Market Volatility State Logic
Climax:
Triggers if volatility completely blows out (e.g., ATR is over 2x historical, range is >15%, or realized vol is sky-high).
Expansion:
Catches active trends/breakouts when ATR is expanding normally (>1.2x) and realized volatility rises to an elevated level.
Compression:
Catches consolidation, tight ranges, or volatility squeezes where price energy is building up (high compression ratio or very low ATR / realized volatility).
Normal:
The default fallback if the symbol is just moving along without squeezing or expanding abnormally.