OPEN-SOURCE SCRIPT
מעודכן (DAFE) DEVMA - Crossover (Deviation Moving Average)
(DAFE) DEVMA - Crossover (Deviation Moving Average)
Let’s keep pushing the edge. After the breakthrough of Deviation over Deviation (DoD)—which gave traders a true lens into volatility’s hidden regime shifts—many asked: “What’s next?” The answer is DEVMA: a crossover engine built not on price, but on the heartbeat of the market itself.
Why is this different?
DEVMA isn’t just a moving average crossover. It’s a regime detector that tracks the expansion and contraction of deviation—giving you a real-time readout of when the market’s energy is about to shift. This is the next step for anyone who wants to anticipate volatility, not just react to it.
What sets DEVMA apart:
Volatility-First Logic:Both fast and slow lines are moving averages of deviation, not price. You’re tracking the market’s “energy,” not just its direction. This is the quant edge that most scripts miss.
Regime-Colored Lines:
The fast and slow DEVMA lines change color in real time—green/aqua for expansion, maroon/orange for contraction—so you can see regime shifts at a glance.
Quant-Pro Visuals:
Subtle glow, clean cross markers, and a minimalist dashboard keep your focus on what matters: the regime, not the noise.
Static Regime Thresholds:
Reference lines at 1.5 and 0.5 (custom colors) give you instant context for “normal” vs. “extreme” volatility states.
No Price Chasing:
This isn’t about following price. It’s about anticipating the next volatility regime—before the crowd even knows what’s coming.
How this builds on DoD:
DoD showed you when volatility itself was about to change. DEVMA takes that insight and turns it into a crossover engine—so you can see, filter, and act on regime shifts in real time. If DoD was the radar, DEVMA is the navigation system.
Inputs/Signals—explained for clarity:
Deviation Lookback:
Controls the sensitivity of the regime detector. Shorter = more signals, longer = only the rarest events.
Fast/Slow DEVMA Lengths:
Fine-tune how quickly the regime lines react. Fast for scalping, slow for swing trading.
Source Selection:
Choose from price, volume, volatility, or VoVix. Each source gives you a different lens on market stress. VoVix is for those who want to see the “regime quake” before the aftershocks.
VoVix Parameters:
Fine-tune the volatility-of-volatility engine for your market. Lower ATR Fast = more responsive; higher ATR Slow = more selective.
Bottom line:
DEVMA is for those who want to see the market’s heartbeat, not just its shadow. Use it to filter your trades, time your entries, or simply understand the market’s true rhythm. Every input is there for a reason. Every plot is a direct readout of the quant logic. Use with discipline, and make it your own.
Disclaimer:
Trading is risky. This script is for research and informational purposes only, not financial advice. Backtest, paper trade, and know your risk before going live. Past performance is not a guarantee of future results.
*Updated the Dashboard/Metrics Display for better visibility
Use with discipline. Trade your edge.
— Dskyz, for DAFE Trading Systems
Let’s keep pushing the edge. After the breakthrough of Deviation over Deviation (DoD)—which gave traders a true lens into volatility’s hidden regime shifts—many asked: “What’s next?” The answer is DEVMA: a crossover engine built not on price, but on the heartbeat of the market itself.
Why is this different?
DEVMA isn’t just a moving average crossover. It’s a regime detector that tracks the expansion and contraction of deviation—giving you a real-time readout of when the market’s energy is about to shift. This is the next step for anyone who wants to anticipate volatility, not just react to it.
What sets DEVMA apart:
Volatility-First Logic:Both fast and slow lines are moving averages of deviation, not price. You’re tracking the market’s “energy,” not just its direction. This is the quant edge that most scripts miss.
Regime-Colored Lines:
The fast and slow DEVMA lines change color in real time—green/aqua for expansion, maroon/orange for contraction—so you can see regime shifts at a glance.
Quant-Pro Visuals:
Subtle glow, clean cross markers, and a minimalist dashboard keep your focus on what matters: the regime, not the noise.
