VIX/VVIX Spike RiskVIX/VVIX Spike Risk Analyzer
The VIX/VVIX Spike Risk Analyzer analyzes historical VIX behavior under similar market conditions to forecast future VIX spike risk.
By combining current VIX and VVIX levels as dual filters, it identifies historical precedents and calculates the probability and magnitude of VIX spikes over the next 1, 5, and 10 trading days.
IMPORTANT: This indicator must be applied to the VIX chart (CBOE:VIX) to function correctly.
Methodology
1. Dual-Filter Pattern Matching
The indicator uses both VIX and VVIX as simultaneous filters to identify historically analogous market conditions:
By requiring BOTH metrics to match historical levels, the indicator creates more precise market condition filters than using VIX alone. This dual-filter approach significantly improves predictive accuracy because:
VIX alone might be at 15, but VVIX can tell us if that 15 is stable (low VVIX) or explosive (high VVIX)
High VVIX + Low VIX often precedes major spikes
Low VVIX + Low VIX suggests sustained calm
2. Tolerance Settings
VIX Matching (Default: ±10% Relative)
Uses relative percentage matching for consistency across different VIX regimes
Example: VIX at 15 matches 13.5-16.5 (±10%)
Can switch to absolute tolerance (±5 points) if preferred
VVIX Matching (Default: ±10 Points Absolute)
Uses absolute point matching as VVIX scales differently
Example: VVIX at 100 matches 90-110
Can switch to relative percentage if preferred
3. Historical Analysis Window
The indicator scans up to 500 bars backward (limited by VVIX data availability) to find all historical periods where both VIX and VVIX were at similar levels. Each match becomes a "sample" for statistical analysis.
4. Forward-Looking Spike Analysis
For each historical match, the indicator measures VIX behavior over the next 1, 5, and 10 days
Display Metrics Explained
Average Highest Spike
Shows the average of the maximum VIX spikes observed.
Highest Single Spike
Shows the single largest spike ever recorded
Probability No 10% Spike
Shows what percentage of historical cases stayed BELOW a 10% spike:
Probability No 20% Spike
Shows what percentage of historical cases stayed BELOW a 20% spike:
Note : You'll see many more shaded bars than the sample count because each match creates up to 5 consecutive shaded bars (bars 1-5 after the match all "look back" and see it).
Short Volatility Strategies:
Enter when there's a LOW probability of big vol spikes based on today's metrics
Long Volatility Strategies
Enter when there's a HIGH probability of big vol spikes based on today's metrics
Indicadores y estrategias
Inyerneck UT Bot with 9 EMA Filter With Signals (Tight) v: 4.20this script is a customized version of the UT bot, enhanced with 9ema trend filter for cleaner entries.designed for short term traders to reduce noise and avoid false signals during choppy price action. youll only see signals when price action confirms momentum aligned with trend as defined by EMA. try adjusting sensitivity and ATR period to your liking. my current setting is ATR 6,Sensitivity 3.8,EMA 9 to 11...
Previous and Penultimate Swings (Single Timeframe • 4 lines)Using chat GPT I've created a swing high and swing low horizontal indicator that helps me personally visualize significant levels.
In particular penultimate swing highs and penultimate swing lows. Hopefully this can help another trader or many! You can add or remove any of the 4 levels. Adjust the lookback period. And extend each line individually to the right of price action.
NQ YM Correlation 1 min dataOverview
This indicator plots the correlation between Nasdaq 100 (NQ) and Dow Jones (YM) futures. It is specifically designed to act as an "Engine RPM" gauge for pairs traders who trade divergence or spread breakouts—not mean reversion.
To ensure consistent readings, this indicator always calculates using a 1-minute timeframe data, regardless of the chart timeframe you are currently viewing.
The core idea is:
High Correlation (Blue Zone): "Low RPM" or "Engine Idle." NQ and YM are moving together. The spread is flat. This is a no-trade zone.
Low Correlation (Red Zone): "High RPM" or "Engine Hot." NQ and YM are diverging. The spread is moving. This is the primary trade zone.
💸 DCA Accumulation Strategy (USD‑Based Scaling)Buy when blue arrow appears, if the next arrow is lower than the last increase your position. This will pull your average cost down slowly over time.
