Distance Matrix — What It Calculates
From raw reading to classified zone.
Layer 01 — The calculation stack
Straight from the user guide.
Six steps take a TradingView reading to an operational answer:
- Live ATR Converted = Raw ATR ÷ pip-point unit — TradingView reading into practical pips or points.
- Stop Distance = Converted ATR × coefficient — the actual stop/trail for each coefficient choice.
- ATR Ratio = live ÷ historical baseline average — relative volatility pressure.
- Volatility Zone from P20/P40/P60/P80 thresholds: Very Low, Low, Normal, High, Extreme.
- Intensity Score maps the ratio to 1–10 bands; Sample Status grades baseline reliability from No Data to Hardened.
- Session Comparison reads the same live ATR against All-Sessions, London, New York, and Asian baselines.
Layer 02 — The context principle
Raw ATR is not enough.
The same raw ATR value can be extreme for one pair-session-timeframe combination and sleepy for another. Every classification runs against the baseline for that specific combination — which is why Sample Status matters: weak baselines mislead, and the ladder from No Data to Hardened tells you how much to trust the zone.
Layer 03 — Zone boundaries
Classification thresholds come from history, not round numbers.
The matrix's zones are percentile cuts of each instrument's own volatility history — what counts as Expanded for one pair is Normal for another. Instrument-relative boundaries are the difference between a classification and a labeling exercise: the zone says where today sits in this market's actual distribution.
The governing idea
Connected inside MARS
This module doesn't work alone.
Go deeper
Operator briefs on this territory.
Deep dive — 01
A zone computed from a thin baseline is a label, not a classification.
Percentile cuts need a distribution. Sample Status tells you whether there is one.
Read the full brief →
Deep dive — 02
The same live ATR is calm against one session baseline and extreme against another.
Four baselines, one number, four different verdicts. The spread between them is the finding.
Read the full brief →
Deep dive — 03
From ATR to actual distance: the translation chain that ends in a stop.
Raw ATR → native units → × coefficient → the spectrum. The last step of volatility analysis is a distance you can see.
Read the full brief →
Every module ships in the complete MARS package.
One price. Eleven workbooks, three TradingView indicators, and the full manual library — $497.