ARDI Williams Vix FixThis indicator is a reconstructed, faster, and visually distinct version of the popular Williams Vix Fix indicator (originally created by Chris Moody and later expanded by theehoganator ).
What does this indicator do?
By measuring market volatility, this indicator identifies periods of extreme fear (panic selling) and extreme greed (euphoric buying) to help locate potential market reversal points.
🚀 Key Features & Upgrades in the ARDI Version
1. Faster Execution & Code Optimization
Fully rewritten based on Pine Script v6. All legacy, commented-out, and experimental code has been cleaned up to ensure smoother and more efficient script performance on your chart.
2. New Interface & Full Support for "Fear & Greed" Phases
The indicator's visuals have been completely redesigned to simultaneously display both tops (greed) and bottoms (fear) with clear visual signals.
Candle overlays on the main chart have been removed to keep your price chart clean for price action analysis.
3. New ARDI Filter
Market noise, weak candles, and erratic signals are filtered out, significantly reducing false entries during sideways (ranging) markets.
4. Clean & Organized Settings Menu
Parameters are logically grouped and organized to make adjusting settings straightforward.
5. Rewritten Alert System
Alert logic has been completely rewritten and optimized for fast signal triggering, making it ideal for webhooks, trading bots, or mobile notifications.
💡 Important Note on Settings
The default settings have been specifically optimized for this version. However, if you adjust the input values to match the reference indicator settings, you will receive the exact classic signals.
Disclaimer: Past performance is not indicative of future results. Always practice proper risk management. Indicador
DJT Strategy - The Art of the DipWHAT THIS IS
A satirical — but mechanically honest — volatility-event mean-reversion strategy for index charts (ES, SPX, SPY, NQ...). It trades one hypothesis, known to Wall Street as the TACO trade ("Trump Always Chickens Out"): when a policy Announcement detonates the VIX, the sell-off is usually walked back within days — a "90-day pause," a "very productive call," a clarification that the tariffs apply primarily to penguins. The dip, having been artisanally manufactured, is bought.
The jokes are in the labels. The engine underneath is a real VIX-spike fade with staged exits, and every decision is lookahead-clean.
HOW IT WORKS — ENTRY (Chaos Detection)
• Covfefe Threshold — VIX trades ≥ 12% (default) above YESTERDAY'S CONFIRMED daily close. Not today's repainting value — yesterday's close is final data the moment today begins.
• Flash Tantrum — fast intraday VIX rate-of-change (default 8% over 6 bars) to catch the 2:37 PM post that ends four decades of trade policy in under 280 characters.
• Minimum VIX floor (default 18) — below this the market is not scared, it is merely golfing.
• Vol-curve confirmation (default ON) — requires VIX9D > VIX. Genuine event panic inverts the front of the volatility curve: 9-day vol pricing above 30-day is the fingerprint of a real scare. If the curve isn't inverted, even the market doesn't believe the post, and the signal is skipped. This is the filter that separates an actual tantrum from a slow-drift vol day.
When everything aligns, the strategy goes long the chart symbol at the next bar open.
HOW IT WORKS — EXITS (the TACO Protocol, staged like the walk-back itself)
• GREAT CALL — the first reassuring headline: VIX Δ falls back under 8% (default) → take half the position off.
• CONCEPTS OF A PLAN — VIX reverts to within 4% of yesterday's close: a Framework of a Concept of a Deal has been reached → close the rest.
• YOU'RE FIRED — fixed stop loss (default 1.5%). Sometimes he does not, in fact, chicken out. This is the apology budget.
• DECLARE VICTORY — fixed profit target (default 2.5%). Exit into strength and take credit for the bounce you predicted after it happened.
• NEWS CYCLE EXPIRY — time stop (default 78 bars ≈ one full RTH session on 5m). After one news cycle, a newer, more beautiful crisis replaces this one and the edge is gone.
EXTRAS
• Escalation sizing — at FULL COVFEFE (2× the spike threshold) the position gets the BIGLY multiplier. Peak fear is peak walk-back probability. This is either alpha or a margin call; many people are saying both.
• Post-trade cooldown so a single escalating tweetstorm can't chain entries.
• RTH-only entries (default ON), plus an optional "Prime Posting Hours" filter (cable-news breakfast block + post-lunch Executive Time).
• "Believe Me" mode (default OFF) — experimental fade of VIX-crush euphoria, for days when everyone believes The Deal is real this time.
• ♟️ 4D CHESS MODE — reverses every signal, for users who believe there is, in fact, a plan. Exits are direction-aware, so the joke is mechanically sound. If this mode outperforms, please tell no one.
• CHAOS-O-METER™ dashboard — live chaos grade from 🏌️ GOLFING to 🚨 FULL COVFEFE, vol-curve status, a factory-floor "DAYS SINCE LAST TANTRUM" safety sign (resets constantly, as is tradition), deal accounting (Deals made / Fake news / Deals honored: TBD), net P&L denominated in $TRUMP at a peg of your choosing, and a Sharpe ratio readout that is simply THE BEST RATIO.
• 🗽 Liberation Day (April 2) is marked annually — heightened tantrum risk, observed like a holiday, because it is one now.
NO REPAINTING / NO LOOKAHEAD
The reference VIX level is yesterday's confirmed daily close, pulled with the standard non-repainting pattern (close of the daily feed with lookahead on — final the moment today starts). Signals are evaluated on confirmed chart-timeframe bars and orders fill at the next bar open. Everything the strategy decides is knowable at decision time — which is more than can be said for the policy it trades.
HOW TO USE
• Chart: an index or index future (ES1!, SPX, SPY, NQ1!...). Intraday timeframes; defaults tuned around 5m.
