Percent Volatility MomentumThis pine script calculates percent volatility momentum, negative percent volatility and positive percent volatility. The blue line is the overall momentum of the current percent volatility trend. The red line only includes negative movements in the percent volatility of the source. The green line includes only positive movements of the percent volatility of the source. The script also includes an angle and a normalized angle setting that allows one to determine the angle of the source curve. Note, the angle was transformed from -90 to 90 to 0 to 100. Such that an angle of -90 is transformed to 0. An angle of 0 is transformed to 50 and an angle of 90 is transformed to 100. This is the first draft of this script and my first pine script published. Any feedback is welcome. I borrowed code from TradingView's Linear Regression Channel and Relative Strength Index pine scripts.
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Garman-Klass-Yang-Zhang Historical Volatility Bands [Loxx]Garman-Klass-Yang-Zhang Historical Volatility Bands are constructed using:
Average as the middle line.
Upper and lower bands using the Garman-Klass-Yang-Zhang Historical Volatility Bands for bands calculation.
What is Garman-Klass-Yang-Zhang Historical Volatility?
Yang and Zhang derived an extension to the Garman Klass historical volatility estimator that allows for opening jumps. It assumes Brownian motion with zero drift. This is currently the preferred version of open-high-low-close volatility estimator for zero drift and has an efficiency of 8 times the classic close-to-close estimator. Note that when the drift is nonzero, but instead relative large to the volatility, this estimator will tend to overestimate the volatility. The Garman-Klass-Yang-Zhang Historical Volatility calculation is as follows:
GKYZHV = sqrt((Z/n) * sum((log(open(k)/close(k-1)))^2 + (0.5*(log(high(k)/low(k)))^2) - (2*log(2) - 1)*(log(close(k)/open(2:end)))^2))
The color of the middle line, unlike the bands colors, has 3 colors. When colors of the bands are the same, then the middle line has the same color, otherwise it's white.
Included
Alerts
Signals
Loxx's Expanded Source Types
Bar coloring
Related Indicators
Garman & Klass Estimator Historical Volatility Bands
Big Snapper Alerts R3.0 + Chaiking Volatility condition + TP RSI//@version=5
//
// Bannos
// #NotTradingAdvice #DYOR
// Disclaimer.
// I AM NOT A FINANCIAL ADVISOR.
// THESE IDEAS ARE NOT ADVICE AND ARE FOR EDUCATION PURPOSES ONLY.
// ALWAYS DO YOUR OWN RESEARCH
//
// Author: Adaptation from JustUncleL Big Snapper by Bannos
// Date: May-2022
// Version: R1.0
//Description of this addon - Script using several new conditions to give Long/short and SL levels which was not proposed in the Big Snapper strategy "Big Snapper Alerts R3.0"
//"
//This strategy is based on the use of the Big Snapper outputs from the JustUncleL script and the addition of several conditions to define filtered conditions selecting signal synchrones with a trend and a rise of the volatility.
//Also the strategy proposes to define proportional stop losses and dynamic Take profit using an RSI strategy.
// After delivering the temporary ong/short signal and ploting a green or purple signal, several conditions are defined to consider a Signal is Long or short.
//Let s take the long signal as example(this is the same process with the opposite values for a short).
//step 1 - Long Definition:
// Snapper long signal stored in the buffer variable Longbuffer to say that in a close future, we could have all conditions for a long
// Now we need some conditions to combine with it:
//the second one is to be over the Ma_medium(55)
//and because this is not selective enough, the third one is a Volatility indicator "Chaikin Volatility" indicator giving an indication about the volatility of the price compared to the 10 last values
// -> Using the volatility indicator gives the possibility to increase the potential rise if the volatility is higher compared to the last periods.
//With these 3 signals, we get a robust indication about a potential long signal which is then stored in the variable "Longe"
//Now we have a long signal and can give a long signal with its Stop Loss
// The Long Signal is automatically given as the 3 conditions above are satisfied.
// The Stop loss is a function of the last Candle sizes giving a stop below the 70% of the overall candle which can be assimilated to a Fibonacci level. Below this level it makes sense to stop the trade as the chance to recover the complete Candle is more than 60%
//Now we are in an open Long and can use all the mentioned Stop loss condition but still need a Take Profit condition
//The take profit condition is based on a RSI strategy consisting in taking profit as soon as the RSI come back from the overbought area (which is here defined as a rsi over 70) and reaching the 63.5 level to trigger the Take Profit
//This TP condition is only active when Long is active and when an entry value as been defined.
//Entry and SL level appreas as soon as a Long or short arrow signal does appears. The Take profit will be conidtioned to the RSI.
//The final step in the cycle is a reinitialization of all the values giving the possibility to detect and treat any long new signal coming from the Big Snapper signal.
S&P500 VIX Volatility Warning IndicatorToday I am sharing with the community a volatility indicator that can help you or your algorithms avoid black swan events. Variance is most commonly used in statistics to derive standard deviation (with its square root). It does have another practical application, and that is to identify outliers in a sample of data. Variance in statistics is defined as the squared difference between a value and its mean. Calculating that squared difference means that the farther away the value is from the mean, the more the variance will grow (exponentially). This exponential difference makes outliers in the variance data more apparent.
Why does this matter?
There are assets or indices that exist in the stock market that might make us adjust our trading strategy if they are behaving in an unusual way. In some instances, we can use variance to identify that behavior and inform our strategy.
Is that really possible?
Let’s look at the relationship between VIX and the S&P500 as an example. If you trade an S&P500 index with a mean reversion strategy or algorithm, you know that they typically do best in times of volatility. These strategies essentially attempt to “call bottom” on a pullback. Their downside is that sometimes a pullback turns into a regime change, or a black swan event. The other downside is that there is no logical tight stop that actually increases their performance, so when they lose they tend to lose big.
So that begs the question, how might one quantitatively identify if this dip could turn into a regime change or black swan event?
