Sicari Stress Map - Flash Crash / Stabilising Detection Engine

A flash crash & stabilisation detection engine measuring volatility compression in 5 min candles printed no matter what timeframe you are on.

Most “flash-crash” legs start with a local stress shock on a small timeframe (5-min works well):
- a burst in true range (high TR percentile),
- short-term vol jumps vs long-term (RV ratio),
- bands expand and price snaps below fast EMA,
- often a quick reflex bid (buy-the-dip) for a few 5-min candles…
…and then the main liquidation leg hits.

This engine keys off that first shock on 5m and bubbles it up to your chart TF as a single FLASHCRASH pulse. Then it watches for Stabilising, when panic fades:
- ATR compresses,
- BB width z goes negative (pinch),
- ranges shrink,
- structure improves (≥ fast EMA by default).