PROTECTED SOURCE SCRIPT
Goetz ROC
Positive & rising → market waking up
Breakouts, trend moves, momentum systems work better.
Negative & falling → market calming down
Mean‑reversion dominates, breakouts fail, trend systems weaken.
Near zero → no acceleration
Neutral regime.
(BTC Charts only) volatility acceleration predicts 10‑day forward returns.
(1D) charts only should be used with this indicator
ATR ROC(30)
= the 30‑day Rate of Change of ATR(14)
This line oscillates around zero.
- Above zero → volatility is accelerating
- Below zero → volatility is decelerating
- Near zero → volatility is stable
This is a market strength, not a buy/sell signal.
Breakouts, trend moves, momentum systems work better.
Negative & falling → market calming down
Mean‑reversion dominates, breakouts fail, trend systems weaken.
Near zero → no acceleration
Neutral regime.
(BTC Charts only) volatility acceleration predicts 10‑day forward returns.
(1D) charts only should be used with this indicator
ATR ROC(30)
= the 30‑day Rate of Change of ATR(14)
This line oscillates around zero.
- Above zero → volatility is accelerating
- Below zero → volatility is decelerating
- Near zero → volatility is stable
This is a market strength, not a buy/sell signal.
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.