The CBOE Volatility Index (VIX) uses options data to identify, on a large scale, what investors overall expect the market to do in the near future. The Volatility Index spikes in times of uncertainty and when investors expect the market to go down. However, during a black swan event, the VIX spikes a lot harder. We can use variance here to identify if a spike in the VIX exceeds our threshold for a normal market pullback, and potentially avoid entering trades for a period of time (I.e. maybe we don’t buy that dip).
Does this actually work?
In backtesting, this cut the drawdown of my index reversion strategies in half. It also cuts out some good trades (because high investor fear isn’t always indicative of a regime change or black swan event). But, I’ll happily lose out on some good trades in exchange for half the drawdown. Lets look at some examples of periods of time that trades could have been avoided using this strategy/indicator:
Example 1 – With the Volatility Warning Indicator, the mean reversion strategy could have avoided repeatedly buying this pullback that led to SPXL losing over 75% of its value:
Example 2 - June 2018 to June 2019 - With the Volatility Warning Indicator, the drawdown during this period reduces from 22% to 11%, and the overall returns increase from -8% to +3%
How do you use this indicator?
This indicator determines the variance of the VIX against a long term mean. If the variance of the VIX spikes over an input threshold, the indicator goes up. The indicator will remain up for a defined period of bars/time after the variance returns below the threshold. I have included default values I’ve found to be significant for a short-term mean-reversion strategy, but your inputs might depend on your risk tolerance and strategy time-horizon. The default values are for 1hr VIX data. It will pull in variance data for the VIX regardless of which chart the indicator is applied to.
Disclaimer : Open-source scripts I publish in the community are largely meant to spark ideas or be used as building blocks for part of a more robust trade management strategy. If you would like to implement a version of any script, I would recommend making significant additions/modifications to the strategy & risk management functions. If you don’t know how to program in Pine, then hire a Pine-coder. We can help!
(JS)S&P 500 Volatility Oscillator For Options 2.0I am going to start taking requests to open source my indicators and they will also be updated to Version 4 of Pinescript.
I added some features to the original code such the ability to smooth the oscillator and select the look back periods for the historical volatility.
Link to original:
Original post:
"The idea for this started here: www.tradingview.com with the user @dime
This should only be used on SPX or SPY (though you could use it on other things for correlation I suppose) given that the instrument used to create this calculation is derived from the S&P 500 (thank you VIX ). There's a lot of moving parts here though, so allow me to explain...
First: The main signal is when Implied Volatility (from VIX ) drops beneath Historical Volatility - which is what you want to see so you aren't purchasing a ton of premium on long options. Green and above 0 means that IV% has dropped lower than Historical Volatility . (this signal, for example, would suggest using a Long Call or Put depending on your sentiment)
Second: The green line running underneath zero is the bottom portion of the "Average True Range" derived from the values used to create the oscillator. the closer the bottom histogram is to the green line, the more "normal" IV% is. Obviously, if this gets far away from the line then it could be setting up nicely to short options and sell the IV premium to someone else. (this signal, for example, would suggest using something like a Bull Put Spread)
Third: The red background along with the white line that drops down below zero signals when (and how far) the IV% from 3 months out (from VIX3M ) is less than the current IV%. This would signal the current environment has IV way too high, a signal to short options once again (and don't take any long option positions!).
Tried to make this simple, yet effective. If you trade options on SPX , SPY , even ES1! futures - this is a tool tailored specifically for you! As I said before, if you want you can use it for correlation on other securities. Any other ideas or suggestions surrounding this, please let me know! Enjoy!
Feb 17, 2019
Release Notes: Cosmetic update for a much cleaner look:
-Replaced the "HIGH IV" with a simlple "H"
-Now the white line is constantly showing you the relationship between VIX and VIX3M - when VIX is greater than VIX3M the background still goes red
-However, now when VIX drops below Historical Volatility, the background is bright green
-When both above are true - it's dark green
-The Average True Range on the bottom is now a series of crosses"
Volume Volatility SpectrumThis indicator estimates price volatility and it is based on Volume only (presumably Tick Volume in Forex).
Tick volume is supposed to be a good proxy to actual volume in spot forex (study of Caspar Marney, 2011)
The advantage of this indicator is that it can be used with any pair, any timeframe.
The only parameters are the periods of the reference Volume Moving Average and the fast Volume MA.
The fluctuations of a short period Volume MA with respect to a gently MA with high period
are calculated.
RED areas depict low volatility
GREEN areas depict high volatility.
When the clouds are outside the region delimited by the aqua lines we have extreme conditions:
Extremely low volatility = red cloud outside the aqua bands
Extremely high volatility = green cloud outside the aqua bands
Vitelot/yanez/Vts September 2019.
Compare this indicator with the ATR Volatility Spectrum of myself
Volatility Bias ModelVolatility Bias Model
Overview
Volatility Bias Model is a purely mathematical, non-indicator-based trading system that detects directional probability shifts during high volatility market phases. Rather than relying on classic tools like RSI or moving averages, this strategy uses raw price behavior and clustering logic to determine potential breakout direction based on recent market bias.
How It Works
Over a defined lookback window (default 10 bars), the strategy counts how many candles closed in the same direction (i.e., bullish or bearish).
Simultaneously, it calculates the price range during that window.
If volatility is above a minimum threshold and a clear directional bias is detected (e.g., >60% of closes are bullish), a trade is opened in the direction of that bias.
This approach assumes that when high volatility is coupled with directional closing consistency, the market is probabilistically more likely to continue in that direction.
ATR-based stop-loss and take-profit levels are applied, and trades auto-exit after 20 bars if targets are not hit.
Key Features
- 100% non-indicator-based logic
- Statistically-driven directional bias detection
- Works across all timeframes (1H, 4H, 1D)
- ATR-based risk management
- No pyramiding, slippage and commissions included
- Compatible with real-world backtesting conditions
Realism & Assumptions
To make this strategy more aligned with actual trading environments, it includes 0.05% commission per trade and a 1-point slippage on every entry and exit.
