(FVC) Fractal Volatility Compression (DAFE)

17 May

(FVC) Fractal Volatility Compression

See the Market’s Volatility DNA.

The Fractal Volatility Compression (FVC) is a next-generation tool for traders who want to see volatility compression and expansion across multiple timeframes and volatility engines—not just price, but the very structure of volatility itself.

What Makes FVC Unique?

Dual-Engine Volatility:
Plots both classic price-based (Stdev) and meta-volatility (VoVix) compression/expansion, so you can see when the market is “coiling” or “exploding” on multiple levels.

Fractal, Multi-Timeframe Analysis:
Measures volatility on short, medium, and long timeframes, then normalizes each as a Z-score. The result: a true “coiled spring” detector that works on any asset, any timeframe.

Threshold Lines You Control:

Yellow center line: Your neutral baseline.
Green compression line: When crossed, the market is “spring-loading.”
Red expansion line: When crossed, volatility is breaking out.
All lines are solid, clean, and end before the dashboard for a professional look.
Agreement Fill: When both engines agree (both above or both below the center line), a bright fill highlights the zone—red for expansion, green for compression.

Signature Dashboard & Info Line:

Dashboard (right-middle) shows all Z-scores and FVC values, color-coded for instant clarity.
Compact info label for mobile or minimalist users.

Inputs & Customization
Thresholds: Set the yellow, green, and red lines to match your asset, timeframe, and risk tolerance.
Timeframes & Lengths: Tune the short, medium, and long volatility windows for your style.
Toggle Lines: Show/hide Stdev or VoVix FVC lines independently.
Dashboard & Info Line: Toggle for your workflow and screen size.

How to Use
Compression (below green):Market is “coiling” across timeframes—watch for explosive moves.
Expansion (above red): Volatility is breaking out—expect regime shifts or trend acceleration.
Agreement Fill: When both lines agree, the signal is strongest.
Not a Buy/Sell Signal: These are regime and structure signals—combine with your own
strategy and risk management.

Why should you use FVC?

See what others can’t:
Most tools show only one dimension of volatility. FVC reveals the fractal DNA of market compression and expansion. Works on any asset, any timeframe. Professional, clean, and fully customizable.

Fractal Volatility Compression (FVC):
Because the next big move is born in the market’s hidden compression.

For educational purposes only. Not financial advice. Always use proper risk management

Use with discipline. Trade your edge.
— Dskyz, for DAFE Trading Systems

17 May

Sürüm Notları

Update: I removed the short, medium, and long metrics from the dashboard for both VoVix and Stdev, as it felt like a information overload. The update make is much cleaner.
- I made the VoVix and Stdev line thicker for better visibility.
- I also added the "Composite Z:" score, which is an average of VoVix and Stdev

19 May

Sürüm Notları

Fractal Volatility Compression (FVC)

What makes this script original?

FVC is original because it fuses both price-based (Stdev) and meta-volatility (VoVix) compression/expansion, and does so fractally across multiple timeframes. By normalizing each as a Z-score and combining them, FVC reveals hidden volatility compression and expansion regimes that single-source or single-timeframe tools cannot detect. The agreement fill highlights when both engines signal the same regime, providing a unique, high-confidence alert.

How does it work?

Dual-Engine Volatility: Plots both Stdev and VoVix FVC lines, each showing the Z-score of volatility compression/expansion averaged across short, medium, and long timeframes.
Threshold Lines: Yellow center line is neutral; green line marks compression; red line marks expansion.
Agreement Fill: When both FVC lines agree (both above or both below the center line), a bright fill highlights the zone—red for expansion, green for compression.
Dashboard & Info Label: The dashboard shows current FVC values and the composite Z-score. The info label provides a quick summary for mobile users.

How to use:
- Apply to any asset and timeframe.
- Watch for FVC lines crossing below the green threshold (compression) or above the red threshold (expansion).
- Look for agreement fill (red or green) for the strongest signals.
Use the dashboard or info label to monitor current FVC values and the composite Z-score.
Combine with your own price action or strategy for confirmation.

Inputs:
Yellow Center Line: Neutral baseline for FVC.
Green Compression Threshold: Level below which the market is compressing.
Red Expansion Threshold: Level above which the market is expanding.
Short/Medium/Long TF Lengths: Lookbacks for volatility on each timeframe.
Z-Score Lookback: Window for Z-score normalization.
Short/Medium/Long Timeframes: Timeframes for fractal analysis.
Show Stdev/VoVix FVC Line: Toggle each FVC line on/off.
Show Dashboard: Toggle the dashboard panel on/off.
Show Compact Info Label: Toggle the info label for mobile/minimalist use.

Chart Info:
Script name: “Fractal Volatility Compression (FVC)”
Recommended for use on any asset or timeframe.

Note:
FVC color changes, fills, and dashboard readings indicate volatility compression or expansion, not direct buy or sell signals. Use as informational alerts or filters within your own strategy.

Disclaimer:
This script is for research and informational purposes only, not financial advice. Trading is risky—backtest, paper trade, and know your risk before going live. Past performance is not a guarantee of future results.

Release Notes:

- Dashboard now shows only the main FVC values and composite Z-score for clarity.
- Thicker FVC lines for better visibility.
- Composite Z-score added for a combined view of Stdev and VoVix FVC.