Auction Regime Atlas v1.0 # 🧭 Auction Regime Atlas v1.0
Auction Regime Atlas is a Pine Script v6 overlay indicator designed to visualize market acceptance, value migration, rejected auction areas, and contextual auction regimes directly on the chart.
❌ It is not a buy/sell signal tool.
❌ It is not a strategy.
❌ It is not an orderflow or liquidation-data replacement.
🎯 The goal is to help traders understand where price has been accepted, where value is forming, where price has moved away from value, and whether the current market context is balanced, transitional, displaced, or low quality.
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## 💡 Core Idea
Markets often rotate around accepted value before moving into new auction areas.
Auction Regime Atlas maps that process by combining:
* price acceptance over a lookback window
* volume participation
* candle efficiency
* wick/rejection behavior
* higher-timeframe context
* regime classification
* distance from current value
📊 The result is a compact visual framework for understanding auction context without flooding the chart with signals.
---
## 🚀 Main Features
### 1. 🎯 Core Value Band
The Core Value Band highlights the price area where recent market activity shows the strongest acceptance.
It is calculated from a price-bin acceptance model using:
* time spent near price
* volume concentration
* close location
* wick/rejection behavior
⚠️ This band is meant as auction context, not as a mechanical support or resistance level.
---
### 2. 📏 Acceptance Edges
Upper and lower acceptance edges define the boundaries of the current accepted value area.
These edges help identify whether price is:
* inside accepted value
* above value
* below value
* far away from value
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### 3. 🔄 Auction Regime
The dashboard shows a simplified auction regime state.
Current v1.0 regime states include:
* Neutral
* Balance
* Migration Up
* Migration Down
* Failed Auction
🛡️ The regime engine uses confirmed-bar logic and cooldown handling to avoid excessive state flipping.
---
### 4. 🌍 HTF Context
The indicator includes a higher-timeframe context layer based on confirmed higher-timeframe data.
ℹ️ This is used only as context and does not create entry or exit signals.
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### 5. 📍 Location Awareness
The Location field shows where current price is relative to the accepted value area:
* Inside Value
* Above Value
* Below Value
* Away From Value
* No Value
When price is far away from the value zone, the visual relevance of the Core Band is reduced so the zone does not appear like an active trade signal.
---
### 6. 🎨 Visual Modes
Auction Regime Atlas includes three modes:
#### 🎯 Focus Mode
A clean minimal view for live chart reading.
Shows:
* Core Value Band
* Acceptance Edges
* compact dashboard
* no debug rows
#### ⚖️ Balanced Mode
Adds additional context zones while keeping the chart clean.
Shows:
* Core Value Band
* Acceptance Edges
* transitional/rejection context
* vacuum/context areas where applicable
#### 🔬 Research Mode
Adds validation and diagnostic rows for development, review, and deeper inspection.
Shows:
* object count
* validation status
* pending state information
* alert condition status
---
## 📋 Dashboard Fields
The compact dashboard includes:
* Mode
* Regime
* HTF Context
* Core Value Band
* Acceptance Score
* Location
* Activity
* Context Quality
🔬 Research Mode can additionally show:
* Validation Status
* Object Count
* State Debug
* Alert Debug
---
## 🔔 Alerts
The indicator includes four confirmed-bar alert conditions:
* New Auction Regime
* Value Migration Started
* Acceptance Edge Broken
* Failed Auction Detected
⚠️ Alerts are context alerts only.
They are not trade entry or exit instructions.
---
## 🛠️ Suggested Use
Auction Regime Atlas is best used as a context layer.
Useful questions:
* Is price currently inside accepted value?
* Is price moving away from value?
* Is the market balanced or transitioning?
* Did price leave value without building new acceptance?
* Is the current move happening near or far away from accepted value?
* Does higher-timeframe context support or contradict the current auction?
✅ Recommended starting use:
* Focus Mode for clean chart reading
* Balanced Mode for broader context
* Research Mode only for diagnostics and validation
---
## 📖 Practical Workflow
A simple way to interpret auction conditions is to combine Regime, Location Awareness, and HTF Context into a structured process.
### 1️⃣ Step 1: Start With HTF Context
First identify the higher-timeframe backdrop shown in the dashboard.
Ask:
* Is the higher timeframe supportive of directional movement?
* Is it balanced or already migrating?
* Does it align with the current chart or create conflict?
🌍 HTF Context provides the broader auction environment in which lower-timeframe activity is occurring.
### 2️⃣ Step 2: Check Current Location
Next evaluate where price is relative to accepted value.
* Inside Value suggests ongoing acceptance and rotational behavior.
* Above Value or Below Value suggests price is testing outside accepted value.
* Away From Value suggests displacement from the current auction area.
* No Value suggests acceptance has not yet formed clearly.
📍 Location helps determine whether price is interacting with value or operating away from it.
### 3️⃣ Step 3: Read the Active Regime
Then assess the current Auction Regime state.
* Balance implies acceptance and rotational trade around value.
* Migration Up or Migration Down implies value is attempting to relocate.
* Failed Auction suggests an attempted move has not established acceptance.
* Neutral indicates limited directional auction information.
🔄 The regime describes the current phase of the auction process rather than predicting the next move.
### 4️⃣ Step 4: Compare Regime and Location
The most useful information often comes from the relationship between regime and location.
Examples:
* Balance + Inside Value often reflects stable acceptance.
* Migration Up + Above Value may indicate value expansion higher.
* Migration Down + Below Value may indicate value expansion lower.
* Failed Auction + Away From Value may indicate rejection of a recent auction attempt.
