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Volatility Scaled Bands [MarktQuant]

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The Volatility Scaled Bands (VSB) indicator is a sophisticated multi-layered framework designed to project statistically probable price ranges based on dynamic market conditions. It adapts to changing volatility by scaling future price expectations using log-based transformations and exponential smoothing. These projected bands provide a probability-weighted roadmap of where price may gravitate under current volatility regimes.

The script also includes an integrated multi-factor valuation model that synthesizes momentum, relative strength, volume flow, and price deviation metrics into a unified scoring system. This z-score driven model helps identify potential mean-reversion points and overbought/oversold conditions, enhancing both strategic positioning and tactical entries.


Key Features:

Volatility-Adaptive Price Projection Bands
Three tiers of forward-looking price bands, each calibrated to distinct standard deviation levels, provide a structured view of potential price paths. These layers help assess the degree of expansion or contraction expected in the asset's price action.

Dynamic Color-Filled Ranges
Visually intuitive shading between the bands highlights high-probability zones of mean reversion or extension, assisting in contextualizing current price relative to its expected distribution.

Valuation Composite Score
A proprietary multi-signal z-score engine aggregates various price and performance metrics to estimate valuation extremes. A color-coded background and icon system visually flags potential overvaluation or undervaluation states.

Customizable Inputs
Fine-tune your analysis with adjustable smoothing lengths, volatility scaling multipliers, and signal thresholds. Visual toggles allow users to simplify or enhance the displayed elements.
Notes de version
Script Optimizations
Notes de version
Added table position selection input.
Notes de version
- Added a string option to enable/disable the standard deviation bands

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