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Sicari Stress Map - Flash Crash / Stabilising Detection Engine

A flash crash & stabilisation detection engine measuring volatility compression in 5 min candles printed no matter what timeframe you are on.
Most “flash-crash” legs start with a local stress shock on a small timeframe (5-min works well):
- a burst in true range (high TR percentile),
- short-term vol jumps vs long-term (RV ratio),
- bands expand and price snaps below fast EMA,
- often a quick reflex bid (buy-the-dip) for a few 5-min candles…
…and then the main liquidation leg hits.
This engine keys off that first shock on 5m and bubbles it up to your chart TF as a single FLASHCRASH pulse. Then it watches for Stabilising, when panic fades:
- ATR compresses,
- BB width z goes negative (pinch),
- ranges shrink,
- structure improves (≥ fast EMA by default).
Most “flash-crash” legs start with a local stress shock on a small timeframe (5-min works well):
- a burst in true range (high TR percentile),
- short-term vol jumps vs long-term (RV ratio),
- bands expand and price snaps below fast EMA,
- often a quick reflex bid (buy-the-dip) for a few 5-min candles…
…and then the main liquidation leg hits.
This engine keys off that first shock on 5m and bubbles it up to your chart TF as a single FLASHCRASH pulse. Then it watches for Stabilising, when panic fades:
- ATR compresses,
- BB width z goes negative (pinch),
- ranges shrink,
- structure improves (≥ fast EMA by default).
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作者的说明
DM author
免责声明
这些信息和出版物并非旨在提供,也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
仅限邀请脚本
只有作者授权的用户才能访问此脚本。您需要申请并获得使用许可。通常情况下,付款后即可获得许可。更多详情,请按照下方作者的说明操作,或直接联系damianawright。
TradingView不建议您付费购买或使用任何脚本,除非您完全信任其作者并了解其工作原理。您也可以在我们的社区脚本找到免费的开源替代方案。
作者的说明
DM author
免责声明
这些信息和出版物并非旨在提供,也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。