📊 This comparison helps identify whether price behavior is consistent with the current auction state.
### 5️⃣ Step 5: Evaluate Market State Transitions
Watch for changes between regimes while monitoring location relative to value.
Common transitions include:
* Balance → Migration Up
* Balance → Migration Down
* Migration → Failed Auction
* Failed Auction → Balance
🔍 A transition becomes more meaningful when it is supported by location changes and aligned with HTF Context.
### 6️⃣ Step 6: Build a Contextual Narrative
Rather than treating any single field as a signal, combine all three layers:
1. Determine the higher-timeframe backdrop.
2. Identify where price is relative to value.
3. Assess the active auction regime.
4. Monitor whether the relationship between those factors is strengthening or weakening.
🧠 This workflow helps traders interpret whether the market is accepting value, rejecting value, migrating toward a new value area, or transitioning between auction states.
---
## 📈 Recommended Markets and Timeframes
The indicator is designed for liquid markets, especially:
* crypto perpetuals
* major crypto spot markets
* liquid index or futures markets
* high-volume intraday instruments
⏱️ Suggested timeframes:
* 5m
* 15m
* 1h for higher timeframe context
---
## ⚠️ Important Limitations
Auction Regime Atlas does not use true orderflow, footprint, delta, liquidation, or exchange-level positioning data.
All calculations are based on OHLCV data available in Pine Script.
❌ The indicator does not predict price direction.
❌ It does not guarantee reversals, continuations, or breakouts.
❌ It does not provide financial advice.
📌 The visual zones should be interpreted as auction context, not as automatic trade levels.
---
## 🛡️ Non-Repainting Design
The indicator is designed with confirmed-bar logic and non-repainting higher-timeframe requests.
Higher-timeframe context uses confirmed data and avoids lookahead behavior.
🔧 Visuals are updated with a stable object lifecycle to reduce flicker and avoid uncontrolled object creation.
---
## 📝 Release Notes — v1.0
🎉 Initial public release.
✅ Included:
* Acceptance Map Engine
* Core Value Band
* Acceptance Edges
* Minimal Auction Regime Engine
* HTF Context
* Location Awareness
* Focus / Balanced / Research modes
* Compact dashboard
* Confirmed-bar alerts
* Validation diagnostics in Research Mode
* Controlled object budget
* Non-repainting architecture
❌ Not included:
* strategy mode
* backtesting
* buy/sell signals
* automated entries or exits
* orderflow claims
* delta claims
* liquidation data
* machine learning
* multi-symbol logic
Indicator
Order Flow Microstructure Engine# Order Flow Microstructure Engine
**Order Flow Microstructure Engine** condenses a full stack of order-flow and market-microstructure measures into a single decision: one confidence %, one tier, and one action with entry/stop levels — shown in an adaptive on-chart dashboard. It is built to answer one question on every bar: *are aggressive buyers or aggressive sellers in control, and how convinced should you be?*
This is not a bundle of unrelated indicators placed on one chart. Every component measures a **different facet of the same process** — the buy/sell auction happening inside each bar — and they are combined inside **one probabilistic model**. The reason for the mashup, and how the parts interact, is described below as the guidelines require.
**Why these components are combined (mashup justification)**
No single order-flow measure is reliable alone: raw delta misleads during absorption, CVD drifts, footprint imbalances appear in chop, and toxicity rises at both reversals and breakouts. Because these weaknesses are *partially independent*, fusing the measures correctly cancels noise that any one of them carries. The original element is **how** the fusion is done — not what is plotted.
**How it works (the pipeline)**
1. *Reconstruction.* Lower-timeframe sub-bars are pulled and each is classified buy/sell with a tick-rule cascade (after Lee & Ready). Where the data plan exposes native volume footprint, real bid/ask is used and aggregated into the same price bins. The dashboard always shows whether it is running on reconstructed (`RECON`) or native (`NATIVE`) data.
2. *Factors.* From that base it derives Aggressor Imbalance Ratio, Cumulative Volume Delta, footprint imbalances/POC, auction Value-Area efficiency (acceptance vs rejection), integrated multi-level Order-Flow Imbalance (depth-weighted), VPIN-style flow toxicity, Kyle's lambda price-impact/liquidity, a directional self-exciting (Hawkes) intensity, and a square-root-law absorption measure.
3. *Fusion (the original part).* Each factor is mapped to a probability and combined in Bayesian log-odds. Crucially, the flow-derived factors are **decorrelated before fusion** using an effective-sample-size (design-effect) shrinkage, so factors that are really the *same evidence* (AIR, delta, CVD, footprint, OFI) cannot inflate confidence just by agreeing. Structurally independent factors (auction efficiency, MOC, Hawkes, absorption, cross-instrument) enter at full weight. The posterior is then gated by multi-timeframe and multi-horizon consensus and damped by a regime-thrash (chop) penalty, producing one confidence → a 5-tier ladder → an action.
Without this combination you would get several conflicting opinions; the value is the **correlation-aware fusion** that turns them into one calibrated read.
**How to use it**
- Apply to a liquid instrument on an intraday timeframe (1m–1h). Defaults are tuned for index futures on 5-minute charts with 5-second sub-bars.
- Read the Compact dashboard top-down: ACTION + confidence %, Tier (position-size guidance), Entry/Stop, then CO-FIRE confluence, multi-timeframe and regime/stability. Switch "Table view mode" to Full for a complete factor-by-factor breakdown.
- On-chart triangles mark Tier-1/Tier-2 long/short signals across history; footprint boxes show the intrabar buy/sell distribution.
