Adaptive Realized Volatility by Ibotrade Strategies

# Adaptive Realized Volatility (ARV) by Ibotrade Strategies™
**BuildRef: ARV-2.0 | Pine v6**

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## What It Does
A **clean, adaptive volatility gauge** that:
- Smooths realized volatility using an **EWMA** (lambda auto-adjusts on spikes)
- Filters microstructure noise via median-based outlier removal
- Colors **price candles** in real time:
- **Green** = Low-vol regime (below 20th percentile)
- **Red** = High-vol/stress regime (above 80th percentile)
- **Yellow** = Neutral
- Plots the **ARV curve** with **dynamic ±1σ bands** (adjustable width & opacity)
- Labels **"CALM"** and **"STRESS"** entries automatically
- Fires **3 types of volatility-expansion alerts** (EMA cross, new N-high, % jump)

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## Key Inputs
| Input | Default | Purpose |
|-------|--------|--------|
| Lookback Window | 20 | Core volatility calculation period |
| Base EWMA Lambda | 0.94 | Smoothing (drops to 0.70 on spikes) |
| Spike Detection Mult. | 3.0 | Flags extreme moves |
| Microstructure Filter | 5.0 × median | Removes noise |
| Band Multiplier | 0.35 | Controls band width |
| Percentile Lookback | 100 | Regime thresholds (20th/80th) |

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## Example: NVDA Daily (Nov 2024 – Nov 2025)
*Green candles = calm accumulation, red = stress/distribution, yellow = transition. ARV line in yellow/red/green with gray bands.*

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## How to Use
1. **Add to any chart** (works best on **daily / 4H**)
2. Watch **candle color shifts** for regime changes
3. Enter **longs in green zones**, avoid **red stress zones**
4. Use **band breakouts** or **STRESS labels** as risk-off signals
5. Set **alerts** for vol expansion (great for options or position sizing)

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## Alerts Included
- `High Vol Breakout` – ARV crosses above 80th percentile
- `Low Vol Calm` – ARV drops below 20th percentile
- `Vol Exp - Cross EMA` / `New N-High` / `Pct Jump` – Early expansion signals

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## License
**Mozilla Public License 2.0 (MPL-2.0)** – Open source, free to use & modify
*Not financial advice. Use at your own risk.*

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**Created by Ibotrade Strategies™**
Feedback & feature requests welcome in the comments!

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