indicator_volatility_regime
Classifies market volatility into regimes (squeeze, low, normal, high, expansion) using Bollinger Bands bandwidth percentiles to inform position management and strategy selection.
Instructions
波动率状态分类:基于布林带带宽的历史百分位,将当前市场分类为 squeeze(低波、突破前兆)/ low_volatility / normal / high_volatility / expansion(高波)。辅助 AI 做仓位管理和策略选择
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| values | Yes | 价格序列(收盘价) | |
| bbPeriod | No | BBands 周期 | |
| lookback | No | 历史比较窗口 |