- For other markets: change the **Market preset** (group 01). Choose **CUSTOM** to set your own session, MOC window, footprint bin sizing and CVD reset — making it usable on any instrument in any market.
- The dashboard theme auto-adapts to a light or dark chart background.
**What makes it original**
Correlation-aware decorrelated Bayesian fusion of order-flow factors; a native-footprint seam that uses real bid/ask when available and transparently falls back to reconstruction; layered multi-horizon + multi-timeframe + cross-instrument confirmation on a microstructure base; and a regime-stability filter that penalizes only genuine directional reversals, not same-direction intensity changes.
**Honesty / limitations**
On most retail feeds, order flow here is reconstructed from lower-timeframe data via the tick rule (~75–80% trade-sign accuracy), not true exchange bid/ask, unless your plan provides native footprint data. The data source is shown in the dashboard. This is an analytic and educational tool, not financial advice and not a guarantee of results.
**Concept credits**
Lee & Ready (trade sign); Kyle (price impact / lambda); Easley, López de Prado & O'Hara (VPIN); Cont, Kukanov & Stoikov and Xu, Gould & Howison (OFI / multi-level OFI); Hawkes and Bacry–Muzy (self-exciting intensity); Almgren and Tóth–Bouchaud (square-root impact law); Kaufman (Efficiency-Ratio adaptation); Steidlmayer (Market Profile / Value Area); Kish (design effect). All Pine implementations are original re-derivations; no external script code is used.
**Disclaimer**
For research and educational purposes only. Nothing here is financial advice. Markets carry risk and past behaviour does not guarantee future results. Always do your own research and manage risk.
Indicator
Entropic Liquidity Manifold [JOAT]Entropic Liquidity Manifold
Introduction
Entropic Liquidity Manifold builds an adaptive POC-style liquidity mean using volume density, auction entropy, displacement, and release scoring.
This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used.
Core Concepts
1. Adaptive Manifold
The equilibrium updates faster when density and entropy rise.
2. Volume Density
Volume divided by bar range estimates participation concentration.
3. Auction Entropy
Close location identifies whether the auction is balanced or directional.
4. Absorption vs Release
High density with balance supports absorption, while displacement with direction supports release.
manifold := manifold + adaptiveAlpha * (hlc3 - manifold)
Features
Adaptive liquidity mean
Upper and lower shelves
Entropy trace
Absorption node markers
L+ and L- release labels
Input Parameters
Density and entropy memory
Release and absorption gates
Cooldown
Manifold, candle, and HUD toggles
HUD position selector
How to Use This Script
Use the manifold as an adaptive auction reference. Absorption nodes mark balance; L+ and L- mark confirmed directional release.
Limitations
The script uses historical OHLCV data and cannot know future prices.
Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting.
Model outputs should be interpreted with market context, risk controls, and independent analysis.
No visual state should be treated as a certain trade outcome.
Originality Statement
ELM is original in combining adaptive equilibrium, density, entropy, displacement, and release scoring.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment.
-Made with passion by jackofalltrades
Indicator
Tessera Execution Vault [JOAT]Tessera Execution Vault
Introduction
Tessera Execution Vault is an open-source confluence and execution-context indicator. It combines trend, volatility, pressure, VWAP location, structure sweeps, rejection behavior, and a compact transition model into a single score-based framework.
The script is intended to organize market context and display educational trade projections when confluence is high. It should not be treated as a certain signal system.
Core Concepts
1. Confluence Scoring
Long and short scores are built from independent evidence such as trend, VWAP, momentum, volume, pressure, CVD proxy, sweep events, and transition persistence.
2. Auction Pressure
The script estimates bid/offer pressure from candle structure and volume. It then plots a pressure trace near VWAP.
3. Sweep Memory Zones
When liquidity sweeps, expansion breaks, or auction reclaim conditions occur, the script stores short-lived memory zones.
4. VWAP Deviation Field
VWAP bands show where price is trading relative to the current auction center.
5. Educational Projection
When a setup qualifies, the script can draw entry, stop, and target levels based on ATR.
Features
Score-based long and short context: Multiple independent factors contribute to each side
VWAP auction bands: Upper and lower deviation fields
Pressure and score traces: Visualizes pressure and confluence around VWAP
Sweep memory zones: Labels discount, premium, liquidity reclaim, and liquidity reject areas
Confirmed-bar signals: Optional closed-bar signal gating
Dashboard: Displays bias, scores, ATR, volume, pressure, CVD proxy, and auction state
Input Parameters
Operating Preset changes sensitivity for scalping, intraday, swing, low-noise, or showcase modes
Core lengths control EMA, RSI, volume baseline, and sweep window
Risk settings control ATR stop and target projections
Auction settings control pressure and VWAP deviation calculations
How to Use This Indicator
Step 1: Read the dashboard bias
The bias and score rows show which side currently has stronger confluence.
Step 2: Watch memory zones
Memory zones highlight recent sweep or auction-location events that may remain relevant.
Step 3: Treat projections as educational
ATR projections show a possible risk framework. They are not recommendations.
Indicator Limitations
Pressure and CVD are candle-derived approximations
Confluence does not ensure continuation
ATR projections can be too wide or narrow during sudden volatility changes
Originality Statement
Tessera Execution Vault combines confluence scoring, VWAP auction context, pressure traces, transition persistence, and labelled memory zones in one open-source script. Its purpose is to explain why one side has more contextual evidence than the other.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to trade. Always use independent analysis and proper risk management.