• Both vol symbols are inputs — swap in VXN for NQ, or your regional vol index pair for non-US indexes.
• Strategy properties: $1,000,000 initial capital (sized for index futures notional), 2 contracts per trade by default (so the half-off scale-out has a half; at the default 1.5% stop on ES this risks roughly 1% of equity per trade), $4.50/contract commission, 1 tick slippage. margin_long/margin_short are explicitly 0 — Pine v6's default of 100 silently rejects futures entries whose notional exceeds capital; if you fork this for leveraged instruments, keep that line.
DISCLAIMER
This is satire with a working strategy attached, published for education and entertainment. The VIX spikes are, regrettably, real; the edge may not be. Backtest results on manufactured dips do not guarantee future walk-backs. Not financial advice — frankly, it barely qualifies as advice.
Estrategia
SPY/SPX Expected Move + Session Levels📊 Expected Move + Session Levels (SPY / SPX)
Plots the day's expected move band plus the key session levels — automatic, refreshed daily before the open, nothing to enter or maintain.
🔹 Draws: Expected Move High/Low (the one-standard-deviation daily range implied by options pricing, anchored at the prior close), Prior Day High/Low, and Overnight High/Low (from the ES futures overnight session, rescaled to your chart). Optional shaded band and info table.
⚙️ Settings: every level toggles on/off individually; colors, line width, and label size are adjustable. The overnight source, session window, and IV index can be changed, and setting Horizon to 5 with VIX approximates the weekly move. Best on intraday timeframes.
⚠️ Note: the expected move is a statistical estimate, not a boundary — price is expected to close inside the band roughly two days out of three, and beyond it roughly one in three. Treat the edges as context, not walls; the market will go where it chooses. All levels are built from CBOE volatility indices, daily session data, and CME ES futures. Informational only, not trading advice. Indicador
Expected Move BandsEvery options desk opens the week with the same question: how far is this thing supposed to travel by Friday? The answer's already priced. Implied vol is the market's own estimate of the coming move, and you can read it straight off the chart instead of running the math in your head.
This draws that estimate as bands around price. It anchors to the open of each week (or month, your call) and holds the bands flat across the period, the way a desk marks its expected range Monday morning and watches price work inside it.
The teal band is one standard deviation. If the market's vol read is right, price closes inside it about two times out of three. The wider band is two sigma, the tail. When price breaks the one-sigma band and holds out there, that's range expansion, the move getting repriced while it happens. Usually worth a look.
IV comes from VIX on equities and Deribit DVOL on crypto, picked automatically. If neither is on the chart it falls back to a Parkinson range estimate and tags it "(est)" so you know what you're looking at. The dashboard shows the live IV, the expected move in points and percent, and the exact levels. Labels print the prices on the chart. Alerts fire when price closes outside one sigma or tags two.
I trade options and size around the implied move all the time. Am I selling the edge of the band or inside it, is price respecting the range or busting it. That read comes first. Selling a strike outside the expected move is a different bet than selling one inside it, and most people never check.
Expected Move Bands tell you the range the market is pricing. My Vol Premium Gauge tells you whether you're paid enough to sell it. Run them together.
Auto-detects crypto vs equity. Works on any timeframe at or below your anchor.
Free to use, open source. Follow for more vol and options tools.
Cheers,
Ivan Labrie. Indicador
Indicador
Price Volatility Divergence with Reliability ScoringPrice–Volatility Divergence with Reliability Scoring
Normally, rising price comes with falling implied volatility — fear drains out of a rally. When price pushes to a new high while fear is also rising (or falls to a new low while fear falls), that disagreement is an anomaly worth flagging. This script builds a "fear" oscillator from an implied-volatility index, marks where it diverges from price, and — the original part — scores in real time whether those divergences have actually been worth trading on your symbol, and which direction is carrying the edge.
Why these components are combined (and how they work together). Three pieces form one pipeline, not three separate signals:
An implied-volatility "fear" series — chosen as raw level, term-slope (vol minus its own trend), or variance-risk-premium (implied minus realized). It's z-scored and negated so price-up/fear-up reads as an ordinary bearish divergence on the line.
Confirmed-pivot divergence between that fear series and price — regular and hidden, with an optional triple-pivot mode.
A binomial-proportion confidence test that asks, for each divergence class, whether the expected move followed more often than a same-zone baseline.
Part 2 only fires where price and fear disagree; part 3 decides whether that disagreement has historically mattered here, per direction. Remove any one and the script can't answer its question — "is this fear divergence worth trading, and which way?"
How to read it. The verdict panel translates the statistics: green = these divergences have beaten a same-spot baseline here; red = they've lost to it (skip, or try another fear measure/timeframe); amber = not established yet; grey = still gathering data. "Best signal" names the direction with the strongest measured edge so you know which side to favour. "Reward : risk" is the average best vs worst move after a signal, in ATR. Optional key-info and per-class tables (off by default) show the full breakdown.
Important — this is a proxy, not literal skew. True option skew needs the full per-strike implied-volatility surface, which charts don't expose. This uses a charted VIX / term-structure proxy, stated plainly so you know exactly what you're reading.
Universal. Needs a price source (the chart) and an implied-volatility index, both set in inputs. Defaults target NIFTY futures with India VIX; change the volatility symbol to VIX, VSTOXX, etc. for other markets.
Outputs for other scripts. Generic EXP_* values (oscillator, signal, probability, edge, edge lower-bound, sample count, regime, implied-vol level, fear percentile) are published to the Data Window for use via input.source().
Concept credits. Implied-volatility index construction — CBOE methodology. Variance-risk-premium — academic options literature. Binomial score confidence interval — E. B. Wilson. Trend-efficiency regime measure — P. Kaufman.