Rita Swings •Impulses and Setbacks (Banana Trader)🚀 I just created an indicator that automatically shows market impulses and pullbacks 📊
With this indicator, you'll be able to see where the price is really moving and where the market pauses before the next move 💪
A simple yet powerful tool to improve your chart reading 🔥
PHD-Points
The PHD Pivot Points indicator is a professional-grade support and resistance tool that calculates key price levels based on previous day's price action and current intraday data. It provides traders with multiple reference points for identifying potential reversal zones, breakout levels, and strategic entry/exit positions.
Key Components
1. Previous Day Pivot Point (P)
White Line - The main pivot level calculated from previous day's High, Low, and Close
Formula: P = (Previous High + Previous Low + Previous Close) / 3
Serves as the central reference point for the trading day
Often acts as a psychological support/resistance level
2. Previous Day Support Levels (D1, D2, D3)
Brown Lines - Three support levels below the previous day's pivot
D1 (Support 1): First support level, closest to pivot
D2 (Support 2): Second support level, medium-strength
D3 (Support 3): Third support level, strongest support
Calculated using previous day's high and low ranges
3. Previous Day Resistance Levels (H1, H2, H3)
Yellow-Brown Lines - Three resistance levels above the previous day's pivot
H1 (Resistance 1): First resistance level, closest to pivot
H2 (Resistance 2): Second resistance level, medium-strength
H3 (Resistance 3): Third resistance level, strongest resistance
Calculated using previous day's high and low ranges
4. Today's Pivot Point (PT)
Dark Red Line - Dynamic pivot point that updates throughout the current trading session
Formula: PT = (Current High + Current Low + Current Close) / 3
Provides real-time trend reference for intraday trading
Helps identify intraday momentum and trend strength
5. Today's Dynamic Levels (DD1-DD3, HH1-HH3)
Calculated but not plotted by default
These values represent current session's support and resistance levels
Can be used for advanced intraday analysis
Trading Applications
Support and Resistance Trading
Price tends to bounce at D1, D2, D3 levels (potential buy zones)
Price tends to stall or reverse at H1, H2, H3 levels (potential sell zones)
Breaks above/below these levels signal trend strength
Trend Identification
Price above P = Bullish bias
Price below P = Bearish bias
PT line angle shows intraday momentum direction
Simple EMA Cloud 20/50Shades the area between the 20 and 50 EMAs.
That's all it does, but combined with other indicators like the MACD, it gives you clear indications of entries and exits.
AND, it has no calories. What more could you ask for?
Roboquant RP Profits NY Open Retest StrategyRoboquant RP Profits NY Open Retest Strategy A good strategy for CL
10 Moving Average ExponentialHaving the possibility to add multiple Moving Average Exponential up to 10 with one indicator
Liquidity Sweeps [Raja Saien]Liquidity Sweeps - Smart Money Concepts Indicator
Automatically detects institutional liquidity grabs at swing highs/lows through wick analysis and outbreak/retest patterns.
FEATURES:
- Three detection modes: Wicks only, Outbreaks & Retest, or Combined
- Visual sweep zone highlighting
- Real-time alerts
- Customizable colors and extension
- Works on all markets and timeframes
Helps identify potential reversal points where smart money clears liquidity before price moves in the intended direction.
Perfect for traders looking to follow institutional order flow and improve entry timing.
High and low statisticsHigh/Low Pattern Analyzer (All Timeframes)
Ever wonder if there's a hidden pattern in the market?
Does the high of the week usually happen on a Tuesday?
Does the low of the month always form in the first week?
Which 15-minute candle really sets the high for the entire day?
This indicator is a powerful statistical tool designed to answer these questions by analyzing historical price action to find patterns in when the high and low of a period are formed.
The Core Idea: Daily High & Low of the Week
The simplest and most popular feature of this indicator is the "Daily high and low of the week" analysis.
What it does:
It looks back over your chosen number of weeks (e.g., the last 100) and finds out which day of the week (Monday, Tuesday, Wednesday, etc.) made the final high and which day made the final low for each of those weeks.
How to use it:
Go to the script settings.
Enable the "Daily High/Low of the Week" module.
Set your chart to the 1D (Daily) timeframe.
A table will appear on your chart (bottom-right by default) showing the exact count and percentage for each day. This lets you see at a glance if there's a strong tendency for the market you're watching.
Advanced Analysis: Other Timeframes
This script goes far beyond just the daily chart. It includes four other independent analysis modules:
1. 4-Hour High/Low of the Week
What it does: For intraday and swing traders. This module finds which 4-hour candle session (e.g., the 08:00 candle, the 16:00 candle) tends to form the high or low of the entire week.