-Made with passion by jackofalltrades
Indicator
Caldera Meridian Strategy [JOAT]Caldera Meridian Strategy
Introduction
Caldera Meridian Strategy is an open-source Pine Script v6 strategy that combines trend regime, pressure, structure, auction location, and transition probability into a single rules-based execution model. The strategy is designed to be transparent: each decision component is calculated directly inside the script, and entries are processed on confirmed bars.
This strategy is not intended to prove future profitability. It is a research framework for studying how multiple market-context filters interact with ATR-based risk and staged exits.
Core Concepts
1. Regime Filter
The strategy uses fast, mid, and slow EMAs to classify bullish, bearish, or neutral trend conditions. A confirmed higher-timeframe EMA can also be used as a directional filter.
trendBull = fast > mid and mid > slow and close > mid
trendBear = fast < mid and mid < slow and close < mid
2. Transition Probability
A simple rolling transition model estimates whether the current regime has recently persisted. This is used as a filter rather than a prediction.
3. Pressure and Auction Location
The strategy estimates bid/ask pressure from candle body position, range, and volume. It also tracks VWAP-style weighted price and value deviation bands to avoid entries in poor auction locations.
4. Structure Confirmation
Confirmed pivots are used to detect delayed structure breaks, sweeps, and displacement events. Pivot confirmation is non-repainting but naturally delayed.
5. ATR-Based Risk Management
Entries use ATR or structure-based stops. Exits are staged across TP1, TP2, and TP3 using configurable R multiples.
Features
Rules-based long and short logic: Combines trend, pressure, structure, auction, and probability filters
Confirmed-bar execution: Entry and risk-off logic uses closed-bar conditions
ATR and structure stops: Stops use volatility and recent structure references
Three staged exits: TP1, TP2, and TP3 use configurable R multiples and quantity percentages
Realistic default costs: Commission is set to 0.05% and slippage to 1 tick in the strategy declaration
Dashboard: Shows position state, scores, regime, continuation, pressure, auction, and risk-off status
Default Strategy Properties
Initial capital: 100,000
Commission: 0.05 percent
Slippage: 1 tick
Pyramiding: 0
Orders processed on close
How to Use This Strategy
Step 1: Use a clean chart
For publication and testing, use a standard chart type and avoid adding unrelated scripts to the chart.
Step 2: Review the dashboard
The dashboard explains why the strategy is flat, long, short, or in a risk-off state.
Step 3: Evaluate across markets
Do not judge a strategy from a small sample. Test across multiple symbols, timeframes, and market regimes.
Strategy Limitations
Backtest results do not imply future results
Pivot-based structure is confirmed only after the pivot length has passed
Costs and slippage may differ from live trading conditions
The model can underperform in choppy markets where filters repeatedly conflict
The strategy is a research framework and not a complete trading plan
Originality Statement
Caldera Meridian Strategy integrates multiple independent modules rather than relying on a single crossover or oscillator. Its usefulness comes from studying how regime, structure, pressure, auction location, and transition persistence interact before a trade is allowed.
Disclaimer
This strategy is provided for educational and informational purposes only. It is not financial advice. Trading involves risk of loss. Backtests are historical simulations and do not predict future performance. Always use proper risk management.
-Made with passion by jackofalltrades
Strategy
Vanta Delta Cartography [JOAT]Vanta Delta Cartography
Introduction
Vanta Delta Cartography is an open-source liquidity and auction-mapping indicator. It combines session VWAP bands, a developing volume profile, POC/value-area/VWMP references, estimated CVD impulse, pivot-confirmed divergence, absorption scoring, naked POC memory, and compact execution plans.
The goal is to show where the active session is accepting value, where pressure is imbalanced, and where a confirmed bid-side or ask-side plan appears.
Core Concepts
1. Manual Session VWAP
The script calculates session VWAP from cumulative price-volume and volume during the configured active session. Weighted deviation bands create inner and outer auction zones around VWAP.
2. Developing Volume Profile
The active range is divided into rows. The script estimates total volume, buy pressure, and sell pressure inside each row, then derives POC, value area high, value area low, VWMP, and imbalance shelves.
3. Estimated CVD Impulse
CVD is estimated from candle-derived delta. Fast and slow CVD lines create impulse context, while pivot-confirmed divergence identifies disagreement between price and participation.
4. Naked POC Memory
Prior session POC levels can be stored until price revisits them. This gives the chart a memory of unfinished auction references.
5. Auction Quality Gate
Long and short plans require location, delta, quality score, and a supporting event such as POC reclaim, value-area reaction, divergence, or shelf pressure.
Features
Session VWAP with deviation bands: Shows the active auction mean and volatility envelope.
Developing profile: Tracks POC, VAH, VAL, VWMP, and row pressure.
Right-side heatmap: Displays volume and pressure intensity by price row.
Imbalance shelves: Highlights areas where buy or sell pressure dominates.
Estimated CVD impulse: Measures participation direction from candle and volume data.
Pivot-confirmed divergence: Marks bullish or bearish CVD disagreement.
Naked POC memory: Stores prior POC references until revisited.
Execution plans: Draws compact entry, stop, TP1, and TP2 zones for confirmed absorption states.
Candle coloring: Bars can reflect liquidity pressure.
Dashboard and alerts: Includes auction state, POC, value area, VWAP, CVD impulse, divergence, naked POC, and session state.
Input Parameters
Core and Bands: Active Session, Session Bars Used, Profile Rows, Value Area, Show VWAP Bands, Inner Sigma, Outer Sigma.
Signals and Risk: Signal Zones, Pivot Left, Pivot Right, Delta Impulse Threshold, Auction Quality Gate, Signal Projection Bars, Signal Cooldown Bars, ATR Stop, ATR Target.
