Volume Crisis

Created by Alphaomega18
🎯 What is the Crisis Detector Pro?
The Crisis Detector Pro is an advanced multi-component indicator that detects market crisis situations by simultaneously analyzing:

Volume: Anomalies and volume spikes
VIX: Volatility Index (S&P 500)
ATR: True volatility (all assets)
Open Interest: Estimated open interest (futures contracts)

The indicator calculates a Composite Crisis Score (0-100) that combines these elements to alert you to critical market moments.
📊 Indicator Components
1️⃣ Volume Analysis

Anomaly detection: Compares current volume to its moving average
Classification:

🟡 Moderate: 1.5x - 2x average
🟠 High: 2x - 3x average
🔴 Extreme: > 3x average


Bollinger Bands: Detects volume breakouts
Clusters: Identifies 3+ consecutive days of anomalies

2️⃣ VIX (Fear Index)

S&P 500 only
Default thresholds:

🟡 Moderate: VIX > 20
🟠 High: VIX > 30
🔴 Extreme: VIX > 40



3️⃣ ATR (Average True Range)

Measures true volatility
Compatible with all assets (stocks, futures, forex, crypto)
Compares current ATR to its average

4️⃣ Open Interest (OI)

Estimation based on Volume / 2
Detects changes > 25%
Inverted colors:

🔴 Red: OI increase (new positions)
🟢 Green: OI decrease (position closing)



⚙️ Main Parameters
Calculations:

Moving Average Period: 20 (default)
Standard Deviation Period: 20
ATR Period: 14

Volume Thresholds:

Moderate: 1.5x
High: 2.0x
Extreme: 3.0x

Composite Score (Weights):

Volume: 35%
VIX: 25%
ATR: 20%
Open Interest: 20%

📈 Visual Signals
Top of Chart:

🟡 Yellow triangle: Moderate alert (Score 50-70)
🟠 Orange triangle: High alert (Score 70-85)
🔴 Red triangle: EXTREME CRISIS (Score 85-100)
⚠️ Purple cross: Reinforced signal (Volume + Volatility simultaneous)

Bottom of Chart:

💎 Purple diamond: 50-day volume record
⬛ Fuchsia square: Cluster (3+ abnormal days)

Volume Bars:

Gray: Normal volume
🟡 Yellow: Moderate volume
🟠 Orange: High volume
🔴 Red: Extreme volume

Open Interest Curve:

🔵 Blue: Normal variation
🔴 Red: Increase > 25%
🟢 Green: Decrease > 25%

🎯 How to Use the Indicator
1. Initial Setup
For S&P 500 / US Indices:

Enable VIX ✅
Enable ATR ✅
Enable OI ✅
Composite Score ✅

For Other Assets (Forex, Crypto, Stocks):

Disable VIX ❌
Enable ATR ✅
Enable OI (optional)
Composite Score ✅

2. Crisis Score Interpretation
ScoreLevelMeaningAction0-50Normal ✅Calm marketNormal trading50-70Vigilance 🟡Volatility risingIncreased monitoring70-85Danger 🟠Critical situationReduce exposure85-100Crisis 🔴MAXIMUM ALERTCapital protection
3. Trading Strategies
Directional Trading:

Reinforced signal ⚠️ = Powerful move in progress
Enter in direction of movement with confirmation
Tight stops, quick targets

Risk Management:

Score > 70 → Reduce position size by 50%
Score > 85 → Stop trading or ultra-short positions
Cluster detected → Avoid new trades

Scalping/Day Trading:

Extreme volume 🔴 = Scalping opportunities
Wait for confirmation before entering
Exit quickly on spikes

Swing Trading:

Avoid opening swings during crises
Protect existing positions (trailing stops)
Wait for return to normal (Score < 50)

4. Open Interest (Futures):
OI Increase (🔴 Red):

New positions opened
Strong market conviction
Movement may intensify

OI Decrease (🟢 Green):

Position closing
Profit-taking or stop losses
Possible reversal

🔔 Configurable Alerts
The indicator includes 8 types of alerts:

🟡 Moderate Crisis Alert: Score 50-70
🟠 HIGH Crisis ALERT: Score 70-85
🔴 MAJOR CRISIS: Score 85-100
⚠️ REINFORCED SIGNAL: Extreme Volume + Volatility simultaneous
💎 RECORD Volume: Highest volume over 50 days
📊 Cluster DETECTED: 3+ consecutive abnormal days
📈 OI SPIKE >25%: Sharp Open Interest increase
📉 OI DECLINE >25%: Sharp Open Interest decrease

Setup: Right-click on chart → "Add Alert" → Select alert
💡 Optimization Tips
Scalping (1-5min):
MA Period: 10-15
Moderate Threshold: 1.3x
High Threshold: 1.8x
Volume Weight: 50%
Day Trading (15min-1H):
MA Period: 20 (default)
Thresholds: Default
Composite Score: Enabled
Swing Trading (4H-Daily):
MA Period: 30-50
StdDev Multiplier: 2.5
ATR Period: 20
Volatile Markets (Crypto):
Moderate Threshold: 1.8x
High Threshold: 2.5x
Extreme Threshold: 4.0x
ATR Weight: 30%
📊 Statistics Table
The real-time table displays:

Crisis Score: 0-100 with color coding
Current volume: Value and ratio
Volume Score: Contribution to total score
Open Interest: Estimated value and % change
VIX: Current value (if enabled)
ATR: Ratio to average
Global STATUS: Normal ✅ / Vigilance 🟡 / Danger 🟠 / Crisis 🔴

⚠️ Warnings and Limitations
❌ Limitations:

Open Interest is estimated (Volume / 2), not real value
VIX only works for S&P 500
False signals possible in very volatile markets

✅ Best Practices:

Always combine with classic technical analysis
Never trade solely on alerts
Adapt thresholds to your asset and timeframe
Backtest before using live
Respect your risk management plan

🎓 Real Use Cases
Example 1: Flash Crash

Extreme volume 🔴 + Extreme ATR 🔴 + Reinforced signal ⚠️
Composite score > 90
Action: No new trades, protect existing positions

Example 2: Fed Announcement

VIX > 35 + Moderate volume 🟡 + OI rising 🔴
Composite score: 65
Action: Reduce position size, widen stops

Example 3: Volatility Squeeze

Cluster detected + Volume record 💎 + OI declining 🟢
Action: Scalping opportunity in breakout direction

📈 Performance

Real-time detection (0 lag)
Compatible all markets and timeframes
Low resource consumption
Complete history preserved