Introducing Statistical Volatility 2.0 👀
Statistical Volatility 2.0 brings powerful new tools to StatMap, making market analysis sharper and more actionable. The new Volatility Filter lets you instantly highlight calm, trending, or highly active market phases for better trade timing. The update also introduces Statistical Displacements—identifying explosive price moves tied to institutional activity and helping you spot true market momentum, not just noise. Plus, customizable settings give you precise control to match your trading style.
Tracking Market Volatility Made Easy
So far, StatMap's Statistical Volatility tool has helped traders monitor market moves by visualizing and tracking volatile times
New Filtering Features
What Is the Volatility Filter?
The Volatility Filter segments market activity based on how dynamic price movements are. It helps traders distinguish between low-activity consolidation and high-energy breakouts or trend phases. Filter Settings Explained:
Low (Default): Displays all ranges, offering a complete view of price action.
Medium**: Filters out calmer zones, showing only ranges more volatile than 33% of the min-max volatility window.
High: Focuses exclusively on the most active market segments—zones with volatility greater than 66% of the historical range.
When to Use It:
Use “Medium” or “High” when you’re preparing for breakout trades or seeking active setups. “Low” works best for broader trend analysis or identifying buildup zones before potential moves.
Real Example:
Imagine you’re scanning for intraday plays. Switch to “High” volatility to instantly highlight only the hottest parts of the day—perfect for breakout or momentum strategies.
Introducing Statistical Displacements
Until now, Statistical Mapping was fully based on historical price action. With this new update, StatMap introduces Statistical Displacements– helping you follow big moves and institutional footprints in real time.
What Is Displacement?
Displacement signals sudden price bursts—when a candle becomes disproportionately large compared to historical averages. These bursts often hint at large orders or algorithmic action, possibly driven by institutional players.
Displacement Filter Levels:
Low (200%): Highlights any candle that’s 2x larger than its historical average.
Medium (300%)
High (400%)
Extreme (500%): Reserved for major imbalances—prime areas to suspect smart money involvement.
How It Works:
Stat-Map tracks candle sizes by timeframe. When a candle exceeds your chosen displacement threshold, it’s color-coded differently—instantly catching your eye.
Not all imbalances are equal! 👁️
Filter Fair Value Gaps by statistical displacement to spotlight only those backed by significant price action – see the difference between noise and true institutional moves.
Changelog
Statistical Mapping
v1
v1.0
2024/02/12
OHLC Statistical Mapping Pro+ initial release.
Introduced core indicator for historical candle data analysis using ICT (Inner Circle Trader) principles, manipulation, distribution, and time pivots.
Enabled visualization of average ranges and real-time candlestick statistics for advanced market structure analysis.
New tool for visualizing average ranges and real-time candlestick stats
v1.1
2024/02/19
Table style adapts to dark backgrounds.
Added line width adjustments and ability to extend lines to timeframe close.
Fixed Midnight Open bug causing system errors.
Default base transparency set to 0 for better visibility
v1.2
2024/05/22
Session Statistical Mapping Pro+ initial release.
Same concept as OHLC StatMap, but for custom sessions.
Real-time updates with each session for dynamic plotting.
v1.2.1
2024/06/20
Minor bug fixes and dark theme support.
v1.3
2024/06/29
Added Macro Statistical Mapping and Silver Bullet Statistical Mapping.
Custom time zone support.
v1.4
2024/07/19
Alerts added for statistical levels and events (OHLC) and session events (Session).
Improved monthly levels calculations (OHLC).
v2
v2.0 OHLC StatMap
2024/09/04
Extended historical lookback to up to 50 years for robust statistical calculations.
Ensured consistent price levels across timeframes.
Enhanced chart options and customization.
Clear labeling for midnight projections (OHLC).
Faster loading times and handling of bank holiday projections (OHLC).
v2.1 OHLC/Session
2024/10/15
Increased flexibility for traders across all asset classes.
Table color fixes, different label positions (OHLC).
Custom timezone support (OHLC).
New calculation methods: mean/median, points/percent.
Timezone label fixes for custom timezones (Session).
v2.2 OHLC/Session
2024/10/15
Stat Map Liquidity added to both indicators:
Liquidity detection and raid visualizations.
Custom liquidity pools.
Opportunity range detection for liquidity.
Liquidity filtering before current Stat Map.
v3
v3.0 OHLC/Session
2025/02/12
Consistent Midnight Open levels across timeframes.
Mean and median range option to plot both simultaneously, creating visual reversal zones.
Historical data on current contracts (quarterly contracts support for continuous futures).
Full integration with continuous futures data for accurate historical levels.
v3.1 OHLC
2025/06/17
Added MTF Daily Midnight Open for EST Timezone Support.
Memory limit handling improvements.[1]
Statistical Volatility
v1
v1.0
2024/10/04
Statistical Volatility Pro+ initial release.
Tracks historical range volatility of each candle for a given timeframe, focusing on time-based volatility.
Offers both heatmap and barchart visualization modes.
Especially useful for identifying periods of expansion/consolidation and for asset-specific volatility analysis (e.g., Forex during major bank hours).
v2
v2.0
2024/06/06
Volatility filter segments (Low, Medium >33%, High >66%) for better consolidation/breakout differentiation.
Statistical displacement tracking: flags moves at 200%, 300%, 400%, 500% of average for institutional momentum.
Displacement strength filtering for fine-tuning analysis.
Fair Value Gap (FVG) integration to filter FVGs by statistical displacement.
Enhanced table, graph pane, and alerting capabilities.
Customizable settings for strategy tailoring.
v2.1
2024/06/22
Fixed sub 3-minute runtime errors.
Added option to disable volatility-based bar coloring.
Split displacement coloring into Candle and Extension sections.
Speed improvements and bank holiday edge case fixes.