Visuals: Right Profile Heatmap, POC / VA / VWMP Lines, Naked POC Line, Session Auction Frame, Right Imbalance Shelves, Liquidity Candle Color, Dashboard.
How to Use This Indicator
Step 1: Read the session auction
Use VWAP, value area, and POC to determine whether price is accepting above control, below control, or rotating around value.
Step 2: Check pressure shelves
Imbalance shelves show where estimated participation is concentrated. These areas can act as reaction context.
Step 3: Watch CVD impulse and divergence
Strong CVD impulse supports continuation. Divergence warns that price and participation are not confirming each other.
Indicator Limitations
CVD and pressure are estimated from candles and volume, not true exchange delta.
Volume profile rows are approximations based on chart data and selected lookback.
Session behavior depends on the selected session template.
Divergence uses pivot confirmation and can appear after the pivot candle.
Originality Statement
Vanta Delta Cartography is original in its combined session VWAP, developing profile, pressure heatmap, estimated CVD impulse, pivot divergence, naked POC memory, imbalance shelves, and confirmed execution-plan logic. Each layer supports the same auction question: where is value, where is pressure, and where has participation failed or accepted?
Disclaimer
This script is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell. Auction and delta estimates can be inaccurate, especially on symbols with limited volume data. Use independent analysis and risk management.
Made with passion by jackofalltrades
Indicator
Covenant Regime Register [JOAT]Covenant Regime Register
Introduction
Covenant Regime Register is an open-source market context indicator that classifies whether price is currently behaving like a directional auction or a rotational auction. Instead of treating trend detection as a single yes-or-no output, the script builds two competing probability streams and continuously updates which state has stronger evidence.
The problem this indicator solves is context drift. Many tools are applied the same way in every environment even though trending conditions and ranging conditions reward very different decisions. Covenant Regime Register separates those environments first, then exposes confidence, directional efficiency, and bias so the trader can decide whether to lean into continuation logic or step back into rotation logic.
Core Concepts
1. Multi-factor regime observations
The regime engine does not rely on one input. It blends normalized returns, normalized volatility, directional efficiency, and slope persistence into a two-state regime model:
logReturn = math.log(close / nz(close , close))
realizedVol = ta.stdev(logReturn, volatilityLength)
efficiencyRatio = math.abs(close - close ) / math.sum(math.abs(ta.change(close)), efficiencyLength)
This keeps the classification grounded in both movement quality and volatility behavior.
2. Probabilistic state competition
Directional and rotational states each receive an emission score. Those scores are then smoothed through a persistence-heavy probability engine so the output does not flip on every small fluctuation:
posteriorTrend = emissionTrend * priorTrend
posteriorRange = emissionRange * priorRange
trendProb := trendProb + learningInput * (targetTrend - trendProb)
The result is a stable state register rather than a noisy binary switch.
3. Confidence-aware classification
The script only considers a regime confirmed when the dominant state exceeds the user-defined confidence threshold on a confirmed bar. This helps reduce false transitions during temporary turbulence.
4. Probability spread visualization
Trend probability and range probability are plotted together, while the spread between them is shaded as a separate area. This lets the user see whether the market is decisively one-sided or only marginally biased.
5. Institutional dashboard
The top-right dashboard reports current state, confirmation status, trend probability, range probability, efficiency, and directional bias using a restrained dark palette designed to stay readable on a clean chart.
Features
Two-state regime model: Directional auction versus rotational auction
Multi-factor classification: Uses returns, volatility, efficiency, and slope instead of a single oscillator threshold
Probability outputs: Trend and range are shown as separate probability streams
Confidence gate: Regimes are only considered confirmed above the user-defined threshold
Spread visualization: Shows the separation between the two competing states
Dark institutional dashboard: Compact top-right panel with current state and supporting metrics
Confirmed-bar regime alerts: Alerts only fire when a new regime is confirmed on bar close
Non-repainting design: Uses only current-timeframe information and confirmed-bar state transitions
Input Parameters
Regime Engine:
Return Lookback: Smoothing window for the return series
Volatility Lookback: Window used to normalize realized volatility
Efficiency Length: Measures directional travel versus rotational travel
Probability Learning: Controls how quickly the posterior probabilities adapt
Trend Confirmation Threshold: Minimum dominant probability required before a regime is treated as confirmed
Visual System:
Show Regime Backdrop
Show Probability Spread
Show State Ribbon
Show Dashboard
How to Use This Indicator
Step 1: Read the dominant state
If Trend Probability is above Range Probability and the confidence threshold is met, the market is behaving more directionally. If Range Probability dominates, the market is behaving more rotationally.
Step 2: Check confirmation
Use the confirmation state before treating the output as actionable. Developing readings can still change as the current bar closes.
Step 3: Use efficiency and bias together
High efficiency with strong directional bias supports continuation logic. Low efficiency with range dominance supports mean-reversion or lower-aggression decision making.
Step 4: Apply it as a filter
This indicator is best used as a context layer for other tools. It is not intended to predict the next bar by itself.
Indicator Limitations
Regime models classify the present environment; they do not forecast future direction
Extremely fast reversals can temporarily lower confidence before the new state stabilizes
Range and trend can overlap during transition periods, so marginal readings should be treated cautiously
Originality Statement
Covenant Regime Register is original in how it combines normalized return behavior, normalized volatility, directional efficiency, and slope persistence into a compact two-state probability register with an explicit confidence gate. It is published because:
The script produces competing regime probabilities rather than a single trend flag
The classification emphasizes state persistence and bar-close confirmation instead of hyper-reactive regime flipping
The dashboard surfaces regime context in a compact format suitable for use as a decision filter alongside other indicators
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice and does not guarantee future market behavior. All regime classifications are derived from historical and current price behavior and can produce false or delayed readings. Always use independent judgment and proper risk management.