Static Regime Thresholds:
Reference lines at 1.5 and 0.5 (custom colors) give you instant context for “normal” vs. “extreme” volatility states.
No Price Chasing:
This isn’t about following price. It’s about anticipating the next volatility regime—before the crowd even knows what’s coming.
How this builds on DoD:
DoD showed you when volatility itself was about to change. DEVMA takes that insight and turns it into a crossover engine—so you can see, filter, and act on regime shifts in real time. If DoD was the radar, DEVMA is the navigation system.
Inputs/Signals—explained for clarity:
Deviation Lookback:
Controls the sensitivity of the regime detector. Shorter = more signals, longer = only the rarest events.
Fast/Slow DEVMA Lengths:
Fine-tune how quickly the regime lines react. Fast for scalping, slow for swing trading.
Source Selection:
Choose from price, volume, volatility, or VoVix. Each source gives you a different lens on market stress. VoVix is for those who want to see the “regime quake” before the aftershocks.
VoVix Parameters:
Fine-tune the volatility-of-volatility engine for your market. Lower ATR Fast = more responsive; higher ATR Slow = more selective.
Bottom line:
DEVMA is for those who want to see the market’s heartbeat, not just its shadow. Use it to filter your trades, time your entries, or simply understand the market’s true rhythm. Every input is there for a reason. Every plot is a direct readout of the quant logic. Use with discipline, and make it your own.
Disclaimer:
Trading is risky. This script is for research and informational purposes only, not financial advice. Backtest, paper trade, and know your risk before going live. Past performance is not a guarantee of future results.
*Updated the Dashboard/Metrics Display for better visibility
Use with discipline. Trade your edge.
— Dskyz, for DAFE Trading Systems
הערות שחרור
DEVMA - Crossover (Deviation Moving Average)What makes this script original?
DEVMA applies moving average crossover logic to deviation (volatility) instead of price, allowing you to detect regime shifts in market energy. By offering multiple source options—including VoVix (volatility-of-volatility)—it provides a unique quant edge for anticipating volatility changes before they appear in price.
How does it work?
Fast/Slow DEVMA Lines: Moving averages of deviation, not price.
Regime Coloring: Fast/slow lines change color in real time—green/aqua for expansion, maroon/orange for contraction.
Cross Markers: Highlight when the fast line crosses the slow, signaling a potential regime shift.
Static Lines: Reference at 1.0 and 0.0 help you gauge normal vs. extreme volatility.
Info Label: Compact dashboard shows regime, source, and all key parameters.
How to use:
Apply to any liquid asset (e.g., ES, NQ, BTC) on your preferred timeframe.
Select your source: price, volume, volatility, or VoVix. Watch for crossovers of the fast and slow DEVMA lines—these indicate regime shifts in volatility. Use the colored lines, cross markers, and background highlights to filter trades or time entries/exits. Adjust the lookback and MA lengths to match your trading style (shorter for scalping, longer for swing trading).
Inputs:
Deviation Lookback: Number of bars for standard deviation calculation.
Fast/Slow DEVMA Lengths: Control how quickly the regime lines react.
Source: Choose from price, volume, volatility, or VoVix.
Show Info Label: Toggle for a compact dashboard.
Chart Info:
Script name: “DEVMA - Crossover (Deviation Moving Average)”
Recommended for ES, NQ, BTC, or other liquid assets.
Works on any timeframe; best results on 1m–15m for intraday, or 1h–4h for swing trading.
Note:
Cross markers and background highlights indicate regime shifts in volatility, not direct buy or sell signals. Use as informational alerts or filters within your own strategy.
Disclaimer:
This script is for research and informational purposes only, not financial advice. Trading is risky—backtest, paper trade, and know your risk before going live. Past performance is not a guarantee of future results.
Release Notes:
Updated dashboard/metrics display for better visibility.
Info label now shows regime, source, and all key parameters at a glance.
