Mid / Weak). The score blends:
• number of touches (with tolerance),
• dwell time inside the zone (penalized),
• confirmed breakouts (penalized),
• average overshoot beyond the band (penalized),
• recency bonus,
• optional volume-boosted touches (volume > SMA × multiplier).
• HTF Confluence Overlay: computes zones on a higher TF (multiplier of the source TF or a specific TF) and highlights the intersection of LTF zones with the nearest HTF zone (white fill).
• Presets per TF: Aggressive / Stable / Anti-pierce profiles with hand-tuned params for 15/30/60/120/240m; or run fully Manual.
• Clean visuals: centers, borders, filled bands; strength labels with auto-contrast text.
How it works (high level)
• Clustering method: choose K-median or K-means (median/mean of equal-frequency buckets) to place zone centers.
• Zone width = ATR × Depth; Depth becomes Adaptive when the ATR regime deviates from its long SMA.
• Strength % is computed over a lookback window using the components listed above; touches can earn an extra bonus on elevated volume.
Inputs (most useful)
• Source TF: inherit from chart or pick a specific TF.
• Zones (k): 2–5 clusters.
• Presets: Aggressive / Stable / Anti-pierce, or Manual control of Candles Back, ATR length, Depth.
• Adaptive Depth: on/off, regime thresholds & multipliers.
• Strength %: profile (Conservative/Neutral/Optimistic), lookback, breakout/overshoot/touch tolerance.
• Volume boost: SMA length, spike multiplier, weight.
• HTF Confluence: on/off, TF multiplier, HTF preset/method/params, and whether HTF k mirrors LTF k.
Reading the chart
• Zone fills are colored by Strength %:
• 80–100 Strong, 60–80 Work, 40–60 Mid, <40 Weak.
• White fills mark LTF×HTF intersections (confluence areas).
• Strength labels (Z1…Z5) show the current score; label background matches the strength color.
Tips
• Use Stable for most markets, Aggressive for fast intraday, Anti-pierce to reduce whipsaw.
• Turn on HTF confluence to filter LTF zones down to areas aligned with the larger trend structure.
• If you scalp, keep volume boost on; for thin markets consider lowering the spike multiplier.
Notes
• No lookahead is used for HTF data (request.security with lookahead_off).
• Zones update as new bars arrive and as the lookback window rolls; this is not a fixed S/R drawing tool.
• Works on any symbol/timeframe; parameter tuning is encouraged.
Access
This script is Invite-Only.
Disclaimer
For educational purposes only. Not financial advice. Trading involves risk.
ATR% | Volatility NormalizerThis indicator measures true volatility by expressing the Average True Range (ATR) as a percentage of price. Unlike basic ATR plots, which show raw values, this version normalizes volatility to make it directly comparable across instruments and timeframes.
How it works:
Uses True Range (High–Low plus gaps) to capture actual market movement.
Normalizes by dividing ATR by the chosen price base (default: Close).
Multiplies by 100 to output a clean ATR% line.
Smoothing is flexible: choose from RMA, SMA, EMA, or WMA.
Optional Feature:
For comparison, you can toggle an auxiliary line showing the average absolute close-to-close % move, highlighting the difference between simplified and true volatility.
Why use it:
Track regime shifts: identify when volatility expands or contracts in % terms.
Compare volatility across different markets (equities, crypto, forex, commodities).
Integrate into risk management: position sizing, stop placement, or volatility filters for entries.
Interpretation:
Rising ATR% → expanding volatility, potential breakouts or unstable ranges.
Falling ATR% → contracting volatility, possible consolidation or range-bound conditions.
Sudden spikes → market “shocks” worth paying attention to.
Dual Channel System [Alpha Extract]A sophisticated trend-following and reversal detection system that constructs dynamic support and resistance channels using volatility-adjusted ATR calculations and EMA smoothing for optimal market structure analysis. Utilizing advanced dual-zone methodology with step-like boundary evolution, this indicator delivers institutional-grade channel analysis that adapts to varying volatility conditions while providing high-probability entry and exit signals through breakthrough and rejection detection with comprehensive visual mapping and alert integration.
🔶 Advanced Channel Construction
Implements dual-zone architecture using recent price extremes as foundation points, applying EMA smoothing to reduce noise and ATR multipliers for volatility-responsive channel widths. The system creates resistance channels from highest highs and support channels from lowest lows with asymmetric multiplier ratios for optimal market reaction zones.
