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CFI: Dynamic Volatility-Adaptive Zones
CFI — Dynamic Volatility-Adaptive Zones
What Makes This Different
Standard momentum indicators — including multi-level implementations — apply fixed reference thresholds. Whether two levels or seven, those numbers are constants. They do not respond to whether the market is trending violently or grinding sideways.
The CFI RSI Suite v2 replaces fixed zone levels with a volatility-adaptive zone engine built around the CFI Momentum Index. Every bar, each of the seven CFI Zone Levels is recalculated based on the current CFI Volatility Pulse reading. The zones are not decorative — they are computed values that reprice continuously.
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The CFI Adaptive Zone Engine
The zone calculation works in five steps:
Step 1 — CFI Volatility Pulse The CFI Volatility Pulse measures current market range activity over a user-defined period (default: 14 bars), capturing how much the market is expanding or contracting bar by bar.
Step 2 — CFI Pulse Calibration The raw CFI Volatility Pulse is calibrated to a 0–1 intensity scale by comparing it to its own highest and lowest readings over a second window (default: 50 bars). An intensity of 1.0 means activity is at its highest point in that window. An intensity of 0.0 means it is at its lowest.
Step 3 — CFI Zone Expansion calculation The calibrated CFI Volatility Pulse is multiplied by a user-defined maximum expansion value (default: 8 points) to produce the current CFI Zone Expansion. At peak activity, each zone expands up to 8 points from its base level. At minimum activity, zones sit at their base levels.
Step 4 — Per-zone expansion offsets Each CFI Zone Level expands by a proportion of the full CFI Zone Expansion value, scaled to its distance from the CFI Equilibrium Line. Zones furthest from centre expand by the full coefficient. Zones closest to centre expand by a reduced coefficient. The CFI Equilibrium Line is anchored and never shifts.
CFI Zone Base Level Expansion Coefficient Elevated Activity Example (+8 pts)
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CFI Elevated Zone 80 ×0.8 86.4
CFI Strength Zone 66 ×0.6 70.8
CFI Transition Upper 60 ×0.4 63.2
CFI Equilibrium Line 50 ×0.0 50.0 (anchored)
CFI Transition Lower 40 ×0.4 36.8
CFI Weakness Zone 33 ×0.6 29.2
CFI Depressed Zone 20 ×0.8 13.6
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Step 5 — CFI Market State classification The calibrated CFI Volatility Pulse is classified into three CFI Market States: Elevated Activity (top third), Steady Activity (middle third), and Compressed Activity (bottom third). A live label on the pane displays the current CFI Market State and exact CFI Zone Expansion in points.
Visual Layer
Each CFI Zone Level plots as a line at its current computed position. A shaded CFI Zone Expansion Band behind each line shows how far it has expanded from its static base — giving immediate visual feedback on how much the zones have moved. The bands widen in Elevated Activity conditions and narrow in Compressed Activity conditions.
Optional Overlays
CFI Momentum Smoother — Applied directly to the CFI Momentum Index values, not to price. Choose between the CFI Reactive Smoother (weights recent values more heavily — faster response) or the CFI Steady Smoother (weights all bars equally — cleaner, slower signal). When the CFI Momentum Index crosses above its CFI Momentum Smoother, momentum is accelerating. When it crosses below, momentum is fading. Default: CFI Reactive Smoother, period 9.
CFI Momentum Envelope — Computed on the CFI Momentum Index itself, not price. Measures whether momentum is statistically stretched or compressed relative to its own recent range. The CFI Envelope Upper and Lower Rails define the boundary of normal momentum behaviour. A squeeze on the CFI Momentum Envelope frequently precedes a sharp directional move. Default: 20 period, 2.0 width multiplier.
