Statistical Volatility™
Statistical Volatility tracks unusual moves and displacement events. It highlights where volatility deviates from historical norms, so you can spot breakouts, exhaustion, or mitigation zones in real time.
Statistical Displacements
InteractiveType
What range is measured. Switch to see the difference.
Sample data for demonstration; live calculations run in TradingView.
Volatility Filter
Threshold for displacement detection.
- Low (200%): 2x typical range (Sensitive)
- Medium (300%): 3x typical range (Balanced)
- High (400%): 4x typical range (Significant)
Advanced Configuration
Visual Style
Gradients & Colors
Dynamic coloring based on volatility intensity.
Position Modes
Data Table
Real-time overlay of recent displacement events.
- Displays last 3 displacement ratios
- Shows timestamps (HH:mm)
- Configurable position & size
Graph Pane
The indicator pane below the chart displays volatility patterns.
Heatmap
Colored cells showing relative volatility cycles. Darker/redder cells = higher intensity vs. history.
Histogram
Bars with precise values and reference lines at 0.33 / 0.66 for context.
The Graph Pane shows if the market is in volatility expansion or contraction so you can align your plan with the regime.
Displacement Lifecycle
Once detected, StatVol tracks each displacement until it resolves.
- Creation: Box drawn immediately when the threshold is crossed.
- 50% Fill: Tracks when price retraces to equilibrium.
- 100% Fill: Marks the displacement as mitigated when fully filled.
Advanced Alerts
Configure separate alerts for each stage of the volatility event.
How to Use Statistical Volatility
Filter Noise
Set the filter to Medium (300%) to ignore standard action and flag meaningful institutional moves.
Analyze Context
Use the Graph Pane to spot expansion vs. contraction cycles.
Trade Mitigation
Watch for retrace to 50% or 100% fill as potential entry/exit zones.
Pro Tip: Force Chart Displacements
Enable "Force Chart Displacements" when viewing higher-timeframe displacements on a lower-timeframe chart. Candle colors follow the current chart, so you keep HTF context without losing LTF clarity.