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Range

ICT ADR Levels - Judas x Daily RangeThis indicator provides a clean and flexible way to monitor Average Daily Range (ADR) with two distinct calculation modes, along with visual levels and a detailed historical table. Calculation Modes - Classic Mode: Uses the standard daily candle range (high minus low of regular daily bars). This is the traditional daily range calculation. - Midnight Mode: Calculates the daily range from midnight to midnight in America/New_York time. This provides a true calendar-day range independent of session opens. You can switch between the two modes instantly using the dropdown in the settings. All table values, percentages, and 80% ADR levels update dynamically based on the selected mode. The indicator plots the following levels from a session anchor point: - Full ADR (above and below) - 1/3 ADR (Judas levels) - 80% ADR measured from the current daily high and low (two lines) - user selectable % All lines are dynamically managed to avoid duplication and update cleanly as new sessions begin. Labels on the right side display price levels and can be toggled on or off. Historical Table A customizable table displays the following information for the selected number of days: - Day or Date (user selectable) - 5-Day ADR value for each historical day - 80% of that day's 5-Day ADR - Actual daily Range - Percentage of the 5-Day ADR reached that day The current/live row shows Today's Range compared against the active 5-Day ADR, including the percentage reached and the 80% target level. The table supports multiple sizes and positions. Key Features - Toggle between Classic and Midnight ADR calculations - 80% ADR levels drawn from daily high and low - Clean, non-duplicating horizontal lines and labels - Historical data table with day/date, ADR, 80% ADR, Range, and percentage columns - Adjustable styling, colors, text size, and visibility for all elements - Option to plot levels from a session anchor or current price This tool is designed for traders who want precise ADR-based levels with the flexibility to choose between standard daily ranges and strict midnight-to-midnight calculations.
Pine Script® インジケーター
MadMonkTradingの投稿
Fractal Dimension Oscillator [JOAT]Fractal Dimension Oscillator Introduction Fractal Dimension Oscillator is an open-source market geometry classifier that computes the fractal dimension of a price series using the Katz method and derives the Hurst exponent from it. The fractal dimension measures how much a price series fills space — a perfectly straight line has dimension 1.0, while a completely random walk approaches 2.0. Values between these extremes encode whether price is behaving in a trending, random, or mean-reverting fashion at the current moment. The Hurst exponent H is derived as H = 2 - FD. Values above 0.5 indicate persistent trending behavior; values below 0.5 indicate mean-reverting behavior; H near 0.5 indicates a random walk. This gives traders an analytically grounded way to distinguish market regimes that directly determines which type of strategy applies. Core Concepts 1. Katz Fractal Dimension Method The Katz method computes fractal dimension from the total path length of price movements divided by the maximum distance traveled from the starting point: // L = total path length, d = max distance from first point, n = N-1 float fd = math.log(n) / (math.log(n) + math.log(L / d / n)) This is computationally efficient compared to methods requiring fractal level decomposition and produces stable results across the configurable lookback period. The formula ensures that as price moves more linearly (large L relative to d), FD approaches 1.0. As price moves chaotically (small d despite large L), FD approaches 2.0. 2. Five-State Regime Classification The raw FD value maps to five regime states based on configurable thresholds. The default boundaries are: Strong Trend (FD < 1.33), Trending (1.33–1.45), Random Walk (1.45–1.55), Mean-Reverting (1.55–1.67), Strong Mean-Revert (FD > 1.67). Each state carries a distinct color and strategy implication. 3. FD Percentile Tracking The current FD value is ranked against a 100-bar rolling window to produce a percentile score. This shows not only the current regime state but how extreme that reading is relative to recent history — a 95th percentile trending reading is more significant than a borderline one. 4. Candle and Background Coloring Candles are painted using a gradient: amber/gold for trending states, neutral for random walk, teal/cyan for mean-reverting states. Chart background is tinted faintly in the corresponding regime color. Both color channels update in real time as FD changes. Features Katz fractal dimension calculation: Computationally efficient geometric method Hurst exponent display: H = 2 - FD, shown alongside raw FD in dashboard Five-state regime classification: Strong Trend through Strong Mean-Revert Smoothed EMA overlay: Optional EMA of raw FD for noise reduction Regime transition markers: On-chart triangle shapes at every regime change FD percentile (100-bar): Shows how extreme the current reading is historically Gradient candle coloring: Amber for trend, teal for mean-revert, neutral center Regime background tinting: Chart background reflects current regime state Dashboard: FD, Hurst, regime, percentile, and strategy bias recommendation Five alert conditions: Regime transitions and extreme readings Input Parameters Fractal Engine: Fractal Period: Lookback bars for FD calculation (default: 30, range: 10-200) EMA Smoothing: Smoothing period for the display line (default: 5) Thresholds: Trending Threshold: Hurst value above which market is trending (default: 1.5) Mean-Revert Threshold: Hurst value above which market is strongly mean-reverting (default: 1.6) How to Use This Indicator Step 1: Read the Strategy Bias The dashboard's Strategy Bias row gives a direct instruction: USE TREND SIGNALS, USE MEAN-REV SIGNALS, or AVOID / WAIT. This summarizes the regime into an actionable filter. Step 2: Use Regime Transitions as Mode Switches When a TREND triangle appears after a period of RANGE, consider activating trend-following setups. When a RANGE transition appears after trend, consider rotating to mean-reversion approaches. Step 3: Check the Percentile A 90th-percentile trending reading suggests a particularly directional market. A 10th-percentile trending reading is borderline — apply less conviction to trend signals. Indicator Limitations Fractal dimension is a mathematical property of the price series, not a predictive indicator — it describes what has happened, not what will happen The Katz method is one of several FD estimation approaches; results will differ from Higuchi or other methods Short lookback periods produce noisier FD values; longer periods produce smoother but slower-responding readings Originality Statement The Katz fractal dimension method is applied here in a complete regime classification engine with five states, EMA smoothing, a 100-bar percentile ranking, gradient candle coloring, and a strategy bias recommendation layer — none of which are standard in simple FD implementations. The combination of Hurst exponent derivation, percentile context, and strategy bias output in a single publication distinguishes this from generic fractal dimension scripts. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Fractal dimension values describe historical price geometry and do not predict future price movement. Trading involves substantial risk of loss. -Made with passion by jackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
Golden Range Zones | Rainbow MatrixGENERAL OVERVIEW Golden Range Zones is a nested prior-range projection tool. At every reset boundary it freezes the just-closed period's high and low as the inner Band lines, then scans backward to find the nearest earlier extremes that price has NOT yet broken — the outer Oscillation lines. The gap between each Band and its Oscillation is filled with a golden Fibonacci zone, giving an immediate map of where price has prior structural precedent above and below the current range. The goal is to answer one question at a glance: where are the levels that actually matter right now, and how much room is there before price reaches them? Instead of a single prior-day high/low pair, you get a nested structure — the recent range bracketed by the closest unbroken historic extremes — with the space between them measured in Fibonacci proportion. Every line is derived from real completed-period extremes, not approximated from the current bar. The indicator works on crypto and futures (24h session reset) and on stocks (custom trading-hours window with timezone), computes the range from in-session data only, and never repaints its frozen levels. WHAT IS THE THEORY BEHIND THIS INDICATOR? Prior high/low levels are among the most watched references in trading — but most tools draw only the single most recent pair (yesterday's high and low) and stop there. That tells you the edges of the last range. It does not tell you what lies beyond those edges: the next level up that price failed to break, or the next level down that has held historically. Price does not react in a vacuum at the edge of yesterday's range. When it breaks above the recent high, the relevant question becomes "what is the nearest overhead level that has actually rejected price before?" — because that unbroken prior extreme is where the next reaction is statistically more likely. Golden Range Zones formalizes this: it brackets the recent range with the nearest UNBROKEN prior extremes on each side, found by scanning completed periods backward until it locates the first one whose high exceeded (or low undercut) the current range. The space between the recent edge (Band) and the nearest unbroken extreme (Oscillation) is then divided in Fibonacci proportion — the zone where price travels between "left the recent range" and "reached the next historic wall." Reading that space as a graded golden zone, rather than two bare lines, turns the gap into a structured probability map: the deeper price pushes into the zone, the closer it sits to the level that has rejected it before. Where no prior breaching extreme exists — price at an all-time high or low, a young asset, a very high reset period — the tool does not go blank. It projects a conservative Oscillation from the Band by 25% of the period range and flags it distinctly, so the structure is always present even at historic extremes. GOLDEN RANGE ZONES FEATURES The indicator includes these main components: ◇ Nested Prior-Range Engine (Band + backward-scan Oscillation) ◇ Golden Fibonacci Zones (dual-sided, mirrored) ◇ Extreme-Event Fallback Projection ◇ Black Swan Extension (liquidation-sweep zone) ◇ Session / Custom Trading-Hours Anchoring ◇ Zone-Size % Read-out ◇ Multilingual interface (5 languages) and full visual customization NESTED PRIOR-RANGE ENGINE 🔹 What It Does Freezes four static horizontal lines at each reset. The Band lines are the just-closed period's high and low (the inner pair). The Oscillation lines are the nearest prior period extremes that lie beyond that range (the outer pair). 🔹 Method At each reset, the just-closed period's high and low are pushed to a rolling history of completed-period extremes and frozen as the Band lines. The engine then scans that history backward from the most recent period: the first earlier period whose high exceeds the Band high becomes the Oscillation high; the first whose low undercuts the Band low becomes the Oscillation low. The two sides resolve independently and can sit at very different look-back distances — the overhead wall might be four periods back while the floor below is two hundred periods back. Because both sides are bracketed by real extremes that the recent range did not breach, the structure is always ordered: Oscillation high ≥ Band high ≥ Band low ≥ Oscillation low. 🔹 No-Repaint Every value comes from closed periods. Once frozen at the reset, the lines do not repaint for the duration of the period. GOLDEN FIBONACCI ZONES 🔹 What It Does The gap between each Band (inner) and its Oscillation (outer) is filled with a rainbow Fibonacci zone — the area where price travels from the recent range edge toward the nearest unbroken historic level. 🔹 Method On each side the axis runs from the Band (ratio 0) to the Oscillation (ratio 1.0). The zone is divided into bands whose widths follow a Fibonacci 1:1:2:3:5:8 distribution, so the sub-bands grow as they approach the outer extreme — the area nearest the historic wall is the widest, where reaction is most likely. The palette runs aqua at the inner edge through to red at the outer edge, mirrored on the upper and lower sides. The space between the two Band lines stays clean, keeping the current trading range visually uncluttered. EXTREME-EVENT FALLBACK 🔹 What It Does When the backward scan finds no prior period that breached the Band on a side — price at a historic extreme, a young instrument, or a very high reset period — the Oscillation on that side is projected rather than left blank. 🔹 Method The orphan side's Oscillation is placed at 25% of the period range beyond the Band, and the line is rendered with a distinct purple accent so it reads clearly as a conservative projection, not a historic level. Only the side without a real prior breach uses the fallback; the other side keeps its true extreme. The tool therefore always presents a complete structure, even in uncharted price territory. BLACK SWAN EXTENSION 🔹 What It Does An optional zone projected beyond the Oscillation — the area where price often wicks past a level to sweep liquidity before reacting. 🔹 Why It Matters Levels are rarely respected to the tick. Price frequently overshoots a key extreme, triggering stops and liquidating leveraged positions, then reverses. The Black Swan extension marks that overshoot band explicitly, so an aggressive wick beyond the Oscillation reads as a potential liquidation sweep rather than a clean breakout. SESSION / CUSTOM TRADING-HOURS ANCHORING 🔹 What It Does The reset that defines each period can follow the instrument's native session (ideal for 24h crypto and futures) or a custom trading-hours window in a chosen timezone (ideal for stocks). 🔹 Method In Session mode the period resets on the symbol's session boundary at the chosen reset timeframe (default Daily). In Custom Hours mode you set an open–close window and a timezone; the running high and low then accumulate from in-session bars only, discarding after-hours movement, and the period rolls over at the window open. This makes the Band represent the true regular-session range for stocks, not a figure distorted by thin extended-hours activity. ZONE-SIZE % READ-OUT 🔹 What It Does Three dashed vertical markers, drawn a configurable number of candles past the block, each span one zone and report its size as a percentage of current price. 🔹 The Three Zones ◇ Sell zone (green): Oscillation high → Band high — the room above the recent range. ◇ Neutral zone (gray): Band high → Band low — the recent range itself. ◇ Buy zone (red): Band low → Oscillation low — the room below the recent range. Reading each zone as a % of price lets you size targets and risk against the structural levels directly. HOW TO USE This indicator is not a signal generator. It is a structural map: it shows the recent range, the nearest unbroken extremes that bracket it, and the graded space between them. 🔹 Setup Set the chart timeframe below the reset period (for example a 15m chart with a Daily reset). For 24h markets leave Reset Mode on Session. For stocks, switch to Custom Hours and set the regular-session window and timezone. If the chart timeframe is at or above the reset period, the projection hides and a guard note appears. 🔹 Reading the Structure ◇ The two Band lines are the just-closed period's range — the immediate edges. ◇ The two Oscillation lines are the nearest prior levels the range has not broken — the next structural walls. ◇ The golden zone between each Band and Oscillation is where price has prior reaction precedent; the Fibonacci-weighted bands widen toward the outer wall. 🔹 Tactical Reading ◇ Price holding inside the Bands — trading within the recent range; no structural test yet. ◇ Price entering a golden zone — travelling toward the nearest unbroken extreme; the deeper it pushes, the closer the historic level. ◇ Price wicking into the Black Swan extension — possible liquidity sweep beyond the level; watch for rejection. ◇ A purple-accented Oscillation — no real prior breach on that side; the level is a conservative projection, treat with lower confidence. INPUTS EXPLAINED 🔹 System Language Display language for the panel and labels. Options: English (default), Português, Español, Русский, 中文 (Chinese). 🔹 Reset Period / Reset Mode The period boundary that defines each range. Session (auto) for 24h markets; Custom Hours (with trading window + timezone) for stocks. 🔹 Lines Visibility and width for the Band and Oscillation strokes. 🔹 Rainbow Style Golden-zone visibility and transparency. 🔹 Black Swan / Aqua The outer liquidation-sweep extension and the inner breathing-room line. 🔹 Extreme Event Enables the 25%-range fallback projection when no prior breach exists. 🔹 Zone % Lines The three zone-size verticals and their candle offset from the block. 🔹 Info Panel Visibility, position, and font size. IMPORTANT NOTES Golden Range Zones works on any chart timeframe below the reset period. It is built for instruments with reliable price data across many periods, since the backward scan may look back far to find an unbroken extreme — on very short history the fallback projection covers the gap. In Custom Hours mode the range reflects in-session bars only. The frozen levels do not repaint within a period; they recompute at the next reset, like an anchored tool. The Fibonacci 1:1:2:3:5:8 zone distribution is part of the canonical Rainbow Matrix design grammar, shared across the portfolio for consistent readability. Pine Script v6. Open-source under Mozilla Public License 2.0. UNIQUENESS Golden Range Zones is unique in how it brackets the recent range. Most prior-range tools draw a single high/low pair; this one finds the nearest UNBROKEN prior extremes on each side via a backward scan through completed-period history, producing a nested structure rather than two bare lines. The space between the recent edge and the nearest unbroken extreme is then divided in Fibonacci 1:1:2:3:5:8 proportion, so the graded zone widens toward the historic wall where reaction is most likely — turning the gap into a structured probability map rather than empty space between two lines. An extreme-event fallback keeps the structure intact at all-time highs and lows by projecting a conservative level instead of going blank, and a Black Swan extension models the liquidation-sweep overshoot beyond each extreme. Session or custom trading-hours anchoring lets the same engine serve 24h crypto and regular-session stocks correctly, computing the range from in-session bars only. The combination of backward-scan nested ranges, Fibonacci-weighted golden zones, conservative fallback projection, and session-aware anchoring produces a structural read of prior-range context that single-pair high/low tools cannot provide.