Key Feature (DST Aware): This table is "season-aware." It knows that the 08:00 "summertime" (DST) candle is the same trading session as the 07:00 "wintertime" (STD) candle. It groups them together so your data is never split or messy.
2. Weekly High/Low of the Month
What it does: For a monthly perspective. This module finds which week of the month (Week 1, 2, 3, 4, or 5) is most likely to form the monthly high or low.
How to use: Enable it and set your chart to the 1W (Weekly) timeframe.
3. Monthly High/Low of the Year
What it does: The ultimate "big picture" view. This module finds which month (Jan, Feb, Mar, etc.) most frequently forms the high or low for the entire year.
How to use: Enable it and set your chart to the 1M (Monthly) timeframe.
The Power User Module: Custom Timeframe Analysis
This is the most powerful feature. It lets you analyze any timeframe combination you want.
What it does: It finds out which "Lower Timeframe" (LTF) candle made the high or low of any "Higher Timeframe" (HTF) you choose.
Example: Do you want to know which 15-minute candle makes the Daily high?
Set your chart to the 15M timeframe.
Go to the "Custom Timeframe Analysis" settings.
Set the "Higher Timeframe" to "1D".
The script will draw a "season-aware" table (just like the 4H module) showing you the exact 15-minute candles (09:15, 09:30, etc.) that are statistically most likely to form the day's high or low.
Other Features
Show Labels: Each module has an option to "Show labels," which will draw a label (e.g., "Daily High of the Week") directly on the chart at the exact bar that made the high or low.
Custom Dividers: Each module has its own optional, color-customizable divider (e.g., weekly, monthly) that you can toggle on to see the periods more clearly.
Clean Settings: All modules are disabled by default (except for "Daily") to keep your chart clean. You only need to enable the specific analysis you want to see.
This tool was built to turn your curiosity about market patterns into actionable, statistical data. Enjoy!
VIX Regime AnalyzerVIX Regime Analyzer
The VIX Regime Analyzer is an analytical tool that examines historical VIX patterns to provide insights into how your asset typically performs under similar volatility conditions.
Key Features:
Historical Pattern Matching: Automatically scans up to 1,000 bars of history to find all periods when VIX was at levels similar to today, using customizable tolerance ranges (absolute or percentage-based).
Forward-Looking Statistics: For each VIX regime match, calculates what actually happened to your asset over the next 1, 5, 10, and 20 trading days, providing both average returns and probability of positive outcomes.
Regime Classification System: Intelligently categorizes the current market environment as bullish or bearish: Visual Historical Context:
Background shading throughout your chart highlights every historical period when VIX matched current levels, color-coded by subsequent performance (green for gains, red for losses).
User Inputs:
VIX Level Tolerance (+/-): How closely VIX must match (default: ±5 points)
Use Relative Tolerance (%): Switch to percentage-based matching for consistency across different VIX levels
Lookback Period: How many bars to analyze
Highlight Historical VIX Matches: Toggle background highlighting of past matching periods
The Data Table
The statistics box appears in the right handside of your chart and contains three main sections:
Section 1: VIX REGIME
Current VIX: The live VIX closing price
Range: The tolerance band being searched (e.g., if VIX is 18 with ±5 tolerance, range is 13-23)
Historical Samples: Number of matching periods found in the lookback window (minimum 10 required for statistical validity)
Section 2: FORWARD RETURN
Shows the average percentage change in your asset over different timeframes following similar VIX levels:
Avg Next Day: What typically happened by the next trading session
Avg Next 5 Days: Average 5-day forward performance
Avg Next 10 Days: Average 10-day forward performance
Avg Next 20 Days: Average 20-day forward performance (approximately 1 month)
Section 3: PROBABILITY UP
Shows the win rate - the percentage of times your asset closed higher after VIX matched current levels:
Next Day: Probability of being up the next session
Next 5 Days: Probability of being up after 5 days
Next 10 Days: Probability of being up after 10 days
Next 20 Days: Probability of being up after 20 days
Colors:
🟢 Green: Bullish regimes (various strengths)
🔴 Red: Bearish regimes (various strengths)
🟡 Yellow: Choppy/uncertain regime
When "Highlight Historical VIX Matches" is enabled:
Scroll back through your chart and you'll see colored backgrounds highlighting every period when VIX matched today's level. The color tells you whether that match led to gains (green) or losses (red). This provides instant visual pattern recognition - you can quickly see if similar VIX levels historically led to bullish or bearish outcomes.
