TulipVolatilityScanner

  • Indicators
  • Kun Jiao
    Kun Jiao
    3.7 (18)
    Senior Development Engineer. Available for custom development of various quantitative trading strategies and full-scale setup of automated trading research and backtesting environments.
  • Version: 1.0
# Volatility Scanner v1.0 — Professional Multi-Symbol Volatility Analysis Panel



## Overview

**Volatility Scanner** is an institutional-grade, real-time volatility analysis dashboard for MetaTrader 5. It monitors up to 30 symbols simultaneously, computing 30+ volatility metrics across multiple asset classes — Forex, Gold, Indices, Crypto, and Stocks — all from a single chart.

Built for traders who demand precision, speed, and depth. Whether you're a scalper watching for volatility spikes, a swing trader identifying regime shifts, or a risk manager monitoring portfolio-wide exposure — Volatility Scanner delivers the data you need, instantly.

---

## Key Features

### Real-Time Multi-Symbol Monitoring
- Track up to **30 symbols** simultaneously on one chart
- **Auto-detection** of broker suffixes (e.g., .c, .pro, .ecn)
- **5 asset classes**: Forex, Gold, Indices, Crypto, Stocks — each with distinct color coding
- Live Bid/Ask/Spread updates with configurable refresh interval

### 30+ Volatility Metrics

| Category | Metrics |
|----------|---------|
| **Core Volatility** | Close-to-Close, Parkinson, Garman-Klass, Yang-Zhang estimators |
| **Moving Averages** | EWMA (configurable lambda), Short/Long EWMA crossover |
| **Risk Metrics** | Value at Risk (VaR), Sharpe Proxy, Maximum Drawdown estimation |
| **Statistical** | Percentile ranking, Z-Score, NATR (Normalized ATR), Volatility of Volatility |
| **Pattern Detection** | Volatility Regime (Expansion/Contraction), Consecutive Days, Spike Detection |
| **Advanced** | Volatility Term Structure, GARCH Forecast, Tail Risk (Kurtosis), Breakout Composite Score |
| **Cross-Market** | Correlation analysis, Multi-Timeframe Composite, Clustering Strength |
| **Practical** | Adaptive Lookback, Optimal Leverage scoring, Mean Reversion Score |

### 6 Display Modes
| Mode | Description |
|------|-------------|
| **Full** | Complete dashboard with all metrics |
| **Compact** | Reduced columns for smaller screens |
| **Mini** | Essential metrics only (15 symbols max) |
| **Heatmap** | Color-coded volatility overview |
| **Risk** | Focus on risk metrics (VaR, Sharpe, MDD) |
| **Advanced** | Full metrics with v1.0 features (VoV, Momentum, Tail Risk) |

### 21 Sort Modes
Sort by any metric — Volatility, ATR, Change%, Spread, Percentile, Z-Score, NATR, VaR, Sharpe, Vol-of-Vol, Momentum, Mean Reversion, Tail Risk, Breakout Score, or Symbol Name (A-Z/Z-A).

### 13-Language Support
English, Chinese (中文), Russian (Русский), Spanish (Español), Portuguese (Português), German (Deutsch), French (Français), Japanese (日本語), Korean (한국어), Italian (Italiano), Turkish (Türkçe), Arabic (العربية), Persian (فارسی)

### TULIP Gradient Logo
Signature pixel-art logo with smooth pink-to-white gradient, inspired by the TulipTradingPanel design language.

### Smart Alerts
- **Volatility Spike** detection with configurable threshold
- **Clustering Alert** — warns when multiple symbols spike simultaneously
- **Regime Shift** notification — alerts on expansion/contraction transitions
- Sound, Push, or Both notification modes

### Session Filter
Filter symbols by trading session: All, London, New York, Tokyo, Sydney, London-NY Overlap, Asian

### Keyboard Shortcuts
| Key | Action |
|-----|--------|
| `T` | Toggle panel on/off |
| `S` | Cycle through sort modes |
| `R` | Cycle through display modes |
| `+` / `-` | Zoom in/out (60%–150%) |

### Group Statistics
Real-time summary of volatility by asset class — Forex, Gold, Indices, Crypto — with average volatility and symbol count per group. Market Volatility Index shows overall market conditions.

### Volatility Bar Chart
Visual horizontal bar for each symbol, color-coded: Green (high vol), White (normal), Gray (low vol).

---

## Technical Specifications

| Parameter | Default | Range |
|-----------|---------|-------|
| Max Symbols | 30 | 5–50 |
| History Bars | 20 | 10–100 |
| Refresh Interval | 3 sec | 1–60 sec |
| ATR Period | 14 | 5–50 |
| EWMA Lambda | 0.94 | 0.80–0.99 |
| VaR Confidence | 95% | 90–99% |
| Panel Scale | 100% | 60–150% |

---

## What's New in v1.0

- **Volatility of Volatility (VoV)** — Measures stability of volatility itself
- **Volatility Momentum** — Detects accelerating vs decelerating volatility
- **Mean Reversion Score** — Quantifies tendency to revert to mean
- **Tail Risk (Kurtosis)** — Identifies fat-tail distribution risk
- **Breakout Composite Score** — Multi-factor breakout probability
- **Maximum Drawdown Estimation** — Risk-based MDD projection
- **Adaptive Lookback** — Dynamically adjusts calculation window
- **MTF Composite** — Blends M15/H1/H4 volatility signals
- **Clustering Strength** — Measures cross-symbol spike correlation
- **Optimal Leverage** — Risk-adjusted position sizing guidance

---

## Installation

1. Copy `VolatilityScanner.ex5` to `MQL5\Indicators\`
2. Restart MetaTrader 5 (or refresh the indicators list)
3. Drag `VolatilityScanner` onto any chart
4. Configure settings in the Inputs tab
5. Panel appears automatically on the chart

---

## Minimum Requirements

- MetaTrader 5 build 3000+
- Windows 10/11
- Active market data feed

---

## Support

For questions, bug reports, or feature requests, please contact us via MQL5 private message.

---

*Copyright 2026, MetaTrader 5 Tool Suite*

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Multi Currency Strength and Momentum Indicator MT5 Dynamic Forex28 Navigator is the evolution of our long-time, popular indicators, combining the power of five in one: Advanced Currency Strength28 Indicator (700 reviews) Advanced Currency IMPULSE with ALERT (530 reviews) Currency Strength EXOTICS GOLD Impulse with Alert CS28 Combo Signals (recent Bonus) No need to buy four indicators and stack them on your charts. All of it is merged into one powerful indicator: the strength of the 28 Forex pair
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