Pine Script® インジケーター
rainbowmatrixの投稿
Average Daily Range Percentage (ADR%) and Average Daily VolumeTwo critical pre-trade filters, always visible right on your chart. Before entering any swing trade, you need to know two things: is this stock volatile enough to move your account, and is it liquid enough to trade cleanly? This indicator answers both questions at a glance. **ADR% (Average Daily Range)** measures how much a stock moves on an average day. Too low and it won't move your portfolio. Too high and the daily noise will stop you out randomly. The color tells you where you stand instantly. **ADV (Average Dollar Volume)** measures how much money flows through the stock each day. Liquid stocks respect key levels, pull back cleanly to moving averages, and don't gap randomly on low volume. Illiquid stocks do the opposite. Both values are color-coded against your thresholds: 🟢 Green — within your ideal range 🟠 Orange — borderline, proceed with caution 🔴 Red — outside your criteria, skip it Fully customizable: ADR% and ADV thresholds Warning zones for borderline values Lookback periods for both calculations Colors for good, warning, and bad values Default thresholds are calibrated for swing traders. Adjust to match your account size and risk tolerance. Built for swing traders who want clean, fast chart reviews without second-guessing liquidity or volatility on every name.
Pine Script® インジケーター
vinthomasの投稿
Fractional CUSUM Regime Filter [Jamallo]🔹 Intro The Fractional CUSUM Regime Filter is a quantitative trend and volatility channel indicator designed to identify structural market regimes with high stability. Unlike traditional filters that suffer from lag or whipsaw signals, this indicator applies a dual-layered preprocessor combining Lopez de Prado’s Fixed-Window Fractional Differentiation (FFD) with a classic Cumulative Sum (CUSUM) statistical trigger. 🔹 Break down Fractional Differentiation (FFD) : Stationarizes pricing input while retaining long-term historical memory (controlled by the "d" parameter). Classic CUSUM Filter : Accumulates deviations from a rolling baseline relative to current volatility. When cumulative deviation exceeds the threshold multiplier (h), a new regime change is triggered, and the baseline steps dynamically to the new price level. Vol-Adjusted Percentile Bands : Linear interpolation percentiles of price deviation relative to the stepped baseline. The distances are "locked" and only update on CUSUM regime triggers to prevent wobbly bands. 🔹 Visual Guide: Indicator Anatomy Here we have the structure of the indicator, including the CUSUM baseline, the 68% inner percentile band, and the 95% outer percentile band. How to use: Mean Reversion (Pullbacks to the Mean) The channel boundaries represent statistical extremes. When the price is pushed outside the bands, it is mathematically overextended and highly likely to revert back to the CUSUM baseline. Long Setup (Pullbacks in Bullish Trend): During a green CUSUM uptrend, watch for price to pull back to the lower bands ("micro pullback") and enter as it heads back up to the baseline mean. Short Setup (Pullbacks in Bearish Trend): During a red CUSUM downtrend, watch for price to rally into the upper bands ("micro pullback") and enter as it reverts down to the baseline mean. 🔹 How to use: Trend Following & Risk Management The indicator is designed to capture sustained macro trends while providing clear risk parameters. Entering on Breakthroughs : Enter when the BUY/SELL signal flags appear (indicating a new CUSUM regime shift). Stop Loss Placement : Place stop loss orders just below the opposite outer band or below the stepped baseline. Letting Winners Run : Ride the trend as long as the CUSUM baseline maintains its colored regime state (Green for Long, Red for Short). 🔹 Settings Parameters d (0.01 - 0.99) : Differentiation order. Lower values retain more historical memory; higher values approach first-difference. CUSUM Drift & Threshold : Controls baseline sensitivity to regime changes. Percentile Lookback & Targets : Set the statistical width of the inner and outer boundaries.
Pine Script® インジケーター
Jamallo22の投稿
Session Liquidity Atlas [JOAT]Session Liquidity Atlas Introduction SLA Session Liquidity Atlas is an open-source session context indicator built to map the active trading session, opening range, prior-session liquidity, confirmed sweeps, and confirmed opening-range breaks in one clean overlay. The problem it solves is session context. A breakout above the opening range means something different when the prior-session high was just swept, when the session range is compressed, or when price is still trapped inside the opening band. SLA organizes those reference points into a readable liquidity atlas with a top-right dashboard and restrained dark-mode chart shading. Core Concepts 1. Active Session Range The indicator tracks the selected session's open, high, low, close, bar count, and live range. The session band updates during the active window and freezes naturally when the session ends. 2. Opening Range The opening range is built from the first configurable number of session minutes. Confirmed closes above or below the opening range define bullish or bearish break events. 3. Prior-Session Liquidity Prior-session high and low are projected forward as liquidity reference levels. A sweep is confirmed only when price trades through a prior level but closes back inside it on a confirmed bar. 4. Confirmed Bias State Bias updates from opening-range breaks and mature sweep states. All official events use confirmed bars, avoiding realtime-only signals being mistaken for final signals. 5. Visual System The overlay uses transparent session bands, opening-range shading, prior-session reference lines, and a compact dashboard. No arrows or retail-style marker clutter are used. Features Session range band: Tracks live high and low of the selected session Opening range band: Displays the early-session decision range Prior-session liquidity levels: Projects prior high and low as reference lines Confirmed sweep detection: Detects high/low sweeps only after bar close Confirmed opening-range breaks: Break events require closed-bar confirmation Bias tinting: Background gently reflects current bullish, bearish, or neutral state Top-right dashboard: Shows session status, bias, sweep state, breakout state, range, OR/session ratio, and body balance Alert conditions: Includes confirmed alerts for sweeps and opening-range breaks Input Parameters Session: Primary Session: Session window used by the atlas Opening Range Minutes: Number of minutes used to build the opening range Sweep Hold Bars: Bars required before a sweep state matures into bias context Visual: Show Session Band Show Opening Range Band Show Prior Session Liquidity Tint Background On Bias Line Width and transparency controls How to Use Step 1: Read the dashboard bias and session status. Step 2: Watch whether price is inside or outside the opening range. Step 3: Treat prior-session high and low as liquidity reference levels, not guaranteed reversal points. Step 4: Use confirmed sweeps and confirmed opening-range breaks as context for another entry model or discretionary plan. Limitations Opening-range logic depends on the selected session and chart timeframe A sweep can fail and continue beyond the prior level The indicator is a context layer, not a complete trading system Signals confirm only after the bar closes, so they intentionally appear after the event candle is complete Originality Statement SLA is an original JOAT implementation combining session range logic, prior-session liquidity sweeps, opening-range breaks, and a compact state dashboard into one transformed Pine Script v6 overlay. It is not a copy of any source script. Disclaimer This script is for educational and informational purposes only. It is not financial advice and does not guarantee future results. Trading involves risk, and users should apply their own risk management. Made with passion by jackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
AlligatorFlex Reversal Engine AlligatorFlex Reversal Engine detects potential early trend-shift conditions using modified Alligator structure, line slope, volume expansion, and range confirmation. NASDAQ:QQQ AlligatorFlex Reversal Engine is a modified Alligator-style indicator designed to identify potential early trend-shift conditions using slope, volume, and price-range validation. Unlike a traditional Alligator indicator that only plots trend structure, AlligatorFlex adds confirmation filters to highlight moments where the market may be transitioning from one directional state to another. The indicator uses three EMA-based Alligator lines: - Jaw: slower structure line - Teeth: medium structure line - Lips: faster structure line Each line changes color based on its current slope, allowing traders to quickly visualize whether the internal structure is pushing upward or downward. Signal validation includes: - All three Alligator lines must show directional slope. - Current volume must exceed the average volume by a user-defined multiplier. - The recent price range must expand beyond its average range. - Line structure must meet the required alignment condition. A LONG signal appears when the Alligator structure is still positioned in a bearish alignment, but all three lines are rising with strong volume and range expansion. This can suggest a possible bullish reversal or early recovery attempt. A SHORT signal appears when the structure is still positioned in a bullish alignment, but all three lines are falling with strong volume and range expansion. This can suggest a possible bearish reversal or early rejection. This makes the indicator useful for traders looking for possible transition zones, reversal pressure, momentum shifts, and early directional expansion. Best used with: - Higher timeframe trend context - VWAP - Support and resistance - Market structure - Volume analysis - Breakout or reclaim setups AlligatorFlex Reversal Engine helps traders detect potential early market shifts by combining a modified Alligator structure with slope, volume, and range expansion filters. Instead of only showing moving average lines, the indicator evaluates whether the market is showing enough directional pressure to justify a possible transition signal. It highlights moments where: - Alligator lines begin to slope in the same direction - Volume expands above average - Price range expands beyond normal conditions - Structure suggests a possible reversal or directional shift LONG and SHORT labels are plotted directly on the chart when all confirmation layers align. The goal of AlligatorFlex is to help traders spot possible early reversal pressure before a fully developed trend becomes obvious. Jaw Length: Controls the slowest Alligator structure line. Teeth Length: Controls the medium Alligator structure line. Lips Length: Controls the fastest Alligator structure line. Volume Length: Defines the lookback period used to calculate average volume. Range Length: Defines the lookback period used to calculate recent price-range expansion. Slope Threshold: Minimum slope required from each Alligator line before a signal can be considered valid. Volume Multiplier: Requires current volume to be greater than average volume by the selected multiplier. Range Multiplier: Requires the recent price range to expand beyond its average range by the selected multiplier. Limitations: - This is a modified Alligator-style indicator, not the classic Williams Alligator. - Signals are designed for potential early shifts, not confirmed trend continuation. - Volume filters may behave differently across markets with unreliable or synthetic volume. - Range expansion can trigger late signals after a move has already started. - Choppy markets can still produce false signals. - The indicator does not include stop loss, take profit, or position sizing logic. Important: This indicator is not a standalone trading system and does not predict future price movement. It is designed as a visual confirmation tool for identifying potential directional shifts. Signals may fail during choppy, low-liquidity, or range-bound conditions.
