D07-F06-A06 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Volatility Quality Index
Does each bar's directional change look efficient relative to its true range? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
package convention: signed true-range efficiency is cumulatively summed, then optionally smoothed
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
calculated · step 1 of 7