OPEN-SOURCE SCRIPT
Обновлено (FVC) Fractal Volatility Compression (DAFE)
(FVC) Fractal Volatility Compression
See the Market’s Volatility DNA.
The Fractal Volatility Compression (FVC) is a next-generation tool for traders who want to see volatility compression and expansion across multiple timeframes and volatility engines—not just price, but the very structure of volatility itself.
What Makes FVC Unique?
Dual-Engine Volatility:
Plots both classic price-based (Stdev) and meta-volatility (VoVix) compression/expansion, so you can see when the market is “coiling” or “exploding” on multiple levels.
Fractal, Multi-Timeframe Analysis:
Measures volatility on short, medium, and long timeframes, then normalizes each as a Z-score. The result: a true “coiled spring” detector that works on any asset, any timeframe.
Threshold Lines You Control:
Yellow center line: Your neutral baseline.
Green compression line: When crossed, the market is “spring-loading.”
Red expansion line: When crossed, volatility is breaking out.
All lines are solid, clean, and end before the dashboard for a professional look.
Agreement Fill: When both engines agree (both above or both below the center line), a bright fill highlights the zone—red for expansion, green for compression.
Signature Dashboard & Info Line:
Dashboard (right-middle) shows all Z-scores and FVC values, color-coded for instant clarity.
Compact info label for mobile or minimalist users.
Inputs & Customization
Thresholds: Set the yellow, green, and red lines to match your asset, timeframe, and risk tolerance.
Timeframes & Lengths: Tune the short, medium, and long volatility windows for your style.
Toggle Lines: Show/hide Stdev or VoVix FVC lines independently.
Dashboard & Info Line: Toggle for your workflow and screen size.
How to Use
Compression (below green):Market is “coiling” across timeframes—watch for explosive moves.
Expansion (above red): Volatility is breaking out—expect regime shifts or trend acceleration.
Agreement Fill: When both lines agree, the signal is strongest.
Not a Buy/Sell Signal: These are regime and structure signals—combine with your own
strategy and risk management.
Why should you use FVC?
See what others can’t:
Most tools show only one dimension of volatility. FVC reveals the fractal DNA of market compression and expansion. Works on any asset, any timeframe. Professional, clean, and fully customizable.
Fractal Volatility Compression (FVC):
Because the next big move is born in the market’s hidden compression.
For educational purposes only. Not financial advice. Always use proper risk management
Use with discipline. Trade your edge.
— Dskyz, for DAFE Trading Systems
See the Market’s Volatility DNA.
The Fractal Volatility Compression (FVC) is a next-generation tool for traders who want to see volatility compression and expansion across multiple timeframes and volatility engines—not just price, but the very structure of volatility itself.
What Makes FVC Unique?
Dual-Engine Volatility:
Plots both classic price-based (Stdev) and meta-volatility (VoVix) compression/expansion, so you can see when the market is “coiling” or “exploding” on multiple levels.
Fractal, Multi-Timeframe Analysis:
Measures volatility on short, medium, and long timeframes, then normalizes each as a Z-score. The result: a true “coiled spring” detector that works on any asset, any timeframe.
Threshold Lines You Control:
Yellow center line: Your neutral baseline.
Green compression line: When crossed, the market is “spring-loading.”
Red expansion line: When crossed, volatility is breaking out.
All lines are solid, clean, and end before the dashboard for a professional look.
Agreement Fill: When both engines agree (both above or both below the center line), a bright fill highlights the zone—red for expansion, green for compression.
Signature Dashboard & Info Line:
Dashboard (right-middle) shows all Z-scores and FVC values, color-coded for instant clarity.
Compact info label for mobile or minimalist users.
Inputs & Customization
Thresholds: Set the yellow, green, and red lines to match your asset, timeframe, and risk tolerance.
Timeframes & Lengths: Tune the short, medium, and long volatility windows for your style.
Toggle Lines: Show/hide Stdev or VoVix FVC lines independently.
Dashboard & Info Line: Toggle for your workflow and screen size.
How to Use
Compression (below green):Market is “coiling” across timeframes—watch for explosive moves.
