AB VolCore
- Индикаторы
- Версия: 1.0
- Активации: 5
ATR tells you yesterday's range. VolCore models the volatility cycle itself:
– Estimator stack — Parkinson, Garman-Klass and Yang-Zhang realized volatility (OHLC-based estimators are 5–8× more efficient than close-to-close). Select one or blend.
– Percentile ranking — current volatility ranked within its own 250-bar distribution, giving a universal 0–100 Vol Rank comparable across all symbols.
– Squeeze detection — Vol Rank below a threshold and still compressing (negative vol-of-vol slope) marks a coiled spring; squeeze intensity is scored 1–3.
– Expansion forecasting — after expansion begins, VolCore projects an expected-range cone for the next N bars using a volatility-clustering heuristic.
– Session decomposition — Vol Rank computed per session (Asia/London/NY) so intraday traders see which session is abnormal.
Marketplace description
| Direction is hard to predict. Volatility isn't — it clusters, compresses and expands in cycles, and VolCore maps that cycle with professional-grade estimators (Parkinson, Garman-Klass, Yang-Zhang) instead of a simple ATR. A universal 0–100 Vol Rank makes every symbol comparable. The squeeze engine detects compression while it is still compressing and scores its intensity; the release alert fires with the direction of the first displacement bar. After release, an expected-range cone projects how far the expansion should carry. Session decomposition shows Asia/London/NY volatility separately. Perfect standalone, and a devastating filter in front of any breakout or mean-reversion system. Non-repainting, EA-ready. |