Indicator
Aurelian Auction Ledger [JOAT]Aurelian Auction Ledger
Introduction
Aurelian Auction Ledger is an open-source range and auction analysis overlay designed to identify compressive trade zones, map their internal value structure, and show how price behaves when it tests the edges of that ledger. The script builds a live range shell, calculates a point of control and value area, tracks sweep events, and presents the active auction state in a top-right dashboard.
The problem Aurelian solves is hidden range structure. Consolidation zones are often treated as simple rectangles, but not all ranges are equal. Some are balanced, some lean toward accumulation, some toward rejection, and many fail through one-sided sweeps before resolving. Aurelian turns that internal auction structure into something visible.
Core Concepts
1. Compression-based ledger build
The script measures whether recent bars are tight enough in ATR terms, efficient enough in body structure, and balanced enough in directional pressure to qualify as a live auction ledger.
2. Range shell and internal value area
When a ledger is active, the script draws:
The outer ledger shell
The internal value area
The point of control
This separates broad range boundaries from the price zone where most business is actually being done.
3. Right-side auction profile
Volume is accumulated across profile rows inside the active ledger so the script can identify the highest-volume row and estimate the value area around it.
4. Sweep tracking
Upper and lower sweep events are tracked only on confirmed bars. This helps distinguish clean acceptance from failed range probes.
5. Ledger tilt
The indicator maintains a directional tilt metric so the range shell is not displayed as neutral by default. If the auction begins leaning toward acceptance or rejection, the color balance reflects that change.
Features
Compression-driven range detection: Searches for structured auction zones rather than generic boxes
Live range shell: Displays the active ledger high, low, and midpoint
Point of control and value area: Maps where the auction is most concentrated
Right-side profile: Extends the auction structure visually beyond the current bar
Sweep detection: Tracks confirmed probes beyond the ledger edges
Auction tilt readout: Shows whether the range is leaning toward acceptance or rejection
Top-right dashboard: Reports mode, compression, width, POC, value area, sweeps, and tilt
Non-repainting event logic: Sweep and breakout conditions are confirmed on bar close
Input Parameters
Ledger Core:
ATR Length
Ledger Build Bars
Compression Ceiling
Body Efficiency Ceiling
Directional Balance Ceiling
Breakout Buffer
Auction Profile:
Profile Rows
Profile Width
Value Area Coverage
Visuals:
Show Range Shell
Show Right-Side Profile
Show Sweep Marks
Tint Auction Bars
Show Dashboard
How to Use This Indicator
Step 1: Confirm that a ledger is live
Check the dashboard mode first. If the ledger is not active, the script is still scanning for a qualified auction structure.
Step 2: Watch the POC and value area
These levels show where the auction is concentrated and whether price is rotating inside value or challenging the edges.
Step 3: Track sweeps versus acceptance
Confirmed sweep events can mark failed probes. If price repeatedly sweeps one side and returns, the ledger is revealing where excess is being rejected.
Step 4: Use tilt as context, not prediction
Ledger tilt helps interpret which side has more pressure, but the actual resolution still depends on whether price ultimately accepts outside the shell.
Indicator Limitations
The script is designed for structured ranges and will naturally stand down during broad directional moves
Volume distribution inside a candle is approximated using row allocation rather than true intrabar order flow
A qualified ledger can still break without first producing a sweep event
Originality Statement
Aurelian Auction Ledger is original in how it combines a compression-qualified range state, an internal profile-derived value area, sweep tracking, and directional tilt into a single clean overlay. It is published because:
The script distinguishes a structured auction ledger from a generic consolidation rectangle
It combines shell, POC, value area, and sweep tracking in one coherent range workflow
The tilt metric provides additional auction context without cluttering the chart with heavy labels
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice and does not guarantee future market behavior. Range structures can fail abruptly, and volume-based value estimates are still interpretations of historical trading activity. Always use independent judgment and proper risk management.
Indicator
Opening Auction Ledger [JOAT]Opening Auction Ledger
Introduction
Opening Auction Ledger is an open-source session framework built to standardize how the opening range is measured, locked, evaluated, and managed throughout the day.
The indicator is designed around a simple institutional question:
Once the opening auction is complete, is price accepting away from it or failing back into it?
The script answers that by combining:
session-specific opening range capture
high-low or body-based range construction
breakout qualification
relative volume confirmation
objective extension ladders
session profile rendering
adaptive continuation trail management
historical breakout tracking in a dashboard
This makes the opening range usable as more than a static box.
It becomes a complete session ledger.
Core Concepts
1. Opening Range Capture
The script builds the opening range only during the specified session window and then locks that range when the session ends.
This preserves a fixed reference for the rest of the day.
2. Source Flexibility
Users can define the opening range using raw highs and lows or candle bodies.
This changes how strict the opening auction frame is and can make the indicator more stable on noisy instruments.
3. Qualified Breakout Detection
Breaks are not accepted simply because price crosses a range boundary.
The script can require a minimum displacement beyond the range and, optionally, a relative-volume lift compared with recent activity.
4. Objective Laddering
Once a breakout is confirmed, the script projects three extension objectives above and below the opening range using multiples of the locked range size.
5. Continuation Management
An adaptive ATR trail follows the accepted breakout so continuation quality can be monitored after the initial move is underway.
