kvak wrote: Mon Feb 28, 2022 6:45 am Hello, have this....It is close...

Good evening Kvak, how are you? Is there a possibility of doing an avgs ATR + MA MTF, including the RMAs?

I believe I can use this to see the increase in volatility over the days. and adding an average to the indicators always helps too.

finally, if you could include the STC rms, I noticed that there are ER RMA and FEMA ER RMA, I would be very grateful.

Thank you very much again

kvak wrote: Mon Feb 28, 2022 6:45 am Hello, have this....It is close...

Good afternoon Kvak, how are you?

Thank you very much for the EEOT with the new RMAs, it was really cool!

Could you take a look at this post with the ATR Smooth suggestion, please? post1295557383.html#p1295557383

There's no rush at all, of course.

but I think it will be a good indicator of volatility for the forum.

Thank you very much again

RodrigoRT7 wrote: Wed Jan 08, 2025 3:35 pm Good evening Kvak, how are you? Is there a possibility of doing an avgs ATR + MA MTF, including the RMAs?

I believe I can use this to see the increase in volatility over the days. and adding an average to the indicators always helps too.

finally, if you could include the STC rms, I noticed that there are ER RMA and FEMA ER RMA, I would be very grateful.

Thank you very much again

Hello, I am updated code, try it....

kvak wrote: Mon Jan 20, 2025 7:15 am Hello, I am updated code, try it....

Good evening Kvak, how are you?

It is almost perfect, it already has the functions that I will test here by multiplying the ATR of the previous day's closing by 0.50 -0.70 to see the results on the chart in each of the available ATR.

Could you just include the EMA ER and FEMA ER that are in STC eAverages please?

But I thank you, he is already excellent. That's exactly what I imagined.

RodrigoRT7 wrote: Mon Jan 20, 2025 9:23 am Good evening Kvak, how are you?

It is almost perfect, it already has the functions that I will test here by multiplying the ATR of the previous day's closing by 0.50 -0.70 to see the results on the chart in each of the available ATR.

Could you just include the EMA ER and FEMA ER that are in STC eAverages please?

But I thank you, he is already excellent. That's exactly what I imagined.

Hello. I see this two averages in list....can you check it?

kvak wrote: Tue Jan 21, 2025 10:13 am Hello. I see this two averages in list....can you check it?

Hi Kvak, I didn't explain it correctly. I was referring to the Reg MA Effciency Ratio Reg FEMA Efficiency Ratio averages.

In fact, I have the impression that I saw an Efficiency Ratio Reg MA ATR made by Loxx on Tradingview.

He was my inspiration for the idea for this one.

Once again, I thank you so much!!!

EDIT: my idea come from this indicator: // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © loxx

//@version=5
indicator("ER-Adaptive ATR [Loxx]",
shorttitle="ERAATR [Loxx]",
overlay = false,
timeframe="",
timeframe_gaps = true)

greencolor = #2DD204

src = input.source(hl2, "Source")
period = input.int(14, "ATR Period")

mper = (period > 1) ? period : 1
mfast = math.max(mper / 2.0, 1)
mslow = mper * 5
mperDiff = mslow - mfast

noise = 0., aatr = 0.

diff = math.abs(src - nz(src[1]))
signal = math.abs(src - nz(src[mper]))
noise := nz(noise[1]) + diff - nz(diff[mper])
avgper = (noise != 0) ? (signal / noise) * mperDiff + mfast : mper
aatr := nz(aatr[1]) + (2.0 / (1.0 + avgper)) * ((high - low) - nz(aatr[1]))

ratr = ta.atr(period)
plot(aatr, "ER-Adaptive ATR", color = greencolor, linewidth = 2)
plot(ratr, "Regular ATR", color = color.white, linewidth = 1)


RodrigoRT7 wrote: Tue Jan 21, 2025 11:50 am Hi Kvak, I didn't explain it correctly. I was referring to the Reg MA Effciency Ratio Reg FEMA Efficiency Ratio averages.

In fact, I have the impression that I saw an Efficiency Ratio Reg MA ATR made by Loxx on Tradingview.

He was my inspiration for the idea for this one.

Once again, I thank you so much!!!

