The IVIS (Institutional Volatility Intelligence Suite) is a self-contained, asset-class and timeframe-agnostic volatility indicator engineered for professional traders. It combines four advanced volatility estimators with a statistical framework to forecast spikes, classify market regimes, and generate high-probability trade signals directly on your chart.

🔍 How IVIS Works
IVIS moves beyond traditional indicators by blending Close-to-Close, Parkinson, Garman-Klass, and Yang-Zhang volatility models into a single composite view. It then applies rolling statistics, volatility-of-volatility (VoV) analysis, and term structure dynamics to anticipate regime changes before they happen.

✨ Key Features & Trading Use Cases

• Volatility Analysis Suite: Access four annualised volatility estimators (Composite, Parkinson, Yang-Zhang, EWMA) and rolling statistics (Z-Score, Bollinger Bands on Vol) to measure market risk with precision.
• Risk Management (VaR/CVaR): Monitor Parametric and Historical Simulation Value at Risk (VaR) at 95%, 97.5%, 99%, and 99.9% confidence levels, plus Conditional VaR (Expected Shortfall) – aligning with Basel IV standards.
• Predictive Spike Anticipator: A composite score [0-100] and early warnings detect "quiet-before-storm" conditions, Bollinger squeezes on volatility, and ARCH effects to forecast spikes before they expand.
• Regime Classification: Automatically colours chart backgrounds to indicate Calm, Elevated, Stress, or Crisis regimes, with smooth transitions to avoid flicker.
• Dual-Mode Trading Signals (v2): Translates volatility intelligence into actionable arrows on the price chart:
• • Breakout Mode (▲▼): Trades with the volatility expansion when spike scores cross the early warning threshold and momentum confirms.
  • Mean-Reversion Mode (△▽): Fades the spike during Stress/Crisis regimes when term structure is in backwardation.
  • Auto Stop-Loss: Plots a dynamic stop-loss line based on VaR99 distance upon signal generation.
• Auto-Calibration: Automatically detects the asset class (Forex, Equity Index, Commodity, Crypto) and timeframe to set optimal annualisation factors and rolling windows.

📊 Target Markets & Timeframes

• Instruments: Fully compatible with all symbols on cTrader, including Forex, Indices, Commodities, Stocks, and Crypto.
• Timeframes: Optimised for all timeframes, from M1 to Monthly. The auto-calibration engine scales parameters dynamically based on the chart's period.
• Strategy Type: Suitable for volatility breakout trading, mean-reversion strategies, and institutional-grade risk management.

⚙️ Recommended Settings

• Account Size: Suitable for all account sizes, from $1,000+ (or equivalent).
• Leverage: No specific leverage requirements; use in accordance with your overall risk management plan.
• Default Parameters: Pre-configured with auto-calibration enabled for a plug-and-play experience. Users can manually override windows, VaR settings, and signal thresholds to suit their specific trading style.

⚠️ Disclaimer
Trading involves risk. Past performance does not guarantee future results. This indicator is intended for technical analysis only — always apply proper risk management and trade responsibly.

DATARUM ALGORITHMICA is a specialised development team focused on creating advanced trading algorithms and technical indicators for modern charting platforms. Our tools are engineered strictly for technical analysis and educational purposes, providing traders with precise market structure visualisation and automated calculations. We do not offer financial advice, investment recommendations, or trading signals. All software is provided as a technical utility, and any trading decisions executed using our indicators remain the sole responsibility of the user. Please trade responsibly and always conduct independent research.
— DATARUM ALGORITHMICA DEVELOPMENT TEAM
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