VBE Pro - Advanced Volatility Bands with Zero Lag & Prediction

VBE Pro: Zero-Lag Predictive Bands

A next-gen volatility envelope that blends zero-lag smoothing with forward-looking volatility models (EWMA/GARCH/HAR/ML) to keep bands tight in calm markets, responsive in shocks, and adaptive across regimes.

What it does

Builds volatility from multiple methods (ATR, StDev, Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang).

Projects near-term vol with your choice of predictor, then blends it via a weight slider.

Applies zero-lag smoothing (ZLEMA/ZLMA/DEMA/TEMA/HMA/JMA/Ehlers/Kalman/T3) to cut delay without over-shoot.

Auto-adapts band width by regime (high/low/normal) and can expand dynamically with price acceleration.

Optional displacement to align with your execution style.

On-chart

Upper/Lower zero-lag bands with optional fill.

Middle line (ZL-smoothed source).

Regime-tinted background (High/Low).

Displacement marker (if used).

Compact top-right info table: current vs predicted vol, regime, squeeze, multiplier, methods, ZL gain, est. lag reduction.

Signals & Alerts

Break↑ / Break↓ when price crosses the bands.

Vol↑ / Vol↓ expansion/contraction sequences.

“Squeeze” when band width compresses vs its ZL average.

“ZL” marker when significant zero-lag is active.

Prediction divergence ⚠ when projected vol deviates > threshold.

Built-in alertconditions for all of the above.

Quick start

Method: ATR or Hybrid for robustness.

Smoothing: ZLEMA, length 5–8, ZL gain 2–3 (push higher only if you accept more projection).

Bands: Multiplier 2.0, Adaptive on, Dynamic off to start.

Prediction: EWMA, weight 0.25–0.35. Move to GARCH in mean-reverty tapes; HAR-RV for mixed regimes.

Regime lookback: 50.