OPEN-SOURCE SCRIPT
Atualizado ATR Volume ROC Acceleration & Alerts [HYPR-run]
DESCRIPTION:
Rate of change applied to ATR and volume to measure volatility acceleration and participation momentum. ATR ROC catches expanding ranges before the move is obvious on price; volume ROC confirms whether participation backs the expansion. Gradient coloring intensifies with sustained directional momentum and fades on pullbacks.
Volume ROC is auto-scaled to ATR ROC's range using the ratio of their standard deviations, so both signals plot in the same visual ballpark without one crushing the other.
DISCOVERING EDGE
ATR and volume are widely used, but most traders read them as
separate panes with different scales. This indicator helps confirm whether
participation backs a volatility expansion. Catching range expansion before the
big candle prints is a leading confirmation signal we often use for entries and exits in our automated strategies.
ATR ROC + VOLUME ROC vs SEPARATE ATR/VOLUME PANES
Auto-scaling both ROC signals to the same range using their standard
deviation ratio allows confirmation or divergence between volatility
and participation signal to be captured and used for confirming entries and exits.
- Vol breakout markers flag new 233-bar ATR ROC highs (yellow) and
30-bar range breaks (white); a 233-bar high means ATR hasn't
expanded this fast in the entire lookback.
- ATR expanding with volume ROC also rising = conviction; ATR
expanding with volume flat = thin-market spike, treat with caution.
- Webhook alerts on vol breakout (233-bar high, fewest signals) and
std dev spike (more frequent) with full bar filter and directional
candle confirmation.
FEATURES
- ATR ROC columns with advance/decline gradient (orange/red)
- Volume ROC histogram, auto-scaled to ATR ROC range (cyan/blue gradient)
- Vol breakout markers: new 233-bar ATR ROC high (yellow) and 30-bar range break (white)
- Standard deviation filter for extreme ATR acceleration events
- Structural ATR regime line (RMA baseline, optional)
- Webhook-ready alerts with full bar filter
- Full bar filter: body >= 66.6% of range (no doji fakeouts)
HOW IT WORKS
ATR measures range; its ROC measures whether ranges are expanding or contracting. Volume ROC (applied to the range of volume over N bars) measures whether participation is surging or fading. The advance/decline gradient (credit: LucF) tracks consecutive advances and declines relative to their historical max, mapping the ratio to color transparency. Strong sustained moves are vivid; weak or choppy moves are faded.
ALERTS
Two alert modes:
- Vol Breakout: ATR ROC exceeds 233-bar high (fewest signals, highest conviction)
- Std Dev Spike: ATR ROC exceeds its standard deviation band (more frequent)
Bar direction determines LONG or SHORT. Full bar filter applies to both modes.
Alert payload is built into the script; works with any webhook receiver.
CREDITS
Advance/Decline Gradient function: LucF
Rate of change applied to ATR and volume to measure volatility acceleration and participation momentum. ATR ROC catches expanding ranges before the move is obvious on price; volume ROC confirms whether participation backs the expansion. Gradient coloring intensifies with sustained directional momentum and fades on pullbacks.
Volume ROC is auto-scaled to ATR ROC's range using the ratio of their standard deviations, so both signals plot in the same visual ballpark without one crushing the other.
DISCOVERING EDGE
ATR and volume are widely used, but most traders read them as
separate panes with different scales. This indicator helps confirm whether
participation backs a volatility expansion. Catching range expansion before the
big candle prints is a leading confirmation signal we often use for entries and exits in our automated strategies.
ATR ROC + VOLUME ROC vs SEPARATE ATR/VOLUME PANES
Auto-scaling both ROC signals to the same range using their standard
deviation ratio allows confirmation or divergence between volatility
and participation signal to be captured and used for confirming entries and exits.
- Vol breakout markers flag new 233-bar ATR ROC highs (yellow) and
30-bar range breaks (white); a 233-bar high means ATR hasn't
expanded this fast in the entire lookback.
- ATR expanding with volume ROC also rising = conviction; ATR
expanding with volume flat = thin-market spike, treat with caution.
- Webhook alerts on vol breakout (233-bar high, fewest signals) and
std dev spike (more frequent) with full bar filter and directional
candle confirmation.
FEATURES
- ATR ROC columns with advance/decline gradient (orange/red)
- Volume ROC histogram, auto-scaled to ATR ROC range (cyan/blue gradient)
- Vol breakout markers: new 233-bar ATR ROC high (yellow) and 30-bar range break (white)
- Standard deviation filter for extreme ATR acceleration events
- Structural ATR regime line (RMA baseline, optional)
- Webhook-ready alerts with full bar filter
- Full bar filter: body >= 66.6% of range (no doji fakeouts)
HOW IT WORKS
ATR measures range; its ROC measures whether ranges are expanding or contracting. Volume ROC (applied to the range of volume over N bars) measures whether participation is surging or fading. The advance/decline gradient (credit: LucF) tracks consecutive advances and declines relative to their historical max, mapping the ratio to color transparency. Strong sustained moves are vivid; weak or choppy moves are faded.
ALERTS
Two alert modes:
- Vol Breakout: ATR ROC exceeds 233-bar high (fewest signals, highest conviction)
- Std Dev Spike: ATR ROC exceeds its standard deviation band (more frequent)
Bar direction determines LONG or SHORT. Full bar filter applies to both modes.
Alert payload is built into the script; works with any webhook receiver.
CREDITS
Advance/Decline Gradient function: LucF
Notas de Lançamento
HOW TO USEAdd to chart below your price pane. Watch the ATR ROC columns for expanding ranges; when volume ROC rises alongside, the expansion has participation behind it. ATR expanding with volume flat = thin-market spike, treat with caution. Yellow circles (233-bar ATR ROC high) are the rarest, highest-conviction volatility events. White circles (30-bar range break) are more frequent local expansion signals. Enable the ATR regime line for structural context; when ATR ROC consistently spikes above it, the asset is in an elevated volatility regime. Create alert: condition = this indicator, "Any alert() function call". Vol Breakout mode for fewer, higher-conviction signals; Std Dev Spike mode for more frequent signals.
ADVANCE/DECLINE GRADIENT
Color intensity builds with sustained momentum in one direction and fades when momentum reverses. Each new advance increments a counter; counter-moves decrement it. Transparency maps to the ratio of current count vs historical max. Strong sustained moves are vivid; weak or choppy moves are faded. ATR ROC uses orange/red; Volume ROC uses cyan/blue.
BREAKOUT MARKERS
Yellow circles: ATR ROC exceeds its 233-bar high. Volatility has not been this hot in roughly one year (on daily). White circles: ATR ROC exceeds the range of the last 30 bars. More frequent; marks local volatility expansion events.
STANDARD DEVIATION FILTER
When ATR ROC exceeds its own 128-bar standard deviation, volatility acceleration is extreme relative to recent history. Optional column overlay highlights these bars.
FULL BAR FILTER
Requires the candle body to be at least 66.6% of the total range. Filters out doji and wick-heavy bars that produce false signals on alerts.
Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
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Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.
Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.