Pine Script® インジケーター
Ty_yanseの投稿
9
Dealing RangeDealing Range (DR) — Session Range Tracker Automatically maps the full CME session range from 6:00 PM to 4:15 PM New York time, tracking the highest high and lowest low as the session develops in real time. DR.High and DR.Low expand bar by bar and freeze at session close, giving you a clean visual boundary of the day's full price delivery range. Within that range, the indicator plots the 25%, 50%, and 75% equilibrium levels. The 50% acts as the session's premium/discount divide — price trading above it is in premium, below it is in discount. The 25% and 75% levels mark the first standard reaction zones within each half of the range, useful for anticipating where price may stall, reverse, or accelerate through. At the open of each new session, the completed range is preserved as the Previous Dealing Range (PDR.High, PDR.Low) with its own set of percentage levels. These static reference lines carry forward as key context for the incoming session — particularly the PDR 50%, which frequently acts as a draw on liquidity or a decision point during the early hours of the new session. All visual elements are independently configurable. Current DR boundaries, current DR levels, previous DR lines, and labels for both sessions can each be toggled, recolored, resized, and restyled without affecting one another. Can set to only having one Range active at once, just used both to show both the ranges off, Works the same as the MTF DR just not using individual sessions for Higher time frame analysis. Enjoy. :)
Pine Script® インジケーター
mayb1dayyの投稿
Volatility Compression Release Map [AGPro Series]Volatility Compression Release Map 🧠 Core Idea Is the market quietly building expansion energy, or has the release already failed back into the shelf? 📌 Overview / What it does Volatility Compression Release Map is a volatility regime and compression shelf visualization tool built to identify quiet range contraction, release attempts, fake releases, and expansion quality. The script maps a projected compression shelf when volatility rank and range size contract together. It then tracks whether price releases away from that shelf, returns back inside it, or continues to hold expansion pressure. This script does not predict future price direction, automate trades, or produce guaranteed buy/sell signals. It is designed as a structured chart-reading layer for volatility compression, release quality, and contextual risk. 🎯 Purpose & Design Philosophy The script was built for traders who care about the transition between quiet markets and expansion phases. Many charts look calm before movement starts. The challenge is not simply seeing a tight range, but understanding whether that range is still building energy, whether the release is active, or whether the move has already failed back into the shelf. The design philosophy is simple: reduce volatility noise into a readable map, preserve the important shelf story, and make the current regime understandable at first glance. ⚡ Why This Script Is Different Most tools focus on breakout arrows, squeeze dots, or raw volatility bands. This script does NOT treat every contraction as an immediate trade signal and does NOT frame every expansion candle as confirmation. Instead, it builds a full compression-to-release map: the shelf, volatility rank, range size, release direction, fake-release risk, quality score, right-side state labels, and a compact AG Pro panel all work together. ⚙️ Methodology 1. Context Detection The script evaluates ATR rank, recent range size, and whether price is still inside a quiet shelf. 2. Shelf Mapping When compression conditions align, the active range is stored and projected forward as a compression shelf. 3. Release Evaluation The script checks whether price leaves the shelf with enough candle body expansion to qualify as a release attempt. 4. Failure Tracking If price quickly returns into the shelf during the fake-release window, the state changes to fake release. 5. Visual Output The chart displays a projected shelf, dotted rails, a centered shelf-quality label, event labels, right-side state tags, and a compact AG Pro panel. 🗺️ How to Read the Chart Zones represent the active compression shelf. The shelf label shows the current shelf quality score using a compact `SHELF | Q` format. Green/teal visual states generally indicate constructive expansion or defended release behavior. Pink visual states highlight failed release or adverse volatility behavior. Indigo/accent visuals represent compression and neutral shelf structure. The panel summarizes compression state, release direction, volatility rank, range size, quality score, shelf range, and next context. 🚦 Signals & States • COMPRESSION BUILD → a quiet shelf is forming and volatility is compressed • RELEASE ACTIVE → price has moved away from the shelf with sufficient body expansion • FAKE RELEASE → price returned back into the shelf after a release attempt • SHELF WATCH → a shelf exists but the market has not produced a clean active release • WAIT COMPRESSION → no valid compression shelf is currently active 🔔 Alerts Logic Compression Build alert triggers when a new volatility compression shelf is detected. Compression Release alert triggers when price releases from the active shelf with enough candle body expansion. Fake Release alert triggers when price returns back into the shelf within the defined fake-release window. Alerts are attention markers. They are not trade instructions. 🧩 Confluence Logic The context becomes stronger when low volatility rank, compact range size, a visible shelf, and a strong release candle align. The context becomes weaker when price fails back into the shelf shortly after release. 📊 When to Use • Before potential expansion phases • During quiet range compression • Around breakout preparation zones • When evaluating whether a move is expanding or failing • On liquid markets where volatility structure is meaningful ⚠️ When NOT to Use • Extremely illiquid symbols • Very noisy low-timeframe charts • News shock environments where volatility structure changes suddenly • Markets with unreliable volume or large gaps • Situations where a single indicator is being used without broader context 🎛️ Key Inputs • Compression Lookback → controls the range window used to detect the shelf • Volatility Rank Lookback → controls how ATR rank is measured • Compression Rank Max → changes how selective compression detection is • Range ATR Max → limits how wide a valid shelf can be • Release Body ATR Min → defines how strong a release candle must be • Fake Release Window → controls how quickly a release failure is detected • Visual settings → control shelf projection, labels, panel, theme, and font sizes 🖥️ Interface & Visual Design The interface is designed to look clean, premium, and publication-ready. The shelf is the main visual anchor. Event labels are intentionally limited so the chart does not become crowded. The AG Pro panel uses a merged blue header row and summarizes the state without covering the main chart story. 🧪 Practical Usage Workflow 1. Read the panel state. 2. Locate the active compression shelf. 3. Check whether price is inside, releasing, or failing back into the shelf. 4. Compare the quality score with the visual structure. 5. Use broader market context before making any decision. 🔍 Interpretation Guidelines Compression is not direction. A shelf shows where volatility has contracted. A release shows that price moved away from the shelf with expansion pressure. A fake release shows that the market rejected the expansion and returned to the compression area. The strongest interpretations come from combining the shelf, state, quality score, and surrounding market structure. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an auto-trading system. It does not guarantee profitable trades. It does not replace risk management or independent analysis. ⚠️ Limitations & Transparency Timeframe differences can change how compression and release behavior appears. High volatility news events may reduce the usefulness of shelf-based interpretation. Low-liquidity markets can produce misleading shelves and sudden false releases. The script is rule-based and should always be interpreted within broader market context. 🧠 Market Context Notes Volatility often contracts before expansion, but compression alone does not define direction. The shelf helps identify where the market has stored recent range energy. Release quality helps separate stronger expansion attempts from weak movement outside the range. 🧾 Use Case Examples When price remains inside a shelf while volatility rank is low, the market may still be building energy. When price leaves the shelf with strong body expansion, the script marks release behavior. When price returns into the shelf quickly, the script flags a fake-release context. 🧱 System Philosophy AGPro Series tools are built to turn complex market behavior into structured visual maps. The goal is not to simplify markets into certainty, but to make important context easier to read. 🔐 Non-Promise Statement No script can know the future. No signal is certain. No visual state should be treated as a guaranteed outcome. 📉 Risk Disclosure Trading involves risk. Markets can move unexpectedly. Users are responsible for their own decisions, risk management, and trade execution. This script does not provide financial advice. 📚 Educational Note This tool is intended for educational and analytical use. It can help traders study volatility compression, release behavior, fake-release risk, and shelf-based market context.
Pine Script® インジケーター
AGProLabsの投稿
OPR Asia London US Universal Open Price RangeDescription : What this script does This indicator automatically draws the Open Price Range (OPR) for up to three configurable trading sessions: Asia, London, and US. For each session, it captures the high and low over a user-defined opening window, then extends the resulting levels forward in time so traders can monitor whether price respects or breaks the opening range. What makes it original Most OPR indicators on TradingView are hardcoded for a single instrument (DAX, NQ, ES) and a single timezone. This script solves three problems that existing public OPR tools do not handle: Universal — works on any asset (indices, forex, commodities, crypto) without symbol detection logic. No ticker filtering. Per-session timezone — each of the three sessions has its own independent timezone setting. Asia runs on America/New_York, London on Europe/London, US on America/New_York by default, but all are fully configurable. This ensures correct alignment regardless of the chart's display timezone. Cross-midnight handling — the Asia session starts at 20:00 ET (evening) and its extension target falls the next morning. The script correctly computes next-day timestamps for the extend line, a case that breaks most existing OPR implementations. How it works For each session the script computes a tStart and tEnd timestamp in the session's own timezone using Pine Script's timestamp() function with explicit year/month/day/hour/minute parameters. It accumulates the highest high and lowest low of all bars within the window. On the first bar after the window closes, it draws: A filled rectangle over the OPR capture window A thick left-edge vertical line marking the exact open High and low horizontal lines extended to a configurable end time An optional dotted midpoint line A small session label (AS / LN / US, all editable) The extend target uses a cross-midnight guard: if the extend hour falls before the session start hour in that timezone, 86,400,000 ms (one day) is added to the timestamp. How to use it Set Start hour/min and End hour/min to define the capture window for each session. Set Extend hour/min to control how far the high/low lines project forward. Enable or disable each session independently. All colors, line widths, and labels are customizable in the Style group. Works on any timeframe from 1 minute to 1 hour. Tested on indices (DAX, NQ, ES), forex pairs, and Gold.
Pine Script® インジケーター
RAFENTechの投稿
Range Control Transfer Map [AGPro Series]Range Control Transfer Map 🧠 Core Idea Who controls the range now, and did control transfer from the buyer side to the seller side or from the seller side to the buyer side? 📌 Overview / What it does Range Control Transfer Map is a range-control visualization tool built to study sideways markets where price rotates between upper and lower boundaries. The script builds a mature range, separates it into buyer-control and seller-control zones, maps the internal control transfer band, tracks acceptance through that band, scores transfer quality, monitors failed-transfer risk, and summarizes the current control state in a compact AG Pro panel. It does not predict future price, automate trades, or claim that a control-transfer event must continue. It is a structured decision-support map for reading range control, acceptance, failed transfer risk, and next-context conditions. 🎯 Purpose & Design Philosophy Many range tools answer only one question: Where are support and resistance? This script was built to answer a more useful question: Who controls the range now? The design goal is to help traders separate passive sideways movement from meaningful control transfer inside a mature range. ⚡ Why This Script Is Different Most range tools draw a box, mark the high, mark the low, and stop there. This script does NOT treat every range touch as equally important. Instead, it divides the range into buyer-control and seller-control halves, watches the midpoint transfer band, checks candle body commitment, reviews volume participation, evaluates range health, and tracks whether the active control side is still protected or starting to fail. The focus is not only where the range is. The focus is who is gaining or losing control inside it. ⚙️ Methodology 1. Range Detection The script identifies a working range using recent high/low structure, ATR-normalized range height, and repeated edge interaction. 2. Range Health Scoring Range Health combines range height balance, edge-touch behavior, and current position relative to the control line. 3. Control Zone Mapping The upper half becomes the Seller Control Zone. The lower half becomes the Buyer Control Zone. The midpoint area becomes the Control Transfer Band. 4. Transfer Evaluation When price accepts through the transfer band with enough candle body commitment, the script evaluates whether buyer or seller control has transferred. 5. Transfer Quality Scoring Transfer Quality combines range health, candle body commitment, and volume participation into a 0-100 score. 6. Failure Risk Review The script monitors whether the active transfer is losing the transfer band and moving back toward control reset. 7. Visual Output The chart displays buyer/seller control zones, the control transfer band, active transfer labels, failed-transfer labels, right-side control tags, alerts, and a compact AG Pro panel. 🗺️ How to Read the Chart Seller Control Zone = the upper half of the mature range where seller-side control is evaluated. Buyer Control Zone = the lower half of the mature range where buyer-side control is evaluated. Control Transfer Band = the internal midpoint band where control handoff is judged. SELLER CONTROL = price has accepted through the transfer band in favor of the seller side. BUYER CONTROL = price has accepted through the transfer band in favor of the buyer side. BALANCE = the range is mature, but neither side has clean active control. RANGE BUILDING = the current structure is not mature enough for control-transfer mapping. Panel = summarizes control side, transfer quality, range health, failure risk, control zone, and next context. 🚦 Signals & States • CONTROL TRANSFER UP → buyer-side control transfer detected. • CONTROL TRANSFER DOWN → seller-side control transfer detected. • FAILED BUYER CONTROL → buyer-side transfer failed back through the control band. • FAILED SELLER CONTROL → seller-side transfer failed back through the control band. • BUYER EDGE CONTROL → price reacts from the lower control side. • SELLER EDGE CONTROL → price reacts from the upper control side. • BALANCE → no clean control transfer is active. • RANGE BUILDING → the structure is not mature enough yet. 