QuantMatrix Volatility Regime
- Indicadores
-
Rafael Barreto Haddad
Criador da série de pesquisa QuantMatrix para MetaTrader 5.
Desenvolvo sistemas quantitativos de trading, Expert Advisors adaptativos e ferramentas de análise de mercado baseadas em evidências históricas, validação de estratégias e avaliação contínua de modelos. - Versão: 2.20
- Atualizado: 14 agosto 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.