Disclaimer. For research and education only. Not financial advice, not a recommendation, not a guarantee of future results. All figures are in-sample and past-only. Markets carry risk — do your own research and manage your own risk. Indicador
Gold Macro Dashboard [invincible3]Gold Macro Indicator Dashboard
A professional macro-driven gold dashboard designed to evaluate the broader gold market regime using automatically sourced TradingView data. The indicator combines real yields, dollar strength, rate expectations, risk-off demand, gold breadth, and confirmation ratios into a single 0–100 Gold Macro Score.
The model uses a fixed daily macro timeframe, so dashboard readings stay consistent across intraday, daily, and weekly charts.
Main Features
Fixed Daily macro scoring
0–100 Gold Macro Score oscillator
Macro Regime classification
Macro Strength score
Real Yield driver
DXY / US Dollar driver
Gold liquidity proxy
US 2Y rate outlook
VIX risk-off signal
Cross-currency gold breadth
Gold/Silver ratio
Gold/S&P 500 ratio
Copper/Gold ratio
US 10Y–2Y yield spread
Crypto-style clean dashboard layout
Dark/light theme adaptive colors
No manual macro inputs
Score Interpretation
80–100: Strong Bull
60–80: Bullish
40–60: Neutral
20–40: Bearish
0–20: Strong Bear
How It Works
The composite score is weighted as follows:
Real Yield 10Y: 30%
US Dollar DXY: 25%
Gold liquidity proxy: 15%
US 2Y rate outlook: 10%
Risk-Off VIX: 10%
Gold breadth: 10%
Gold breadth checks whether gold is trending higher across major currencies, including XAUUSD, XAUEUR, XAUJPY, XAUGBP, and XAUCNH.
Use Case
This indicator is designed for traders and investors who want a macro-level view of gold’s trend quality. It can help identify whether gold strength is supported by broad macro conditions or only short-term price movement.
Disclaimer
This is an educational macro model only. It is not financial advice and should not be used as a standalone buy or sell signal. Always combine it with your own risk management, technical analysis, and market research. Indicador
Indicador
Indicador
Institutional Volatility Structure EngineWhat is This Indicator?
This is a professional-grade volatility term structure analyzer designed to show how institutional traders view market fear across different time horizons.
Instead of just looking at the regular VIX, this indicator tracks:
• VIX1D (1-day implied vol)
• VIX9D (9-day)
• VIX (30-day)
• VIX3M (3-month)
• VIX6M (6-month)
• VVIX (Volatility of Volatility)
It analyzes the shape of the volatility curve and classifies the market into clear regimes, helping you understand whether the market is calm, stressed, coiled, or about to explode.
🎨 Main Visual Elements
1. Colored Lines (Term Structure)
Red: VIX1D (shortest term fear)
Orange: VIX9D
White: VIX (standard)
Aqua: VIX3M
Blue: VIX6M
Fuchsia: VVIX (how volatile volatility itself is)
2. Value Labels (New Feature)
Real-time price labels on the right side of each line so you can instantly see current values without checking the scale.
3. Background Heatmap
Red = Full Backwardation (Extreme fear/stress)
Orange = Front-End Inversion (Short-term trouble brewing)
Green = Compression Regime (Market is calm but coiled → high probability of volatility expansion)
Teal/Blue = Healthy Contango (Normal bull market behavior)
Purple = Volatility Expansion
Gray/Yellow = Transition
4. Curve Oscillator (Area Plot)
Red = Medium-term fear building
Green = Fear easing
5. Compression Score (Yellow Line)
Low = Terms are very close together (coiled spring)
High = Volatility is spreading out
📊 Dashboard Table (Top Right)
Gives you an instant professional summary:
Current values of all VIX terms
Z-Scores (how extreme current levels are)
Front Ratio (VIX1D ÷ VIX)
Breadth (how many terms are rising together)
Regime status
Percentile rankings
🔍 How to Use It Profitably (Practical Guide)
1. Regime Trading (Highest Edge)
Green Background (Compression) → Best environment for buying volatility (long VIX futures, UVXY, VXX, or long options). The market is quiet but tension is building.
Red/Orange Background → High caution or short volatility setups after the event passes (volatility crush).
Purple (Expansion) → Volatility is already expanding — trend days or big moves likely.
2. Key Signals to Watch
Front Shock (VIX1D >> VIX): Sudden short-term panic.
VVIX Explosion: Volatility of volatility spiking → dangerous for short vol strategies.
Vol Crush: All front terms falling fast → good for premium selling.
Trend Day Warning: Front inversion + rising curve oscillator → expect strong directional move.
3. Best Timeframes
Daily: Best for understanding overall regime
4H / 1H: Excellent for tactical entries and exits
Weekly: Great for long-term portfolio hedging decisions
⚙️ Key Inputs Explained
Show Value Labels on Lines: Toggle the numbers that appear next to each line.
Compression Threshold: Lower = more sensitive to "coiled" markets.
Z-Score Lookback: How many bars used for statistical extremes (50 is good default).
Alert toggles: Enable only the alerts you care about.
💡 Pro Tips for New Users
Start Simple: First just watch the background color and the regime label.
Combine with Price Action: Green background + bullish candlestick pattern = strong setup.
Use Alerts: Set alerts for regime changes and front shocks so you don’t have to stare at the chart.
Context Matters: This indicator is extremely powerful around earnings seasons, FOMC meetings, and major news events.
Low VIX Environment (<15): Even small inversions become very meaningful.