🔔 Alerts Logic Alerts trigger when a major range-control event appears. • Buyer Control Transfer → buyer-side transfer detected. • Seller Control Transfer → seller-side transfer detected. • High-Quality Control Transfer → transfer quality reaches the required threshold. • Failed Control Transfer → active control transfer loses the control band. • Buyer Edge Control → optional alert for lower-edge control reaction. • Seller Edge Control → optional alert for upper-edge control reaction. Alerts are attention markers, not trade instructions. 🧩 Confluence Logic The context becomes stronger when: • The range has enough ATR-normalized height • The range has repeated edge interaction • Price accepts through the transfer band • Candle body commitment supports the transfer direction • Volume participation is not weak • Transfer Quality is above the required threshold • Failure Risk remains low after the transfer • The panel state agrees with the chart label When these elements do not align, the script avoids treating every range movement as a meaningful control shift. 📊 When to Use • Range-control review • Sideways market analysis • Buyer/seller control mapping • Failed transfer review • Range acceptance study • Crypto, stocks, futures, forex, and liquid markets • 15m, 30m, 1H, 4H, and 1D charts ⚠️ When NOT to Use • Very low-liquidity assets • Extremely noisy micro timeframes • Strong news spikes that distort range structure • Clean one-directional trend environments with no mature range • Markets where every midpoint cross is being over-interpreted • Situations where a single label is expected to act as a guaranteed signal 🎛️ Key Inputs • Range Lookback → defines the recent structure window used for range high, range low, and control line. • Minimum Range Height ATR → defines the minimum range height required for a meaningful control map. • Maximum Range Height ATR → prevents very wide structures from being treated as clean range-control maps. • Use Intraday Adaptive Range → allows intraday charts to keep useful control maps without making higher-timeframe charts too noisy. • Edge Touch Tolerance ATR → controls how close price must come to a range edge to count as an edge interaction. • Control Band ATR → controls the thickness of the internal transfer band. • Minimum Transfer Score → defines the quality threshold for meaningful control transfer. • Minimum Body / Range → controls how much candle body commitment is required. • Volume Confirm Ratio → defines how much participation is required for full volume credit. • Failure Buffer ATR → controls where an active transfer starts to fail. • Maximum Transfer Age → defines how long an active transfer can remain under review. 🖥️ Interface & Visual Design The visual hierarchy is built around the active range: The full range box defines the structure. The upper half shows seller-control territory. The lower half shows buyer-control territory. The transfer band marks the internal handoff area. Event labels mark control transfer and failed-control states. Right-side tags keep buyer control, seller control, and transfer references visible. The AG Pro panel compresses the current range-control context into a fast, readable summary. 🧪 Practical Usage Workflow 1. Read the panel Control Side. 2. Check whether the chart is Range Building, Balance, Buyer Control, or Seller Control. 3. Review where price is relative to the Control Transfer Band. 4. If a transfer label appears, compare it with Transfer Quality. 5. Watch whether Failure Risk remains low or starts rising. 6. Use the buyer and seller control zones as context areas, not automatic trade levels. 7. Confirm with broader market structure, liquidity, volume, and risk planning. 🔍 Interpretation Guidelines A buyer-control transfer does not guarantee upside continuation. A seller-control transfer does not guarantee downside continuation. A failed-transfer label means the active control idea weakened. A range-building state means the structure is not mature enough yet. The script is best used as a range-control context layer, not as a standalone trading system. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an auto-trading system. It does not provide guaranteed entry or exit signals. It is not a simple support/resistance box. It is not another generic range breakout indicator. ⚠️ Limitations & Transparency Range quality depends on timeframe and market structure. Very volatile markets can expand beyond a clean control map. Low-liquidity symbols may create unreliable edge and transfer behavior. Choppy markets can create repeated control-transfer attempts. Volume behavior can differ across crypto, stocks, futures, and forex. 🧠 Market Context Notes Ranges often move through recognizable control phases: range building → balance → control transfer → defense → failure or continuation. This script visualizes that sequence so users can avoid treating every support or resistance touch as equally meaningful. 🧾 Use Case Examples If price accepts through the transfer band from the lower half, the script may mark CONTROL TRANSFER UP. If price accepts through the transfer band from the upper half, the script may mark CONTROL TRANSFER DOWN. If an active buyer-control transfer loses the band, the script may mark FAILED BUYER CONTROL. If an active seller-control transfer loses the band, the script may mark FAILED SELLER CONTROL. 🧱 System Philosophy The goal is not to predict the next breakout. The goal is to understand control inside the range. This script treats range behavior as a sequence: structure → control zone → transfer band → acceptance → defense or failure. 🔐 Non-Promise Statement No control-transfer label guarantees continuation. No failed-transfer label guarantees reversal. No range zone guarantees support or resistance. All outputs should be interpreted as analytical context. 📉 Risk Disclosure Trading involves risk. This script is for educational and analytical purposes only. It does not provide financial advice, investment advice, or guaranteed trading outcomes. Users are fully responsible for their own decisions, risk management, and trade execution. 📚 Educational Note Use the script to study how control shifts inside mature ranges. The most useful question is not only where the range high and low are. The better question is whether control has actually transferred inside the range.
Pine Script® インジケーター
AGProLabsの投稿
Opening Auction Trap Map [AGPro Series]Opening Auction Trap Map 🧠 Core Idea Did the opening auction accept value, reject an early extreme, or trap breakout participants? 📌 Overview / What it does Opening Auction Trap Map is an intraday session-open analysis tool built to study the first auction window of the trading session. The script builds an opening auction box, tracks the auction high and low, draws an acceptance rail, maps upper and lower failed-auction trap zones, and classifies whether price is accepting outside the auction or rejecting back into the range. It does not predict price direction, automate trades, or claim that every opening trap will create a reversal. It is a structured visualization and decision-support tool for intraday auction context. 🎯 Purpose & Design Philosophy Many opening-range tools focus only on breakout direction. This script was built to answer a more precise auction question: Was the opening move accepted, or did it trap traders who chased the first extreme? The design goal is to help intraday traders read the opening range as an auction behavior map instead of treating it as a simple breakout box. ⚡ Why This Script Is Different Most ORB tools mark the opening high and low, then wait for a breakout. This script does NOT treat every opening breakout as valid. Instead, it checks whether the move accepts beyond the auction edge, fails back inside the auction range, or retests a failed edge. The focus is auction behavior, trap risk, range control, and acceptance quality. ⚙️ Methodology 1. Opening Auction Window The script tracks high, low, and midpoint during the selected opening auction window. 2. Auction Box and Rails After the auction completes, the script projects the auction box, upper and lower trap zones, and the midpoint acceptance rail. 3. Failed-Auction Detection If price breaks above the auction high and closes back inside the range with enough upper-wick rejection, the script can mark an upper auction trap. If price breaks below the auction low and closes back inside the range with enough lower-wick rejection, the script can mark a lower auction trap. 4. Acceptance Evaluation If price holds beyond the auction edge for the required number of closes, the script can mark accepted movement above or below the auction. 5. Visual Output The chart displays the auction box, trap zones, acceptance rail, event labels, right-side tags, alerts, and a compact AG Pro panel. 🗺️ How to Read the Chart Opening Auction Box = the high-low range created during the selected opening window. Acceptance Rail = the midpoint of the opening auction range. Upper Trap Zone = the area around the auction high where failed upside breakouts may be evaluated. Lower Trap Zone = the area around the auction low where failed downside breakouts may be evaluated. UPPER AUCTION TRAP = price failed above the auction high and closed back inside the range. LOWER AUCTION TRAP = price failed below the auction low and closed back inside the range. ACCEPT UP = price accepted above the auction high. ACCEPT DOWN = price accepted below the auction low. Panel = summarizes auction state, quality score, auction high/low, range control, trap risk, next context, session window, and timeframe scope. TF Scope = shows whether the current chart timeframe is inside the supported auction-building range. 🚦 Signals & States • UPPER TRAP → upside auction breakout failed back inside the range. • LOWER TRAP → downside auction breakout failed back inside the range. • ACCEPT UP → price accepted above the auction high. • ACCEPT DOWN → price accepted below the auction low. • RANGE CONTROL → price is trading inside the auction range. • ABOVE AUCTION → price is above the auction high but not yet classified as accepted. • BELOW AUCTION → price is below the auction low but not yet classified as accepted. • BUILDING → the opening auction window is still forming. 🔔 Alerts Logic Alerts trigger when a new major auction behavior state appears. • Upper Opening Auction Trap → price failed above the auction high and closed back inside the range. • Lower Opening Auction Trap → price failed below the auction low and closed back inside the range. • Accepted Above Opening Auction → price accepted above the opening auction high. • Accepted Below Opening Auction → price accepted below the opening auction low. Alerts are attention markers, not trade instructions. 🧩 Confluence Logic The context becomes stronger when: • The auction range is clearly formed • Price probes an auction edge • The close rejects back inside the range • Wick quality is strong • Relative volume confirms participation • The panel state agrees with the event label If these elements do not align, the script avoids forcing a trap interpretation. 📊 When to Use • Intraday session-open analysis • Opening range review • ORB validation and failed-breakout detection • Equity index, stock, futures, forex, and crypto session studies • 1m, 3m, 5m, 15m, 30m, and 1H charts • Markets where the selected opening session has meaning ⚠️ When NOT to Use • Daily, weekly, or monthly charts • Symbols without a meaningful session open • Very low-liquidity assets • Extremely noisy markets where wick behavior is unreliable • Charts where the selected auction window does not match the actual market session • Situations where a single opening range should not be over-interpreted 🎛️ Key Inputs • Opening Auction Window → defines the session segment used to build the auction range. • Active Session Window → defines the session where post-auction behavior is evaluated. • Max Chart TF Minutes → defines the largest chart timeframe that should build the auction map. With the default 09:30-10:00 auction window, 30m and lower charts are the intended use. • Acceptance Close Count → sets how many closes are required before a breakout is treated as accepted. • Trap Evaluation Window → limits how long after the auction trap logic remains active. • Trap Wick Quality Threshold → controls how strong the rejection wick must be before a trap label appears. • Use Volume Confirmation → adds relative volume to quality scoring. • Trap Zone Width ATR → controls the thickness of the upper and lower trap zones. • Event Label Mode → Premium focuses on traps and accepted moves. Detailed also allows lower-priority retest labels. • Projection Bars → controls how far the auction structure projects to the right. 🖥️ Interface & Visual Design The visual hierarchy is built around the auction range: The box defines the opening auction. Trap zones frame the dangerous edges. The midpoint rail shows range control. Event labels mark important acceptance or failure behavior. The AG Pro panel summarizes the current auction state without requiring the user to decode every element manually. 🧪 Practical Usage Workflow 1. Select the opening auction window that matches the market. 2. Wait until the auction box completes. 3. Watch how price behaves around the auction high and low. 4. Check whether price accepts beyond the edge or fails back inside the range. 5. Use the panel to confirm auction state, quality score, range control, and trap risk. 6. Interpret the output inside broader market context. 🔍 Interpretation Guidelines An upper trap does not guarantee a selloff. It means the auction high was probed and rejected back inside the range. A lower trap does not guarantee a rally. It means the auction low was probed and rejected back inside the range. Accepted movement does not guarantee continuation. It means price has held beyond the auction edge according to the script’s rule set. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an auto-trading system. It does not provide guaranteed entry or exit signals. It is not a standard ORB breakout strategy. ⚠️ Limitations & Transparency Session settings matter. A poorly selected auction window can produce weak context. Higher chart timeframes may not capture the opening auction precisely. Low-liquidity markets may generate misleading wicks. Gap-heavy markets may require wider interpretation. The script is designed for intraday auction reading, not long-term chart analysis. 🧠 Market Context Notes The opening auction is often useful because it reveals early participation, imbalance, and willingness to accept price outside the first range. Failed extremes can matter because they show where early breakout attempts were rejected. Acceptance can matter because it shows where the market was willing to continue trading beyond the auction edge. 🧾 Use Case Examples If price breaks above the auction high but closes back inside the range with a strong upper wick, the script may mark UPPER AUCTION TRAP. If price breaks below the auction low but closes back inside the range with a strong lower wick, the script may mark LOWER AUCTION TRAP. If price closes above the auction high for the required number of bars, the script may mark ACCEPT UP. If price closes below the auction low for the required number of bars, the script may mark ACCEPT DOWN. 🧱 System Philosophy This script follows a behavior-first approach: Auction first. Edge reaction second. Acceptance third. Trap risk fourth. The goal is to reduce blind breakout thinking and encourage structured opening-session interpretation. 🔐 Non-Promise Statement No script can guarantee outcomes. No auction edge, trap label, acceptance state, or quality score should be treated as certainty. The output should always be interpreted with broader structure, liquidity, volatility, and personal risk rules. 📉 Risk Disclosure Trading involves risk. Markets can move against any interpretation. This script is for educational and analytical purposes only. Users are fully responsible for their own decisions. 📚 Educational Note Use this script to study how the market behaves around the opening auction and whether early extremes are accepted or rejected.
