True when 20-bar volatility exceeds its own 100-bar average.
Preview
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What it measures
A Vanta signal rather than one from the trading literature, so you won’t find it under this name elsewhere.
- Output
- A signal, on or off
- Feeds
- Entry and exit rules
- Warm-up
- 120 bars before its first reading
- Updates
- When each bar closes
- Filters entries
- No. It’s measured and charted, and doesn’t change which entries are taken.
- Part of
- Volatility Regime (expansion)
- Also known as
- Vol Regime, Expansion Filter