Volatility Regime Supertrend [SeerQuant]

Volatility Regime Supertrend (VRST) [SeerQuant]

The Volatility Regime Supertrend (VRST) is an adaptive Supertrend that changes its trailing behavior based on whether the market is historically compressed or expanded in volatility. It keeps the familiar Supertrend structure (ATR-based trailing bands + trend direction flips), but replaces the “one-size-fits-all” multiplier with a regime-aware multiplier that tightens during squeezes and widens during volatility expansions.

⚙️How It Works

VRST first measures volatility using Bollinger Bandwidth, then ranks the current bandwidth against its own history to get a 0–100 “how compressed vs expanded” score. Low scores mean compression; high scores mean expansion. That score controls the ATR multiplier used by the Supertrend, and the multiplier is smoothed so band width transitions don’t jump.

Then VRST calculates a normal Supertrend, with one extra control: Speed. Speed adjusts how quickly the trailing bands track their new positions, letting you choose between smoother behavior and faster reaction. Trend direction flips when price breaks the prior band, and signals only print on those flips.

Key mechanics:

• Volatility regime = Bollinger Bandwidth ranked vs history
  
• Multiplier adapts: compression → tighter, expansion → wider, mid-zone → blended
  
• Bands are ATR-based and use standard Supertrend trailing logic
  
• Speed controls band responsiveness (slow/smooth → fast/reactive)
  

🚀Why It’s Useful
VRST is meant to stop you from forcing one Supertrend setting across every market condition. It changes band width with volatility so the same indicator can behave sensibly in both tight ranges and fast moves, while still remaining a clean “trend state” tool (bull/bear + flip signals).

📜Disclaimer
This indicator is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Always consult a licensed financial advisor before making trading decisions. Use at your own risk.