🎯 Ideal Use Cases
• Options Traders: Know when to sell premium vs buy volatility
• Day Traders: Spot potential trend days early
• Swing Traders: Identify high-probability volatility expansion setups
• Portfolio Managers: Decide when to add tail-risk hedges
Bottom Line:
This indicator turns complex institutional volatility data into clear, actionable regimes. The background color is your main "mood of the market" indicator. Indicador
Aquila Reale Macro Dashboard PRO v1.7🦅 AQUILA REALE — MACRO DASHBOARD PRO
"Born to fly, born to dare"
A complete macro overview in a single table, with automatic interpretation of each asset's impact on Gold price and a final ACTIONABLE trade signal that resolves conflicts intelligently between macro tailwinds and price-action reality.
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📊 WHAT IT SHOWS
═══════════════════════════════════════════
For each of 12 macro assets, the dashboard displays:
- Current value (live intraday)
- Daily change %
- Auto-interpreted status (e.g. "VERY STRONG", "HIGH FEAR", "STAGFLATIONARY")
- 🥇 Gold impact (green = pro-Gold, red = anti-Gold, gray = neutral)
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📋 ASSETS COVERED (12 + 2 derived)
═══════════════════════════════════════════
US MACRO:
- DXY (Dollar Index)
- US10Y / US20Y / US30Y (Treasury yields)
- USIRYY (CPI Inflation YoY)
- S5TH (S&P 500 stocks above 200dma — market breadth)
ASIA:
- USDJPY (Yen strength)
- NI225 (Nikkei 225)
- HSI (Hang Seng Index)
SENTIMENT:
- VIX (CBOE Volatility Index — fear gauge)
GLOBAL:
- URTH (iShares MSCI World ETF)
GEOPOLITICAL:
- USDCNH (Offshore Chinese Yuan)
COMMODITIES:
- XAUUSD (Gold spot)
- USOIL (WTI Crude Oil spot)
DERIVED:
- Gold/Oil ratio (with historical valuation reading)
- Macro Scenario (synthesis of WTI level + Gold direction + yields)
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🎯 FINAL SYNTHESIS (3 dedicated rows)
═══════════════════════════════════════════
💬 SCENARIO — One of 6 macro readings:
• STAGFLATIONARY (yield squeeze, no Gold longs)
• GOLD HEDGE ACTIVE (inflation trade pro-Gold)
• RISK-OFF (cautious flight-to-safety)
• REFLATIONARY (broad pro-Gold)
• RISK-ON (anti-Gold)
• MIXED (no clear regime)
💎 MACRO BIAS — Aggregate score (±13) across all assets
🎯 TRADE SIGNAL — Final actionable verdict combining BIAS + SCENARIO:
• 🚀 LONG STRONG / ▲ LONG OK
• ⚠️ LONG CAUTIOUS
• ⏸️ WAIT (yield squeeze / mixed signals)
• 🛑 NO LONG / STAY OUT / SHORT BIAS
═══════════════════════════════════════════
🧠 KEY LOGIC INNOVATION
═══════════════════════════════════════════
Equity indices (NKY/HSI/URTH) only count as pro-Gold when VIX > 22 (true flight-to-safety). This prevents the dashboard from misreading a "bonds beat all" regime as pro-Gold — a common flaw in naive aggregations.
The TRADE SIGNAL row resolves the inevitable conflicts between macro bias (what "should" happen) and price action (what's actually happening), using a priority hierarchy where the SCENARIO has veto power over the BIAS score.
═══════════════════════════════════════════
📺 3 VIEW MODES
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- FULL: complete 19-row dashboard
- MINIMAL: only the 3 synthesis rows (SCENARIO + BIAS + SIGNAL)
- COMPACT: only the TRADE SIGNAL (1-line ticker)
Switch on-the-fly via settings — all modes use the same underlying calculations.
═══════════════════════════════════════════
⚙️ CUSTOMIZATION
═══════════════════════════════════════════
- Dark / Light theme
- 9 anchor positions + signed offsets (H/V)
- 4 text sizes (Tiny / Small / Normal / Large)
- Real-time refresh (lookahead_on for intraday)
═══════════════════════════════════════════
⚠️ IMPORTANT DISCLAIMER
═══════════════════════════════════════════
This indicator is for informational and educational purposes only and does not constitute financial advice. Macro readings are simplified models — always combine with your own analysis, risk management, and price action.
NOT suitable for backtesting strategies due to lookahead_on usage (which is intentional for real-time intraday monitoring).
Past performance does not guarantee future results.
═══════════════════════════════════════════
🦅 Born to fly, born to dare. Indicador
Indicador
Indicador
Macro Environment Dashboard SPX/Nasdaq Levels============================================================
Macro Environment Dashboard SPX/Nasdaq Levels
This indicator aims to show an actual snapshot of the current macro situation, so you can estimate what to expect from the day.
This is a result of a long AI conversation, in order to gather market principles into a usable dashboard. Hope you find it useful.
Purpose
Provides a structured macro environment dashboard for equity index trading, combining liquidity, volatility, credit, and trend signals into a single regime framework. It automatically determines support and resistance levels, evaluates market risk conditions, and generates contextual alerts for potential breakout or breakdown events.
The tool is designed for discretionary traders, systematic traders, and macro-aware technical traders who want to align execution decisions with the prevailing macro regime.
---
1. Market Principles the Script Is Based On
The indicator is built on a multi-factor macro model. It assumes that equity index behavior is primarily driven by liquidity conditions, financial stress signals, interest rates, volatility, and trend structure.
Core Principle: Markets Move With Liquidity
When liquidity expands:
* risk assets tend to rise
* volatility tends to fall
* credit conditions improve
When liquidity contracts:
* risk assets tend to weaken
* volatility tends to rise
* financial stress increases
The Model Uses Eight Core Signals
Liquidity
Measures global central bank balance sheets relative to liquidity drains.
