OPEN-SOURCE SCRIPT
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Structure Retest Engine Delta Hybrid

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Description

Structure Retest Engine Delta Hybrid is a price action tool designed to identify structural shifts (CHoCH) and evaluate their retests using a relative volume delta proxy.

While many structure tools focus only on price location, this script adds a momentum-context layer to help judge whether a breakout appears stronger or weaker when price returns to the level.

--- HOW IT WORKS ---

The engine follows a 4-step process before an entry signal is generated:

1. Structure Shift (CHoCH)
The script identifies a Change of Character when price breaks a significant swing pivot from the opposite trend.

2. Breakout Conviction
Using a relative volume delta proxy, the script captures the momentum profile of the breakout bar. Stronger breakout conditions are marked with a "+" or "⚡", while weaker conditions are marked with a "-".

3. Departure Rule
Unlike basic retest scripts, this engine requires price to clearly leave the level area before a retest can be validated. This helps reduce noise from signals that appear during the initial breakout phase.

4. Hybrid Confirmation
When price returns to the level, the script tracks cumulative delta-proxy behavior during the retest. An entry is only triggered if price respects the level and satisfies the selected confirmation mode:
Touch, Close Outside Level, or Engulfing.

--- DELTA SENTIMENT TAGS ---

Entry labels can include sentiment tags to help judge the quality of the retest:

⚡ = stronger breakout context and retest flow supporting the trend
~ = mixed context
? = weaker or opposing retest sentiment

These tags are context markers, not guarantees of continuation or failure.

--- KEY FEATURES ---

Customizable Confirmation
Choose between Touch, COL (Close Outside Level), or ENG (Engulfing) to match your preferred entry style.

Retest Sensitivity
Adjust the ATR-based proximity buffer to define how close price must come to the level to qualify as a retest.

Departure Logic
Requires price to leave the level area before a new retest entry can be considered.

Visual Clarity
Includes optional CHoCH and Entry triangles, dashed break-level lines, floating entry text, and trend-based bar coloring.

Delta Proxy Context
Adds a relative volume delta proxy to estimate breakout conviction and retest sentiment. This is a candle-and-volume efficiency model, not true bid/ask delta or footprint data.

Alerts
Includes separate alert toggles for CHoCH events and entry confirmations.

--- SETTINGS ---

Pivot Length
The number of bars required on each side to confirm a swing point.

Run Away Threshold
Adjusts the sensitivity of the breakout conviction model relative to recent delta-proxy activity.

Confirmation Mode
Selects how the retest must confirm before an entry is printed.

Entry and CHoCH Visual Controls
Triangle size, text size, and text offset can all be adjusted for readability.

DISCLAIMER

This script is for educational and analytical purposes only.
It is a confirmation and context tool, not a prediction engine.
Past performance does not guarantee future results.
Always use proper risk management.
リリースノート
Updated Notes

Added BOS into the structure engine so the script can now show both CHoCH and BOS. Added a BOS Mode option so BOS can either stay visual only or be used for continuation retest entries.

Updated the Latest Only logic so it now keeps the current trend family on chart instead of removing same-direction structure too early. Added BOS labels, BOS triangles, and optional BOS alerts to make continuation structure easier to read.

The core retest concept stays the same. Delta proxy analysis, the departure rule, confirmation modes, and the overall entry logic style remain intact.
リリースノート
Brought back historical retest boxes in full-history mode, now limited to CHoCH only for cleaner structure reference.
リリースノート
Kalman trend filter added for trend clarity.

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