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QuaScript

Volatility Aurora

Admin's Choice NewFree

Six ranked-volatility curtains that glow from violet calm to gold extremes

WebGPU StudioPrice overlay WebGPU CanvasHybridDashboardSignalsAlerts
quascriptgpuwebgpuvolatilitycompressiongradient

Favourites and Admin's Choice analyses are listed in the terminal's indicators window under Analysis Marketplace.

Language
QuaScript
Engine
Native C++, incremental on live ticks
Rendering
WebGPU + Canvas
Placement
Price overlay
Settings
7
Plots
27
Lines of code
67
Source
presets/analysis/gpu/volatility_aurora.qs
Volatility Auroraengine result
Loading the engine result…
quatick-charts · QuaScript engine on synthetic 1-minute bars · drag to pan · scroll to zoom · Run executes the script on the engine (⌘/Ctrl+Enter while editing)

About

Six curtains of volatility around a two-pole smoothed price. Each curtain is one ATR multiple wider than the one inside it, and every curtain is coloured each bar by where today's volatility ranks against its own history: deep violet when the market is unusually quiet, through magenta and orange to pale gold when volatility is extreme. The outer curtains fade, so the cloud reads as a glow that tightens and flares. Reading: a thin violet aurora is stored energy; the first bar that closes outside the second curtain while the colour warms is an ignition, usually in the direction of the close. Gold curtains mean risk is expensive: widen stops or reduce size. Signals: compression (rank below the quiet level), ignition up / down out of a recent compression, and extreme volatility.

27
Plotted series
4
Signal marks
1
Drawings
3
Alert rules
7
Settings
57
Lines of code

What it draws

Price overlay · counted from the engine's plot table and the script's draw calls

Series

  • Line1 visible · 26 helper
    Centre
  • Band fills (render.band calls)2
Legend
Centre

Signal marks

CompressionIgnition upIgnition downExtreme volatility

Drawings and chart effects

  • Dashboard tables1 created

How it runs

From source to the live chart, for this script

  1. 1
    Compile

    The QuaScript compiler checks the 67-line script (57 lines of code) and lowers it for the native C++ engine. Compile errors point at the exact line and column.

  2. 2
    Place

    The header sets overlay = true, so everything is drawn on the price chart, on the same scale as the candles.

  3. 3
    Compute

    The script runs once per bar, oldest to newest. Each bar also runs one loop (1 for). 1 persist variable keeps state (objects, counters) across bars.

  4. 4
    Stay live

    On the terminal the script keeps one live engine session: a tick rolls the forming bar back to its checkpoint and re-executes only that bar, and new bars are appended, so history is never rerun while the market moves. The live result is identical to a full run.

  5. 5
    Render

    The results are handed to the chart: series on WebGPU, drawings on the Canvas 2D QuaScript layer.

  6. 6
    Tune

    7 settings in 3 groups appear in the chart's settings dialog. Changing one reruns the engine with the new value.

Rendering

Hybrid: this script draws on 2 surfaces at once

WebGPUSeries renderer

The browser's modern GPU API. The chart uploads every line, band and mark of the script as GPU buffers and draws them in one pass, so dense heatmaps and dozens of series stay smooth while you pan and zoom. Without WebGPU support the chart's GPU layer falls back to WebGL 2, then Canvas 2D.

In this script
  • • 27 plotted series
  • • 2 band fill calls
  • • 4 signal mark types

Chosen by render = webgpu in the header.

WebGLNot used

GPU drawing through WebGL 2, available in every current browser. Used for chart-native profiles and for series that ask for it with backend = "webgl". Fast for large numbers of bars and wide fills.

CanvasUsed

The browser's 2D drawing API. Text-heavy and object-style output (dashboard tables, zones, tags, segments), candle colors and backgrounds are painted by the QuaScript layer, a Canvas 2D surface over the chart. Series use Canvas when the script's header does not ask for a GPU.

In this script
  • • 1 dashboard tables (QuaScript layer)

Alerts

3 alert rules declared with alert.rule

Ignition up

Close left a recent compression through the upper curtain

Ignition down

Close left a recent compression through the lower curtain

Extreme volatility

Volatility rank passed the extreme level

Settings

7 settings, grouped as in the chart's settings dialog

Aurora
SettingTypeDefaultRange / optionsId
Centre smoothingInteger345 – 400centre_smoothing
ATR lengthInteger202 – 400atr_length
Curtain spacing (ATR)Number0.60.1 – 3, step 0.05curtain_spacing_atr
Regime
SettingTypeDefaultRange / optionsId
Volatility rank windowInteger25030 – 5000volatility_rank_window
Quiet rank (%)Number151 – 50quiet_rank
Extreme rank (%)Number9050 – 99extreme_rank
Signals
SettingTypeDefaultRange / optionsId
Compression memory (bars)Integer202 – 200compression_memory_bars

Script

packages/quascript/presets/analysis/gpu/volatility_aurora.qs

Header

analysis "Volatility Aurora" {
    overlay = true
    render = webgpu
    short_title = AUR
    precision = 2
}
Total lines
67
Code lines
57
Comment lines
9
Helper functions
0
Loops
1
Persistent variables
1
Higher-interval feeds
0
Engine plots
27

Built with

Technical analysis (ta.*)
ta.atrta.bars_sinceta.super_smoother
Statistics (stat.*)
stat.percent_rank
Math (math.*)
math.coalescemath.is_namath.max
Imported modules
viz/premium

Discussion

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