Pine Script® インジケーター
AGProLabsの投稿
ICT Dealing Range [Malibu]ICT Dealing Range Engine is an open-source market structure and imbalance indicator built to organize multiple ICT-style concepts inside a single live dealing range framework. Instead of plotting Fair Value Gaps, Order Blocks, Breaker Blocks, and equilibrium zones as disconnected elements, this script uses the active dealing range as a structural engine that helps filter, organize, and maintain the most relevant zones around current price. The purpose of this indicator is not to flood the chart with every possible imbalance or block. Its purpose is to build a cleaner, more contextual map of price by combining dealing range logic, equilibrium, liquidity interaction, market structure shifts, Fair Value Gaps, Inverted Fair Value Gaps, Order Blocks, and Breaker Blocks into one coordinated framework. This makes the script especially useful for traders who want to study price delivery inside a living range rather than treat each concept as an isolated label. At the center of the script is a rolling dealing range calculated from a user-defined lookback window. The highest high and lowest low within that window define the active range boundaries, while the midpoint defines the equilibrium level. These values are not drawn as static references. They continuously update with market movement, which allows the range to function as a live structural context rather than a fixed historical box. The range can be visually extended to the right and styled with its own fill and boundary colors so that it remains readable without overwhelming the chart. This range engine is what gives the script its identity. Many indicators can detect FVGs, Order Blocks, or swing-based zones, but they often do so everywhere on the chart without a hierarchy of relevance. In this script, the dealing range can act as a filter, meaning zones can be accepted, preserved, or removed according to whether they belong to the active structural window. That design choice helps reduce clutter and keeps the chart focused on what is currently most relevant from a structural perspective. Instead of treating the range as decoration, the script turns it into the framework that governs how other zones are interpreted. The indicator can display the active dealing range itself, including the range high, range low, and optional equilibrium line. On top of that structural layer, it can detect bullish and bearish Fair Value Gaps, convert broken gaps into Inverted Fair Value Gaps, identify bullish and bearish Order Blocks after liquidity and structure conditions are met, and build bullish and bearish Breaker Blocks from recent swing relationships. Each of these zone categories can be managed independently, which gives the user control over both logic and presentation. The Fair Value Gap engine uses a classic three-candle imbalance relationship. A bullish FVG forms when the older candle’s high is below the current candle’s low, creating a void that suggests upward displacement. A bearish FVG forms when the older candle’s low is above the current candle’s high, creating a downward imbalance. This script does not stop at merely finding such gaps. It can also require the gap to be meaningful relative to ATR, which helps ignore very thin or insignificant imbalances that often clutter lower timeframes. Once a qualifying gap is found, it is projected forward as a live zone so the user can monitor future interaction with it. The Inverted Fair Value Gap logic extends that idea further. If a bullish FVG later breaks to the downside by close, the script can convert it into a bearish IFVG. If a bearish FVG later breaks to the upside by close, it can become a bullish IFVG. This is important because failed imbalances often retain analytical value after polarity changes. Instead of treating a broken gap as useless, the script can reinterpret it as a new directional zone. This creates a more complete picture of how imbalance evolves as price transitions from one state to another. The Order Block logic is intentionally more selective than simple “last opposite candle” approaches. The script first tracks confirmed pivot highs and pivot lows using the chosen pivot length. Those pivots are then monitored for liquidity sweeps. A move above a stored pivot high marks buy-side liquidity taken, while a move below a stored pivot low marks sell-side liquidity taken. These events alone do not create an Order Block. Instead, they establish the context needed for the next confirmation step. After liquidity is taken, the script waits for a close-based Market Structure Shift. This means price must actually close through a relevant structural level in the opposite direction before an Order Block candidate is allowed to form. Once that sequence completes, the script scans backward over a configurable number of bars to find the first qualifying opposite candle and uses that candle’s range as the Order Block. In practical terms, after sell-side liquidity is swept and bullish structure shifts, the script searches for a bearish candle to define a bullish OB. After buy-side liquidity is swept and bearish structure shifts, it searches for a bullish candle to define a bearish OB. This makes the Order Block engine more conditional, more context-aware, and less arbitrary than approaches that mark every local opposite candle before a move. The Breaker Block logic is also structure-driven rather than purely cosmetic. For bearish breakers, the script looks for a high-low-high relationship in which the more recent high exceeds the previous one and price later closes below the intervening low. For bullish breakers, it looks for a low-high-low relationship in which the more recent low undercuts the previous one and price later closes above the intervening high. When those conditions are met, the corresponding region is marked as a Breaker Block. This approach makes breaker creation dependent on actual structural sequencing rather than on a simple visual approximation. To keep the chart readable, the script can also suppress near-duplicate breakers using ATR-based distance checks and remove breaker zones once they exceed a user-defined maximum age. A major strength of the script is that all of these zones can optionally be filtered through the active dealing range. If enabled, only FVGs, IFVGs, OBs, and BBs that belong to the current structural window are retained. This is one of the main reasons the indicator is useful as a full framework rather than as a loose collection of concepts. The range is not merely a backdrop. It acts as a relevance filter that helps keep attention on the most structurally important zones around current price. The script also includes a maintenance layer for zone management. Once zones are created, they can be extended forward for continued monitoring. If price invalidates or mitigates a zone, that zone can either be deleted or faded depending on the user’s preference. This is especially useful for traders who want to preserve historical context without keeping fully active boxes on the chart. Breakers can also expire based on age, and every major category has a cap on how many active regions can remain on screen. These controls are important not only for visual clarity but also for overall chart performance and usability. From a user interface standpoint, the indicator is organized into functional groups so the settings remain easy to understand. The Dealing Range section controls the rolling range window, midpoint visibility, forward extension, and styling for the box and lines. The FVG / IFVG section manages gap detection, range filtering, extension length, and directional colors. The Order Blocks section controls pivot sensitivity, activation, range filtering, extension, scan depth, and color settings. The Breaker Blocks section manages activation, range filtering, extension, age limits, and directional styling. Finally, the Style / Performance section controls label visibility, label color, mitigation fading, faded opacity, and the maximum number of retained zones per category. This layout is intentional. The script is meant to remain usable for both visual traders and more process-oriented users who want to adjust sensitivity and chart density. A lower pivot length will make the structure engine more reactive, while a higher pivot length will usually produce cleaner but slower structural responses. A shorter range lookback will make the dealing range more adaptive, while a larger one will emphasize broader price boundaries. FVG filtering, zone retention, and fading options can all be adjusted depending on how minimal or information-dense the chart should be. A practical workflow is to first identify the active dealing range and its equilibrium. That establishes the structural frame. From there, the user can observe which imbalances and reaction zones are forming inside that range, whether price is operating above or below equilibrium, and whether recent liquidity events are producing valid structure shifts. Bullish or bearish FVGs can then be evaluated in the context of current price location, while Order Blocks and Breaker Blocks can be interpreted as more conditionally derived zones that reflect structural responses rather than raw candle patterns. If price later invalidates an FVG and flips it into an IFVG, that polarity change remains visible and can be studied as part of the evolving delivery process. Key features: • Rolling dealing range with optional equilibrium line • Optional dealing-range filter for FVG, IFVG, OB, and BB zones • ATR-based Fair Value Gap thickness filter • Sweep + close-based Market Structure Shift logic for Order Blocks • Structure-based Breaker Block detection • Inverted Fair Value Gap polarity flips after invalidation • Zone extension, cleanup, fading, and age controls • Per-category retention limits for better chart clarity • Organized input groups for range, FVG/IFVG, OB, BB, and style/performance settings How to use: Use the dealing range to define the current structural window, then use equilibrium as the internal reference point of that range. Monitor which FVGs, OBs, and BBs form inside that context, and pay attention to whether price respects, mitigates, invalidates, or flips those zones. The script is most useful when its zones are read as contextual structural areas rather than as automatic signals. Notes: This indicator is a chart analysis tool, not a promise of outcome. It does not guarantee direction, entries, or performance. Past market behavior does not guarantee future results. Like any structure- or imbalance-based model, it should be used together with confirmation, risk management, and broader market context. This script is published as open-source so users can inspect the logic, study the implementation, and adapt the framework for their own research and education.
Pine Script® インジケーター
malibuuuの投稿
2
Precision Progressive ORB# Precision Progressive ORB (PORB) A different approach to the Opening Range Breakout: instead of waiting for the full ORB window to complete before drawing anything, PORB builds the range progressively using smaller sub-boxes that develop live during the auction. You can watch the opening range form in real time rather than staring at empty space until the ORB completes. > 🖼️ ** ** > *Above: a 45-minute ORB built progressively from nine 5-minute sub-boxes. Each sub-box shows where price was leaning during its window — red borders for holding low, green for holding high, white for neutral rotation. The dotted line is the live midpoint tracking the running aggregate. The status table on the right tracks state and classification in real time.* --- ## The problem this solves A standard 15-minute ORB script draws nothing until 15 minutes have passed. On fast-moving small caps, the trade is often half over by the time the box appears. PORB shows you what's happening *inside* those 15 minutes by breaking them into smaller development windows — for example, three 5-minute sub-boxes that build the full ORB. You see the opening auction develop in stages instead of all at once. --- ## Quick setup Default settings work out of the box for US stocks: - **Timezone:** Exchange (auto-detects from the symbol) - **Start time:** 9:30 (matches NYSE/NASDAQ market open via the Exchange timezone) - **ORB duration:** 15 minutes - **Sub-box duration:** 5 minutes (three sub-boxes per ORB) **Important about timezone:** the Hour and Minute inputs are interpreted in the selected Timezone. With the default "Exchange" setting, 9:30 means 9:30 AM in the symbol's home exchange — Eastern Time for NASDAQ/NYSE, Central European Time for DAX, JST for Nikkei, etc. If you want to anchor to a non-native session (trading EUR/USD on the London FX open from a US chart, for example), pick a specific timezone from the dropdown — DST is handled automatically. If you pick a sub-box duration that doesn't divide the ORB evenly (e.g., 15 / 7), PORB auto-snaps to the nearest valid divisor and shows a one-time notice. --- ## How it works During the ORB window: - Sub-boxes draw live, one at a time - Two display modes: **Rolling** (only the current sub-box visible) or **Show All** (every sub-box stays visible through completion) - Internally, PORB tracks the aggregate high/low across the entire ORB window — that's the real range being built When the ORB completes: - All sub-boxes sweep away (development is done) - The final aggregate high/low locks in - A bordered final box anchors the locked structure to its origin time - High/low lines, midpoint, and optional buffer lines extend right for ongoing reference > 🖼️ ** ** > *Above: the same auction after the ORB locks. Sub-boxes are gone — the chart transitions from "watching the auction form" to "trading the resulting structure." The locked box, ORB high/low lines, and midpoint extend right as structural reference for the rest of the session.* --- ## Two display modes **Show All Sub-Boxes** (the hero image at the top) keeps every completed sub-box visible through the ORB window, so you can see the full development sequence as it builds. **Rolling Sub-Box Only** shows just the current developing sub-box — only one box visible at any time, moving forward as each new window begins. Less visual weight, more focus on the active auction phase. > 🖼️ ** ** > *Above: PORB in rolling mode. Only the currently developing sub-box is drawn — prior sub-boxes disappear as new ones begin. Cleaner look for traders who want minimal chart clutter while still watching the auction form live.* --- ## Visual language Two clean channels, two distinct concepts: **Sub-box border = position lean** - Silver — close in the middle third of the developing range - Green — close in the upper third (holding high) - Red — close in the lower third (holding low) **Sub-box fill = movement energy** Progressive green/red shading reflects the relative strength of each sub-box move. Fills stay light — atmospheric tint, not solid overlay — so candles and other indicators remain clearly readable. The fill thresholds adapt to the symbol's volatility regime so a sleepy Large cap doesn't need the same magnitude as a volatile small cap to show energy. **Final box** I'm using a cyan border with a faint neutral fill — a structural anchor for the locked range. The color can be changed based on your preferred canvas color. **Live midpoint** (optional, on by default): a dotted line tracking the running aggregate midpoint during build. Provisional by design — it shifts as the range develops. Replaced by the locked dashed midpoint when the ORB completes. --- ## Classification table A 4-column status table tracks live state: | State | Development | ORB High | ORB Low | |-------|-------------|----------|---------| The Development column shifts meaning by phase: - **During build:** range classification — `Forming`, `Inside`, `Expanding`, `Compressing`, or `Stable`. Compares the current sub-box's range to the prior sub-box's range, with a tolerance threshold to avoid flickering on small differences. - **After lock:** position classification — `Above Range`, `Upper Range`, `Mid Range`, `Lower Range`, or `Below Range`. Tells you where price sits relative to the locked structure, including whether it's broken out above or below. --- ## Buffer lines (optional, off by default) Toggleable dotted lines just outside the locked ORB high and low. Sized by ticks, ATR multiple, or percent — your choice. These give you a "you actually broke this, not just kissed it" reference for traders who want a visual cushion against wick-pokes and liquidity sweeps. --- ## What this is and isn't PORB is a structural visualization tool. It does not generate buy/sell signals, fire alerts, or recommend trades. It shows you the opening auction's development in a way that pure-completion ORB scripts can't, and gives you a clean structural reference once the range locks. How you use that information is up to you. Best suited for: - Active intraday traders working opening-range setups - Anyone watching fast-moving instruments where the first 5–15 minutes carry most of the move - Traders who want to see auction structure form rather than waiting for the result **Note on viewing:** sub-boxes draw live during the ORB build phase. If you load PORB onto a chart after the ORB has already completed for the day, you'll only see the final locked structure — sub-boxes are part of the live development view, not a historical replay. To see sub-boxes in action, watch the next ORB window form in real time, or set the start time to the upcoming session. --- Released open source under MPL 2.0.