__________________________________________________________________________________CFI Alert Conditions
CFI Momentum Index entered/exited CFI Elevated Zone (above/below 80 + CFI Zone Expansion)
CFI Momentum Index entered/exited CFI Depressed Zone (below/above 20 − CFI Zone Expansion)
CFI Momentum Index crossed above/below CFI Equilibrium Line (50) — bullish/bearish bias
CFI Momentum Index entered CFI Strength Zone (above 66 + CFI Zone Expansion)
CFI Momentum Index entered CFI Weakness Zone (below 33 − CFI Zone Expansion)
CFI Market State shifted to Elevated Activity — zones expanding
CFI Market State shifted to Compressed Activity — zones compressing
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CFI Settings Reference
Setting Default Description
CFI Momentum Index — Period 14 Bars used in CFI Momentum Index calculation
CFI Momentum Index — Source Close Price input to CFI Momentum Index
Enable CFI Adaptive Zones On Toggles the CFI Adaptive Zone Engine
CFI Volatility Pulse — Period 14 Market range activity measurement period
CFI Pulse Calibration — Window 50 Window for highest/lowest CFI Volatility Pulse comparison
CFI Zone Expansion — Max Points 8.0 pts Maximum points each CFI Zone Level can expand
Show CFI Zone Expansion Bands On Shaded fill showing current expansion magnitude
Show CFI Momentum Smoother Off Toggle CFI Momentum Smoother overlay
CFI Smoother Type CFI Reactive CFI Reactive Smoother or CFI Steady Smoother
CFI Smoother — Period 9 CFI Momentum Smoother period
Show CFI Momentum Envelope Off Toggle CFI Momentum Envelope overlay
CFI Momentum Envelope — Period 20 CFI Envelope centreline period
CFI Envelope Width — Multiplier 2.0 CFI Envelope band width in standard deviations
Show CFI Market State Label On Live CFI Market State and zone expansion label on pane
_________________________________________________________________________________
What Makes This Different
Standard momentum indicators — including multi-level implementations — apply fixed reference thresholds. Whether two levels or seven, those numbers are constants. They do not respond to whether the market is trending violently or grinding sideways.
The CFI RSI Suite v2 replaces fixed zone levels with a volatility-adaptive zone engine built around the CFI Momentum Index. Every bar, each of the seven CFI Zone Levels is recalculated based on the current CFI Volatility Pulse reading. The zones are not decorative — they are computed values that reprice continuously.
_______________________________________________________________________________
The CFI Adaptive Zone Engine
The zone calculation works in five steps:
Step 1 — CFI Volatility Pulse The CFI Volatility Pulse measures current market range activity over a user-defined period (default: 14 bars), capturing how much the market is expanding or contracting bar by bar.
Step 2 — CFI Pulse Calibration The raw CFI Volatility Pulse is calibrated to a 0–1 intensity scale by comparing it to its own highest and lowest readings over a second window (default: 50 bars). An intensity of 1.0 means activity is at its highest point in that window. An intensity of 0.0 means it is at its lowest.
Step 3 — CFI Zone Expansion calculation The calibrated CFI Volatility Pulse is multiplied by a user-defined maximum expansion value (default: 8 points) to produce the current CFI Zone Expansion. At peak activity, each zone expands up to 8 points from its base level. At minimum activity, zones sit at their base levels.
Step 4 — Per-zone expansion offsets Each CFI Zone Level expands by a proportion of the full CFI Zone Expansion value, scaled to its distance from the CFI Equilibrium Line. Zones furthest from centre expand by the full coefficient. Zones closest to centre expand by a reduced coefficient. The CFI Equilibrium Line is anchored and never shifts.
CFI Zone Base Level Expansion Coefficient Elevated Activity Example (+8 pts)
_________________________________________________________________________________
CFI Elevated Zone 80 ×0.8 86.4
CFI Strength Zone 66 ×0.6 70.8
CFI Transition Upper 60 ×0.4 63.2
CFI Equilibrium Line 50 ×0.0 50.0 (anchored)
CFI Transition Lower 40 ×0.4 36.8
CFI Weakness Zone 33 ×0.6 29.2
CFI Depressed Zone 20 ×0.8 13.6
_________________________________________________________________________________
Step 5 — CFI Market State classification The calibrated CFI Volatility Pulse is classified into three CFI Market States: Elevated Activity (top third), Steady Activity (middle third), and Compressed Activity (bottom third). A live label on the pane displays the current CFI Market State and exact CFI Zone Expansion in points.
Visual Layer
Each CFI Zone Level plots as a line at its current computed position. A shaded CFI Zone Expansion Band behind each line shows how far it has expanded from its static base — giving immediate visual feedback on how much the zones have moved. The bands widen in Elevated Activity conditions and narrow in Compressed Activity conditions.
Optional Overlays
CFI Momentum Smoother — Applied directly to the CFI Momentum Index values, not to price. Choose between the CFI Reactive Smoother (weights recent values more heavily — faster response) or the CFI Steady Smoother (weights all bars equally — cleaner, slower signal). When the CFI Momentum Index crosses above its CFI Momentum Smoother, momentum is accelerating. When it crosses below, momentum is fading. Default: CFI Reactive Smoother, period 9.