Expansion (above red): Volatility is breaking out—expect regime shifts or trend acceleration.
Agreement Fill: When both lines agree, the signal is strongest.
Not a Buy/Sell Signal: These are regime and structure signals—combine with your own
strategy and risk management.
Why should you use FVC?
See what others can’t:
Most tools show only one dimension of volatility. FVC reveals the fractal DNA of market compression and expansion. Works on any asset, any timeframe. Professional, clean, and fully customizable.
Fractal Volatility Compression (FVC):
Because the next big move is born in the market’s hidden compression.
For educational purposes only. Not financial advice. Always use proper risk management
Use with discipline. Trade your edge.
— Dskyz, for DAFE Trading Systems
Информация о релизе
Update: I removed the short, medium, and long metrics from the dashboard for both VoVix and Stdev, as it felt like a information overload. The update make is much cleaner. - I made the VoVix and Stdev line thicker for better visibility.
- I also added the "Composite Z:" score, which is an average of VoVix and Stdev
Информация о релизе
Fractal Volatility Compression (FVC) What makes this script original?
FVC is original because it fuses both price-based (Stdev) and meta-volatility (VoVix) compression/expansion, and does so fractally across multiple timeframes. By normalizing each as a Z-score and combining them, FVC reveals hidden volatility compression and expansion regimes that single-source or single-timeframe tools cannot detect. The agreement fill highlights when both engines signal the same regime, providing a unique, high-confidence alert.
How does it work?
Dual-Engine Volatility: Plots both Stdev and VoVix FVC lines, each showing the Z-score of volatility compression/expansion averaged across short, medium, and long timeframes.
Threshold Lines: Yellow center line is neutral; green line marks compression; red line marks expansion.
Agreement Fill: When both FVC lines agree (both above or both below the center line), a bright fill highlights the zone—red for expansion, green for compression.
Dashboard & Info Label: The dashboard shows current FVC values and the composite Z-score. The info label provides a quick summary for mobile users.
How to use:
- Apply to any asset and timeframe.
- Watch for FVC lines crossing below the green threshold (compression) or above the red threshold (expansion).
- Look for agreement fill (red or green) for the strongest signals.
Use the dashboard or info label to monitor current FVC values and the composite Z-score.
Combine with your own price action or strategy for confirmation.
Inputs:
Yellow Center Line: Neutral baseline for FVC.
Green Compression Threshold: Level below which the market is compressing.
Red Expansion Threshold: Level above which the market is expanding.
Short/Medium/Long TF Lengths: Lookbacks for volatility on each timeframe.
Z-Score Lookback: Window for Z-score normalization.
Short/Medium/Long Timeframes: Timeframes for fractal analysis.
Show Stdev/VoVix FVC Line: Toggle each FVC line on/off.
Show Dashboard: Toggle the dashboard panel on/off.
Show Compact Info Label: Toggle the info label for mobile/minimalist use.
Chart Info:
Script name: “Fractal Volatility Compression (FVC)”
Recommended for use on any asset or timeframe.
Note:
FVC color changes, fills, and dashboard readings indicate volatility compression or expansion, 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:
- Dashboard now shows only the main FVC values and composite Z-score for clarity.
- Thicker FVC lines for better visibility.
- Composite Z-score added for a combined view of Stdev and VoVix FVC.
Информация о релизе
Cleaned up issues that were causing repainting.vovix_short = request.security(syminfo.tickerid, tfShort, get_vovix(5, 34, 21))
Changed to:
vovix_short = request.security(syminfo.tickerid, tfShort, get_vovix(5, 34, 21), lookahead = barmerge.lookahead_off)
Информация о релизе
An update has been released for the Fractal Volatility Compression (FVC) indicator, marking a profound architectural evolution from a dual-engine volatility tool into a multi-layered, artificially intelligent coherence engine. This new version expands the analysis from two volatility measures across three timeframes to four measures across three timeframes (a 12-dimensional observation) and integrates multiple "brains" to interpret the data, provide structural context, and learn from its own performance.Expanded Fractal Engine & Coherence Scoring:
12-Dimensional Volatility Matrix: The original system analyzed StDev and VoVix. The new engine expands this to a full matrix of four distinct volatility measures (StDev, ATR, Range, and VoVix), each calculated across three separate timeframes. This creates a 12-dimensional, real-time snapshot of the market's volatility structure.