Additionally, position sizing is set at 10% of a $10,000 starting capital, and no pyramiding is allowed.
These assumptions help avoid unrealistic backtest results and make the performance metrics more representative of live conditions.
Parameter Explanation
Bias Window (10 bars): Number of past candles used to evaluate directional closings
Bias Threshold (0.60): Required ratio of same-direction candles to consider a bias valid
Minimum Range (1.5%): Ensures the market is volatile enough to avoid noise
ATR Length (14): Used to dynamically define stop-loss and target zones
Risk-Reward Ratio (2.0): Take-profit is set at twice the stop-loss distance
Max Holding Bars (20): Trades are closed automatically after 20 bars to prevent stagnation
Originality Note
Unlike common strategies based on oscillators or moving averages, this script is built on pure statistical inference. It models the market as a probabilistic process and identifies directional intent based on historical closing behavior, filtered by volatility. This makes it a non-linear, adaptive model grounded in real-world price structure — not traditional technical indicators.
Disclaimer
This strategy is for educational and experimental purposes only. It does not constitute financial advice. Always perform your own analysis and test thoroughly before applying with real capital.
Ultimate Volatility Scanner by NHBprod - Requested by Client!Hey Everyone!
I created another script to add to my growing library of strategies and indicators that I use for automated crypto and stock trading! This strategy is for BITCOIN but can be used on any stock or crypto. This was requested by a client so I thought I should create it and hopefully build off of it and build variants!
This script gets and compares the 14-day volatility using the ATR percentage for a list of cryptocurrencies and stocks. Cryptocurrencies are preloaded into the script, and the script will show you the TOP 5 coins in terms of volatility, and then compares it to the Bitcoin volatility as a reference. It updates these values once per day using daily timeframe data from TradingView. The coins are then sorted in descending order by their volatility.
If you don't want to use the preloaded set of coins, you have the option of inputting your own coins AND/OR stocks!
Let me know your thoughts.
Roger & Satchell Estimator Historical Volatility Bands [Loxx]Roger & Satchell Estimator Historical Volatility Bands are constructed using:
Average as the middle line.
Upper and lower bands using theRoger & Satchell Estimator Historical Volatility Bands for bands calculation.
What is Roger & Satchell Estimator Historical Volatility?
The Rogers–Satchell estimator does not handle opening jumps; therefore, it underestimates the volatility. It accurately explains the volatility portion that can be attributed entirely to a trend in the price evolution. Rogers and Satchell try to embody the frequency of price observations in the model in order to overcome the drawback. They claim that the corrected estimator outperforms the uncorrected one in a study based on simulated data.
RSEHV = sqrt((Z/n) * sum((log(high/close)*log(high/open)) + (log(low/close)*log(low/open))))
The color of the middle line, unlike the bands colors, has 3 colors. When colors of the bands are the same, then the middle line has the same color, otherwise it's white.
Included
Alerts
Signals
Loxx's Expanded Source Types
Bar coloring
ATR Volatility Spectrum
This indicator estimates price volatility and it is based on ATR only.
The advantage of this indicator is that it can be used with any pair, any time frame.
The fluctuations of a short period ATR with respect to a gently ATR with high period
are calculated.
The only parameters are the periods of the reference ATR and fast ATR, which could be
safely let untouched and modified by experts.
RED areas depict low volatility
GREEN areas depict high volatility.
When the clouds are outside the region delimited by the aqua lines we have
extreme conditions:
Extremely low volatility = red cloud outside the aqua bands
Extremely high volatility = green cloud outside the aqua bands
Vitelot/yanez/Vts December 2018.
Hitting the like button is free act of gratitude
Multiple Frequency Volatility CorrelationThis is a complex indicator that looks to provide some insight into the correlation between volume and price volatility.
Rising volatility is depicted with the color green while falling volatility is depicted with purple.
Lightness of the color is used to depict the length of the window used, darker == shorter in the 2 -> 512 window range.
Inverse MACD + DMI Scalping with Volatility Stop (By Coinrule)This script is focused on shorting during downtrends and utilises two strength based indicators to provide confluence that the start of a short-term downtrend has occurred - catching the opportunity as soon as possible.
This script can work well on coins you are planning to hodl for long-term and works especially well whilst using an automated bot that can execute your trades for you. It allows you to hedge your investment by allocating a % of your coins to trade with, whilst not risking your entire holding. This mitigates unrealised losses from hodling as it provides additional cash from the profits made. You can then choose to hodl this cash, or use it to reinvest when the market reaches attractive buying levels.
Alternatively, you can use this when trading contracts on futures markets where there is no need to already own the underlying asset prior to shorting it.
ENTRY
The trading system uses the Momentum Average Convergence Divergence (MACD) indicator and the Directional Movement Index (DMI) indicator to confirm when the best time is for selling. Combining these two indicators prevents trading during uptrends and reduces the likelihood of getting stuck in a market with low volatility.
The MACD is a trend following momentum indicator and provides identification of short-term trend direction. In this variation it utilises the 12-period as the fast and 26-period as the slow length EMAs, with signal smoothing set at 9.
The DMI indicates what way price is trending and compares prior lows and highs with two lines drawn between each - the positive directional movement line (+DI) and the negative directional movement line (-DI). The trend can be interpreted by comparing the two lines and what line is greater. When the negative DMI is greater than the positive DMI, there are more chances that the asset is trading in a sustained downtrend, and vice versa.
The system will enter trades when two conditions are met:
1) The MACD histogram turns bearish.
2) When the negative DMI is greater than the positive DMI.
EXIT
The strategy comes with a fixed take profit combined with a volatility stop, which acts as a trailing stop to adapt to the trend's strength. Depending on your long-term confidence in the asset, you can edit the fixed take profit to be more conservative or aggressive.
The position is closed when:
Take-Profit Exit: +8% price decrease from entry price.
OR
Stop-Loss Exit: Price crosses above the volatility stop.
In general, this approach suits medium to long term strategies. The backtesting for this strategy begins on 1 April 2022 to 18 July 2022 in order to demonstrate its results in a bear market. Back testing it further from the beginning of 2022 onwards further also produces good returns.
