OPEN-SOURCE SCRIPT
VBE Pro - Advanced Volatility Bands with Zero Lag & Prediction
VBE Pro: Zero-Lag Predictive Bands
A next-gen volatility envelope that blends zero-lag smoothing with forward-looking volatility models (EWMA/GARCH/HAR/ML) to keep bands tight in calm markets, responsive in shocks, and adaptive across regimes.
What it does
Builds volatility from multiple methods (ATR, StDev, Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang).
Projects near-term vol with your choice of predictor, then blends it via a weight slider.
Applies zero-lag smoothing (ZLEMA/ZLMA/DEMA/TEMA/HMA/JMA/Ehlers/Kalman/T3) to cut delay without over-shoot.
Auto-adapts band width by regime (high/low/normal) and can expand dynamically with price acceleration.
Optional displacement to align with your execution style.
On-chart
Upper/Lower zero-lag bands with optional fill.
Middle line (ZL-smoothed source).
Regime-tinted background (High/Low).
Displacement marker (if used).
Compact top-right info table: current vs predicted vol, regime, squeeze, multiplier, methods, ZL gain, est. lag reduction.
Signals & Alerts
Break↑ / Break↓ when price crosses the bands.
Vol↑ / Vol↓ expansion/contraction sequences.
“Squeeze” when band width compresses vs its ZL average.
“ZL” marker when significant zero-lag is active.
Prediction divergence ⚠ when projected vol deviates > threshold.
Built-in alertconditions for all of the above.
Quick start
Method: ATR or Hybrid for robustness.
Smoothing: ZLEMA, length 5–8, ZL gain 2–3 (push higher only if you accept more projection).
Bands: Multiplier 2.0, Adaptive on, Dynamic off to start.
Prediction: EWMA, weight 0.25–0.35. Move to GARCH in mean-reverty tapes; HAR-RV for mixed regimes.
Regime lookback: 50.
A next-gen volatility envelope that blends zero-lag smoothing with forward-looking volatility models (EWMA/GARCH/HAR/ML) to keep bands tight in calm markets, responsive in shocks, and adaptive across regimes.
What it does
Builds volatility from multiple methods (ATR, StDev, Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang).
Projects near-term vol with your choice of predictor, then blends it via a weight slider.
Applies zero-lag smoothing (ZLEMA/ZLMA/DEMA/TEMA/HMA/JMA/Ehlers/Kalman/T3) to cut delay without over-shoot.
Auto-adapts band width by regime (high/low/normal) and can expand dynamically with price acceleration.
Optional displacement to align with your execution style.
On-chart
Upper/Lower zero-lag bands with optional fill.
Middle line (ZL-smoothed source).
Regime-tinted background (High/Low).
Displacement marker (if used).
Compact top-right info table: current vs predicted vol, regime, squeeze, multiplier, methods, ZL gain, est. lag reduction.
Signals & Alerts
Break↑ / Break↓ when price crosses the bands.
Vol↑ / Vol↓ expansion/contraction sequences.
“Squeeze” when band width compresses vs its ZL average.
“ZL” marker when significant zero-lag is active.
Prediction divergence ⚠ when projected vol deviates > threshold.
Built-in alertconditions for all of the above.
Quick start
Method: ATR or Hybrid for robustness.
Smoothing: ZLEMA, length 5–8, ZL gain 2–3 (push higher only if you accept more projection).
Bands: Multiplier 2.0, Adaptive on, Dynamic off to start.
Prediction: EWMA, weight 0.25–0.35. Move to GARCH in mean-reverty tapes; HAR-RV for mixed regimes.
Regime lookback: 50.
Script open-source
In pieno spirito TradingView, il creatore di questo script lo ha reso open-source, in modo che i trader possano esaminarlo e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricorda che la ripubblicazione del codice è soggetta al nostro Regolamento.
Declinazione di responsabilità
Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.
Script open-source
In pieno spirito TradingView, il creatore di questo script lo ha reso open-source, in modo che i trader possano esaminarlo e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricorda che la ripubblicazione del codice è soggetta al nostro Regolamento.
Declinazione di responsabilità
Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.