Pine Script® インジケーター
MohaveTraderの投稿
Auction Lattice Reserve [JOAT]Auction Lattice Reserve Introduction Auction Lattice Reserve is an open-source auction-context indicator built to classify where price is trading relative to accepted value. It maps a fixed-lookback volume distribution, calculates Point of Control and Value Area boundaries, scores the current auction state, and then projects that information back onto the chart using profile slices, equilibrium bands, acceptance boxes, and an optional confirmed-bar TP/SL scaffold. The main problem this script solves is location. Many directional tools can detect trend, but they do not explain whether price is trading above value, below value, or rotating around equilibrium. Auction Lattice Reserve provides that context directly from a rolling auction profile and combines it with trend and volume expansion scoring so the user can distinguish balance, markup, and distribution states. Core Concepts 1. Fixed-Range Auction Profile The script scans a configurable lookback window, divides the price span into bins, and apportions each candle's volume into the bins it overlaps. This creates a rolling distribution of where volume was accepted: int firstBin = math.max(0, math.min(auctionBins - 1, math.floor((localLow - auctionLow) / auctionBin))) int lastBin = math.max(0, math.min(auctionBins - 1, math.floor((localHigh - auctionLow) / auctionBin))) 2. Point of Control and Value Area The highest-volume bin becomes the Point of Control. Value Area is expanded outward from the POC until the chosen percentage of total profile volume is captured. This makes the script useful for identifying accepted value and dislocation: auctionPoc := auctionLow + (auctionPocBin + 0.5) * auctionBin auctionVaLow := auctionLow + leftBin * auctionBin auctionVaHigh := auctionLow + (rightBin + 1.0) * auctionBin 3. Auction State Scoring The indicator does not rely on value alone. It blends distance from POC, trend spread, and short-vs-long volume expansion into an auction score. This creates a more robust state engine than simply checking whether price is above or below the value area. 4. Acceptance and Rejection Context Price trading outside the value area for consecutive confirmed bars is treated as accepted migration rather than a brief probe. When acceptance is confirmed, the script can project an acceptance box forward and optionally build a TP/SL ladder from the event. 5. Institutional Visualization The script uses right-side profile slices, layered clouds around value, an equilibrium band, candle-state coloring, and a compact top-right dashboard instead of retail-style arrows or decorative markers. Features Rolling auction profile: Fixed-lookback volume profile rendered at the right edge of the chart Point of Control and Value Area: POC, VA High, and VA Low plotted directly on price Auction score: Blends volume expansion, trend spread, and distance from equilibrium Equilibrium band: Mid-band around POC for visual balance context Acceptance boxes: Forward-projected boxes when price confirms value acceptance above or below the value area Optional TP/SL scaffold: Confirmed-bar entry, stop, TP1, TP2, TP3 rails with risk/reward fill Top-right dashboard: Shows current state, POC, value location, volume pressure, trend, and score Dark-mode visual design: Layered teal, rose, and gold tones tailored to auction concepts How to Use This Indicator Step 1: Check whether price is above value, below value, or inside value. Step 2: Review the auction score and dashboard state. Strong positive values indicate markup pressure. Strong negative values indicate distribution or liquidation pressure. Step 3: Watch for acceptance boxes. These show that price is no longer only probing value but may be migrating to a new area of acceptance. Step 4: Use the optional TP/SL scaffold only as a contextual planning aid. It is not a promise of outcome. Indicator Limitations Because the profile is rolling, value levels adapt over time and are not static A short lookback can make the auction map overly sensitive in volatile markets Acceptance logic requires confirmed bars, so some moves will already be underway when the state changes The TP/SL scaffold is informational and does not execute trades Originality Statement Auction Lattice Reserve is original in the way it combines a rolling auction profile, an equilibrium band, value-acceptance migration logic, and an institutional-style execution scaffold into one open-source indicator. The publication is intended to provide a reusable context layer for traders who want value-based location rather than a standalone entry system. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Auction context and value-area behavior are derived from historical price and volume data and do not guarantee future results. Always use independent judgment and risk management. -Made with passion by jackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
Range Equilibrium Rotation Planner [AGPro Series]Range Equilibrium Rotation Planner 🧠 Core Idea Is price rotating cleanly away from range equilibrium toward an edge, or is the midpoint still controlling the auction? 📌 Overview / What it does Range Equilibrium Rotation Planner maps mature range structure and focuses on the midpoint equilibrium area instead of treating every range as a breakout setup. The script displays the active range box, equilibrium band, edge rails, rotation room rail, failure rail, event labels, right-side tags, optional bar coloring, and a compact AG Pro dashboard with a 0-100 Rotation Score. It does not predict range breaks. It helps organize range balance, midpoint control, directional rotation, edge room, failure risk, and next-action state. 🎯 Purpose & Design Philosophy Many range tools focus on support, resistance, or breakout alerts. This script was built for a different question: what happens inside the range before price reaches the edge? It helps traders review whether price is still trapped around equilibrium or beginning a clean rotation from the midpoint toward the upper or lower edge. ⚡ Why This Script Is Different Most range indicators draw a box and wait for a breakout. This script does NOT center the workflow on range escape. Instead, it evaluates range maturity, midpoint control, rotation quality, edge room, and failure back through equilibrium. The goal is rotation planning, not breakout prediction. ⚙️ Methodology 1. Range Maturity Detection The script builds a rolling range using recent high and low structure, then checks whether the height and edge interactions are meaningful. 2. Equilibrium Mapping The midpoint band is calculated around the center of the range and becomes the key control zone. 3. Rotation Evaluation Price must move away from equilibrium with enough buffer before directional rotation is considered active. 4. Risk / Room Structure The active edge becomes the room reference, while the opposite side of equilibrium becomes the failure area. 5. Visual Output The chart receives a range box, equilibrium band, edge rails, room rail, failure rail, labels, right-side tags, optional bar coloring, and dashboard panel. 🗺️ How to Read the Chart The range box marks the current high-to-low structure. The equilibrium band shows the midpoint area where rotation control is evaluated. The upper and lower rails mark the active range edges. The room rail marks the edge being targeted by the active rotation. The failure rail marks where rotation has moved back through the wrong side of equilibrium. Labels highlight mature ranges, rotations from midpoint, equilibrium holds, edge reviews, and failed rotations. Colors represent context: • Teal → bullish rotation • Pink → bearish rotation or failure • Gold → equilibrium, room, or edge review • Indigo → range structure or waiting context The panel summarizes: • Range • Rotation Score • Balance • Room • Action 🚦 Signals & States • Range Ready → a mature range structure is available • Bull Rotation → price rotated upward from equilibrium • Bear Rotation → price rotated downward from equilibrium • Midpoint Hold → price remains controlled by the equilibrium band • Edge Review → price reached the active range edge • Failed → rotation moved back through the failure rail • READY → rotation quality and room are strong enough to monitor • MONITOR → rotation is active but not fully ready • WAIT RANGE → no mature range exists • WAIT ROTATION → range exists but no clean rotation has started 🔔 Alerts Logic Alerts can trigger when a mature range appears, when bullish or bearish rotation begins, when READY state appears, when midpoint hold appears, when an edge is reached, or when the rotation fails. Alerts are attention markers only. They are not trade instructions. 🧩 Confluence Logic The context becomes stronger when range maturity, balanced edge interaction, midpoint departure, edge room, and failure distance align. The script avoids treating midpoint noise as a clean rotation without confirmation. 📊 When to Use • Sideways markets with visible range structure • Crypto, forex, indices, and liquid stocks • 1H, 4H, and 1D market structure review • Mean-reversion planning inside a range • Range edge preparation without waiting for breakout-only logic ⚠️ When NOT to Use • Strong one-directional trends with no range structure • Thin symbols with unreliable highs and lows • News-driven candles that distort range boundaries • Very small ranges where spread or tick noise dominates • Markets with unstable data or irregular sessions 🎛️ Key Inputs • Range Lookback → controls the structure used to build the range • Minimum / Maximum Range Height ATR → filters ranges that are too small or too wide • Edge Touch Tolerance → controls how edge interactions are counted • Equilibrium Band ATR → controls midpoint band width • Rotation Break Buffer → controls how far price must move beyond equilibrium • Minimum Ready Score → controls READY strictness • Projection Bars → controls how far boxes, rails, and tags extend • Visual settings → control labels, tags, panel location, theme, and font size 🖥️ Interface & Visual Design The panel is designed to show the range state, rotation quality, balance, room, and action without overloading the chart. The first row uses a merged AG Pro header. The chart layer keeps the range and equilibrium structure visible while leaving room for price action. Labels are controlled with cooldown and maximum count settings to preserve a premium screenshot style. 🧪 Practical Usage Workflow 1. Read the panel. 2. Confirm a mature range exists. 3. Check whether price is still at equilibrium or rotating away. 4. Review room to the active edge. 5. Watch the failure rail if rotation loses control. 🔍 Interpretation Guidelines A high score means range maturity, midpoint departure, and edge room are aligned. A midpoint hold means equilibrium is still controlling the auction. An edge review means the rotation has reached the active range edge and should be interpreted as context, not as an automatic exit. A failed state means the active rotation moved back through its failure boundary. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an automated trading system. It does not place orders. It does not guarantee edge reach, reversal, breakout, or profitability. ⚠️ Limitations & Transparency Range boundaries can shift as new highs or lows appear. Different timeframes may show different range structures. Large volatility events can temporarily distort range height and edge touch quality. Low liquidity may create unreliable equilibrium or edge behavior. The script is rule-based and should be interpreted within broader market context. 🧠 Market Context Notes Equilibrium is often where the market decides whether price will rotate toward an edge or remain balanced. The strongest rotation contexts usually appear when price leaves midpoint with room, while failure remains clearly defined. This script is designed to make that inside-range decision point easier to read. 🧾 Use Case Examples When price holds near midpoint and then closes above the equilibrium band, the script can begin tracking bullish rotation toward the upper range edge. When price rotates downward from equilibrium and reaches the lower edge, the context shifts into edge review rather than fresh entry signaling. When price moves back through the failure rail, the active rotation context fails. 🧱 System Philosophy AGPro Series tools are built as decision-support systems. They aim to convert market structure into readable context: what is active, what improves the plan, what invalidates it, and what should be reviewed next. 🔐 Non-Promise Statement No script can provide certainty. No signal guarantees outcome. This tool provides structured context only. 📉 Risk Disclosure Trading involves risk. Markets can move quickly and unexpectedly. Users are responsible for their own analysis, risk management, and decisions. This script does not provide financial advice. 📚 Educational Note Use this tool to study how range equilibrium, midpoint control, rotation quality, and edge room interact across different symbols and timeframes.