Pairs that produce very strong results include SOLUSDT on the 45m timeframe, MATICUSDT on the 2h timeframe, and AVAUSDT on the 1h timeframe. Generally, the back testing suggests that it works best on the 45m/1h timeframe across most pairs.
A trading fee of 0.1% is also taken into account and is aligned to the base fee applied on Binance.
Combo Backtest 123 Reversal & Statistical Volatility This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This indicator used to calculate the statistical volatility, sometime
called historical volatility, based on the Extreme Value Method.
Please use this link to get more information about Volatility.
WARNING:
- For purpose educate only
- This script to change bars colors.
Statistical Volatility - Extreme Value Method This indicator used to calculate the statistical volatility, sometime
called historical volatility, based on the Extreme Value Method.
Please use this link to get more information about Volatility.
Relative Volatility Index The RVI is a modified form of the relative strength index (RSI).
The original RSI calculation separates one-day net changes into
positive closes and negative closes, then smoothes the data and
normalizes the ratio on a scale of zero to 100 as the basis for the
formula. The RVI uses the same basic formula but substitutes the
10-day standard deviation of the closing prices for either the up
close or the down close. The goal is to create an indicator that
measures the general direction of volatility. The volatility is
being measured by the 10-days standard deviation of the closing prices.
Fibonacci Ratios with VolatilityThis script will plot Fibonacci ratios with volatility. The Fibonacci retracement and extensions are plotted in lower time frames up to 15 minutes and therefore, it can be used for intraday only.
Odin's Volume and Volatility CompositeA simple indicator showing the ratio between Historical Volume and Historical Volatility.
It's meant to be applied to the BitMEX XBTUSD chart.
You can use this to develop profitable breakout strategies.
Historical Volatility based Standard Deviation_V2This Plots the Standard Deviation Price Band based on the Historical Volatility. SD 1, 2, 3.
Version update:
Fixed the Standard Deviation mistake on Version 1.
Added Smoothing Options for those who prefer a less choppy version.
Standard Deviation 3 plot is not set to Default
FVE Volatility color-coded Volume bar The FVE is a pure volume indicator. Unlike most of the other indicators
(except OBV), price change doesn?t come into the equation for the FVE
(price is not multiplied by volume), but is only used to determine whether
money is flowing in or out of the stock. This is contrary to the current trend
in the design of modern money flow indicators. The author decided against a
price-volume indicator for the following reasons:
- A pure volume indicator has more power to contradict.
- The number of buyers or sellers (which is assessed by volume) will be the same,
regardless of the price fluctuation.
- Price-volume indicators tend to spike excessively at breakouts or breakdowns.
This study is an addition to FVE indicator. Indicator plots different-coloured volume
bars depending on volatility.
TZ - India VIX Volatility ZonesTZ – India VIX Volatility Zones is a long-term volatility analysis indicator designed to visually map important India VIX regimes using clearly defined horizontal zones and labels.
The indicator highlights how market volatility cycles between complacency, normal conditions, elevated risk, and panic phases. These zones are based on historical behavior of India VIX and help traders understand when risk is underpriced or overstretched.
This tool is especially useful for:
Index traders
Options sellers and buyers
Risk management and regime filtering
Long-term volatility study
How It Works
The script plots static, historically significant volatility zones on the India VIX chart and visually separates them using shaded bands and labels.
Volatility Zones Explained
1.Extreme Low Volatility (VIX 8–10)
Indicates market complacency and underpriced risk. Often precedes volatility expansion.
2.Low Volatility (VIX 10–13)
Stable market conditions with controlled movement.
3.Normal Volatility (VIX 13–18)
Healthy market behavior and balanced risk.
4.High Volatility (VIX 18–25)
Rising uncertainty and increased intraday swings.
5.Panic Zone (VIX 25–35+)
High fear environment, usually during major events or crises.
How Traders Can Use This Indicator
Identify volatility regimes before choosing option strategies
Avoid aggressive short-volatility trades during extreme zones
Prepare for volatility expansion during low-VIX phases
Use as a market risk context tool alongside price action
This indicator does not provide buy/sell signals. It is designed for contextual analysis and decision support.
Best Usage
Apply on India VIX (NSE:INDIAVIX)
Works best on Weekly and Monthly timeframes
Can be combined with index charts for volatility-based risk assessment
Disclaimer
This indicator is for educational and analytical purposes only.
It does not constitute financial advice or trade recommendations.
Users should apply proper risk management and confirm signals using additional analysis.
Volatility Aurora [The_lurker]█░░░░░░░░░░░░░░░░░░░ VOLATILITY AURORA ░░░░░░░░░░░░░░░░░░░░█
█░░░░░░░░░░░░░░░ Where Market Energy Meets Visual Poetry ░░░░░░░░░░░░░░░░█
📖 INTRODUCTION
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
The Aurora Borealis occurs when charged particles from the sun collide with gases in Earth's atmosphere, creating mesmerizing waves of colorful light.
𝗩𝗼𝗹𝗮𝘁𝗶𝗹𝗶𝘁𝘆 𝗔𝘂𝗿𝗼𝗿𝗮 applies this elegant concept to financial markets:
⚡ Price Momentum = Charged Particles
🌌 ATR Layers = Atmospheric Layers
🎨 Color Intensity = Energy Magnitude
📐 Layer Expansion = Volatility State
When momentum "collides" with volatility layers, the Aurora illuminates potential market regime changes — often before they fully manifest in price action.
