Volatility Regime Range Map [AFD] — Indicator by AuctionFoundry — TradingView

Volatility Regime Range Map tells them apart on sight: it sorts every bar into one of four volatility regimes — QUIET, NORMAL, ELEVATED, EXTREME — and draws each unbroken stretch as a colored box on price. The calm and the turbulent history of your chart read at a glance instead of bar by bar.

What it does

At a glance it names which of four volatility regimes the current stretch belongs to, and how it compares with the chart’s own recent history.

• Regime episodes as boxes. Each unbroken stretch of one regime is a box spanning the bars it covered and the price range it reached. The current box glows and extends while the regime holds; recent finished episodes stay as faint boxes behind it — a map of which stretches were quiet and which were turbulent.
• A regime ranked over calendar time. Each bar’s volatility is ranked as a percentile against a rolling calendar window (default 6 months), so a regime means the same span of history on a 5-minute chart or a daily one — whether the tape is calmer, wider, or about the same as this symbol usually runs.
• Higher-timeframe frames. The same engine on one or two higher timeframes, drawn as outline frames — HTF 1 dashed, HTF 2 dotted (default 1 month and 1 week) — each labelled with its timeframe and regime, so the broader context is on the same screen without switching charts.
• Optional dashboard. Off by default. When on, it shows the current regime, the episode’s age and price range, where those rank among finished episodes, and the sample behind the ranking.
• A standing note in the Data Window — “Volatility-regime episodes · describes chart history · not a forecast” — that is always on.

Every one of those is a measurement of chart history. It reports what volatility has been; it does not tell you what price will do next or how long a regime will last.

How it works

Parkinson

Garman-Klass

• Estimator. Parkinson (default), Close-to-close, Garman-Klass, or ATR — the one you pick measures every regime on the chart.
• Percentile to tier, with hysteresis. The reading maps to a tier at the 25th, 75th and 85th percentiles, through a small hysteresis band so the regime does not flip on one borderline bar. QUIET below 25, NORMAL 25–75, ELEVATED 75–85, EXTREME 85 and above.
• An optional second route into EXTREME. Flags EXTREME when the short window reaches a set multiple of the long one — also while the window is still gathering enough history to rank.
• Confirmed bars only, no redraw. Regimes update on confirmed bars. A new box opens at the bar where the regime changes; once a box or a frame is drawn, later bars do not move it or recolour it.
• The higher-timeframe frames use request.security to read each timeframe’s most recently confirmed regime.

How to use it

• Add it to any chart and timeframe. The defaults are the intended reading: Parkinson, Fast (5/30), a 6-month lookback, frames on (1M dashed + 1W dotted), dashboard off. Remove and re-add once so it draws in front of the candles.
• Read the boxes first — the colour names the regime you are in, and the height is the price range that stretch covered.
• Use the dashed and dotted frames to see the weekly and monthly regime on the chart you are trading.
• Turn on the dashboard for the current episode’s age and range in numbers, and where they rank.
• Change the comparison lookback to widen or narrow the window a regime is judged against.

What it deliberately does not do
Every number is measured from this chart’s own price history — nothing is implied, expected, or projected forward.

• No alerts, no signals, no entries or exits.
• No statement about what price will do next, or how long a regime will last.
• Counts and percentiles stay descriptions of this chart’s history — never converted into odds.
• The regime names are labels for measured tiers, not ratings, scores, or predictions.

Why it is original
Most volatility tools hand you a line (ATR, standard deviation) or a band. This one segments the history into regime episodes and draws each as a box you can take in at a glance, ranks the regime over a rolling calendar window so it means the same across timeframes, and can stack one or two higher timeframes as nested frames on the chart. The classifier is the engine from the author’s Volatility Regime Classifier, re-expressed here as an on-price map ranked over calendar time.

Open source under the Mozilla Public License 2.0. Native Pine v6; the optional higher-timeframe frames read the regime on higher timeframes via request.security, and nothing uses external data.