QuantMatrix Volatility Regime
- インディケータ
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Rafael Barreto Haddad
クオンツ・トレーディングシステム研究者 | QuantMatrix Research Series 開発者 | MetaTrader 5
MetaTrader 5向け QuantMatrix Research Series の開発者です。
過去の市場データ、戦略検証、継続的なモデル評価を基盤として、定量的トレーディングシステム、適応型Expert Advisor、マーケット分析ツールを開発しています。 - バージョン: 2.20
- アップデート済み: 14 8月 2026
QuantMatrix Volatility Regime
QuantMatrix Volatility Regime is a technical indicator for MetaTrader 5 that evaluates the current volatility of the selected symbol and timeframe.
The indicator uses Average True Range (ATR) to compare current volatility with a historical baseline calculated from previous bars.
Based on this comparison, the current market condition is classified into one of four volatility regimes:
LOW – current volatility is below the historical baseline.
NORMAL – current volatility is within the normal historical range.
HIGH – current volatility is above the historical baseline.
EXTREME – current volatility is significantly above the historical baseline.
The current classification and the ratio between current ATR and the historical ATR baseline are displayed directly on the chart.
Features
- ATR-based volatility analysis
- Historical volatility baseline
- Four volatility classifications: LOW, NORMAL, HIGH and EXTREME
- Current ATR-to-baseline ratio displayed on the chart
- Configurable ATR period
- Configurable historical baseline period
- Uses the symbol and timeframe of the current chart
- Does not open, modify or close trades
QuantMatrix Research Series
QuantMatrix Volatility Regime is part of the QuantMatrix series of market analysis tools developed by Rafael Haddad.
The indicator provides information based on historical and current market data. Its classifications do not guarantee future price behavior or trading results.