Pine Script® インジケーター
AGProLabsの投稿
Absorption Range Ledger [JOAT]Absorption Range Ledger Introduction Absorption Range Ledger is an open-source range and participation overlay built to detect high-participation ranges, estimate internal bull-vs-bear ownership, track weighted equilibrium, and monitor whether the market is being absorbed, contained, reclaimed, or broken. It is designed for traders who want richer range context than a basic support/resistance box. The script identifies high-participation candles, merges overlapping activity into persistent range zones, tracks a weighted equilibrium line inside the zone, and then highlights whether that zone is acting as supportive absorption, resistant absorption, or a two-way transfer area. Optional TP/SL rails are created when weighted reclaims or range breaks occur on confirmed bars. Core Concepts 1. High Participation Detection The script compares current volume to a baseline moving average. When participation exceeds the threshold, the candle is eligible to build or extend an absorption range. 2. Range Merging New high-participation candles are merged into existing ranges when overlap conditions are satisfied. This creates broader institutional-style transfer zones rather than isolated candle markers. 3. Ownership Split Each active range tracks approximate bullish and bearish ownership internally. This is displayed visually using sub-boxes and summarized numerically in the dashboard. 4. Weighted Equilibrium A weighted equilibrium line is maintained inside the dominant active range. This level serves as a practical internal reference for reclaim and failure behavior. 5. Range Events The script distinguishes containment, weighted-line reclaims, and outright range breaks. These states are used for dashboard context and optional TP/SL scaffolding. Features High-participation range detection: Builds active ranges when volume exceeds the baseline threshold Range merging: Overlapping participation bars are combined into richer zones Bull/bear ownership split: Internal sub-boxes show approximate participation balance Weighted equilibrium line: A central reference inside the active range Dominant active range logic: Tracks the most relevant current range for context Range reclaim and break states: Distinguishes contained trade from directional escape Optional TP/SL ladder: Builds informational risk rails on confirmed reclaims and breaks Top-right dashboard: Shows state, active count, weighted level, balance, range width, and event condition How to Use This Indicator Step 1: Identify whether a dominant active range exists. Step 2: Check the ownership balance. Strong positive balance suggests bid-side absorption. Strong negative balance suggests offer-side absorption. Step 3: Watch how price behaves around the weighted equilibrium line. Reclaims and failures often provide better context than touching the raw box boundary alone. Step 4: Use confirmed breaks of the dominant range as state changes, not as guaranteed trend starts. Indicator Limitations Ownership balance is an internal estimate, not a true order-flow measurement Range merging depends on the chosen volume threshold and can be too broad or too narrow if poorly configured Old ranges expire by design and will not remain indefinitely on the chart The TP/SL ladder is informational and not an execution engine Originality Statement Absorption Range Ledger is original in the way it combines participation-based zone merging, internal ownership splitting, weighted equilibrium governance, and event-driven scaffolding into one open-source range tool. It is published as a contextual market-transfer indicator rather than a simple breakout box. Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Participation, ownership, and absorption states are inferred from historical price and volume behavior and may not reflect future outcomes. Use independent analysis and risk management. -Made with passion by jackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
Weekly Range Break Planner [AGPro Series]# Weekly Range Break Planner 🧠 Core Idea Is the weekly range break strong enough to monitor, or is price likely to fail back inside the range? 📌 Overview / What it does Weekly Range Break Planner is a weekly range decision-support script built to evaluate whether price is breaking beyond the previous week's high or low with enough structural quality. The script maps the previous weekly high, low, and midpoint, detects bullish or bearish breaks, builds a retest shelf around the broken boundary, scores the break from 0 to 100, and summarizes the current state inside a compact AG Pro panel. It does not predict price direction, automate trades, or provide guaranteed signals. It is designed to organize weekly range context, break quality, retest behavior, target room, and invalidation risk into a clean visual workflow. 🎯 Purpose & Design Philosophy Weekly highs and weekly lows are widely watched reference points, but not every break beyond them is meaningful. This script was built for traders who want to separate a clean weekly range break from a weak expansion, failed breakout, or noisy return back into the prior range. The design supports structured observation: range first, break quality second, retest behavior third, and action state last. ⚡ Why This Script Is Different Most tools mark weekly highs and lows or show simple breakout signals. This script does NOT stop at drawing weekly levels. Instead, it evaluates what happens after price breaks the range: whether the break has enough close quality, whether the retest shelf is respected, whether target room remains, and whether the context is still valid. ⚙️ Methodology 1. Previous Weekly Range Mapping 2. Break Boundary Detection 3. Retest Shelf Construction 4. Break Quality Scoring 5. Target Room Evaluation 6. Invalidation And Expiration Handling 7. Panel And Alert Output 🗺️ How to Read the Chart The weekly range box marks the previous week's high-low structure. The high and low rails show the main break boundaries. The midpoint line helps users understand where price is relative to the prior weekly balance. The retest shelf appears around the broken boundary after a weekly range break. READY BREAK labels appear when the break context meets the required score threshold. Target rails show projected continuation references after a qualified break. The panel summarizes Range State, Break Score, Retest, Room, and Action. 🚦 Signals & States • READY → A qualified weekly range break has formed. • MONITOR → Price has broken a weekly boundary and the script is evaluating quality. • WAIT → The previous weekly range is valid, but no active break context is present. • INVALIDATED → Price failed back inside the weekly range after a break. • EXPIRED → The break window closed without a qualified context. • BLOCKED → The previous weekly range is not suitable for evaluation. 🔔 Alerts Logic Bullish Weekly Range Break Ready triggers when price breaks above the previous weekly high with enough quality. Bearish Weekly Range Break Ready triggers when price breaks below the previous weekly low with enough quality. Weekly Range Break Invalidated triggers when price fails back inside the prior weekly range after a break. Weekly Range Break Expired triggers when the evaluation window closes without a qualified break state. Alerts are attention markers, not trade instructions. 🧩 Confluence Logic The break score combines weekly range fit, close distance beyond the boundary, retest shelf behavior, time quality, relative volume, and available target room. When these elements align, the context becomes stronger. When they do not align, the script remains in WAIT, MONITOR, INVALIDATED, EXPIRED, or BLOCKED state. 📊 When to Use • Weekly high and weekly low break analysis • Breakout-retest workflows • Intraday monitoring around prior weekly extremes • Swing context planning • Trend continuation after a range expansion ⚠️ When NOT to Use Avoid relying on this script in extremely low-liquidity markets, very noisy symbols, holiday sessions, or conditions where the previous weekly range is not meaningful. It should not be used as a standalone decision tool without broader market context, risk planning, and independent confirmation. 🎛️ Key Inputs • Minimum Weekly Range filters weak or compressed prior weekly ranges. • Break Buffer ATR controls how far price must close beyond the weekly boundary. • Retest Shelf ATR controls the depth of the shelf around the broken boundary. • Invalidation Buffer ATR controls how far price must close back inside the range before invalidation. • Minimum Ready Score controls how strong the score must be before READY appears. • Target inputs define continuation reference rails from the broken boundary. • Visual settings control boxes, rails, labels, right-side tags, panel location, and font size. 🖥️ Interface & Visual Design The interface is designed to make the weekly range context readable at a glance. The chart shows the prior weekly range, the active break boundary, the retest shelf, and target-room references without turning the screen into a generic breakout overlay. The AG Pro panel gives compact decision context while preserving chart visibility. 🧪 Practical Usage Workflow 1. Check whether the previous weekly range is valid. 2. Watch for a close beyond the weekly high or low. 3. Observe the retest shelf around the broken boundary. 4. Read the break score, retest state, and room value. 5. Treat READY as an attention state and confirm with broader market context. 🔍 Interpretation Guidelines A higher break score means the weekly range break is cleaner according to the script logic. A clean retest shelf response can strengthen the context. Low remaining room means the move may already be extended relative to the projected target. READY means the context deserves attention, not that price must continue. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an auto-trading system. It does not provide guaranteed signals. It does not replace risk management or independent analysis. ⚠️ Limitations & Transparency Weekly range behavior changes across markets, timeframes, volatility regimes, and liquidity conditions. The score is rule-based and depends on current chart timeframe, ATR normalization, volume behavior, and the previous weekly range. Different symbols may require different sensitivity settings. 🧠 Market Context Notes Weekly range breaks can be more meaningful when aligned with trend, liquidity response, volume participation, and clean retest behavior. Breaks that quickly return inside the prior weekly range often need extra caution. 🔐 Non-Promise Statement No script can guarantee future price behavior. This tool provides structured visual context only. 📉 Risk Disclosure Trading involves risk. Users remain responsible for their own decisions. This script is for educational and analytical purposes only and does not provide financial advice or guaranteed trading outcomes.
Pine Script® インジケーター
AGProLabsの投稿
Opening Range Retest Planner [AGPro Series]# Opening Range Retest Planner ## Core Idea Did the opening range breakout return to its boundary and hold with enough quality to deserve attention? ## Overview / What It Does Opening Range Retest Planner is an intraday opening range decision-support script built for traders who want to evaluate the quality of the first meaningful retest after an opening range breakout. The script builds the opening range, tracks the first bullish or bearish breakout, maps a focused retest pocket around the broken boundary, grades the retest from 0 to 100, and displays a clear action state in a compact AG Pro panel. It does not predict price direction, automate execution, or provide guaranteed outcomes. Its purpose is to organize structure, acceptance, invalidation, and retest quality in a clean visual workflow. ## Purpose & Design Philosophy Many opening range tools focus only on the initial break. In practice, the first retest after the break is often where the structure becomes more meaningful. This script was built for traders who want to separate a clean retest hold from a weak pullback, failed breakout, or expired setup. The design supports structured observation instead of impulsive reaction. ## Why This Script Is Different Most opening range tools stop at the range or breakout itself. This script does not stop there. Instead, it focuses on what happens after the break: whether price returns to the broken boundary, respects it, fails back inside the range, or runs out of time before a qualified retest appears. ## Methodology 1. Opening Range Mapping 2. Breakout Detection 3. Retest Pocket Construction 4. Retest Quality Scoring 5. Acceptance, Invalidation, or Expiration State 6. Panel and Alert Output ## How To Read The Chart The opening range remains the main session reference. The retest pocket marks the area where the script evaluates whether the broken boundary is being respected or rejected. Labels highlight qualified retests, invalidations, and key state changes. Target rails project possible continuation space after a qualified retest. The panel summarizes OR state, retest score, acceptance side, failure risk, and current action. ## Signals & States READY -> A retest touched the pocket, held the broken boundary, and met the minimum quality threshold. MONITOR -> A breakout occurred and the script is tracking whether a qualified retest develops. WAIT -> The opening range is still building, has just locked, or is waiting for a valid post-break condition. INVALIDATED -> Price failed back inside the opening range after the breakout. EXPIRED -> The retest window closed without a qualified retest. BLOCKED -> The opening range is not valid enough to evaluate. ## Alerts Logic Bullish Opening Range Retest Ready triggers when a bullish breakout retest holds the broken range high with enough score. Bearish Opening Range Retest Ready triggers when a bearish breakout retest holds the broken range low with enough score. Opening Range Retest Invalidated triggers when price fails back inside the opening range after a breakout. Opening Range Retest Expired triggers when the retest window expires without a qualified hold. Alerts are attention markers, not trade instructions. ## Confluence Logic The retest score combines pocket touch quality, close response, retest timing, relative volume, opening range volatility fit, and available target room. When these conditions align, the context becomes stronger. When they do not align, the panel remains in MONITOR, WAIT, INVALIDATED, or EXPIRED state. ## When To Use This script is most useful in liquid intraday markets where the opening range matters and session structure is clear. It fits breakout-retest workflows, opening drive continuation, failed breakout monitoring, and structured intraday planning. ## When NOT To Use Avoid relying on this script in very low-liquidity symbols, extremely noisy sessions, holiday trading, or chart conditions where the opening range session cannot be represented cleanly. ## Key Inputs Opening Range Mode controls whether the script uses an exact session window or the first chart bars of each day. Auto mode uses session-window logic on lower intraday charts and switches to first-bars-of-day logic on higher timeframes. Retest Pocket ATR controls the depth of the retest zone around the broken boundary. Minimum Ready Score controls how strong the 0-100 retest score must be before READY appears. Panel and label controls let users adjust position, theme, and visual density. ## Interface & Visual Design The visual design is chart-first. The opening range stays readable, the active retest pocket becomes the focus area, and the panel provides compact decision context without covering the whole chart. The first panel row uses the AG Pro blue header style and shows only the script name. ## Practical Usage Workflow 1. Wait for the opening range to lock. 2. Watch for a breakout beyond the range boundary. 3. Observe whether price returns to the retest pocket. 4. Check the retest score and action state. 5. Treat alerts as attention markers and confirm context with your broader process. ## What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an auto-trading system. It does not guarantee outcomes. It does not replace independent risk management or market context. ## Limitations & Transparency Opening range behavior changes across markets, sessions, liquidity conditions, and timeframes. The score is rule-based and depends on the configured session, ATR normalization, volume behavior, and retest window. Different chart timeframes may display session structure differently. ## Risk Disclosure Trading involves risk. Users remain responsible for their own decisions. This script is for educational and analytical purposes only and does not provide financial advice or guaranteed trading outcomes.