🔬 THE SCIENCE BEHIND IT
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Unlike traditional volatility indicators that provide a single value, Volatility Aurora creates a 𝗺𝘂𝗹𝘁𝗶-𝗱𝗶𝗺𝗲𝗻𝘀𝗶𝗼𝗻𝗮𝗹 𝘃𝗼𝗹𝗮𝘁𝗶𝗹𝗶𝘁𝘆 𝗳𝗶𝗲𝗹𝗱 using five distinct ATR layers based on Fibonacci periods:
│ Layer │ Period │ Atmospheric │ Function │
├──────────────────────┼─────────────────┼─────────────────┤
│ Layer 1 │ 5 │ Ionosphere │ Captures immediate vol shifts
│ Layer 2 │ 13 │ Mesosphere │ Medium-term vol response
│ Layer 3 │ 34 │ Stratosphere │ Intermediate vol structure
│ Layer 4 │ 55 │ Troposphere │ Foundational vol baseline
│ Layer 5 │ 89 │ Surface │ Structural, long-term vol
⚡ CORE CONCEPTS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
𝟭. 𝗟𝗮𝘆𝗲𝗿 𝗘𝘅𝗽𝗮𝗻𝘀𝗶𝗼𝗻 & 𝗖𝗼𝗻𝘁𝗿𝗮𝗰𝘁𝗶𝗼𝗻
Each layer dynamically expands or contracts based on its normalized ATR value:
• 𝗘𝘅𝗽𝗮𝗻𝗱𝗶𝗻𝗴 𝗟𝗮𝘆𝗲𝗿𝘀 → Increasing volatility regime
• 𝗖𝗼𝗻𝘁𝗿𝗮𝗰𝘁𝗶𝗻𝗴 𝗟𝗮𝘆𝗲𝗿𝘀 → Decreasing volatility / Consolidation
• 𝗕𝗿𝗲𝗮𝘁𝗵𝗶𝗻𝗴 𝗘𝗳𝗳𝗲𝗰𝘁 → Natural market rhythm visualization
𝟮. 𝗛𝗮𝗿𝗺𝗼𝗻𝘆 𝗦𝗰𝗼𝗿𝗲
Measures alignment between all five layers:
• 𝗛𝗶𝗴𝗵 𝗛𝗮𝗿𝗺𝗼𝗻𝘆 (>70%) → All timeframes agree → Strong, reliable trends
• 𝗟𝗼𝘄 𝗛𝗮𝗿𝗺𝗼𝗻𝘆 (<30%) → Timeframe divergence → Choppy conditions
𝟯. 𝗘𝗻𝗲𝗿𝗴𝘆 𝗜𝗻𝘁𝗲𝗻𝘀𝗶𝘁𝘆
Quantifies how strongly momentum is "hitting" the volatility layers:
• 𝗛𝗶𝗴𝗵 𝗜𝗻𝘁𝗲𝗻𝘀𝗶𝘁𝘆 → Strong directional conviction
• 𝗟𝗼𝘄 𝗜𝗻𝘁𝗲𝗻𝘀𝗶𝘁𝘆 → Weak momentum, potential reversal
𝟰. 𝗥𝗲𝗴𝗶𝗺𝗲 𝗖𝗹𝗮𝘀𝘀𝗶𝗳𝗶𝗰𝗮𝘁𝗶𝗼𝗻
Based on aggregate layer states:
🟢 𝗖𝗔𝗟𝗠 → Low volatility across all layers
🟡 𝗡𝗢𝗥𝗠𝗔𝗟 → Balanced market conditions
🟠 𝗩𝗢𝗟𝗔𝗧𝗜𝗟𝗘 → Elevated activity
🔴 𝗘𝗫𝗧𝗥𝗘𝗠𝗘 → Maximum volatility state
🎨 VISUAL COMPONENTS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🌈 𝗔𝘂𝗿𝗼𝗿𝗮 𝗟𝗮𝘆𝗲𝗿𝘀 (𝗚𝗿𝗮𝗱𝗶𝗲𝗻𝘁 𝗕𝗮𝗻𝗱𝘀)
• Five pairs of symmetrical bands around the price core
• Color gradient from core (bright) to outer (dim)
• Expansion reflects current volatility state
💠 𝗖𝗼𝗿𝗲 𝗟𝗶𝗻𝗲
• Central EMA-based trend line
• Color changes with momentum direction:
🟢 Cyan/Teal = Bullish
🔴 Pink/Magenta = Bearish
🟣 Purple = Neutral
💫 𝗘𝗻𝗲𝗿𝗴𝘆 𝗣𝘂𝗹𝘀𝗲 𝗟𝗶𝗻𝗲𝘀
• Diagonal flow lines showing momentum trajectory
• Thicker lines = Higher energy
• Direction indicates momentum flow
🎵 𝗛𝗮𝗿𝗺𝗼𝗻𝘆 𝗪𝗮𝘃𝗲𝘀
• Vertical dotted lines appear when harmony exceeds 70%
• Signals timeframe alignment — high-probability zones
📊 HOW TO USE
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📈 𝗧𝗿𝗲𝗻𝗱 𝗙𝗼𝗹𝗹𝗼𝘄𝗶𝗻𝗴
• Enter when Aurora expands in your direction
• Core line color confirms bias
• High harmony = Higher confidence
💥 𝗩𝗼𝗹𝗮𝘁𝗶𝗹𝗶𝘁𝘆 𝗕𝗿𝗲𝗮𝗸𝗼𝘂𝘁𝘀
• Watch for regime shift from CALM to VOLATILE
• Expanding layers signal incoming movement
• Intensity spike confirms breakout strength
↩️ 𝗠𝗲𝗮𝗻 𝗥𝗲𝘃𝗲𝗿𝘀𝗶𝗼𝗻
• EXTREME regime often precedes reversals
• Contracting layers after expansion = Potential pullback
• Low harmony during trends = Weakening momentum
🛡️ 𝗥𝗶𝘀𝗸 𝗠𝗮𝗻𝗮𝗴𝗲𝗺𝗲𝗻𝘁
• Use outer layers as dynamic support/resistance
• Wider Aurora = Wider stops required
• Contracting Aurora = Tighter risk parameters
⚙️ SETTINGS GUIDE
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🌌 𝗔𝘂𝗿𝗼𝗿𝗮 𝗖𝗼𝗿𝗲
│ Setting │Default │ Description
│ Layer 1-5 │ Fib │ ATR periods (5,13,34,55,89)
│ Expansion Factor │ 2.5 │ Controls layer width multiplier
│ Smoothing │ 5 │ EMA smoothing for visual clarity
