indicator · own pane · open source

Volatility Ratio

Deepwick · @deepwickv1Updated 2 Oct 2026▲ 0 users
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About

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.

Source code

//@version=5
indicator("Volatility Ratio", overlay=false)
shortLen = input.int(5, "Short ATR length", minval=1, maxval=100)
longLen = input.int(20, "Long ATR length", minval=2, maxval=200)
vr = ta.atr(shortLen) / ta.atr(longLen)
hline(1, "Parity", color=color.gray)
p_VR = plot(vr, "VR", color=color.purple, linewidth=2)

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