Liquidity Delta
Measures short-term liquidity changes from funding sources.
Dollar (DXY)
A stronger dollar tightens global financial conditions.
10Y Yield
Higher yields increase discount rates and pressure equities.
Credit
Credit spreads reflect financial system health.
VIX
Market volatility represents risk perception.
SPX Trend
Trend direction of the S&P 500.
Nasdaq Trend
Trend direction of the Nasdaq index.
These signals are combined into a weighted score that determines the market regime.
Regime Model
STRONG RISK ON
High liquidity alignment and positive market conditions.
RISK ON
Supportive macro environment but not fully aligned.
NEUTRAL
Mixed signals or transitional environment.
RISK OFF
Defensive environment with elevated risk.
---
2. Table Rows — All Possible Values and Meaning
Liquidity
Injection
Liquidity is expanding.
Typically bullish for equities.
Drain
Liquidity is contracting.
Typically bearish for equities.
Impact Interpretation
Injection → upward price pressure
Drain → downward price pressure
---
Liq Delta
Improving
Short-term liquidity is increasing.
Deteriorating
Short-term liquidity is decreasing.
Impact Interpretation
Improving → short-term support
Deteriorating → short-term risk
---
Dollar
Weak USD
Financial conditions are easing.
Strong USD
Financial conditions are tightening.
Impact Interpretation
Weak USD → risk assets supported
Strong USD → risk assets pressured
---
10Y Yield
Falling
Discount rates are declining.
Rising
Discount rates are increasing.
Impact Interpretation
Falling → equities supported
Rising → equities pressured
---
Credit
Healthy
Credit markets are stable.
Stress
Credit risk is increasing.
Impact Interpretation
Healthy → supportive risk environment
Stress → elevated financial risk
---
VIX
Low Vol
Market risk perception is low.
High Vol
Market risk perception is elevated.
Impact Interpretation
Low Vol → stable conditions
High Vol → unstable conditions
---
SPX Trend
Bullish
Short-term trend is upward.
Bearish
Short-term trend is downward.
---
Nasdaq Trend
Bullish
Short-term trend is upward.
Bearish
Short-term trend is downward.
---
Selected
Bullish
The currently selected execution market trend is positive.
Bearish
The currently selected execution market trend is negative.
---
Support 1
Automatically calculated key support level.
Meaning
Primary downside structure level.
Behavior
Break below support indicates potential continuation lower.
---
Resistance 1
Automatically calculated key resistance level.
Meaning
Primary upside structure level.
Behavior
Break above resistance indicates potential continuation higher.
---
Persistence / Risk
Confirmed
The macro regime has persisted for the required number of bars.
Pending
The regime is still forming.
Risk Layer Values
TRENDING
Directional movement is strong and sustained.
CONSOLIDATING
Market is range-bound.
UNSTABLE
Volatility expansion or elevated risk conditions.
Impact Interpretation
TRENDING
Trend continuation likely.
CONSOLIDATING
Breakout risk increasing.
UNSTABLE
Risk management priority.
---
Regime / Score
Displays the macro regime and confidence percentage.
Possible Values
STRONG RISK ON
Score above 75%
RISK ON
Score between 55% and 75%
NEUTRAL
Score between 35% and 55%
RISK OFF
Score below 35%
---
Glyph Symbols
▲
Bullish or supportive signal
▼
Bearish or negative signal
•
Neutral condition
---
3. Settings Explanation
Auto Detect Market
Automatically determines whether the chart represents:
SPX
or
NASDAQ
If enabled
The script identifies the instrument automatically.
If disabled
Manual selection is used.
---
Manual Market Override
Used only when auto detection is disabled.
Options
SPX
NASDAQ
---
Fast Length
Short-term moving average period.
Used for trend detection.
Typical values
3
5
10
---
Slow Length
Longer moving average period.
Used for trend confirmation.
Typical values
15
20
30
---
Show Dashboard Table
Enables or disables the macro dashboard display.
---
Show Macro Background
Colors the chart background according to the macro regime.
Green
Risk-on environment
Orange
Neutral environment
Red
Risk-off environment
---
Show Support / Resistance Levels
Displays automatically calculated levels.
---
Show S/R Price Labels
Displays price labels to the right of the last bar.
Example
S1: 5120
R1: 5185
---
Levels Mode
Determines how support and resistance are calculated.
Options
Swing
Uses recent highs and lows.
ATR
Uses volatility-based levels.
Pivot
Uses pivot structure detection.
---
Swing Lookback 1
Short-term support/resistance window.
Typical
20
---
Swing Lookback 2
Longer-term support/resistance window.
Typical
50
---
ATR Length
Volatility measurement period.
Typical
14
---
ATR Basis Length
Moving average used as ATR center.
Typical
20
---
ATR Mult 1
Primary volatility distance.
Typical
1.0
---
ATR Mult 2
Secondary volatility distance.
Typical
2.0
---
Pivot Left Bars
Number of bars before pivot.
---
Pivot Right Bars
Number of bars after pivot.
---
Regime Confirmation Bars
Number of bars required to confirm a regime.
Higher value
More stability
Less noise
Lower value
Faster signals
More sensitivity
Typical
3
---
Liquidity Delta Smoothing
Smoothing factor for liquidity change signal.
Typical
3
---
Liquidity Delta Lookback
Historical comparison period.
Typical
5
---
Risk Layer Fast Trend
Short-term trend period.
---
Risk Layer Slow Trend
Longer trend period.
---
Risk Layer Range Length
Range measurement window.
---
Trending Threshold %
Minimum trend strength required.