⚡ 𝗘𝗻𝗲𝗿𝗴𝘆 𝗙𝗶𝗲𝗹𝗱
│ Setting │ Default │ Description
│ Momentum Length │ 14 │ Period for momentum calculation
│ Energy Lookback │ 21 │ Normalization window
│ Energy Multiplier │ 1.5 │ Amplifies energy display
🎨 𝗩𝗶𝘀𝘂𝗮𝗹
│ Setting │ Default │ Description
│ Language │ EN │ Interface language (EN/AR)
│ Show Aurora │ ✓ │ Toggle layer visibility
│ Show Core Line │ ✓ │ Toggle center line
│ Show Energy Pulse │ ✓ │ Toggle flow lines
│ Show Harmony Waves │ ✓ │ Toggle alignment indicators
🔔 ALERTS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚡ 𝗥𝗲𝗴𝗶𝗺𝗲 𝗦𝗵𝗶𝗳𝘁 — Volatility regime changed
🎵 𝗛𝗶𝗴𝗵 𝗛𝗮𝗿𝗺𝗼𝗻𝘆 — All layers aligned (>85%)
↕️ 𝗗𝗶𝗿𝗲𝗰𝘁𝗶𝗼𝗻 𝗖𝗵𝗮𝗻𝗴𝗲 — Momentum direction reversed
🔥 𝗜𝗻𝘁𝗲𝗻𝘀𝗶𝘁𝘆 𝗦𝗽𝗶𝗸𝗲 — Energy exceeded 80% threshold
💡 TIPS FOR BEST RESULTS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
1️⃣ 𝗛𝗶𝗴𝗵𝗲𝗿 𝗧𝗶𝗺𝗲𝗳𝗿𝗮𝗺𝗲𝘀 — Aurora works best on 1H+ charts
2️⃣ 𝗖𝗼𝗺𝗯𝗶𝗻𝗲 𝘄𝗶𝘁𝗵 𝗣𝗔 — Use Aurora as context, not signals
3️⃣ 𝗪𝗮𝘁𝗰𝗵 𝗛𝗮𝗿𝗺𝗼𝗻𝘆 — High harmony setups win more
4️⃣ 𝗥𝗲𝘀𝗽𝗲𝗰𝘁 𝗥𝗲𝗴𝗶𝗺𝗲 — Don't fight EXTREME volatility
5️⃣ 𝗟𝗮𝘆𝗲𝗿 𝗖𝗼𝗻𝗳𝗹𝘂𝗲𝗻𝗰𝗲 — Multi-layer bounces = Strong S/R
⚠️ DISCLAIMER
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
This indicator is for educational purposes only. Past performance does not
guarantee future results. Always use proper risk management and conduct your
own analysis before making trading decisions.
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█░░░░░░░░░░░░░░░░░░░░░ شفق التقلب ░░░░░░░░░░░░░░░░░░░░░░█
█░░░░░░░░░░░░░░░ حيث تلتقي طاقة السوق بالشعور البصري ░░░░░░░░░░░░░░░░█
📖 المقدمة
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
يحدث الشفق القطبي عندما تصطدم الجسيمات المشحونة القادمة من الشمس بالغازات في الغلاف الجوي للأرض، مما يخلق موجات ساحرة من الضوء الملون.
يطبق نفس المفهوم الأنيق على الأسواق المالية
⚡ زخم السعر = الجسيمات المشحونة
🌌 طبقات ATR = طبقات الغلاف الجوي
🎨 شدة اللون = حجم الطاقة
📐 توسع الطبقات = حالة التقلب
عندما "يصطدم" الزخم بطبقات التقلب، يُضيء الشفق التغيرات المحتملة في نظام السوق — غالباً قبل أن تتجلى بالكامل في حركة السعر.
🔬 العلم وراء المؤشر
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
على عكس مؤشرات التقلب التقليدية التي تقدم قيمة واحدة، يُنشئ شفق التقلب 𝗽𝗮𝗾𝗹 𝘁𝗮𝗾𝗮𝗹𝗹𝘂𝗯 𝗺𝘂𝘁𝗮'𝗮𝗱𝗱𝗶𝗱 𝗮𝗹-𝗮𝗯'𝗮𝗱 باستخدام خمس طبقات ATR مميزة مبنية على أرقام فيبوناتشي:
│ الطبقة │ الفترة │ المعادل الجوي │ الوظيفة
│ الطبقة١ │ 5 │ الأيونوسفير │ تلتقط تحولات التقلب الفورية
│ الطبقة٢ │ 13 │ الميزوسفير │ استجابة التقلب متوسطة المدى
│ الطبقة٣ │ 34 │ الستراتوسفير │ هيكل التقلب المتوسط
│ الطبقة٤ │ 55 │ التروبوسفير │ خط الأساس للتقلب
│ الطبقة٥ │ 89 │ السطح │ التقلب الهيكلي طويل المدى
⚡ المفاهيم الأساسية
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
𝟭. توسع وانكماش الطبقات
تتوسع أو تنكمش كل طبقة ديناميكياً بناءً على قيمة ATR المعيارية:
• طبقات متوسعة ← نظام تقلب متزايد
• طبقات منكمشة ← تقلب متناقص / تجميع
• تأثير التنفس ← تصور إيقاع السوق الطبيعي
𝟮. درجة التناغم
تقيس التوافق بين جميع الطبقات الخمس:
• تناغم عالي (>٧٠٪) ← جميع الأطر متفقة ← اتجاهات قوية
• تناغم منخفض (<٣٠٪) ← تباين الأطر ← ظروف متقطعة
𝟯. شدة الطاقة
تحدد مدى قوة "اصطدام" الزخم بطبقات التقلب:
• شدة عالية ← قناعة اتجاهية قوية
• شدة منخفضة ← زخم ضعيف، احتمال انعكاس
𝟰. تصنيف النظام
بناءً على حالات الطبقات المجمعة:
🟢 هادئ ← تقلب منخفض عبر جميع الطبقات
