Get started
OPEN-SOURCE SCRIPT
Updated

Integrated Volatility Intelligence System (IVIS) AutoK

543
VolMind™ AutoK — Integrated Volatility Intelligence System (IVIS)
IVIS AutoK
Author: © lfu

Public Description (for publication)

VolMind™ AutoK represents an institutional-grade open-source framework for adaptive volatility intelligence and probabilistic trade management.
This system fuses Kalman-inspired KAMA smoothing, CVD dynamics, Auto K-Means clustering, entropy-based regime analysis, and a Kolmogorov–Smirnov market normality test into a single modular platform.

Key Capabilities:

Adaptive ATR Stop Bands dynamically scale with volatility, entropy, and cluster variance.

Auto KMeans Intelligence automatically selects the optimal cluster count for price structure recognition (3–10 clusters).

Entropy Module quantifies structural uncertainty and information decay within price movement.

KS-Test Integration identifies non-normal distributions, signaling regime divergence and volatility inflection.

CVD Dynamics reveal real-time directional bias via cumulative volume delta.

MSI Composite Signal fuses multi-source indicators (ATR, CVD, entropy, clusters) to model market stress and adaptive risk.

Designed for forward-looking quant traders, IVIS serves as a volatility intelligence backbone for portfolio automation, volatility forecasting, and adaptive stop-loss scaling.
Fully open-source for research and applied strategy development. Not a financial advice. DYOR.
Release Notes
Upd v1.2
Release Notes
UPD. CAUTION! EXPERIMENTAL USE ONLY.

For neater view, uncheck non required boxes in settings.
Release Notes
Upd. Added tooltips.
Release Notes
AIVIS/iATR+HTK

Added independent ATR module
Release Notes
Preliminary testing indicates improved responsiveness to rapid regime changes and enhanced alignment between volatility-adjusted stop-loss bands and trend signals, positioning the system as a fully hybrid, self-adaptive module suitable for multi-instrument algorithmic trading environments.
Release Notes
UPD. V4

Added cKS squared.

Added triple KAMA flat detector
Release Notes
UPD

Style customization added.
Release Notes
UPD.V4. Licensing statement added - filler
Release Notes
UPD.V4 - filler removed
Release Notes
UPD: Added cumulative cKS^2 delta

Open-source script

In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.

losfalco-User-1f670
Average True Range (ATR)Portfolio managementvolumedelta

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Average True Range (ATR)Portfolio managementvolumedelta

Open-source script

In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.

losfalco-User-1f670

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.