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Bandas y rangos que se abren y cierran según el mercado se agita o se calma. 52 scripts escritos en Deepwick Script, un subconjunto de Pine Script.
52 scripts públicos
Welles Wilder Volatility is the classic Wilder ATR divided by price — Wilder's preferred way to express volatility as a percentage. - Symmetric and bounded enough to compare across instruments. - Originally shipped with the 1978 Wilder book on commodities; predates NATR by a decade.
Relative Volatility is today's ATR divided by its own 4× longer moving average — a self-referencing 'vol vs its own baseline' oscillator. - Above 1.0 = current ATR is bigger than the longer baseline (expansion). - Below 1.0 = current ATR is smaller than the longer baseline (compression).
Bollinger Squeeze Histogram is a momentum proxy = close − SMA(close,20) with the BB-inside-KC squeeze flagged as a grey background. - Positive histogram bars = bullish momentum building. - Negative histogram bars = bearish momentum building. - Grey background = squeeze is on, prepare for release.
Volatility Stop is a self-correcting ATR trail: the stop ratchets in the direction of the trend and resets when the trend flips. - Acts as a regime marker — the line flipping below price = trend up, flipping above = trend down. - Tighter than Chandelier because it uses the ratchet rather than the raw rolling high.
Annualized Range expresses the recent high-low excursion as a percent of price and scales it to a yearly equivalent — a 'how much did it actually move' vol estimator. - Useful when close-to-close vol masks big intraday ranges (crypto / FX). - Compare to Historical Volatility to see how much of the move came from gaps vs intraday range.
Beta here is the ratio of the bar-to-bar price change covariance to the rolling price variance — a single-instrument serial sensitivity number. - Beta 1 = today's move amplified the prior bar (momentum continuation). - Beta < 1 = today's move dampened the prior bar (mean-reversion tendency). - Use alongside a market benchmark input for true market beta.
Fractal Chaos Bands mark the recent swing high/low midpoint and offset two thin ATR rails — designed for visualising the 'fair value' zone during choppy ranges. - A narrow pair of rails = tight range; price meanders between them. - A wide pair of rails = directional expansion; trail a stop on the inner side.
ATR Bands wrap a smoothed moving average with parallel ATR envelopes — a cleaner ride channel than Keltner that uses fixed ATR rather than the KC rolling formula. - Outer rails are common stop and target levels. - Slope of the mid line tells you the trend direction.
BB Squeeze plots Bollinger Bandwidth alongside a Keltner-equivalent width — when BBW falls inside the KC envelope, volatility is compressed. - Background highlights the squeeze. - Watch for the squeeze to release (BBW crossing back above the KC width) — that's the breakout.
Volatility Ratio divides a short-window ATR by a long-window ATR — a clean number for 'are we in a quiet regime or a loud one right now'. - Above 1.0 = recent ATR is bigger than the longer-term baseline (vol expansion). - Below 1.0 = compression / squeeze regime; expect a breakout soon.
Chandelier Exit plots a trailing stop anchored at the rolling high/low adjusted for ATR — originally designed to let winners run. - Long stop = rolling high minus mult × ATR; flip when price closes below the prior stop. - Combine with a trend filter (above/below a slow MA) for the classic swing entry.
Ulcer Index measures depth and duration of drawdowns from the rolling high — designed to capture how painful the ride was, not just how volatile. - Rises during prolonged declines, falls during recoveries. - Common alternative to StdDev for risk-adjusted return ratios (Ulcer Performance Index).
NATR is ATR as a percent of price — the volatility number that lets you line up a $5 stock against a $5,000 coin without one swamping the other. - Useful as a position-sizing input: 1×NATR = how much you expect price to move in one ATR period. - Compare across instruments on the same chart.
Mass Index sums the ratio of the smoothed range to its double-smoothing over a 25-bar window — designed to spot trend reversals via a range bulge. - A bulge above 27.0 warns that the range is expanding fast; look for a reversal candle. - Falling back below 26.5 after a bulge often marks the actual turn.
Yang-Zhang Volatility combines overnight close-to-open variance, open-to-close drift and intraday high-low range into a single annualised estimator. - Handles gaps cleanly — open moves don't get washed out like in HV. - Slightly noisier than GK but the most realistic single number for crypto & 24/7 markets.
Garman-Klass Volatility adds an open-to-close variance term to the Parkinson high-low estimator. - More efficient than Parkinson because it uses the open in addition to the range. - Best for liquid instruments where the open prints near the prior close.
Parkinson Volatility uses the high-low range instead of just close-to-close — typically 5–10× more efficient than HV because each bar contributes a real range number. - More stable than HV during low-print sessions. - Annualised (×√252) so it lives on the same scale as HV.
Historical Volatility annualises the rolling standard deviation of log returns — the classic vol number used by options traders and risk managers. - Read it as expected 1-year move if today's regime persists. - Useful for sizing stops and comparing implied vs realised vol.
Chaikin Volatility is the percent change of the smoothed high-low range — turns positive on a volatility expansion, negative on a contraction. - Crosses above zero = range is widening (trend regime opening). - Crosses below zero = range is narrowing (squeeze candidate).
Standard deviation of the source across the lookback — the raw dispersion that Bollinger and z-score studies are built on. - Higher value = wider distribution of recent prices (volatile regime). - Compare to its own moving average to detect volatility expansion vs contraction.
True Range is the per-bar range that accounts for the gap from the prior close — the raw input most volatility studies feed into. - TR bar range when there's a gap against the prior close. - Plot TR directly to see the day-to-day volatility burst, then smooth with ATR / Wilder for the average.
ATR smooths the True Range over len bars — the canonical volatility number used for stops, position sizing and ride-regime filters. - Rising ATR = expanding volatility (trend / news regime). - Falling ATR = contracting volatility (compression / chop).
Donchian Channel is the classic turtle-trader band: upper rail = highest high of the lookback, lower rail = lowest low. - Breakouts above/below the rails are the original trend entries. - A flat channel (rails pinned) = range regime; ride the rails back to the middle.
Keltner Channel uses an EMA of the typical price plus/minus an ATR envelope — smoother than Bollinger and a common trend filter. - Price above the upper rail = trend up; below the lower rail = trend down. - Channel width tracks ride regime; tight KC + BB squeeze = coiled spring.