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  • ninjatrader hvp indicator with heatmap colors for high and low volatility percentile readings
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ScalperIntel

Historical Volatility Percentile

Historical Volatility Percentile

$89.00 USD
$89.00 USD
Sale Sold out
License Type

Up to 2
machines per license

  • Instant download after checkout
  • Lifetime updates included
  • NinjaTrader 8 compatible
  • Direct support from the team
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Overview

Historical Volatility Percentile (HVP) for NinjaTrader 8 — ranks current volatility against historical behavior using a percentile-based statistical model, so you instantly know whether the market is quiet, active, or entering an expansion phase.

Built for traders who use volatility as a strategy filter. Non-repainting, automation-ready, Strategy Builder compatible.

What Makes It Different

Percentile-Based ContextRanks current volatility against a historical sample — not just a raw value. You see how meaningful the reading is.
Heatmap ZonesOptional color-coded percentile zones (red >90%, orange >80%, yellow >70%, blue <70%) for instant regime read.
Directional HistogramOptional positive/negative histogram plotting based on candle direction — combines volatility with directional context.

Trading Concepts You'll Use

  • Volatility regime analysis
  • Historical volatility (HV)
  • Statistical percentile ranking
  • Contraction & expansion cycles
  • Breakout filtering
  • Mean reversion vs trend conditions

Features

Core Detection

  • Percentile Ranking: Ranks current historical volatility against a defined statistical sample.
  • Regime Identification: Identifies quiet, active, and highly volatile market conditions.
  • Configurable Volatility Period: Define the lookback for the current volatility calculation.
  • Configurable Statistical Sample: Define the historical comparison window.
  • Moving Average Baseline: Plots an MA over HVP for smoother volatility analysis.
  • Heatmap Coloring: Optional zone highlighting — red, orange, yellow, blue bands.
  • Histogram Visualization: Clear visual interpretation, plus optional directional histogram.

Automation & Pro Tools

  • Hidden Plots: HVP value, HVP MA, and historical volatility all exposed for Strategy Builder.
  • Market Analyzer Compatible: Use HVP as a column for multi-instrument volatility scanning.
  • Regime-Based Filtering: Build automated filters that only fire when volatility meets your conditions.
  • Backtesting Ready: Consistent non-repainting logic for historical validation.

How It Compares

How this stacks up against typical volatility indicators on the market.

Feature ScalperIntel Typical Indicators
Volatility Context ✔ Ranks against historical sample ⚠ Raw volatility only
Market Regime Filtering ✔ Contraction / expansion / elevated ⚠ Manual interpretation
Visual Display ✔ Histogram, MA, heatmap ⚠ Single line typically
Repainting ✔ Non-repainting ⚠ Varies
Automation ✔ Strategy Builder ready ✖ Visual only
Market Analyzer Use ✔ Yes ⚠ Limited

Compatibility

Platform Support

  • NinjaTrader 8 — Latest stable build. Works across all NT8-supported instruments.
  • Strategy Builder — HVP value, MA, and HV all exposed for full automation.
  • Market Analyzer — Use HVP as a column for multi-instrument scans.
  • BloodHound — Integrate HVP with BloodHound logic packs.
  • Blackbird — Strategy chains supported.

Reliability & Trust

  • ✔ Volatility calculations based on confirmed bar data — no repainting
  • ✔ No forward-looking adjustments
  • ✔ Reliable for live trading, Strategy Builder backtesting, and Market Analyzer
  • ✔ Continuously updated — bug fixes and new features included with every Lifetime License

FAQ

What does HVP show?

It shows where current historical volatility ranks compared to a selected historical sample. A high percentile means volatility is elevated relative to recent history; a low percentile means it's compressed.

Does it repaint?

No. Volatility calculations are non-repainting, based on confirmed bar data.

What does the Statistical Sample control?

The historical comparison window used to rank current volatility. A larger sample gives a more stable baseline; a smaller sample makes the indicator more responsive to recent regime changes.

How do I use the heatmap?

Red (>90%) and orange (>80%) mark unusually high volatility — favorable for breakouts but risky for mean reversion. Blue (<70%) marks compression — favorable for range trading and breakout-anticipation setups.

Can it be used in automated strategies?

Yes. HVP value, HVP MA, and historical volatility plots support NinjaTrader Strategy Builder, custom strategies, Market Analyzer, and backtesting.

Will I get future updates?

Yes — every Lifetime License includes all minor updates and bug fixes for as long as the product exists. Major version upgrades are also included.

  • License Terms

    Prices shown are for a single license. Each license can be linked to one NinjaTrader User ID, allowing the indicator to run on up to two machines concurrently under the same User ID.

    Version minor upgrades and bug fixes are included within the lifetime license. For more license details, review Terms of Service

  • Refund Terms

    7-days 100% money back guarantee when trial licenses was not offered for the customer. For more details, review Refund Policy

What traders are saying

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