Harmony in Havoc - The Entropy of VoVix

5月14日

Harmony in Havoc – The Entropy of VoVix

There are moments in the market when chaos and order are not opposites, but partners in a dance.

Harmony in Havoc is not just an indicator—it’s a window into that dance.

Most tools try to tame the market by smoothing it, boxing it in, or chasing after what’s already happened. This script does the opposite: it listens for the music beneath the noise, the rare moments when volatility and unpredictability align, and the market’s next movement is about to begin.

What is Harmony in Havoc?

VoVix Spike:
The pulseof volatility-of-volatility. Not just how much the market is moving, but how violently its own heartbeat is changing.

Entropy:
A real-time measure of surprise. When entropy is high, the market is not just moving—it’s breaking its own patterns, rewriting its own rules.

Progression Bar & Status:
The yellow bar is your visual gauge of tension. As it fills, the market is winding up.

Wait: The world is calm.
Get ready!: The storm is building.
Take Action!!: The probability of a regime eruption is at its peak.
Yellow Background:
When the background glows, the market is at its most unstable—this is not a buy or sell signal, but a quant alert.

How does it work?
Every tick, Harmony in Havoc measures the distance between the market’s current volatility and its own unpredictability. When the VoVix spike approaches or exceeds the entropy threshold, the system knows:

“This is the moment when the improbable becomes possible.”

Why is this different?

It doesn’t tell you what to do.
It doesn’t chase price.
It doesn’t care about trends, bands, or the past.
Instead, it gives you a quantitative sense of anticipation—a way to see when the market is most likely to break from its own history, and when the edge is at its sharpest.

How to use it:

Watch for the yellow background and “Take Action!!” status.
Use it as a regime filter, a volatility dashboard, or a warning system for your own strategies.
Tune the inputs for your asset and timeframe—make it your own.

Inputs—explained for you:

VoVix Fast/Slow ATR & Stdev:
Control how sensitive the system is to volatility shocks. Lower = more signals, higher = only the rarest events.

Entropy Window & Bins:
Control how “surprised” the entropy engine is by current volatility. Shorter window = more responsive, more bins = finer detail.

Show/Hide Controls:
Toggle the VoVix spike, entropy line, and their glows to customize your visual experience.

Bottom line:
This is not a buy or sell script.
This is a quant regime detector for those who want to feel the market’s tension—to sense when harmony and havoc are about to collide.

Disclaimer:
Trading is risky. This script is for research and informational purposes only, not financial advice. Backtest, paper trade, and know your risk before going live. Past performance is not a guarantee of future results.
*I've only tested this on 1 and 5 min frames.

Use with discipline. Trade your edge.
— Dskyz, for DAFE Trading Systems

3 days ago
Release Notes
* Now mobile friendly. I've added a toggle to switch the dashboard on/off, and added a mobile information line that shows the same information on the dashboard. This is to allow the script to stay visually in balance and this also has a toggle.
* Background color added that coresponds with Buy or Sell areas.

5月19日

發行說明

Harmony in Havoc – The Entropy of VoVix

What makes this script original?
This script uniquely combinesVoVix (volatility-of-volatility) and real-time entropy to detect rare moments when the market is not just volatile, but also breaking its own patterns. VoVix alone detects sudden volatility changes; entropy measures the unpredictability of those changes. Together, they highlight regime shifts that neither can identify alone.

How does it work?

VoVix Spike: Measures how rapidly volatility itself is changing.
Entropy: Measures how unpredictable those changes are, using a rolling window and binning method.
Progression Bar: Shows the ratio of VoVix spike to entropy, visually indicating market tension.

Background Colors:

Yellow: Extreme tension—market is highly unstable.
Red/Green: Directional VoVix spikes (not trade signals, just alerts to instability).

How to use:
Apply to ES, NQ, or other liquid index futures on 1m or 5m charts.
Watch for yellow background and “Take Action!!” status—these indicate high tension and possible regime change.
Use as a filter or dashboard for your own trading strategy, not as a standalone buy/sell system.
Adjust inputs for your asset and timeframe.

Inputs:

VoVix Fast ATR: Sensitivity to volatility spikes.
VoVix Slow ATR: Baseline for volatility.
VoVix ATR Stdev: Rarity threshold for spikes.
Entropy Window: Lookback for market surprise.
Entropy Bins: Detail level for entropy.
Show VoVix/Entropy Glow: Visual toggles.
Show Dashboard/Info Label: For desktop/mobile.

Chart Info:

Script name: “Harmony in Havoc – The Entropy of VoVix”
Recommended for ES, NQ, or other liquid index futures, 1m/5m timeframes.

Disclaimer:
This is a quant regime detector, not a buy/sell system. Use as a filter or dashboard, not as a standalone trading strategy. Trading is risky—test thoroughly before live use. Past performance is not a guarantee of future results.

Release Notes:

Now mobile friendly: dashboard toggle and info label for mobile/desktop.
Background color highlights areas of increased instability (yellow = extreme tension, red/green = directional VoVix spikes). These are informational only, not trade signals.