CFI Momentum Envelope — Computed on the CFI Momentum Index itself, not price. Measures whether momentum is statistically stretched or compressed relative to its own recent range. The CFI Envelope Upper and Lower Rails define the boundary of normal momentum behaviour. A squeeze on the CFI Momentum Envelope frequently precedes a sharp directional move. Default: 20 period, 2.0 width multiplier.
__________________________________________________________________________________CFI Alert Conditions
CFI Momentum Index entered/exited CFI Elevated Zone (above/below 80 + CFI Zone Expansion)
CFI Momentum Index entered/exited CFI Depressed Zone (below/above 20 − CFI Zone Expansion)
CFI Momentum Index crossed above/below CFI Equilibrium Line (50) — bullish/bearish bias
CFI Momentum Index entered CFI Strength Zone (above 66 + CFI Zone Expansion)
CFI Momentum Index entered CFI Weakness Zone (below 33 − CFI Zone Expansion)
CFI Market State shifted to Elevated Activity — zones expanding
CFI Market State shifted to Compressed Activity — zones compressing
_____________________________________________________________________________
CFI Settings Reference
Setting Default Description
CFI Momentum Index — Period 14 Bars used in CFI Momentum Index calculation
CFI Momentum Index — Source Close Price input to CFI Momentum Index
Enable CFI Adaptive Zones On Toggles the CFI Adaptive Zone Engine
CFI Volatility Pulse — Period 14 Market range activity measurement period
CFI Pulse Calibration — Window 50 Window for highest/lowest CFI Volatility Pulse comparison
CFI Zone Expansion — Max Points 8.0 pts Maximum points each CFI Zone Level can expand
Show CFI Zone Expansion Bands On Shaded fill showing current expansion magnitude
Show CFI Momentum Smoother Off Toggle CFI Momentum Smoother overlay
CFI Smoother Type CFI Reactive CFI Reactive Smoother or CFI Steady Smoother
CFI Smoother — Period 9 CFI Momentum Smoother period
Show CFI Momentum Envelope Off Toggle CFI Momentum Envelope overlay
CFI Momentum Envelope — Period 20 CFI Envelope centreline period
CFI Envelope Width — Multiplier 2.0 CFI Envelope band width in standard deviations
Show CFI Market State Label On Live CFI Market State and zone expansion label on pane
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סקריפט להזמנה בלבד
רק משתמשים שאושרו על ידי היוצר יכולים לגשת לסקריפט הזה. יהיה עליך לבקש ולקבל הרשאה כדי להשתמש בו. לרוב ההרשאה ניתנת לאחר תשלום. לפרטים נוספים, עקוב אחר ההוראות של היוצר למטה או צור קשר ישירות עם CFI.
TradingView לא ממליצה לשלם עבור סקריפט או להשתמש בו אלא אם כן אתה סומך לחלוטין על המחבר שלו ומבין כיצד הוא פועל. ייתכן שתוכל גם למצוא חלופות חינמיות וקוד פתוח ב-סקריפטים הקהילתיים שלנו.
הוראות המחבר
To request access to this indicator:
1. Send a direct message
2. Include your TradingView username so that we can grant access
3. Allow up to 24 hours for your access to be granted.
Please note this indicator is meant for educational purposes only
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.
סקריפט להזמנה בלבד
רק משתמשים שאושרו על ידי היוצר יכולים לגשת לסקריפט הזה. יהיה עליך לבקש ולקבל הרשאה כדי להשתמש בו. לרוב ההרשאה ניתנת לאחר תשלום. לפרטים נוספים, עקוב אחר ההוראות של היוצר למטה או צור קשר ישירות עם CFI.
TradingView לא ממליצה לשלם עבור סקריפט או להשתמש בו אלא אם כן אתה סומך לחלוטין על המחבר שלו ומבין כיצד הוא פועל. ייתכן שתוכל גם למצוא חלופות חינמיות וקוד פתוח ב-סקריפטים הקהילתיים שלנו.
הוראות המחבר
To request access to this indicator:
1. Send a direct message
2. Include your TradingView username so that we can grant access
3. Allow up to 24 hours for your access to be granted.
Please note this indicator is meant for educational purposes only
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.