OPEN-SOURCE SCRIPT
Volatility Reversion Scalper
Overview
A strategie don't just blindly buy dips—they hunt for high-probability exhaustion points during market panics. This script combines the legendary a synthetic volatility index with Fibonacci Bollinger Bands to pinpoint exact structural bottoms. It is designed to deploy capital only when the market is fearful and a bullish reversal is technically confirmed.
⚙️ Core Mechanics
Fibonacci Bollinger Bands: Instead of standard deviations, this script utilizes a highly reactive 0.618 Fibonacci multiplier on a 10-period SMA. It wraps tightly around the price action to detect micro-deviations and immediate oversold conditions.
CM Williams Vix Fix: Originally developed by Larry Williams, this component acts as a synthetic VIX for any asset. The strategy waits for the VIX Fix to spike into the 99th percentile, indicating extreme retail capitulation and optimal institutional buying zones.
🎯 Entry Logic (The 3-Key Lock)
A long position is strictly executed when these three conditions align on a confirmed bar:
Volatility Spike: The VIX Fix indicator flashes maximum fear.
Band Pierce: The price opens or closes below the lower Fibonacci Bollinger Band.
Bullish Rejection: The current candle closes green (close > open) following a previous red candle (close[1] < open[1]), signaling immediate buyer step-in and momentum shift.
🛡️ Risk Management & DCA (Dollar Cost Averaging)
Smart Pyramiding: To handle cascading drops and "falling knives," the script features a built-in DCA mechanism. It will only add a new leg to the position if the asset drops 10% or more below your current average entry price.
Fixed Take Profit: The exit logic is purely mechanical and emotionless. A limit order is automatically placed at exactly 5% profit above your average entry price, ensuring rapid capital turnover during high-volatility bounces.
💡 Backtesting & Usage Tips
Timeframe: This logic performs best on Daily (1D) or 4-Hour (4H) charts, where volatility spikes carry true structural weight.
Built-in Date Filter: Includes an adjustable date range (defaulted to 2020–2025) so you can easily stress-test the strategy across specific market regimes, such as the 2020 pandemic crash or the 2022 bear market.
A strategie don't just blindly buy dips—they hunt for high-probability exhaustion points during market panics. This script combines the legendary a synthetic volatility index with Fibonacci Bollinger Bands to pinpoint exact structural bottoms. It is designed to deploy capital only when the market is fearful and a bullish reversal is technically confirmed.
⚙️ Core Mechanics
Fibonacci Bollinger Bands: Instead of standard deviations, this script utilizes a highly reactive 0.618 Fibonacci multiplier on a 10-period SMA. It wraps tightly around the price action to detect micro-deviations and immediate oversold conditions.
CM Williams Vix Fix: Originally developed by Larry Williams, this component acts as a synthetic VIX for any asset. The strategy waits for the VIX Fix to spike into the 99th percentile, indicating extreme retail capitulation and optimal institutional buying zones.
🎯 Entry Logic (The 3-Key Lock)
A long position is strictly executed when these three conditions align on a confirmed bar:
Volatility Spike: The VIX Fix indicator flashes maximum fear.
Band Pierce: The price opens or closes below the lower Fibonacci Bollinger Band.
Bullish Rejection: The current candle closes green (close > open) following a previous red candle (close[1] < open[1]), signaling immediate buyer step-in and momentum shift.
🛡️ Risk Management & DCA (Dollar Cost Averaging)
Smart Pyramiding: To handle cascading drops and "falling knives," the script features a built-in DCA mechanism. It will only add a new leg to the position if the asset drops 10% or more below your current average entry price.
Fixed Take Profit: The exit logic is purely mechanical and emotionless. A limit order is automatically placed at exactly 5% profit above your average entry price, ensuring rapid capital turnover during high-volatility bounces.
💡 Backtesting & Usage Tips
Timeframe: This logic performs best on Daily (1D) or 4-Hour (4H) charts, where volatility spikes carry true structural weight.
Built-in Date Filter: Includes an adjustable date range (defaulted to 2020–2025) so you can easily stress-test the strategy across specific market regimes, such as the 2020 pandemic crash or the 2022 bear market.
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。