// Core Channel Calculation Framework
ATR = ta.atr(14)
// Resistance Channel Construction
Resistance_Basis = ta.ema(ta.highest(high, lookback), lookback)
Resistance_Upper = Resistance_Basis + (ATR * resistance_mult)
Resistance_Lower = Resistance_Basis - (ATR * resistance_mult * 0.3)
// Support Channel Construction
Support_Basis = ta.ema(ta.lowest(low, lookback), lookback)
Support_Upper = Support_Basis + (ATR * support_mult * 0.4)
Support_Lower = Support_Basis - (ATR * support_mult)
// Smoothing Application
Smoothed_Resistance_Upper = ta.ema(Resistance_Upper, smooth_periods)
Smoothed_Support_Lower = ta.ema(Support_Lower, smooth_periods)
🔶 Volatility-Adaptive Zone Framework
Features dynamic ATR-based width adjustment that expands channels during high-volatility periods and contracts during consolidation phases, preventing false signals while maintaining sensitivity to genuine breakouts. The asymmetric multiplier system optimizes zone boundaries for realistic market behavior patterns.
// Dynamic Volatility Adjustment
Channel_Width_Resistance = ATR * resistance_mult
Channel_Width_Support = ATR * support_mult
// Asymmetric Zone Optimization
Resistance_Zone = Resistance_Basis ± (ATR_Multiplied * )
Support_Zone = Support_Basis ± (ATR_Multiplied * )
🔶 Step-Like Boundary Evolution
Creates horizontal step boundaries that update on smoothed bound changes, providing visual history of evolving support and resistance levels with performance-optimized array management limited to 50 historical levels for clean chart presentation and efficient processing.
🔶 Comprehensive Signal Detection
Generates break and bounce signals through sophisticated crossover analysis, monitoring price interaction with smoothed channel boundaries for high-probability entry and exit identification. The system distinguishes between breakthrough continuation and rejection reversal patterns with precision timing.
🔶 Enhanced Visual Architecture
Provides translucent zone fills with gradient intensity scaling, step-like historical boundaries, and dynamic background highlighting that activates upon zone entry. The visual system uses institutional color coding with red resistance zones and green support zones for intuitive
market structure interpretation.
🔶 Intelligent Zone Management
Implements automatic zone relevance filtering, displaying channels only when price proximity warrants analysis attention. The system maintains optimal performance through smart array management and historical level tracking with configurable lookback periods for various market conditions.
🔶 Multi-Dimensional Analysis Framework
Combines trend continuation analysis through breakthrough patterns with reversal detection via rejection signals, providing comprehensive market structure assessment suitable for both trending and ranging market conditions with volatility-normalized accuracy.
🔶 Advanced Alert Integration
Features comprehensive notification system covering breakouts, breakdowns, rejections, and bounces with customizable alert conditions. The system enables precise position management through real-time notifications of critical channel interaction events and zone boundary violations.
🔶 Performance Optimization
Utilizes efficient EMA smoothing algorithms with configurable periods for noise reduction while maintaining responsiveness to genuine market structure changes. The system includes automatic historical level cleanup and performance-optimized visual rendering for smooth operation across all timeframes.
Why Choose Dual Channel System ?
This indicator delivers sophisticated channel-based market analysis through volatility-adaptive ATR calculations and intelligent zone construction methodology. By combining dynamic support and resistance detection with advanced signal generation and comprehensive visual mapping, it provides institutional-grade channel analysis suitable for cryptocurrency, forex, and equity markets. The system's ability to adapt to varying volatility conditions while maintaining signal accuracy makes it essential for traders seeking systematic approaches to breakout trading, zone reversals, and trend continuation analysis with clearly defined risk parameters and comprehensive alert integration. Also to note, this indicator is best suited for the 1D timeframe.
🐋 Whale CareWhale Care 🐋
Indicator for detecting short signals based on the activity of large players ("whales"). Specifically designed for 5 to 15-minute timeframes.