הערות שחרור
An update has been released for the DEVMA - Crossover indicator, transforming it from a straightforward volatility momentum tool into a comprehensive, pro-grade volatility intelligence system. The original's core concept—a crossover of fast and slow moving averages of standard deviation—remains as the foundational trigger, but it is now subjected to a sophisticated suite of advanced analytical engines that qualify, score, and contextualize every volatility shift.The "Intelligence Engine": A New Analytical Core
The most significant upgrade is the introduction of a multi-pillar "Intelligence Engine" that provides a deep, quantitative analysis of the volatility regime's character:
Shannon Entropy Engine: This module measures the disorder or predictability of the standard deviation itself. A low entropy reading indicates a stable, ordered volatility regime (high-quality trend), while high entropy signifies a chaotic, unpredictable state (noise).
DFA/Hurst Engine: This introduces two advanced statistical measures to analyze the "memory" of the volatility series:
- Detrended Fluctuation Analysis (DFA): Determines if the volatility is persistent (likely to continue its trend), mean-reverting (likely to reverse), or a random walk.
- Hurst Exponent: Measures the long-term memory of the volatility, indicating whether it is trending (H > 0.5) or mean-reverting (H < 0.5).
Delta Flow Engine: This module estimates the underlying buying and selling pressure during volatility shifts. It determines whether a volatility expansion is being driven by aggressive accumulation (buying) or distribution (selling), adding crucial directional context to a non-directional event.
Multi-Factor Confidence Scoring
The simple binary crossover signal of the original has been replaced with a Confidence Score. When a crossover occurs, this new engine evaluates the signal against multiple criteria from the intelligence modules:
- Confirmation from the Entropy state (is the regime ordered?).
- Confirmation from DFA/Hurst (is the volatility persistent?).
- Confirmation from the Delta Flow (does the order flow support the move?).
- The magnitude of the regime's strength.
This process generates a percentage-based confidence score, allowing traders to distinguish between low-quality, noisy crossovers and high-conviction, institutionally-backed regime shifts.
Granular Regime Classification System
The original indicator had a binary state: Expansion or Contraction. The new version introduces a much more nuanced 6-stage regime classification system:
- Compression
- Low Vol
- Normal
- Elevated
- Expansion
- Spike
This is visualized through a new Regime Gauge Histogram, providing a clear, at-a-glance understanding of where the market is within the entire volatility lifecycle.
Complete Visual and UI Overhaul
Thematic Visual Modes: The indicator now includes multiple professional visual themes ("Quantum Plasma," "Neural Storm," etc.) that control the aesthetics of the lines, fills, and glows.
Dynamic Dashboard: The simple info label has been replaced with a comprehensive, multi-section dashboard. It is fully customizable (Full, Compact, Mini) and can be displayed on the main chart or in the indicator pane. This new dashboard neatly organizes and displays the complex data from all the new intelligence engines.
Enhanced Visual Elements: New visuals like multi-layer glow effects, a gradient cloud fill between the DEVMA lines, and background highlighting for high-confidence events create a more intuitive and visually rich experience.
In essence, the DEVMA Laboratory is a profound upgrade that elevates a simple mechanical system into a sophisticated decision-support tool. It no longer just tells you that volatility is changing; it now tells you about the quality, character, persistence, and directional force behind that change.
סקריפט קוד פתוח
ברוח האמיתית של TradingView, יוצר הסקריפט הזה הפך אותו לקוד פתוח, כך שסוחרים יוכלו לעיין בו ולאמת את פעולתו. כל הכבוד למחבר! אמנם ניתן להשתמש בו בחינם, אך זכור כי פרסום חוזר של הקוד כפוף ל־כללי הבית שלנו.
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 קוד פתוח
ברוח האמיתית של TradingView, יוצר הסקריפט הזה הפך אותו לקוד פתוח, כך שסוחרים יוכלו לעיין בו ולאמת את פעולתו. כל הכבוד למחבר! אמנם ניתן להשתמש בו בחינם, אך זכור כי פרסום חוזר של הקוד כפוף ל־כללי הבית שלנו.
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.