Index Quant Master: Volatility & Structure [Auto-Adaptive]

This indicator is a comprehensive institutional-grade toolkit designed for high-precision intraday trading across major US Indices (SPX, NDX, RUT). It synthesizes Option Market Volatility, Auction Market Theory, and Algorithmic Structures into a clean, clutter-free overlay.

Designed for professional traders, this suite features a Universal Auto-Router that adapts its logic to the asset you are trading.


## Key Features & Logic:

1. Dynamic Implied Volatility Mapping (Auto-Router)

* Instead of static technicals, this module calculates statistical expected moves based on Dealer Gamma Exposure.
* Auto-Adaptive: Automatically detects the underlying asset and maps it to the correct Volatility Index:
* SPX / ES / SPY $\rightarrow$ VIX / VIX1D
* NDX / NQ / QQQ $\rightarrow$ VXN
* RUT / IWM $\rightarrow$ RVX

* Significance: These levels represent the 1-standard-deviation daily expected range.

2. Auction Market Structure (Smart Volume Profile)
* Exclusive Optimization: The Volume Profile engine is strictly optimized for major indices (SPX, NDX, ES, NQ) to ensure high-fidelity calculation of POC and Value Areas.
* Auto-Disable: To maintain performance, VP logic is automatically disabled on ETFs (SPY, QQQ) or lower-volume tickers.
* HVN/LVN: Identifies High Volume Nodes (Magnets) and Low Volume Nodes (Acceleration Zones).
3. Algorithmic Retracements & Pivots
* Plots standard Daily/Weekly Pivots and Fibonacci retracements derived from the prior session's volatility range.
* These levels serve as "Schelling Points" (consensus zones) for HFT algorithms.

4. Smart Visualization Engine

* Proximity Activation: Levels remain hidden to reduce cognitive load, only appearing when price approaches the zone (Watermark Logic).

* Adaptive Label Merging: To prevent visual clutter, overlapping levels automatically merge into a single cluster based on a dynamic percentage threshold ($0.05\%$), ensuring readability across different price scales (e.g., SPX vs. QQQ).

Usage:This tool is the ultimate overlay for S&P 500, Nasdaq 100, and Russell 2000 traders who rely on data-driven structural levels rather than lagging indicators.