Practical Example:
If you see that most historical periods with similar VIX levels are highlighted in green, it suggests the current VIX level has historically been a bullish signal for your asset.
How The Indicator Makes Decisions
The regime classification uses both magnitude AND probability to avoid false signals:
Example of Strong Classification:
Average 5-day return: +1.5%
Win rate: 65%
Result: STRONG BULLISH (both high return and high probability)
Example of Weak Signal:
Average 5-day return: +2.0%
Win rate: 35%
Result: CHOPPY (high average but low consistency = unreliable)
This dual-factor approach ensures the indicator doesn't mislead you with regimes that had a few huge winners but mostly losers, or vice versa.
Best Practices
Combine with your existing strategy: Use this as a regime filter rather than standalone signals
Check sample size: More historical matches = more reliable statistics
Consider multiple timeframes: If 5-day and 20-day metrics disagree, proceed with caution
Asset-specific tuning: Different assets may require different tolerance settings
VIX spikes: The indicator is particularly useful during VIX spikes to understand if panic is justified
What Makes This Different
Unlike simple VIX indicators that just plot the fear index, this tool:
Quantifies the actual impact of VIX levels on YOUR specific asset
Provides probability-based forecasts rather than subjective interpretation
Shows historical context visually so you can see patterns at a glance
Uses rigorous statistical criteria to avoid false regime classifications
Custom Horizontal Lines | Trade Symmetry📊 Custom Horizontal Lines
🔍 Overview
The Custom Horizontal Lines is a precision utility designed for traders who perform manual higher-timeframe analysis and want to preserve their marked price levels directly on the chart.
It doesn’t calculate or detect anything automatically — instead, it acts as your personal level memory, preserving your analyzed zones and reference prices throughout the session.
Ideal for traders who manually mark the High, Low, Open, Close, Mean Thresholds, and Quarter Levels of Order Blocks, Fair Value Gaps, Inversion Fair Value Gaps and Wicks before the trading day begins.
⚙️ Key Features
✅ Manual Level Entry — Input your analyzed price levels (OB, FVG, WICK,etc) directly into the indicator settings.
✅ Preserved Levels — Once entered, your lines stay visible and consistent — even after switching symbols, timeframes, or reloading the chart.
✅ Supports All Level Types — Store any kind of manually defined level: OB highs/lows, FVG boundaries, Wicks, Mean Thresholds, Quarter levels, or custom reference prices.
✅ Clean Visualization — Customize line color, style, and labels for easy visual organization.
✅ Session-Ready Workflow — Built for pre-market preparation — enter your HTF levels once, and trade around them all day.
✅ No Auto Calculations — 100% manual by design — ensuring only your analyzed levels are shown, exactly as you defined them.
💡 How to Use
Open the indicator’s settings and manually enter those price values.
The indicator will plot and preserve those exact levels on your chart.
Switch to your lower timeframe and observe how price reacts around them — without ever needing to redraw.
🎯 Why It’s Useful
Keeps your HTF levels organized and persistent across sessions.
Saves time by avoiding redrawing.
Fits perfectly into ICT / Smart Money trading workflows.
Ensures full manual control and precision over what’s displayed on your chart.
🧩 Ideal For
ICT and Smart Money traders
Institutional-style manual analysts
Traders marking Mean Thresholds, or Quarter Levels of OBs, FVGs, Wicks etc
Anyone who wants a clean, reliable way to preserve their manual analysis
Yang-Zhang Volatility (YZVol) by CoryP1990 – Quant ToolkitThe Yang-Zhang Volatility (YZVol) estimator measures realized volatility using both overnight gaps and intraday moves. It combines three components: overnight returns, open-to-close returns, and the Rogers–Satchell term, weighted by Zhang’s k to reduce bias.
How to read it
Line color: Green when YZVol is rising (volatility expansion), Red when falling (volatility compression).
Background: Green tint = above High-vol threshold (active regime). Red tint = below Low-vol threshold (quiet regime).
Units: Displays Daily % by default on any timeframe (values are normalized to daily). An optional toggle shows Annualized % (√252 × Daily %).
Typical uses
Spot transitions between quiet and active regimes.
Compare realized vol vs implied vol or a risk-target.
Adapt position sizing to volatility clustering.
