Context · 01/10Live · v1.4.2
VolatilityRegime. Trade-or-stand-down filter.
VolatilityRegime quantifies the current market state — trending, ranging, or choppy — using a composite of normalized ATR, ADX slope, and realized-variance ratio. It outputs a single-line regime score and a color-coded background tint on your chart so you can decide whether to trade the setup or stand down.
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Live demo · ES 5m · 2026-04-15Rendering
§ Who it’s for
Built for traders who need a decision, not noise.
- Day traders who need a go/no-go filter before firing
- Systematic traders pre-filtering signals by regime
- Discretionary traders avoiding chop on a single glance
§ Features
What’s in the box.
- Composite regime score (trend / range / chop)
- ADX slope + ATR normalization with adaptive lookback
- Optional background tint per regime state
- Alert on regime transition — no polling required
- Multi-timeframe mode — regime from higher TF on current chart
- Session-aware reset with holiday-aware lookbacks
§ Parameters
Every setting, documented.
ParameterTypeDefaultRangeDescription
- Periodint145–50Primary lookback for ATR and ADX calculations.
- ADX Thresholdint2215–40Above this ADX value, trend regime activates.
- Chop Thresholddouble0.380.2–0.6Realized-variance ratio below which chop regime flags.
- Show Backgroundbooltrue—Tint chart background by regime state.
- Multi-TimeframeenumOffOff · 15m · 1h · 4h · DailyCalculate regime from a higher timeframe and project down.
- Alert on Transitionbooltrue—Fire an alert when regime flips.
§ Changelog
Every change, public.
- v1.4.22026-04-12
- Fixed session-boundary reset on overnight futures sessions.
- Holiday calendar updated through 2027.
- v1.4.02026-03-01
- Added multi-timeframe mode.
- Performance: ~40% render speedup on dense charts.
- v1.3.02026-01-15
- New composite regime score.
- Background tint rewritten for replay-safe rendering.