volatility

What Is It?

The Volatility pillar is a Stochastic RSI-based line — a stochastic applied to an RSI. It is a faster, more sensitive oscillator than the Momentum line, designed to capture short-term exhaustion and the precise moment when price momentum begins to shift direction.

It appears as an orange line on the oscillator panel.

UI name: "Enable Volatility" in the settings panel. The line is labelled "Volatility" in the Style tab.


How It Works

The Volatility line measures where the current RSI value sits relative to its own high-low range over the lookback period. This makes it react quickly to reversals in momentum, faster than the Momentum line alone.

The raw value is smoothed with a 3-period SMA to reduce noise (the standard "smooth K" step).

Internal Parameters (Fixed)

Parameter
Value

RSI Length

14

Stoch Length

14

Smooth K

3

Smooth D

3


Role in Signal Generation

The Volatility line is used as a directional gate — it answers the question: is momentum entering from a healthy starting position?

Long Gate

A long signal gets Volatility approval when:

  • The Volatility line is rising strongly (up for 2+ bars with sufficient delta) or it recently touched the Volatility Oversold zone (≤20) and is now turning up

  • AND the Volatility line is not currently overbought (≥80) — you don't want to enter a long when Volatility is already maxed out

Short Gate

Mirror logic:

  • The Volatility line is falling strongly or it recently touched the Volatility Overbought zone (≥80) and is now turning down

  • AND the Volatility line is not currently oversold (≤20)

Curl Protection

The Volatility line also contributes to a curl protection filter that runs automatically. This filter blocks counter-trend entries when both Momentum and Order Flow are clearly moving against the intended direction:

  • If Momentum is rising for 2 bars, above its MA, and Order Flow is also rising → short signals are blocked

  • If Momentum is falling for 2 bars, below its MA, and Order Flow is also falling → long signals are blocked


Reading the Orange Line

Zone
What It Means

Below 20

Volatility Oversold — potential long entry zone

20–80

Neutral territory

Above 80

Volatility Overbought — potential short entry zone

The solid red line at 80 and solid green line at 20 mark these boundaries on the panel.

Note: The Volatility line being overbought does not mean the trend is over. In strong trends, it can remain near the extremes for extended periods. Use it alongside the Momentum and Expansion Wave pillars for context.


Settings (State Section in UI)

Setting
Default
Description

Enable Volatility

✅ On

Enables the Volatility pillar

Volatility Overbought

80

Volatility level considered overbought

Volatility Oversold

20

Volatility level considered oversold


Tips

  • On very short timeframes (5m, 1m), the Volatility line can be noisy. Consider raising the Overbought level to 85 and lowering the Oversold to 15 to require a more extreme reading before the gate activates.

  • The Volatility line acts as a final directional gate before a signal fires. Even if Expansion Wave, Momentum, and Order Flow all agree, a signal will be blocked if the Volatility line is in the wrong zone.

  • Watch for the orange Volatility line curling up from below 20 — this often visually precedes a green long dot by 1–2 bars, giving you an early visual cue.

  • You can hide the Volatility line in the Style tab without disabling the pillar — useful for a cleaner chart while keeping the logic active.

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