🟡 طبيعي ← ظروف سوق متوازنة
🟠 متقلب ← نشاط مرتفع
🔴 متطرف ← حالة التقلب القصوى
🎨 المكونات البصرية
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🌈 طبقات الشفق (النطاقات المتدرجة)
• خمسة أزواج من النطاقات المتماثلة حول نواة السعر
• تدرج لوني من النواة (ساطع) إلى الخارج (خافت)
• التوسع يعكس حالة التقلب الحالية
💠 خط النواة
• خط اتجاه مركزي قائم على EMA
• يتغير اللون مع اتجاه الزخم:
🟢 سماوي = صاعد
🔴 وردي = هابط
🟣 بنفسجي = محايد
💫 خطوط نبض الطاقة
• خطوط تدفق مائلة تُظهر مسار الزخم
• خطوط أسمك = طاقة أعلى
• الاتجاه يشير إلى تدفق الزخم
🎵 موجات التناغم
• خطوط عمودية منقطة تظهر عندما يتجاوز التناغم ٧٠٪
• تشير إلى توافق الأطر الزمنية — مناطق احتمالية عالية
📊 كيفية الاستخدام
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📈 تتبع الاتجاه
• ادخل عندما يتوسع الشفق في اتجاهك
• لون خط النواة يؤكد التحيز
• تناغم عالي = ثقة أعلى
💥 اختراقات التقلب
• راقب تحول النظام من هادئ إلى متقلب
• الطبقات المتوسعة تشير إلى حركة قادمة
• ارتفاع الشدة يؤكد قوة الاختراق
↩️ الارتداد للمتوسط
• النظام المتطرف غالباً يسبق الانعكاسات
• طبقات منكمشة بعد التوسع = احتمال تراجع
• تناغم منخفض أثناء الاتجاهات = زخم ضعيف
🛡️ إدارة المخاطر
• استخدم الطبقات الخارجية كدعم/مقاومة ديناميكية
• شفق أوسع = وقف خسارة أوسع مطلوب
• شفق منكمش = معايير مخاطر أضيق
⚙️ دليل الإعدادات
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🌌 نواة الشفق
│ الإعداد │الافتراضي│ الوصف
│ الطبقات ١-٥ │ Fib │ فترات ATR (5,13,34,55,89)
│ معامل التوسع │ 2.5 │ يتحكم في مضاعف عرض الطبقات
│ التنعيم │ 5 │ تنعيم EMA للوضوح البصري
⚡ مجال الطاقة
│ الإعداد │الافتراضي│ الوصف
│ فترة الزخم │ 14 │ فترة حساب الزخم
│ فترة الطاقة │ 21 │ نافذة التطبيع
│ مضاعف الطاقة │ 1.5 │ يضخم عرض الطاقة
🎨 العرض البصري
│ الإعداد │الافتراضي│ الوصف
│ اللغة │ EN │ لغة الواجهة (EN/AR)
│ إظهار الشفق │ ✓ │ تبديل ظهور الطبقات
│ خط النواة │ ✓ │ تبديل الخط المركزي
│ نبض الطاقة │ ✓ │ تبديل خطوط التدفق
│ موجات التناغم │ ✓ │ تبديل مؤشرات التوافق
🔔 التنبيهات
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚡ تحول النظام — تغير نظام التقلب
🎵 تناغم عالي — جميع الطبقات متوافقة (>٨٥٪)
↕️ تغير الاتجاه — انعكس اتجاه الزخم
🔥 ارتفاع الشدة — تجاوزت الطاقة عتبة ٨٠٪
💡 نصائح للحصول على أفضل النتائج
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
1️⃣ الأطر الزمنية الأعلى — الشفق يعمل بشكل أفضل على ساعة فأكثر
2️⃣ ادمج مع حركة السعر — استخدم الشفق كسياق وليس إشارات
3️⃣ راقب التناغم — إعدادات التناغم العالي تربح أكثر
4️⃣ احترم النظام — لا تحارب التقلب المتطرف
5️⃣ تقاطع الطبقات — ارتداد من طبقات متعددة = دعم/مقاومة قوية
⚠️ إخلاء المسؤولية
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
هذا المؤشر للأغراض التعليمية فقط. الأداء السابق لا يضمن النتائج المستقبلية.
استخدم دائماً إدارة مخاطر مناسبة وقم بتحليلك الخاص قبل اتخاذ قرارات التداول.
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Adaptive Volatility Bands | AlphaNattAdaptive Volatility Bands (AVB) | AlphaNatt
Professional-grade dynamic bands that adapt to market volatility and trend strength, featuring smooth gradient visualization for enhanced chart clarity.
🎯 CORE CONCEPT
AVB creates self-adjusting bands around a customizable basis line, expanding during trending markets and contracting during consolidation. The gradient fill provides instant visual feedback on price position within the volatility envelope.