---
Unstable ATR % Threshold
Volatility threshold for instability detection.
---
Consolidation Range % Threshold
Range size threshold for consolidation detection.
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4. Use Cases / How To Use
Use Case 1 — Trend Continuation
Conditions
Regime
STRONG RISK ON
Risk Layer
TRENDING
Signal
Price breaks Resistance 1
Interpretation
High-probability continuation setup.
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Use Case 2 — Breakdown Risk
Conditions
Regime
RISK OFF
Risk Layer
UNSTABLE
Signal
Price breaks Support 1
Interpretation
Downside continuation likely.
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Use Case 3 — Range Trading
Conditions
Risk Layer
CONSOLIDATING
Signal
Price moves between Support and Resistance.
Interpretation
Mean-reversion environment.
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Use Case 4 — Early Risk Warning
Conditions
Liquidity
Drain
Credit
Stress
VIX
High Vol
Interpretation
Elevated systemic risk.
Risk management priority.
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Use Case 5 — Regime Transition
Conditions
Regime
Pending
Interpretation
Market environment changing.
Wait for confirmation.
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Best Practices
Use the indicator for:
Context
Risk management
Trade confirmation
Market regime identification
Do not use it as:
A standalone entry signal
A prediction tool
A guarantee of market direction
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VIX Range Levels (Rule of 16)VIX Range Levels — Rule of 16
What this indicator does-
This indicator uses India VIX (or any VIX-class index) to plot statistically derived expected move levels for the current trading day directly on your price chart. It draws six price levels — at 1×, 1.5×, and 2× standard deviations above and below the prior session's close — with colour-coded fills between each band.
The Rule of 16 — explained:
VIX is quoted as an annualized implied volatility, expressed as a percentage. To translate that annual figure into a single day's expected price range, we divide by the square root of the number of trading days in a year:
Daily Expected Move (%) = VIX ÷ √252 ≈ VIX ÷ 16
√252 ≈ 15.87, which practitioners conventionally round to 16 — hence the name.
Worked example:
If INDIAVIX closes at 14.40:
Daily Move = 14.40 ÷ 16 = 0.90%
On a Nifty level of 22,000, that is ±198 points for the 1σ (sigma) band.
Statistical interpretation of the bands-
The Rule of 16 assumes log-normal returns and uses a one standard deviation (1σ) framework:
Band Multiplier Probability price stays inside Inner (solid lines)1×~68%Middle (dashed)1.5×~87%Outer (dashed)2×~95%
In plain English: on any given day, price should stay within the solid lines roughly 7 out of 10 sessions, within the dashed 1.5× lines about 9 out of 10 sessions, and within the outer 2× lines about 19 out of 20 sessions — assuming markets are pricing volatility fairly.
Important caveat: These are probabilistic ranges derived from implied volatility, not guarantees. VIX measures the market's expectation of future volatility, not its certainty. On high-VIX days, ranges will be wide; on low-VIX days, they will be narrow.
How to identify potential Tops and Bottoms:
The bands are not just risk levels — they are mean-reversion anchors. Here is how experienced traders use them:
🔴 Potential Top signals-
Price tags or exceeds the 1× upper level (solid red line) on the first push of the day — especially in the opening hour. A clean touch with a rejection candle (spinning top, doji, shooting star) at this level is a high-probability fade setup.
Price reaches the 1.5× upper level intraday. Statistically, this is an outlier move. Look for volume exhaustion, a lower-high on a smaller timeframe, or a bearish divergence on RSI/MACD to confirm a reversal.
Price closes above the 2× upper level. This is a rare ~5% event. It signals either a genuine breakout (news-driven) or an extreme overextension due for a sharp snapback the following session.
🟢 Potential Bottom signals-
Price dips to the 1× lower level (solid green line) and holds — particularly if the broader market trend is up. A bullish engulfing or hammer candle at this level, especially on above-average volume, is a classic intraday reversal signal.
Price hits the 1.5× lower level with declining sell-side momentum. Watch for positive divergence on shorter timeframes or a sudden spike in buying volume as confirmation.
Price closes below the 2× lower level. Similar to the upper equivalent — either a true breakdown or an exhaustion move. Gap-up opens the following session from this zone are historically common.
Mid-line (dotted yellow — prior close)-
The prior session's close acts as the neutral axis. Price hovering above it indicates relative strength; price gravitating below it indicates weakness. Failed attempts to reclaim the mid-line after a breakdown are bearish; decisive reclaims are bullish.
Band fill colour guide-
Fill Meaning Grey (inner, 1× band) Normal expected range — most activity happens here Orange (middle, 1.5× band) Extended move — caution zone, watch for reversals Red (outer, 2× band) Extreme move — high-probability mean-reversion area
Settings:
Parameter Description Volatility Multiplier Scale all bands up or down (0.5–2.0). Use < 1.0 for low-volatility markets; > 1.0 to account for persistent trending conditions Upper / Lower Colour for resistance and support lines
Notes on data-
Levels are calculated using yesterday's closing VIX to avoid look-ahead bias (lookahead_off).
The anchor price is yesterday's close of the charted instrument. Lines start from the first bar of the current trading day so zones correctly represent today's session range.
Works on any intraday timeframe (1m, 5m, 15m, hourly).
Not meaningful on daily charts.
Best used with-
Price Action — candlestick patterns at band extremes
Volume Profile — confluence of VIX levels with high-volume nodes
RSI / MACD — divergences at band touches to confirm reversal intent
Order Flow — absorption or exhaustion at the outer bands
This indicator does not repaint. All calculations are based on confirmed prior-session data.