Pine Script® インジケーター
AGProLabsの投稿
Meridian Regime Overlay [JOAT]JOAT Meridian Regime Overlay Introduction JOAT Meridian Regime Overlay is an open-source market context overlay built to classify whether price is operating in directional expansion, balanced auction, or compression. It is designed as a chart-first regime engine rather than a standalone trigger study. The script combines local baseline alignment, confirmed higher-timeframe bias, pivot structure, opening-range acceptance, realized volatility state, and session VWAP location into one integrated regime map. The problem it solves is context. Many indicators can say whether price is above or below an average. Far fewer explain whether the move is supported by volatility expansion, structural acceptance, value migration, and higher-timeframe alignment. Meridian Regime Overlay focuses on that exact problem. It grades the live auction bar by bar. It also shows what is supporting the grade. That makes it useful as a decision filter before interpreting any lower-level signal source. This script is not trying to predict the future. Its job is to organize the present market condition. It helps answer practical questions: Is the market trending with real conviction? Is price only drifting above a baseline without expansion? Is the market compressing near a likely release point? Is higher-timeframe structure aligned with the current move? Is price accepting away from value or simply rotating around it? Core Concepts 1. Baseline Stack Alignment Fast, slow, and anchor baselines define the local directional stack. Directional strength improves when those baselines align in sequence and their slopes support the move. fastBase = ta.ema(close, fastLen) slowBase = ta.ema(close, slowLen) anchorBase = ta.ema(close, anchorLen) 2. Confirmed Higher-Timeframe Bias Higher-timeframe context is pulled using confirmed values only. This avoids depending on unfinished HTF candles. htfFast = request.security(syminfo.tickerid, biasTf, ta.ema(close , fastLen), lookahead = barmerge.lookahead_on) htfSlow = request.security(syminfo.tickerid, biasTf, ta.ema(close , slowLen), lookahead = barmerge.lookahead_on) htfAnchor = request.security(syminfo.tickerid, biasTf, ta.ema(close , anchorLen), lookahead = barmerge.lookahead_on) 3. Compression and Expansion State The script compares Bollinger width and Keltner position to identify squeeze behavior and release behavior. ADX and realized variance refine the classification. 4. Pivot Structure State Confirmed pivots define recent structural reference points. Breaks through those pivots update the structural state. 5. Session VWAP Context Distance from session VWAP is normalized in ATR units. This helps reveal whether price is auctioning away from value with intent or just rotating around it. 6. Opening-Range Acceptance The opening range is tracked and plotted. Acceptance above or below that range adds useful early-session context. 7. Composite Regime Score Multiple directional variables are folded into a single regime score. The score is a context summary, not a standalone trade signal. 8. Confirmed Event Labels The overlay prints confirmed auction-up, auction-down, and squeeze-release labels directly on the chart. Features Directional regime classification: bullish expansion, bearish expansion, balance, and compression states Baseline cloud system: fast and slow cloud for local trend stack Confirmed HTF alignment: higher-timeframe bias uses confirmed values only Opening-range plotting: high, low, and midpoint are tracked Session VWAP context: value migration is integrated into the read Pivot structure state: recent structural breaks are tracked Compression and release logic: squeeze and expansion state are visualized Bar-state coloring: candles transition with regime intensity Confirmed event labels: auction and expansion markers print on the chart Dashboard: summarizes regime, score, HTF, structure, volatility, and VWAP context Input Parameters Trend Engine: Fast Baseline Slow Baseline Anchor Baseline Adaptive Mean Length Bias Timeframe Slope Lookback Slope Threshold ATR RVOL Impulse Threshold Volatility Engine: ATR Length Compression Length Band Deviation Keltner Length Keltner Multiplier ADX Length ADX Floor Expansion Threshold Realized Variance Length How to Use This Indicator Step 1: Read the regime color, cloud, and dashboard state. Step 2: Check higher-timeframe alignment before trusting directional continuation. Step 3: Compare structure and VWAP position to see whether price is accepting away from value. Step 4: Watch squeeze-release transitions closely because those often precede cleaner directional movement. Step 5: Use the script as a context filter for other tools rather than as a complete trading system. Indicator Limitations Pivot structure confirms after the pivot fully forms, which is intentional non-repainting behavior Higher-timeframe values are confirmed and therefore intentionally delayed Compression can persist longer than expected in slow auction environments Directional classification does not guarantee continuation Originality Statement This publication is original in the way it integrates baseline structure, confirmed higher-timeframe bias, compression state, realized variance, session VWAP, opening-range acceptance, and pivot structure into one unified regime overlay. The components are not combined arbitrarily. They all answer the same core question: what is the current quality of the auction? Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Market regimes can shift quickly. All readings are based on historical and current bar data and do not guarantee future performance. Always use independent analysis and risk management. Best Use Cases Directional trend filtering before using a separate trigger model Session context analysis during London and New York activity Volatility transition analysis when compression begins to release Structure-aware regime filtering for discretionary execution Interpretation Notes The strongest readings usually occur when the local stack, confirmed higher-timeframe stack, VWAP position, and volatility expansion agree. If only one or two of those are aligned, the chart can still move, but the regime read is weaker. Compression should not be treated as a bearish or bullish state by itself. It is a warning that the market is withholding directional commitment. Opening-range acceptance adds value because many directional sessions reveal their intent early. When price cannot hold outside the opening range, the regime should usually be treated more cautiously. Publication Notes This script is intended to be published with a clean chart where the cloud, baselines, opening range, and event labels are clearly visible. The chart should not be cluttered with unrelated overlays. If showing an example image, the regime state and at least one structural transition should be identifiable at a glance. -Made with passion by jackofalltrades
Pine Script® インジケーター
officialjackofalltradesの投稿
Daily Range Intelligence (DRI)Daily Range Intelligence (DRI) is an intraday context tool designed to help traders understand how much of the expected daily range has already been used. It measures the current day’s range relative to the Average True Range (ATR) and presents this information in a clean, visual format to support decision-making. This indicator does not generate trading signals. It is intended to provide context about volatility and range expansion. Core Concept Markets tend to move within a statistical range. By comparing the current range to ATR, traders can evaluate whether price still has room to expand or if it is operating in extended conditions. How to Interpret the Range Below 50% of ATR The market has used a relatively small portion of its expected range. This indicates that price may still have room to expand. Between 80% and 120% of ATR The market is operating in a decision zone, where both continuation and rotation scenarios are possible. Above 120% of ATR The market has exceeded its typical range. This is commonly associated with slower conditions or consolidation. Important Note on ATR Levels Reaching 100% of ATR does not imply that price must reverse or stop moving. Markets can continue to expand beyond their average range, especially during strong directional sessions. The ATR level is a reference point for context, not a limit or constraint. What the Indicator Displays Current day range relative to ATR (percentage) A simplified status view (Expansion, Decision, Exhaustion) A compact dashboard for quick interpretation An optional ATR 100% level to highlight when the expected range has been reached Reference zones based on previous day and session ranges How It Helps DRI helps answer key intraday questions such as: Has the market already moved significantly today? Is there still room for expansion? Are current conditions better suited for continuation or patience? Usage Notes This tool is designed to be used alongside price action and technical analysis. It does not predict direction and should not be used in isolation. Always combine it with your own analysis and risk management approach. Market conditions can vary, and no single metric should be used as a standalone decision tool.
Pine Script® インジケーター
mliceroの投稿
Range Zones ATR Range Zones ATR Range Zones ATR is an open-source indicator designed to detect, validate, score, and maintain sideways price zones using ATR-normalized structure analysis. The script is built for one specific purpose: identifying areas where price is behaving like a genuine horizontal range rather than a brief pause inside an ongoing trend. Instead of marking every local consolidation, it evaluates whether price is compressed relative to current volatility, whether directional pressure remains limited, whether the market is interacting with both sides of the structure, and whether internal movement stays balanced enough to justify treating the area as a meaningful zone of acceptance. In practical terms, this indicator highlights parts of the chart where price is rotating within a contained area instead of moving cleanly in one direction. That makes it useful for studying balance, consolidation, containment, and possible expansion after compression. What this indicator is This indicator is a volatility-adjusted range structure detector. Its main task is to answer a structural question: Is price actually trading inside a valid sideways regime, or is the apparent consolidation too directional, too unstable, or too impulsive to be treated as a real range? To answer that, the script does not rely on a single condition. It combines multiple filters and measurements into one process. A visible zone is only created after the candidate structure survives tests related to compression, trend pressure, slope behavior, duration, touch activity, oscillation, drift, and local expansion. What this indicator shows The script draws zones directly on the chart as horizontal boxes representing areas where price is being accepted inside a relatively contained environment. The indicator can classify zones in three different ways: Base Range A confirmed sideways zone that passed the core validation logic. Prime Range A higher-quality confirmed zone with a stronger final score. These zones generally show cleaner balance, stronger containment, and better internal structure than a standard range. HTF Confluence A confirmed local zone that also overlaps with a valid higher-timeframe range context when the optional multi-timeframe feature is enabled. These labels are structural descriptions, not trade commands. They are intended to help the user understand the character and quality of the detected range. What the script measures The indicator is built around the idea that a valid range should appear compressed, balanced, and relatively non-directional. To evaluate that, it measures several parts of market behavior. Range width relative to ATR The script compares the width of recent price envelopes to ATR. This allows the indicator to interpret range width relative to current volatility instead of using a fixed distance. A narrow range on one symbol may be wide on another, and a usable range on one timeframe may be insignificant on another. ATR normalization helps the script stay adaptive across different chart conditions. Multiple internal envelopes The script builds short-, medium-, and long-lookback envelopes from recent highs and lows. It then compares those candidates and selects the one that provides the best structural fit. This makes the detection process more flexible than relying on only one fixed lookback. ADX trend pressure A stable range normally should not exist in a strongly directional environment. The script uses ADX as part of its filter and scoring process to reduce the chance of classifying strong directional movement as sideways structure. EMA slope and linear regression slope A market can appear flat while still drifting directionally. To reduce that problem, the script checks both EMA slope and linear regression slope. This helps filter out sloped price action that does not behave like a clean horizontal range. Minimum persistence A valid range should remain stable for a meaningful number of bars before it is trusted. The script therefore includes minimum-bar confirmation logic so that very brief pauses do not become fully confirmed zones too early. Touch behavior A healthy range usually shows repeated interaction with its boundaries. The script tracks touches near the upper and lower edges of the candidate zone to confirm that price is actually rotating through the structure rather than clustering on one side. Internal oscillation A sideways regime should contain some back-and-forth movement. The script evaluates oscillatory behavior within the candidate zone to avoid treating a slow directional drift as balanced consolidation. Drift and efficiency The script checks how directly price is moving from one point to another. If movement becomes too efficient or too directional, that is less consistent with a true range. If movement is choppier and more rotational, the structure is more likely to qualify. Impulsive movement Strong impulsive candles can weaken or invalidate the idea of a stable range. The script uses expansion and impulse-related checks to reject candidates that are behaving too aggressively. Higher-timeframe overlap When the optional MTF context feature is enabled, the script checks whether the local zone overlaps a confirmed higher-timeframe range area. If the overlap is meaningful, the zone can receive a score boost and be classified with higher structural context. How the detection process works At a high level, the script follows this workflow: First, it builds recent envelopes from highs and lows using several internal lookbacks. Second, it measures whether those envelopes are sufficiently compressed relative to ATR. Third, it combines that compression with trend and slope conditions such as ADX, EMA slope, and linear regression slope. Fourth, if the environment looks suitable, it starts tracking a candidate zone instead of drawing a confirmed zone immediately. Fifth, while the candidate is active, it evaluates persistence, touch count, oscillation, drift, path efficiency, and impulsive behavior. Sixth, if the candidate survives enough structural tests, it becomes a visible zone on the chart. Seventh, once a zone is active, it can continue, refine, merge with a nearby compatible zone, or terminate if price no longer behaves like the same sideways regime. Finally, if breakout alerts are enabled, the script only considers a breakout confirmed after price closes beyond the zone edge plus an ATR-based buffer. This process is important because the indicator is not designed to draw every small pause. It is designed to identify consolidations that behave like actual balance. How to read the zones A visible zone should be interpreted as an area where the script sees containment, acceptance, and relatively balanced price behavior. That can help the user evaluate: whether the market is still consolidating rather than trending, whether price is continuing to rotate inside the same area, whether one side of the structure is weakening, whether the range remains healthy, or whether the market may be transitioning from compression into expansion. A Base Range means the structure passed the standard confirmation requirements. A Prime Range means the same structure passed with a stronger overall score. An HTF Confluence zone means the local structure also aligns with a broader higher-timeframe range area. These classifications describe current market structure. They do not guarantee that price will remain inside the zone or that the next movement will occur in a particular direction. How to use this indicator This indicator is best used as a market-structure and chart-context tool. One practical use is to study where price is being accepted inside a contained area. When price remains inside a confirmed zone and continues to interact with both edges, the market may still be operating in a balanced regime. Another use is to monitor edge behavior. The upper and lower zone boundaries can serve as structural reference areas. Repeated rejection near one side, repeated return toward the middle, or clean acceptance outside the zone may help the user judge whether the range is still functioning or beginning to fail. The breakout logic can also be used for structure monitoring. Because the script requires price to move beyond the zone edge with an ATR-based buffer, it is more selective than a simple boundary touch. This helps reduce reactions to small wick-only violations and shallow overshoots. The optional higher-timeframe context can be used to compare local balance with broader structure. A local range that overlaps a confirmed higher-timeframe range may be more relevant than an isolated local pause. The script can also be used to filter low-quality consolidation. Many apparent ranges are only temporary slowdowns inside a directional move. This indicator tries to reject many of those cases by requiring better balance, persistence, touch behavior, and non-directional structure before a zone is confirmed. What makes this indicator different This script differs from simpler range tools in several ways. ATR-normalized detection The indicator evaluates range width relative to ATR instead of using fixed-width boxes. This helps the same logic adapt to different volatility conditions, symbols, and timeframes. Multi-factor validation The script does not rely on a single trigger. It combines compression, trend pressure, slope analysis, persistence, touch activity, oscillation, drift, and efficiency into one structural decision process. Candidate-to-confirmation workflow Many range tools mark a zone as soon as price becomes temporarily narrow. This script first tracks a candidate, then confirms it only if the structure continues to behave like a true sideways regime. Quality classification The script separates normal confirmed ranges from stronger confirmed ranges. This helps distinguish ordinary structure from zones that achieve better internal scores. Zone merge logic Nearby zones that belong to the same horizontal regime can be merged. This is useful because real consolidations are often fragmented by minor interruptions or short empty gaps that still belong to the same broader balance area. Higher-timeframe confluence The optional MTF feature is used as structural context rather than as a separate signal engine. This allows local zones to be strengthened when they align with a broader confirmed range. Active zone maintenance Once confirmed, a zone is not simply frozen in place. The script can continue refining and extending the zone while price remains compatible with the same range logic. Input overview Mode Conservative, Balanced, and Aggressive modes control how selective the detection process is. Conservative mode generally favors fewer and stricter zones. Aggressive mode allows broader coverage. Preset Scalping, Intraday, and Swing presets adjust internal lookbacks and structural behavior for different trading horizons. Price Series The script can use close, hl2, hlc3, or ohlc4 as its selected price source in parts of the scoring and filtering process, while envelopes remain based on highs and lows. Sensitivity Sensitivity changes how tightly or loosely candidate structures are interpreted. Min Bars and Min Score These settings define how much persistence and quality a candidate needs before it can qualify as a visible zone. Trend Filter This filter reduces the chance of labeling strong directional movement as sideways structure. Merge controls Merge Zones, Merge Threshold, Merge Gap Bars, and Bridge Merge control whether nearby compatible zones should be combined into one broader regime. MTF controls MTF Context, Higher TF, and MTF Boost allow local structure to be compared against confirmed higher-timeframe range structure. Visual controls The script includes settings for fill, borders, labels, theme handling, and score visibility. Alerts Optional alerts are available for newly confirmed zones and for breakout events beyond an active zone. Best use cases This indicator is designed for users who want to study consolidation structure rather than only directional trend behavior. It can be useful for identifying balanced price areas, monitoring acceptance inside a horizontal regime, watching for continuation or breakdown of an existing range, studying compression before expansion, and comparing local structure with higher-timeframe context. Important limitations This script is an indicator, not a strategy. It does not execute trades and it does not provide backtest results. Like any range-based method, it can become less effective in environments dominated by persistent directional expansion, abrupt trend transitions, or sudden volatility shocks. A detected zone is the script’s structural interpretation of current price behavior, not a guarantee that price will remain contained. Open-source note This script is published as open-source so users can inspect the logic, understand how the methodology works, and build on the idea in accordance with TradingView’s publication and reuse rules.
Pine Script® インジケーター
malibuuuの投稿
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