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Volatility · INDICATOR

Moving Average Volatility

Measures the volatility of every candle (High-Low range, volume, or their product) and smooths it with a fan of up to 10 moving averages at different periods — the fan expanding upward = the market waking up, contracting downward = calming down.

ATAS · .NET 7Oscillator · volatilityfan of up to 10 MAs
2026-07-02T20:50:54.292913 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
Overview: candles on top, a fan of volatility moving averages below. The fan breathes — expands upward (the market wakes up), contracts downward (calms down), lines cross (a shift in character).
WHY IT MATTERS
1
Measures volatility for you

The volatility of every candle — by High-Low range, volume, or their product — is smoothed with a set of averages. You don't guess whether the market is active or asleep, you read it off the chart.

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2
See the trend across horizons

Up to 10 averages at different periods: short ones catch a spike instantly, long ones hold the overall volatility trend. One glance and it's clear whether the market is accelerating short- or long-term.

2026-07-02T20:50:54.920847 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
3
A barometer under the price

The fan expands — volatility is rising, a move is more likely; it contracts — the market has gone quiet, signals are often false. It tells you when to enter and when to stand aside.

2026-07-02T20:50:54.940475 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
KEY FEATURES
Three calculation modesCandle High (High-Low range) · Volume · Volume × Candle High (product) — tuned to your instrument and strategy.
Up to 10 period windows10 independent averages with configurable periods — from a sharp 1-bar to a smooth 100-bar, any set to fit your timeframe.
Indigo shades across the fanEach line has its own shade and thickness: the fast one thinner and brighter, the slow one thicker and muted. You tell the windows apart without a legend.
Expansion and contractionThe fan reaches upward — volatility is rising (the market wakes up); it drops and converges — it calms down. The market's breathing, right on the panel.
Moving-average crossoversA fast MA crosses a slow one — short- and long-term volatility have diverged: a signal that the character of volatility is shifting.
Fast on historyRing buffers recompute the window averages incrementally, without reallocating memory — smooth even on large volumes of data.
Fan contraction — a quiet-market filter
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All windows drop and converge at the bottom → volatility is low across every horizon. While the fan is compressed, the market is asleep: signals from other indicators are more often false — you wait for expansion instead of entering.
Fan contraction — a quiet market

All windows drop and converge at the bottom — volatility is low across every horizon. While the fan is compressed, the market is asleep: signals from other indicators are more often false, you wait for expansion.

MA crossover — a shift in character
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A fast MA (small period) crosses a slow one from below → short- and long-term volatility have diverged. A signal of a shift in character of volatility.
Crossover — a shift in character

A fast MA (small period) crosses a slow one from below — short- and long-term volatility have diverged. This is a signal that the character of volatility is shifting.

HOW IT WORKS
1Measures candle volatility

From every candle it takes volatility — High-Low range, volume, or their product; you choose the calculation mode.

2Smooths with a set of averages

The value feeds into up to 10 moving averages at different periods — each window produces its own line.

3Draws a fan under the price

A small period is a sharp bright line (catches the spike), a large one is a smooth thick base: together a fan in the oscillator window below the candles.

4You read the market's breathing

Fan up — volatility is rising (the market wakes up), down — it calms down, lines crossed — the character has shifted.

2026-07-02T20:50:54.460478 image/svg+xml Matplotlib v3.11.0, https://matplotlib.org/
MA fan: the thin bright line is the fast MA (small period, catches the spike instantly), the thick muted one is the slow MA (large period, a smooth base). Lines diverging = momentum, converging = a lull.
How to read the MA fan

The thin bright line is the fast MA (small period, catches the spike instantly), the thick muted one is the slow MA (large period, a smooth base). Lines diverging — momentum, converging — a lull.

Fast MA — thin, bright — small period, reacts sharply to a volatility spike
Slow MA — thick, muted — large period, a smooth base — the volatility trend
Fan up / fan down — expansion = volatility rising (the market wakes up) · contraction = calming down
Line crossover — short- and long-term volatility have diverged — a shift in character
IN PRACTICE
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Volatility expansion: 5–6 quiet candles, the fan compressed at the bottom → all windows (10/20/50) rise together → an impulse move in price. Entry into the trend on a volatility surge.
Expansion → entry into the trend

After 5–6 quiet candles the fan is compressed at the bottom, then all windows (10/20/50) rise together — a volatility surge. Entry into the trend on rising volatility, not in a quiet range.

Catch rising volatility and enter a trending move

A trader trades with the trend and wants to enter when the market wakes up: in a quiet range a strong move isn't worth waiting for, and price alone doesn't show a volatility spike in advance.

  1. Sets Candle High mode — the fan measures price volatility by the range of the candles
  2. Configures three windows with periods 10, 20, and 50 — short-, mid-, and long-term volatility
  3. Waits for the fan to start expanding upward across all windows at once
  4. Enters a position with the trend when volatility is rising in sync across all horizons
Result: The entry lands on a volatility surge — when the odds of a strong move are higher — not in a quiet range, where price often doesn't reach the target.
SETUP & INTEGRATION
Fully configurable
Calculation Mode — Candle High · Volume · Volume × HighWindow size 1…10 — window periodsSite · Support · Version

The volatility calculation mode (High-Low range, volume, or their product) and up to 10 window periods — from a sharp 1-bar to a smooth 100-bar — tuned to your instrument and timeframe.

PlatformATAS (.NET 7) — oscillator indicator below the chart
OutputMA volatility fan: expansion · contraction · crossover
Accesssubscription · manual renewal
Add the fan — see when the market wakes up.Subscription 3 mo / year, manual renewal.
★ Full bundle
SEE ALSO