EDIT: my idea come from this indicator:

Code: Select all

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © loxx

//@version=5
indicator("ER-Adaptive ATR [Loxx]", 
     shorttitle="ERAATR [Loxx]", 
     overlay = false, 
     timeframe="", 
     timeframe_gaps = true)

greencolor = #2DD204

src = input.source(hl2, "Source")
period = input.int(14, "ATR Period")

mper = (period > 1) ? period : 1
mfast = math.max(mper / 2.0, 1)
mslow = mper * 5
mperDiff = mslow - mfast
        
noise = 0., aatr = 0.

diff = math.abs(src - nz(src[1]))
signal = math.abs(src - nz(src[mper]))
noise := nz(noise[1]) + diff - nz(diff[mper])
avgper = (noise != 0) ? (signal / noise) * mperDiff + mfast : mper
aatr := nz(aatr[1]) + (2.0 / (1.0 + avgper)) * ((high - low) - nz(aatr[1]))  

ratr = ta.atr(period)
plot(aatr, "ER-Adaptive ATR", color = greencolor, linewidth = 2)
plot(ratr, "Regular ATR", color = color.white, linewidth = 1)

Yep, my fault, sorry. Test this version.

mrtools wrote: Fri Dec 13, 2024 1:02 am Hello, added alerts and arrows.

Hi MRTools.
I hope you are well. Would I have this indicator? When colorDifference appears, I get an alert, a push notification, and an arrow on the chart. I tried it, but I haven't had any luck with an alert. appreciate.

asgariHoo wrote: Wed May 28, 2025 3:08 pm Hi MRTools.
I hope you are well. Would I have this indicator? When colorDifference appears, I get an alert, a push notification, and an arrow on the chart. I tried it, but I haven't had any luck with an alert. appreciate.

Hello, that indicator uses Tma centered which recalculates(repaints) and alerts and arrows would not be accurate.

VEI - Volatility Expansion Index

Coder: Prabuddha-Peramuna
Date: Dec. 2025
Links: |TradingView|Reddit|

Most traders think a market is “stable” when price looks smooth. In reality, stability has nothing to do with how price looks it’s a volatility pattern, not a price pattern.
Here’s the simple mechanism my algos use to detect when the market is shifting from stable → unstable long before most traders notice.

The Core Idea: Compare Fast Volatility vs. Slow Volatility

I calculate two ATRs:

• ATR(short) → fast volatility (current reactions)

• ATR(long) → baseline volatility (normal behavior)

Then I compare them:
VEI = ATR(short) / ATR****(long)

Volatility Expansion Index
It’s shockingly simple but it reveals the hidden character of the market.

How to Read VEI (The Three Volatility States)
Most indicators try to predict direction. VEI does something more important:
It tells you whether the environment is favorable for your strategy.
Here’s how it behaves:
VEI < 1.0 → Stable / Normal

• Structure clean

• Pullbacks respected

• Trend setups behave well

This is where most systematic strategies perform best.

VEI > 1.2 → Volatility Expansion (Unstable)
Short-term volatility is 20% higher than the market’s normal baseline.
This is where you see:

• Trends becoming noisy

• Fakeouts and broken structure

• Stops getting hit more often

• Random wicks and slippage

• Breakouts failing

This is the zone where undisciplined traders lose money fast.
When VEI pushes above 1.2, my systems automatically:

• Reduce position size

• Tighten or skip entries

• Avoid trend continuations

Volatility shifts before direction shifts and VEI catches it early.

VEI < 1.0 and Decreasing → Controlled & Structured

This is the most cooperative market condition:

• Volatility contracting

• Trends orderly

• Pullbacks symmetric

• Easier trade management

If you’re a trend or pullback trader, this regime is gold.

What VEI Is (and Isn’t)
VEI IS

• A market stability filter

• A classifier for stable vs unstable regimes

• A risk-management tool

• A way to know when conditions are favorable for your strategy

VEI IS NOT

• A buy/sell signal

• A directional tool

• A predictor

VEI doesn’t tell you where to enter. It tells you whether entering makes sense in the first place.

Best Settings for VEI

After testing across Forex, Crypto, Indices, and Futures, these are the most reliable universal settings:

• ATR Short = 10 (captures current behavior)

• ATR Long = 50 (captures market’s baseline state)

This contrast gives you a clean view of volatility regime shifts without overreacting to noise.

How You Can Use VEI (No Algo Required)

• Add ATR(10) and ATR(50) to your chart

• Create the ratio: VEI = ATR(short) ÷ ATR(long)

• Apply this simple rule:

VEI > 1.2 → trade smaller or skip setups
VEI < 1.0 → stable environment, trend setups cleaner

This one filter alone can remove a shocking number of unnecessary losses.