OPEN-SOURCE SCRIPT
Regime Compass
Most traders take the same setup in a March 2020 crash as they would in a quiet summer drift, then wonder why results are all over the place.
Regimes change everything. A breakout that prints in low-vol trends gets chopped up in a crisis. I've learned the hard way that knowing where you stand before putting on risk matters as much as the entry signal itself.
This indicator classifies the current environment into four states: RISK-ON, NEUTRAL, RISK-OFF, CRISIS.
It blends three things:
Volatility (40% of the score). Reads VIX for equities or DVOL for crypto, falling back to a realized
vol percentile ranking when neither is on the chart. It also tracks whether vol is speeding up or
slowing down against its own longer-term average. A calm market getting choppy fast is a completely different animal to one that has been volatile for months and is starting to settle.
Trend (35%). Price against short, medium and long-term moving averages. Not calling direction, just asking whether the structure underneath is holding up or falling apart.
Momentum (25%). RSI and rate-of-change percentile over the trailing year. Captures whether we are at an extreme or not.
These blend into a single composite, lightly smoothed so the label does not flip every bar. On the chart you get a colour-coded oscillator, optional background shading so the regime state is visible at a glance, and a dashboard table breaking out each sub-score, fast realized vol, and the live VIX or DVOL read. Alerts fire on regime transitions.
It auto-detects crypto against equity and adjusts annualization accordingly. All thresholds and
lookbacks are in the settings.
I built this because regime awareness is the first filter I run on any trade. Options selling, systematic work, deciding when to lean in or step back. That question always comes first.
Regimes change everything. A breakout that prints in low-vol trends gets chopped up in a crisis. I've learned the hard way that knowing where you stand before putting on risk matters as much as the entry signal itself.
This indicator classifies the current environment into four states: RISK-ON, NEUTRAL, RISK-OFF, CRISIS.
It blends three things:
Volatility (40% of the score). Reads VIX for equities or DVOL for crypto, falling back to a realized
vol percentile ranking when neither is on the chart. It also tracks whether vol is speeding up or
slowing down against its own longer-term average. A calm market getting choppy fast is a completely different animal to one that has been volatile for months and is starting to settle.
Trend (35%). Price against short, medium and long-term moving averages. Not calling direction, just asking whether the structure underneath is holding up or falling apart.
Momentum (25%). RSI and rate-of-change percentile over the trailing year. Captures whether we are at an extreme or not.
These blend into a single composite, lightly smoothed so the label does not flip every bar. On the chart you get a colour-coded oscillator, optional background shading so the regime state is visible at a glance, and a dashboard table breaking out each sub-score, fast realized vol, and the live VIX or DVOL read. Alerts fire on regime transitions.
It auto-detects crypto against equity and adjusts annualization accordingly. All thresholds and
lookbacks are in the settings.
I built this because regime awareness is the first filter I run on any trade. Options selling, systematic work, deciding when to lean in or step back. That question always comes first.
Skrypt open-source
W zgodzie z duchem TradingView twórca tego skryptu udostępnił go jako open-source, aby użytkownicy mogli przejrzeć i zweryfikować jego działanie. Ukłony dla autora. Korzystanie jest bezpłatne, jednak ponowna publikacja kodu podlega naszym Zasadom serwisu.
Public, timestamped track record. Free month of the desk: ivanlabrie.netlify.app
Wyłączenie odpowiedzialności
Informacje i publikacje nie stanowią i nie powinny być traktowane jako porady finansowe, inwestycyjne, tradingowe ani jakiekolwiek inne rekomendacje dostarczane lub zatwierdzone przez TradingView. Więcej informacji znajduje się w Warunkach użytkowania.
Skrypt open-source
W zgodzie z duchem TradingView twórca tego skryptu udostępnił go jako open-source, aby użytkownicy mogli przejrzeć i zweryfikować jego działanie. Ukłony dla autora. Korzystanie jest bezpłatne, jednak ponowna publikacja kodu podlega naszym Zasadom serwisu.
Public, timestamped track record. Free month of the desk: ivanlabrie.netlify.app
Wyłączenie odpowiedzialności
Informacje i publikacje nie stanowią i nie powinny być traktowane jako porady finansowe, inwestycyjne, tradingowe ani jakiekolwiek inne rekomendacje dostarczane lub zatwierdzone przez TradingView. Więcej informacji znajduje się w Warunkach użytkowania.