Volatility State Index [Interakktive]
A comprehensive volatility regime detection system that classifies current market conditions into distinct volatility states. Enables traders to adjust position sizing, stop-loss placement, and strategy selection based on realized volatility environments.
Key Features
- ✓Multi-state volatility classification (Calm/Normal/Elevated/Extreme)
- ✓Normalized volatility scoring (0-100)
- ✓Historical volatility percentile ranking
- ✓Volatility expansion/contraction detection
- ✓Visual volatility regime zones
- ✓Adaptive threshold calculations
Use Cases
- →Adjust position sizing based on current volatility regime
- →Widen stops in elevated volatility, tighten in calm states
- →Identify volatility expansion preceding major moves
- →Detect compression zones for potential breakout setups
- →Adapt strategy parameters to volatility environment
Technical Details
Uses ATR (Average True Range) with percentile ranking against historical lookback to classify volatility states. Includes smoothing to prevent false regime flipping and adaptive threshold calculations.
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