Defaults
Length = 20
High-vol threshold = 5% (Daily)
Low-vol threshold = 1% (Daily)
Optional: Annualized % display
Example — SPY (1D)
During the 2020 crash, YZVol surged to 5.8 % per day, capturing the height of pandemic-era volatility before compressing into a calm regime through 2021. Volatility re-expanded in 2022 due to reinflamed COVID fears and gradually stabilized through 2023. A sharp, liquidity-driven volatility event in August 2024 caused another brief YZVol surge, reflecting the historic one-day VIX spike triggered by market-wide risk-off flows and thin pre-market liquidity. A second, policy-driven expansion followed in April–May 2025, coinciding with the renewed U.S.–China tariff conflict and a sharp equity pullback. Since mid-2025, YZVol has settled near 1 % per day, with the red background confirming that realized volatility has once again compressed into a quiet, low-risk regime.
Part of the Quant Toolkit — transparent, open-source indicators for modern quantitative analysis. Built by CoryP1990.
OpenVWAP Stop-Hunt Short – v6 (failsafe) ZorzOpenVWAP Stop-Hunt Short (Micro/Nano Caps)
Intraday short framework for low-float gappers (NASDAQ/NYSE), optimized for 1m (optional 15s). The script anchors VWAP to Premarket and Regular sessions, tracks PM High (PM HOD) and Open VWAP, and flags liquidity grabs.
Signal logic
SHORT when a stop-hunt above PM HOD or an Open VWAP fakeout occurs and the bar closes below Open VWAP (optional confirmation: crossunder VWMA*0.985 “long50”).
CLOSE when price reclaims Open VWAP or crosses above long50.
Inputs
Min wick%, volume spike vs SMA20, range vs ATR(1)
No-trade bars after the open (filters first noisy minutes)
Toggle ACW confirmation (VWMA*0.985)
Notes
Turn Extended Hours ON; session times are ET.
Best on micro/nano-cap gappers with high PM volume; supports alerts (“Open Short”, “Close Short”).
For research/education only; not financial advice.
DTC Killzones ICT🕐 DTC Killzones ICT — Visualize Market Sessions Like a Pro
The DTC Killzones ICT indicator is a clean and intuitive tool designed for traders who want to analyze and visualize institutional trading sessions directly on their charts.
Inspired by ICT’s Killzone concept , this script makes it easy to identify overlapping market sessions — such as London, New York, and Asian — and track how price behaves within each zone.
💡 What It Does
This indicator automatically highlights key market sessions (Killzones) on your chart with fully customizable colors, labels, and transparency.
Each zone dynamically updates to reflect real-time highs and lows, helping you identify:
Session ranges and liquidity zones
Volatility windows and breakout areas
Institutional footprints across sessions
Whether you trade Forex, Indices, or Crypto , this script gives you visual clarity on when and where smart money is likely to move.
⚙️ Main Features
✅ Up to four customizable sessions (New York, London, Asian, and London Close)
✅ Adjustable timeframes and timezone options — sync with your exchange or custom UTC offset
✅ Dynamic high/low range tracking for each session
✅ Toggle range outlines, session labels , and transparency levels
✅ Optional daily dividers and session transition markers
✅ Works on any timeframe and any symbol
🧠 How Traders Use It
ICT-based traders can easily mark Killzones to align with setups like FVGs, liquidity grabs, or Silver Bullet entries.
Intraday traders can visualize session volatility and overlap periods for potential entries.
Swing traders can identify daily structure shifts by tracking range-to-range behavior.
🛠️ Customization
You can fully rename, recolor, or disable each session block.
Adjust the range transparency for visual comfort, and toggle session or daily dividers to fit your workflow.
Everything is designed to be clean, light, and modular — no clutter, no confusion.
⚡ Recommended Settings
For ICT-style analysis:
London Session: 02:00–05:00
New York Session: 07:00–10:00
Asian Session: 19:30–24:00
London Close Session: 10:00–12:00
These time windows are fully editable to suit your timezone or strategy.
🧩 Compatibility
Works seamlessly with TradingView’s built-in timezone tools
Compatible with all instruments and timeframes
Designed to overlay directly on your price chart
🏁 Final Notes
The DTC Killzones ICT indicator focuses purely on market session visualization — no alerts, entries, or trading signals.
It’s designed to complement your existing strategies and enhance clarity when analyzing market behavior across global sessions.
📈 Built for traders who value precision, structure, and timing.
Monday 1H BODY Range → End of Week (solid + levels)lines marking out monday range with fibonacci extensions
Distance from 50DMA in ATR/ADR (Segmented Growth Stocks)Use this to determine how extended the price is from 50SMA. The line is colour codes to a scale for easier reference.
Also added the actual ATR line on there too