Features
Configurable opening session: user-defined session window and timezone
Opening range lock: session range freezes after the auction ends
Body or high-low source mode: choose the structure used to build the range
Relative-volume breakout filter: optional confirmation prevents weaker breaks from being counted
Minimum displacement filter: breakout must exceed a configurable fraction of the locked range
Extension ladder: three upside and three downside objectives
Session profile: profile-style rendering of activity inside the opening auction
Continuation trail: adaptive ATR trail tracks accepted move quality
Historical outcome counters: dashboard tracks breakout counts and objective hit rates
Institutional dashboard: top-right summary of session state, range size, direction, and objective performance
Input Parameters
Opening Auction
Opening Range Session
Session Days
Timezone
Range Source
Minimum Break % Of Range
Require Relative Volume Lift
Relative Volume Threshold
Extension Ladder
Show Extension Ladder
Objective One
Objective Two
Objective Three
Show Price Labels
Auction Profile
Show Session Profile
Profile Rows
Profile Width Bars
Profile Offset Bars
Continuation Management
Show Adaptive Continuation Trail
Trail ATR Length
Trail ATR Multiplier
Display
Range Fill Transparency
Shade Session State
Dashboard Position
Dashboard Size
How to Use This Indicator
Step 1: Wait for the Range to Lock
Do not treat the opening range as final until the configured auction window is complete.
Before that point, the frame is still forming.
Step 2: Measure the Quality of the First Break
The first breakout matters most when it clears the minimum displacement rule and is supported by the configured relative-volume threshold.
Step 3: Use the Ladder as an Objective Map
The projected targets are not predictions.
They are structured expansion references derived from the opening range itself.
Step 4: Follow the Trail for Acceptance
The continuation trail helps determine whether price is still accepting away from the opening auction or beginning to fail back toward it.
Step 5: Review the Dashboard Statistics
The dashboard can help users understand how often objective ladders are being reached under the current settings and instrument behavior.
Indicator Limitations
The usefulness of the opening range depends heavily on the selected session and market traded
Relative-volume logic is chart-volume based and depends on the instrument's available volume series
Very narrow opening ranges can create closely spaced objectives in low-volatility sessions
A qualified breakout can still fail quickly in event-driven or thin-liquidity conditions
Originality Statement
Opening Auction Ledger extends the classic opening-range idea into a broader session framework by combining range locking, breakout qualification, objective ladders, profile context, continuation management, and outcome tracking in a single open-source script.
Disclaimer
This indicator is provided for educational and informational purposes only.
It is not investment advice and does not guarantee that any breakout or target sequence will succeed.
All calculations are based on historical chart data and should be interpreted with appropriate risk management and independent analysis.
Indicator
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.
Indicator
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.
Indicator
Concordance Execution Mandate [JOAT]Concordance Execution Mandate
Introduction
Concordance Execution Mandate is an open-source PulseWire strategy that integrates the indicator concepts used throughout the JOAT Suite into one execution framework. It combines crossframe bias, auction location, stepped structure, momentum timing, absorption participation, and volatility gating before any trade is allowed. It also renders on-chart trade rails, stop placement, profit targets, and a dashboard summarizing the active execution state.
The purpose of the strategy is not to optimize one narrow market condition. The purpose is to require multiple independent conditions to agree before a trade is taken. This reduces single-factor noise and creates a more realistic execution process than a strategy that relies on only one oscillator or one moving-average crossover.
Core Concepts
1. Crossframe Regime Filter
Higher-timeframe trend alignment establishes the directional permission layer. If the dominant bias is not aligned, the strategy remains filtered.
2. Auction Location Filter
Price must also be in a constructive value location for longs or a defensive value location for shorts. This reduces cases where a trend is positive but price is poorly located relative to accepted value.
3. Structure and Momentum Gate
The local stepped structure and momentum score must agree with the higher-level direction before a trade is permitted.
4. Absorption and Volatility Filter
If an active absorption range exists, the strategy uses it as a participation filter. Volatility percentile and directional volatility behavior are also used to avoid unsuitable states.
5. ATR-Based Risk Management
Stops are sized from ATR and, when enabled, can anchor to structural references. Targets are placed using configurable R multiples.
Features
Multi-layer trade permission: Crossframe, auction, structure, momentum, absorption, and volatility must align
Confirmed-bar logic: Entry conditions are evaluated on confirmed bars
ATR-based stop logic: Risk is normalized to current market conditions
Two staged exits: TP1 and TP2 are placed automatically, with a third informational rail on-chart
On-chart trade rails: Entry, stop, TP1, TP2, and TP3 are drawn directly on the chart
Risk/reward fills: Visual fill between entry and stop or target levels
Execution dashboard: Displays regime, permission, auction state, structure state, momentum, absorption, ATR percentile, position state, and active risk rail
Realistic default properties: Uses commission, slippage, and percent-of-equity sizing
Strategy Properties Used By Default
Initial Capital: 100000
Commission Type: Percent
Commission Value: 0.05
Slippage: 2
Pyramiding: 0
Position Size: 10% of equity
Orders Processed On Close: Enabled
How to Use This Strategy
Step 1: Read the dashboard before evaluating the backtest. The strategy is built around permission states, not constant market participation.
Step 2: Check whether the system is in Long Bias, Short Bias, or Mixed mode.
Step 3: Observe whether the strategy is filtering trades because one of the major layers is missing, such as auction location or volatility suitability.
Step 4: Use the on-chart rails to understand how the strategy is defining risk and reward at each entry.