These are popular market calculations & are in no way meant to act as a standalone trading system, always research before investing. If you found it useful, please boost the script.Happy trading !! Indicador
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VIX Curve Pro - Real-Time Term Structure with StatisticsThis indicator displays the VIX term structure as a spatial curve directly on the chart, allowing you to instantly identify whether the volatility market is in contango or backwardation.
It shows the relationship between different VIX maturities (9D, 30D, 3M, 6M, 1Y) as a single curve.
It also shows some statistics and helps with market detection:
Historical percentile rankings for key VIX ratios
Real-time min/max/average/median values over lookback period
Current VIX term values with regime indicators
Understand where current conditions sit relative to historical context
Automatic identification of contango vs backwardation states
Visual indicators showing which part of the curve is inverted
Optional information guide explaining market states and trading implications
How to Use:
The curve shows the "shape" of volatility expectations across time. An upward-sloping curve (contango) means calm markets where longer-term volatility is priced higher than near-term. A downward-sloping curve (backwardation) shows market stress, where near-term volatility spikes above longer-term expectations.
Use the statistical tables to understand whether current ratios are at historical extremes (high percentile rank) or lows (low percentile rank), helping you gauge whether volatility structures are stretched or compressed.
Perfect for:
Volatility traders and options strategists
VIX futures and options traders
Understanding market fear and complacency levels
Timing volatility trades based on term structure
In the example above, I've added a chart with TVC:VIX , CBOE:VIX9D , CBOE:VIX3M and $CBOE:VIX6M. It is possible to see that although they are still in backwardation (short term vix is lower than long term), it might be close to flip. This kind of situation deserve extra attention. You can set alerts to when it flips.
This is a simple but useful indicator. Let me know if you have any questions! Indicador
VIX-VIXEQ Regime DetectorThe VIX-VIXEQ Regime Detector is an market structure indicator that compares the CBOE Volatility Index (VIX) with the CBOE S&P 500 Equal Weight Volatility Index (VIXEQ) to identify distinct market volatility regimes.
It analyses the relationship between index-level and constituent-level volatility, and helps investors to detect regime changes that often precede major market moves.
Credits: Idea suggested by @m_chromatic Thanks a lot!
What It Measures
VIX measures implied volatility of S&P 500 index options (cap-weighted, dominated by mega-cap stocks)
VIXEQ measures implied volatility of equal-weighted S&P 500 constituents (reflects broader market volatility)
The ratio between these two metrics reveals whether volatility is concentrated in mega-caps or dispersed across the broader market.
When VIXEQ rises faster than VIX (ratio > 1.0), it indicates that constituent stocks are experiencing higher volatility than the index itself. This divergence often signals:
Increased market stress
Breakdown in correlation
Potential regime transitions
Mean reversion opportunities
Five Market Regimes in the Indicator
The indicator uses adaptive thresholds based on rolling statistics to classify markets into five distinct regimes:
🔵 CONCENTRATION (Ratio < threshold): Mega-cap dominance, Low dispersion, Healthy market structure
🟢 NORMAL (Ratio near mean): Balanced volatility, Healthy market conditions, Standard risk environment
🟡 ELEVATED (Ratio moderately above mean), Early warning signal, Rising constituent stress, Watch for deterioration
🟠 DISPERSION (Ratio significantly above mean), Broad market stress, Elevated constituent volatility, Defensive positioning warranted
🔴 SYSTEMIC (Ratio > 1.5σ above mean), Crisis conditions, Extreme constituent stress, High mean reversion potential
The indicator includes z-score calculations to measure how extreme the current spread is relative to historical norms.
Recommended Timeframe
Daily (1D): Optimal for most use cases - balances signal quality with responsiveness
Weekly (1W): For macro positioning and long-term regime context
4-Hour: Not recommended - too noisy for structural regime analysis
Technical Notes
Uses request.security() to fetch VIX and VIXEQ data
Ratio is scaled by (ratio - 1) × 10 for chart visibility alongside spread
Actual ratio values are displayed in the table and labels
Adaptive thresholds recalculate on every bar based on rolling statistics
All regime classifications update in real-time
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Contrarian Extremes: VIX + Put/Call (CPC, PCC)What this indicator does (in one line :) ):
It highlights sentiment extremes using only CPC, PCC , and VIX , so you can spot the moments when the market is most likely overreacting.
Most indicators try to “predict” price. This one is simpler, it tracks Fear vs Euphoria and marks the zones where emotions are stretched.
The 3 inputs behind it
INDEX:CPC (TotalPut/Call) --> broad options sentiment
USI:PCC --> equity/retail-style fear proxy
CBOE:VIX --> volatility stress / hedging pressure
What you’ll see on the chart
The script paints the background based on 3 regimes:
🫨 Panic --> extreme stress (capitulation-type conditions) --> 🎶 The background music is (Melancholy Man by The Moody Blues) 😨
😰 Fear / Risk-Off --> elevated fear --> defensive positioning
😌 Complacency / Calm --> low fear --> “everything is fine” mode --> 🎶 The background music is (What a Wonderful World by Louis Armstrong) 😁
All thresholds and colors are fully customizable in the Inputs, so you can also change the criteria to get higher or lower frequency signals on the chart.
How I personally interpret it (as a long-term investor)
In my backtests, this indicator behaves like a contrarian compass:
Fear / Panic zones often show up close to better long-term buy areas (not perfect timing, but good asymmetric entries).
Complacency zones often show up near better long-term reduce / take-profit areas (or at least be careful with fresh risk here).
This is not magic and it’s not a buy/sell button. Markets can stay fearful or complacent longer than you expect. But as a long-term investor , this helps you stop chasing hype and start scaling decisions around emotion extremes.
A simple long-term workflow:
Use Daily or Weekly timeframe.
