https://www.tradingview.com/script/fSTqdHYh-JCFBaux-Volatility-Loxx/
Have also uploaded THINKSCRIPT (ThinkOrSwim) version.
JCFBaux is a volatility indicator that is used to detect early volatility spikes. To be used in conjunction with other momentum indicators for confluence. A Jurik-filtered signal line is included to provide a cutoff for when volatility is low. The JCFBaux is also used to calculate Jurik's "Composite Fractal Behavior". This is a directionless indicator. Many advanced traders will use JCFBaux as a drop in replacement for ADX DI.