✨ KEY FEATURES
5 Basis Types: Choose between SMA, EMA, ALMA, KAMA, or VWMA for the centerline calculation
Adaptive Band Width: Bands automatically widen in strong trends and tighten in ranging markets
Smooth Gradient Fills: 10-layer gradient on each side for professional depth visualization
Multiple Volatility Metrics: ATR, Standard Deviation, or Range-based calculations
Squeeze Detection: Identifies Bollinger/Keltner squeeze conditions for breakout anticipation
Dynamic Color States: Cyan (#00F1FF) for bullish, Magenta (#FF019A) for bearish conditions
📊 HOW IT WORKS
The basis line is calculated using your selected moving average type
Volatility is measured using ATR, StDev, or Range
Trend strength is quantified via linear regression
Band width adapts based on normalized trend strength (when enabled)
Gradient layers create smooth visual transitions from bands to basis
Color state changes based on price position and basis direction
🔧 PARAMETER GROUPS
Basis Configuration:
Basis Type: Moving average calculation method
Basis Length (20): Period for centerline calculation
ALMA Settings: Offset (0.85) and Sigma (6) for ALMA basis
Volatility Settings:
Volatility Method: ATR, Standard Deviation, or Range
Volatility Length (14): Lookback for volatility calculation
Band Multiplier (2.0): Distance of bands from basis
Adaptive Settings:
Enable Adaptive (true): Toggle dynamic band adjustment
Adaptation Period (50): Trend strength measurement window
Squeeze Detection:
BB/KC Parameters: Settings for squeeze identification
Expansion Threshold: Multiplier for expansion signals
📈 TRADING SIGNALS
Long Conditions:
Price crosses above basis
Basis line is rising
Band color shifts to cyan
Short Conditions:
Price crosses below basis
Basis line is falling
Band color shifts to magenta
💡 USAGE STRATEGIES
Trend Following: Trade with the basis direction when bands are expanding
Mean Reversion: Fade moves to outer bands during squeeze conditions
Breakout Trading: Enter on expansion signals after squeeze periods
Support/Resistance: Use bands as dynamic S/R levels
Position Sizing: Wider bands suggest higher volatility - adjust size accordingly
🎨 VISUAL ELEMENTS
Gradient Fills: 10 opacity layers creating smooth band transitions
Dynamic Colors: State-dependent coloring for instant trend recognition
Basis Line: Bold centerline changes color with trend state
Band Lines: Outer boundaries with matching state colors
⚡ BEST PRACTICES
The AVB indicator works optimally on liquid instruments with consistent volume. The adaptive feature performs best in trending markets but can generate false signals during choppy conditions. Consider using alongside momentum indicators for confirmation. The gradient visualization helps identify price position within the volatility envelope at a glance.
🔔 ALERTS INCLUDED
Long/Short Signals
Squeeze Conditions
Expansion Breakouts
Band Touch Events
Version 6 | Pine Script™ | © AlphaNatt
Low Volatility Breakout in Trend
█ OVERVIEW
"Low Volatility Breakout in Trend" is a technical analysis tool that identifies periods of low-volatility consolidation within an ongoing trend and signals potential breakouts aligned with the trend's direction. The indicator detects trends using a simple moving average (SMA) of price, identifies consolidation zones based on the size of candle bodies, and displays the percentage change in volume (volume delta) at the breakout moment.
█ CONCEPTS
The core idea of the indicator is to pinpoint moments where traders can join an ongoing trend by capitalizing on breakouts from consolidation zones, supported by additional information such as volume delta. It provides clear visualizations of trends, consolidation zones, and breakout signals to facilitate trading decisions.
Why Use It?
* Breakout Identification: The indicator locates low-volatility consolidation zones (measured by the size of individual candle bodies, not the price range of the consolidation) and signals breakouts, enabling traders to join the trend at key moments.
* Volume Analysis: Displays the percentage change in volume (delta) relative to its simple moving average, providing insight into market activity rather than acting as a signal filter.
* Visual Clarity: Colored trend lines, consolidation boxes (drawn only after the breakout candle closes, not on subsequent candles), and volume delta labels enable quick chart analysis.
* Flexibility: Adjustable parameters, such as the volatility window length or SMA period, allow customization for various trading strategies and markets.
How It Works
* Trend Detection: The indicator calculates a simple moving average (SMA) of price (default: based on the midpoint of high/low) and creates dynamic trend bands, offset by a percentage of the average candle height (band scaling). A price above the upper band signals an uptrend, while a price below the lower band indicates a downtrend. Trend changes occur not when the price crosses the SMA but when it crosses above the upper band or below the lower band (offset by the average candle height multiplied by the scaling factor).
* Consolidation Identification: Identifies low-volatility zones when the candle body size is smaller than the average body size over a specified period (default: 20 candles) multiplied by a volatility threshold — the maximum allowable body size as a percentage of the average body (e.g., 2 means the candle body must be less than twice the average body to be considered low-volatility).
* Breakout Signals: A breakout occurs when the candle body exceeds the volatility threshold, is larger than the maximum body in the consolidation, and aligns with the trend direction (bullish in an uptrend, bearish in a downtrend).
* Visualization: Draws a trend line with a gradient, consolidation boxes (appearing only after the breakout candle closes, marking the consolidation zone), and volume delta labels. Optionally displays breakout signal arrows.
* Signals and Alerts: The indicator generates signals for bullish and bearish breakouts, including the volume delta percentage. Alerts are an additional feature that can be enabled for notifications.
Settings and Customization
* Volatility Window: Length of the period for calculating the average candle body size (default: 20).
* Volatility Threshold: Maximum candle body size as a percentage of the average body (default: 2).
* Minimum Consolidation Bars: Number of candles required for a consolidation (default: 10).
* SMA Length for Trend: Period of the SMA for trend detection (default: 100).
* Band Scaling: Offset of trend bands as a percentage of the average candle height (default: 250%), determining the distance from the SMA.
* Visualization Options: Enable/disable consolidation boxes (Show Consolidation Boxes, drawn after the breakout candle closes), volume delta labels (Show Volume Delta Labels), and breakout signals (Show Breakout Signals, e.g., triangles).
* Colors: Customize colors for the trend line, consolidation boxes, and volume delta labels.
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Usage Examples
* Joining an Uptrend: When the price breaks out of a consolidation in an uptrend with a volume delta of +50%, open a long position; the signal is stronger if the breakout candle surpasses a local high.
* Avoiding False Breakouts: Ignore breakout signals with low volume delta (e.g., below 0%) and combine the indicator with other tools (e.g., support/resistance levels or oscillators) to confirm moves in low-activity zones.
Notes for Users
* On markets that do not provide volume data, the indicator will not display volume delta — disable volume labels and enable breakout signals (e.g., triangles) instead.
* Adjust parameters to suit the market's characteristics to minimize noise.
* Combine with other tools, such as Fibonacci levels or oscillators, for greater precision.