When Fear/Panic appears: consider scaling in (DCA entries, add on confirmation, respect your risk limits).
When Complacency appears: consider scaling out, tightening risk, or being picky with new buys.
Always combine with basics: trend, levels, market structure, and risk management.
Where it tends to work best
Interestingly, this doesn’t only fit S&P/Nasdaq. It also behaves well on:
OANDA:XAUUSD & OANDA:XAGUSD
Large-cap stocks ( NASDAQ:AAPL NASDAQ:NVDA NASDAQ:MSFT NASDAQ:GOOG NASDAQ:AMZN NASDAQ:TSLA NASDAQ:META )
BINANCE:BTCUSD & BINANCE:ETHUSD
In general, it tends to work better (i.e. helps you more) in markets that move more on fear and greed and less on deep fundamental re-pricing.
⚠️ Disclaimer: educational tool only. No indicator is a guarantee. Use proper position sizing and understand the product you trade. Indicador
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Manias, Panics and CrashesI got inspired to build the Manias Panics and Crashes indicator after reading the book "Manias, Panics and Crashes" by Charles Kindleberger's and Hyman Minsky's Financial Instability Hypothesis . This indicator identifies the three critical phases of market cycles, from manias, to panics, to crashes by analyzing multiple dimensions of market behavior including volatility, credit stress, market breadth, and momentum.
As you will be able to see, a panic or crash is often anticipated by a mania.
Here's how it works:
I Use multi-dimensional risk analysis which includes:
VIX Integration: Real-time fear gauge monitoring with spike detection
Credit Spread Analysis: Tracks HYG/LQD spreads and flight-to-safety indicators (TLT/SPY)
Market Breadth: Monitors participation levels to detect divergences
Momentum Indicators: RSI, MACD, and rate-of-change analysis
Volume Analysis: Identifies climax selling and forced liquidation events
The indicator scores three distinct market phases (0-100 scale):
🟡 MANIA: Euphoric speculation, extended valuations, complacency (VIX <20, RSI >70)
🟠 PANIC: Sharp deterioration, fear acceleration, breadth collapse
🔴 CRASH: Capitulation events, extreme volatility (VIX >40), credit freeze
This indicator implements the classic boom-bust cycle model:
1. Displacement → Credit Expansion → Mania/Euphoria
Excessive leverage, speculation replacing investment
Measured: Price >15% above 200-MA, RSI overbought >10 days, VIX <20
2. Critical Stage → Panic/Financial Distress
Smart money exits, credit spreads widen
Measured: Sharp declines, VIX spikes, breadth deterioration
3. Revulsion → Crash
Forced liquidation, credit freeze, herd panic
Measured: VIX >40, extreme volume, breadth <20%, credit stress >60
This framework has successfully identified major market crises for over 300 years of financial history, and you can backtest it yourself.
Scoring Methodology
Each phase receives a score (0-100) based on multiple factors:
MANIA Score Components
Price deviation from 200-day MA (>15% = elevated)
RSI overbought duration (>70 for 10+ days)
Market breadth (>60% stocks rising)
Low volatility complacency (VIX <20)
Accelerating momentum (ROC increasing)
PANIC Score Components:
Moderate declines (-5% to -15% from peak)
VIX spike (>30% increase in 5 days)
High volume on down days (>150% average)
Breadth deterioration (<40% participation)
Credit stress emergence (spreads widening >2%)
Momentum reversal (MACD bearish cross)
CRASH Score Components:
Extreme declines (>15% from peak)
VIX extreme (>40)
Volume climax (>200% average)
Breadth collapse (<20% participation)
High correlation (forced selling across sectors)
Credit freeze (spreads >10% wider)
The indicator automatically pulls from multiple data feeds:
TVC:VIX - CBOE Volatility Index
AMEX:HYG / AMEX:LQD - Credit spread proxy (High Yield vs Investment Grade)
NASDAQ:TLT / AMEX:SPY - Flight-to-safety indicator (Treasuries vs Equities)
AMEX:XLF - Financial sector health
INDEX:ADDN - NYSE Advance/Decline for breadth
For Traders: Use the indicator to adjust risk based on market phase. During NORMAL conditions, trade normally. In MANIA, reduce positions and take profits. During PANIC, raise cash and avoid catching knives. In CRASH, prepare your shopping list and wait for capitulation signs before deploying capital.
For Investors: Maintain target allocation during NORMAL markets. When MANIA is detected, rebalance to defensive sectors and build cash reserves. During PANIC/CRASH phases, deploy cash into quality names at extreme fear levels, as these periods create the best long-term buying opportunities.
Historical Performance
The indicator successfully identified:
COVID-19 Crash (March 2020): MANIA signals in Feb 2020, PANIC phase Mar 12-23:
2022 Bear Market: Multiple MANIA warnings in 2021:
January 2018 Selloff: MANIA warnings a few days earlier:
2008 Financial Crisis: Multiple MANIA alerts before the crash:
Note : Past performance does not guarantee future results. This indicator provides context and warning signals but cannot predict exact timing of market events.
This indicator might have some limitations:
False Positives: Mania phases can persist for months/years before corrections (see phase from 1996 until the doc com crash)
Lag: Some indicators are reactive rather than predictive
Data Availability: It works pretty much only for the US markets
Timeframe Sensitivity: Best on daily/weekly charts; intraday may be noisy and I didn't try it
Acknowledgments
As always, I'm standing on the shoulders of giants. the indicator was inspired by:
Charles Kindleberger's "Manias, Panics and Crashes"
Hyman Minsky's Financial Instability Hypothesis
Behavioral finance research by Robert Shiller
Let me know if you have any comments or suggestions!
- Henrique Centieiro
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