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.
π 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.
β¨ 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) β 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 (β²βΌ): Trades with the volatility expansion when spike scores cross the early warning threshold and momentum confirms.
- Mean-Reversion Mode (β³β½): 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.
π 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.
βοΈ 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.
β οΈ Disclaimer
Trading involves risk. Past performance does not guarantee future results. This indicator is intended for technical analysis only β always apply proper risk management and trade responsibly.