Key Features
🎯 Clear visual signals - orange labels on the chart
📊 Signal strength histogram - measures the power of each signal
⚡ Instant alerts - notifications about large player activity
🏦 Dual filter - analyzes both banking and speculative capital
Optimal Usage
Timeframes: 5M, 10M, 15M
Markets: Stocks, forex, cryptocurrencies
Strategy: Short positions on signal appearance
Signal System
Entry: Orange "WHALE CARE" labels at price peaks
Confirmation: High histogram columns
Filter: Increased market volatility
Default Settings
Optimized for short-term trading:
Banker RSI: period 50
Hot Money: period 40
Volatility threshold: 4.0
Trader Advantages
Fast detection of large orders
Minimal signal delay
Simple visual interpretation
Customizable for individual trading style
A tool for trading decisions, not investment advice
Mutanabby_AI | ATR+ | Trend-Following StrategyThis document presents the Mutanabby_AI | ATR+ Pine Script strategy, a systematic approach designed for trend identification and risk-managed position entry in financial markets. The strategy is engineered for long-only positions and integrates volatility-adjusted components to enhance signal robustness and trade management.
Strategic Design and Methodological Basis
The Mutanabby_AI | ATR+ strategy is constructed upon a foundation of established technical analysis principles, with a focus on objective signal generation and realistic trade execution.
Heikin Ashi for Trend Filtering: The core price data is processed via Heikin Ashi (HA) methodology to mitigate transient market noise and accentuate underlying trend direction. The script offers three distinct HA calculation modes, allowing for comparative analysis and validation:
Manual Calculation: Provides a transparent and deterministic computation of HA values.
ticker.heikinashi(): Utilizes TradingView's built-in function, employing confirmed historical bars to prevent repainting artifacts.
Regular Candles: Allows for direct comparison with standard OHLC price action.
This multi-methodological approach to trend smoothing is critical for robust signal generation.
Adaptive ATR Trailing Stop: A key component is the Average True Range (ATR)-based trailing stop. ATR serves as a dynamic measure of market volatility. The strategy incorporates user-defined parameters (
Key Value and ATR Period) to calibrate the sensitivity of this trailing stop, enabling adaptation to varying market volatility regimes. This mechanism is designed to provide a dynamic exit point, preserving capital and locking in gains as a trend progresses.
EMA Crossover for Signal Generation: Entry and exit signals are derived from the interaction between the Heikin Ashi derived price source and an Exponential Moving Average (EMA). A crossover event between these two components is utilized to objectively identify shifts in momentum, signaling potential long entry or exit points.
Rigorous Stop Loss Implementation: A critical feature for risk mitigation, the strategy includes an optional stop loss. This stop loss can be configured as a percentage or fixed point deviation from the entry price. Importantly, stop loss execution is based on real market prices, not the synthetic Heikin Ashi values. This design choice ensures that risk management is grounded in actual market liquidity and price levels, providing a more accurate representation of potential drawdowns during backtesting and live operation.
Backtesting Protocol: The strategy is configured for realistic backtesting, employing fill_orders_on_standard_ohlc=true to simulate order execution at standard OHLC prices. A configurable Date Filter is included to define specific historical periods for performance evaluation.
Data Visualization and Metrics: The script provides on-chart visual overlays for buy/sell signals, the ATR trailing stop, and the stop loss level. An integrated information table displays real-time strategy parameters, current position status, trend direction, and key price levels, facilitating immediate quantitative assessment.
Applicability
The Mutanabby_AI | ATR+ strategy is particularly suited for:
Cryptocurrency Markets: The inherent volatility of assets such as #Bitcoin and #Ethereum makes the ATR-based trailing stop a relevant tool for dynamic risk management.
Systematic Trend Following: Individuals employing systematic methodologies for trend capture will find the objective signal generation and rule-based execution aligned with their approach.
Pine Script Developers and Quants: The transparent code structure and emphasis on realistic backtesting provide a valuable framework for further analysis, modification, and integration into broader quantitative models.
Automated Trading Systems: The clear, deterministic entry and exit conditions facilitate integration into automated trading environments.
Implementation and Evaluation
To evaluate the Mutanabby_AI | ATR+ strategy, apply the script to your chosen chart on TradingView. Adjust the input parameters (Key Value, ATR Period, Heikin Ashi Method, Stop Loss Settings) to observe performance across various asset classes and timeframes. Comprehensive backtesting is recommended to assess the strategy's historical performance characteristics, including profitability, drawdown, and risk-adjusted returns.
I'd love to hear your thoughts, feedback, and any optimizations you discover! Drop a comment below, give it a like if you find it useful, and share your results.
