Volatility Bands NG

5 天前

The Volatility Bands indicator is a sophisticated trading system that combines adaptive filtering technology with volatility-based band mechanics to identify high-probability trading opportunities. At its core, this indicator employs an Adaptive Gaussian Filter that dynamically adjusts to market conditions, providing smoother and more responsive trend detection than traditional moving averages.

Credit at BigBeluga for his work on gaussian bands.

Key Technologies & Features:

Adaptive Gaussian Filter: Uses a weighted Gaussian distribution that automatically adjusts its sigma parameter based on current market volatility, creating a self-optimizing smoothing mechanism
Integrated ATR Model: Combines traditional ATR with volume-adjusted and momentum-weighted true range calculations (90% ATR + 1% Volume-Adjusted TR + 9% Momentum-Weighted TR) for superior volatility measurement
Trend State Machine: Tracks trend direction, strength (0-100%), and duration using a sophisticated scoring algorithm that weighs momentum (40%), direction consistency (40%), and volatility normalization (20%)
Market Regime Detection: Automatically identifies whether the market is Trending, Choppy, or in Low Volatility mode
Squeeze Detection System: Identifies compression periods using Bollinger Bands vs Keltner Channels methodology, alerting to potential explosive moves
Multi-Factor Confirmation: Validates signals using volume spikes and Money Flow Index (MFI) to filter out false breakouts
Automatic Risk Management: Calculates real-time stop-loss and take-profit levels (2R and 3R) based on current volatility


Primary Trading Strategies:
1. Trend Following with Confirmations

Enter LONG when price crosses above the lower band (bullish trend line) with green arrows showing confirmations
Enter SHORT when price crosses below the upper band (bearish trend line) with red arrows showing confirmations
Look for "✓" symbol indicating both volume and momentum confirmation for highest probability trades

2. Squeeze Breakout Strategy

Monitor orange background highlighting (squeeze active)
Prepare for breakout when squeeze releases (orange diamond appears)
Combine with trend direction for directional bias
Best used in ranging markets transitioning to trending

3. Retest Entry Strategy (Enable "Show Retest Signals")

After initial trend signal, wait for price to pull back to the adaptive filter line
Enter on retest signals (secondary arrows) for better risk/reward
Particularly effective in strong trending markets

4. Market Regime Adaptation

Trending Regime: Use standard trend-following entries with wider stops
Chop Regime: Focus on squeeze plays and avoid trend signals
Low Vol Regime: Tighten stops and reduce position sizes

Risk Management Guidelines:

Use the automatically calculated Stop Loss levels displayed in the info table
Scale out at 2R and 3R take profit levels
Reduce position size when Trend Score < 50%
Increase position size on confirmed signals (✓) with Trend Score > 70%

Advanced Filtering:

Combine trend direction with Market Regime for optimal entries
Use MFI levels (default 40/60) to avoid overbought/oversold entries
Monitor "Duration" in the info table - fresh trends (< 10 bars) often have more momentum

⚡ TL;DR

BUY: Green arrow + price above blue line + trend score > 50%
SELL: Red arrow + price below blue line + trend score < 50%
Best Signals: Arrows with "✓" symbol (full confirmation)
Avoid: Signals during orange squeeze periods (wait for release)
Exit: Use table's stop-loss (red) and take-profit levels (green)

Optimal Settings (already defaulted):

Adaptive Period: ON
Adaptive Sigma: ON
Require Confirmation: ON
Show Squeeze: ON

The indicator does the heavy lifting - just follow the arrows with confirmations and respect the risk levels shown in the table. Works best on 15m+ timeframes for crypto and 1H+ for forex/stocks.

🎯 Pro Tip: The indicator shines in trending markets. When the info table shows "Trending" regime with 70%+ trend score, increase position confidence.

If you’ve found value in Oracle NG and would like to support further development, feel free to donate:

BTC: bc1q2n4up8wzgqdsw9j3dzcn5jaelddu52t7ahydy6
ETH: 0x9b72b42326836528cA608c90811487E5244D7744
AVAX C-Chain: 0x9b72b42326836528cA608c90811487E5244D7744

4 天前

發行說明

• Fixed minor bugs

3 天前

發行說明

Pleased to announce a comprehensive upgrade to the Volatility Bands NG indicator. This update transforms the script into a professional-grade trading system with advanced squeeze detection and adaptive intelligence capabilities.

Advanced Squeeze Detection System
1. Multi-Method Squeeze Analysis:
• TTM Squeeze Pro - Four-level compression detection (Low to Mid to High to Extreme)
• ATR Percentile System - Historical volatility ranking with dynamic thresholds
• Z-Score Normalization - Statistical band width analysis for precise squeeze identification
• Multi-Timeframe Cascade - Higher timeframe confirmation for enhanced signal quality

2. Intelligent Preset Configurations:
• Conservative: Reduced sensitivity with fewer but higher quality signals
• Normal: Balanced approach suitable for most trading strategies
• Aggressive: Increased sensitivity to capture early moves with higher signal frequency

Enhanced Trend Strength Calculation
3. Six-Factor Adaptive Scoring System:
• Distance strength analysis (price versus filter relationship)
• Persistence strength measurement (directional consistency)
• Momentum strength calculation (rate of change analysis)
• Volume strength confirmation (volume-based validation)
• Volatility strength assessment (movement stability)
• Acceleration strength detection (trend acceleration analysis)

4. Market Regime Adaptive Weighting:
• Trending Markets: Emphasis on persistence and momentum factors
• Ranging Markets: Focus on volatility and volume components
• Breakout Markets: Priority given to distance and volume confirmation
• Consolidation: Heavy weighting toward persistence and volatility measures

Professional Interface Improvements
5. Dynamic Information Table:
• Method-specific squeeze metrics for TTM, ATR, and Z-Score analysis
• Real-time trend scoring with automated regime detection
• Adaptive risk management level calculations
• Squeeze state visualization with strength indicators

6. Enhanced Visual Design:
• Ocean, Forest, Sunset, Aurora - Additional professional color schemes
• Improved gradient logic for enhanced trend visualization
• Dynamic squeeze background highlighting system

Optimized Input Organization
7. Restructured Configuration System:
• Consolidated squeeze methods into unified selection interface
• Preset-driven configuration system for streamlined setup
• Reorganized input groups with comprehensive tooltips
• Optimized default parameters based on extensive backtesting analysis

This update represents a significant advancement in adaptive trading system development, with particular focus on market compression and expansion cycle analysis. The enhanced squeeze detection capabilities provide comprehensive insight into volatility patterns and market transitions.

The upgrade maintains backward compatibility while introducing sophisticated analytical tools for professional trading applications.

To support further development, feel free to donate:

BTC: bc1q2n4up8wzgqdsw9j3dzcn5jaelddu52t7ahydy6
ETH: 0x9b72b42326836528cA608c90811487E5244D7744
AVAX C-Chain: 0x9b72b42326836528cA608c90811487E5244D7744

3 天前

發行說明

Major Fixes:
• Fixed bars counter reset bug and more.

Minor Improvements:
• Updated function parameters - Made volatility calculation more consistent
• Fixed Z-Score calculation - Now uses correct length parameter instead of hardcoded value

前天

發行說明

Several formulas fixed.

昨天

發行說明

• Validation check inputs.
  *Minor Tweaks