Fractal Coherence Score: The core of the new indicator is its ability to quantify the agreement between all 12 of these inputs. It generates a "Fractal Coherence" score that measures the degree to which all layers of the market's fractal volatility are aligned in either compression or expansion. High coherence during deep compression is a powerful signal of imminent, explosive energy release.
Integration of Multiple AI & Intelligence Layers:
This update represents a major leap in sophistication by integrating several advanced analytical "brains" that work in concert:
Rolling Confidence Matrix (RCM) Brain: The indicator now incorporates the RCM, a structural analysis engine that provides high-level regime awareness (e.g., Bull/Bear Control, Transition) and issues directional permissions. This allows the FVC to gate its signals, preventing, for example, a bullish expansion signal from firing in a confirmed bear control regime. It also injects its volatility findings back into the RCM as "evidence," creating a symbiotic analytical loop.
Delta Physics (WPK) Engine: To add directional conviction to the non-directional act of volatility expansion, the indicator integrates a WPK (Wick Pressure Kernel)-style delta physics engine. This estimates the net buying or selling pressure, allowing the system to confirm whether a volatility expansion has genuine directional force behind it.
Thompson Sampling (Adaptive Learning): In a groundbreaking addition, the indicator now includes a Thompson Sampling algorithm—a form of reinforcement learning. This "brain" continuously learns which of the four volatility measures is producing the most reliable compression-to-expansion signals in the current market environment, adaptively giving more weight to what's working now.
Redefined Signal Generation:
Compression-to-Expansion Transition Detection: The signal logic has been completely re-engineered. Instead of simply alerting when a threshold is crossed, the primary signal is now the transition from a state of high-coherence compression to expansion. The quality of this signal is then tiered based on the degree of fractal coherence, confirmation from the RCM, and delta physics.
Revolutionary Visual Framework & UI:
Fractal Radar & Terrain: The indicator pane has been redesigned as a "Fractal Radar." Agreement Bands dynamically expand and contract to visualize the degree of cross-timeframe conflict or coherence. Below this, a Compression Terrain histogram visualizes the depth of composite compression.
Advanced Theming & Professional Dashboard: A new, highly advanced theming engine provides a range of distinct visual palettes. The dashboard has been rebuilt from scratch to be a comprehensive control panel for the entire FVC engine, displaying the state of all 12 volatility measures, the coherence scores, the status of the RCM and Thompson Sampling brains, and the final signal output.
In summary, the Fractal Volatility Compression indicator has evolved from a multi-timeframe analysis tool into a fully-fledged, multi-brain intelligence system. It no longer just observes volatility; it now understands its structure, learns from its patterns, and makes decisions based on a confluence of fractal coherence, structural regime, and real-time order flow physics. This is the most complex and ambitious update in the series.
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В истинном духе TradingView, создатель этого скрипта сделал его открытым исходным кодом, чтобы трейдеры могли проверить и убедиться в его функциональности. Браво автору! Вы можете использовать его бесплатно, но помните, что перепубликация кода подчиняется нашим Правилам поведения.
Отказ от ответственности
Информация и публикации не предназначены для предоставления и не являются финансовыми, инвестиционными, торговыми или другими видами советов или рекомендаций, предоставленных или одобренных TradingView. Подробнее читайте в Условиях использования.
Скрипт с открытым кодом
В истинном духе TradingView, создатель этого скрипта сделал его открытым исходным кодом, чтобы трейдеры могли проверить и убедиться в его функциональности. Браво автору! Вы можете использовать его бесплатно, но помните, что перепубликация кода подчиняется нашим Правилам поведения.
Отказ от ответственности
Информация и публикации не предназначены для предоставления и не являются финансовыми, инвестиционными, торговыми или другими видами советов или рекомендаций, предоставленных или одобренных TradingView. Подробнее читайте в Условиях использования.