OPEN-SOURCE SCRIPT
Volatility Structure Regime Engine (VSgRE)

Volatility Structure Regime Engine (VSgRE)
Volatility Structure Regime Engine (VSgRE) is a volatility-based market analysis tool designed to highlight when volatility is likely to expand, without implying trade direction.
The indicator uses a three-layer analytical framework to identify meaningful volatility events while remaining fully direction-agnostic.
🔹 Structure Layer
Defines the broader volatility environment using normalized volatility metrics to distinguish between high- and low-volatility conditions.
🔹 Regime Layer
Identifies volatility compression, expansion, and transition phases, helping traders recognize periods of stored or released market energy.
🔹 Execution Layer
Detects real-time volatility ignition events that signal the start of meaningful expansion.
📊 Signal Types
Strong Signals
Indicate valid volatility expansion events within an active volatility regime.
Elite Signals
Highlight the first volatility expansion following a prolonged compression phase.
Signals are represented using neutral bubbles to avoid bullish or bearish bias.
✅ Key Characteristics
Pure volatility-based logic
Leading, non-directional signals
Clean and minimal chart visuals
State-based, non-repetitive signaling
Suitable for breakout timing, regime analysis, and risk awareness
⚠️ Disclaimer
This indicator is provided for educational and analytical purposes only. It does not constitute financial advice. Trading involves risk, and users are responsible for their own decisions.
Volatility Structure Regime Engine (VSgRE) is a volatility-based market analysis tool designed to highlight when volatility is likely to expand, without implying trade direction.
The indicator uses a three-layer analytical framework to identify meaningful volatility events while remaining fully direction-agnostic.
🔹 Structure Layer
Defines the broader volatility environment using normalized volatility metrics to distinguish between high- and low-volatility conditions.
🔹 Regime Layer
Identifies volatility compression, expansion, and transition phases, helping traders recognize periods of stored or released market energy.
🔹 Execution Layer
Detects real-time volatility ignition events that signal the start of meaningful expansion.
📊 Signal Types
Strong Signals
Indicate valid volatility expansion events within an active volatility regime.
Elite Signals
Highlight the first volatility expansion following a prolonged compression phase.
Signals are represented using neutral bubbles to avoid bullish or bearish bias.
✅ Key Characteristics
Pure volatility-based logic
Leading, non-directional signals
Clean and minimal chart visuals
State-based, non-repetitive signaling
Suitable for breakout timing, regime analysis, and risk awareness
⚠️ Disclaimer
This indicator is provided for educational and analytical purposes only. It does not constitute financial advice. Trading involves risk, and users are responsible for their own decisions.
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que la republicación del código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como asesoramiento o recomendaciones financieras, de inversión, de trading o de otro tipo proporcionadas o respaldadas por TradingView. Más información en Condiciones de uso.
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que la republicación del código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como asesoramiento o recomendaciones financieras, de inversión, de trading o de otro tipo proporcionadas o respaldadas por TradingView. Más información en Condiciones de uso.