Strategy Limitations
Like all strategies, results depend on market, timeframe, and input choices
Higher-timeframe filters are intentionally delayed for non-repainting safety
Multiple filters can reduce trade frequency substantially
The strategy is designed as a robust execution framework, not as a guarantee of profitability
Backtest results should be interpreted with realistic skepticism and proper context
Originality Statement
Concordance Execution Mandate is original in the way it integrates top-down bias, auction location, local structure, momentum timing, participation filtering, and volatility gating into one execution process with visible trade management rails. The script is published to show how multiple institutional-style context layers can be fused into a realistic open-source framework.
Disclaimer
This strategy is provided for educational and informational purposes only. It is not financial advice or a recommendation to trade any market. Backtest results are based on historical data and do not guarantee future performance. All trading involves risk, including the risk of loss. Use independent judgment and proper risk management.
-Made with passion by jackofalltrades
Strategy
Auction Structure Ledger [JOAT]Auction Structure Ledger
Introduction
Auction Structure Ledger is an open-source Pine Script v6 indicator that transforms confirmed pivot behavior into structured auction zones. Instead of treating every swing high and swing low as equally important, the script looks for clustered defended pivots, measures how much volume-confluence exists at those prices, and converts the result into support and resistance shelves that persist, update, and eventually retire as price accepts or fails them.
The problem this indicator solves is structural ambiguity. Many charts contain repeated pivot noise that does not deserve equal visual weight. A single swing high does not automatically represent meaningful supply, and a single swing low does not automatically represent meaningful demand. Auction Structure Ledger filters pivot activity through clustering logic and local volume-confluence so the chart emphasizes defended areas where auction acceptance and rejection are more likely to matter.
The script is useful for traders who think in terms of accumulation, distribution, acceptance, and failure. It does not attempt to forecast the future from one oscillator reading. It organizes the chart around defended reference zones, tracks how price behaves around them, and summarizes the current auction state in a way that can support discretionary analysis or other rule-based systems.
Because it combines pivot clustering with a volume-confluence layer, the indicator is not simply painting boxes around old highs and lows. It is trying to identify where the market repeatedly acknowledged a price region and whether that region still behaves as support or resistance.
Core Concepts
1. Pivot Confirmation And Structural Timing
The script uses `ta.pivothigh()` and `ta.pivotlow()` to confirm swing highs and lows with a symmetric lookback. This means zones are only created after the pivot is actually confirmed, which avoids the false certainty that comes from drawing structure before the right-side bars exist.
float pivotHigh = ta.pivothigh(high, pivotLength, pivotLength)
float pivotLow = ta.pivotlow(low, pivotLength, pivotLength)
This is deliberate non-repainting behavior. The structure appears later than the original pivot candle, but it appears only after the market has confirmed the swing.
2. Clustered Defense Rather Than Single-Pivot Noise
Once a pivot appears, the script scans a configurable cluster window to count how many nearby pivots formed within an ATR-based tolerance. That cluster count becomes part of the zone’s strength score.
This is what gives the ledger its auction logic. A zone becomes more meaningful when the market keeps defending the same approximate level rather than printing a one-off pivot and moving on.
3. Volume-Confluence Layer
The script builds a rolling volume distribution across the current price window and checks how much of that distribution sits at the pivot price. That reading is normalized into a confluence percentage.
In practice, this means a clustered pivot with low local volume-confluence is treated differently from a clustered pivot that sits in a high-activity price region. The first may represent weak structure. The second may represent a more meaningful auction shelf.
4. Support And Resistance Shelf Construction
When a pivot passes the cluster criteria, the script creates a zone with ATR-based width. Resistance shelves are built above price with an offered profile. Support shelves are built below price with a bid profile. Each shelf contains a body, a spine line through the midpoint, and an information label summarizing the zone.
The shelf width is not arbitrary. It scales with ATR so zones remain proportionate across different volatility conditions and instruments.
5. Acceptance And Failure Tracking
After a zone is created, the script continues monitoring it. If price trades within the zone and remains inside it, the shelf is counted as accepted. If price closes through the invalidation side of the shelf, it is counted as failed and eventually removed after a short lifecycle buffer.
That behavior matters because the market is not static. A valid shelf today can become irrelevant after repeated acceptance or a decisive failure.
Features
Cluster-confirmed auction shelves: Builds zones only when pivots cluster within an ATR-based tolerance
Support and resistance separation: Maintains bid-side and offered-side structure independently
Volume-confluence scoring: Measures how much rolling price-volume concentration supports each shelf
ATR-scaled zone width: Keeps shelf geometry adaptive to volatility instead of fixed-width boxes
Acceptance and failure tracking: Continues scoring shelves after creation as price interacts with them
Confluence ribbon: Displays whether current price is trading in a high-confluence region of the rolling ledger
Nearest distance metrics: Shows the ATR distance to the closest active support and resistance shelves
Institutional dashboard: Summarizes support count, resistance count, acceptance rate, failure rate, bias, and strongest zone
Confirmed-bar alert set: Includes bullish ledger, bearish ledger, fresh support, and fresh resistance alerts
Data-window outputs: Exposes structure counts and confluence values for additional interpretation
Visual Elements
Auction shelves: Each zone is rendered as a structured body rather than a simple line so the user can read width and tolerance clearly
Shelf spine: A dotted midpoint line marks the internal balance area of each shelf
Confluence ribbon: The ribbon around price shows whether the current location overlaps with strong rolling confluence
Responsive color logic: Support, resistance, touched, and failed states each alter the way the shelf is displayed
Compact info labels: Each zone carries its own context label so the chart remains interpretable without opening settings
Best Practices
Give more weight to shelves that combine both repeated pivot defense and strong volume-confluence
Watch how price behaves on the first return to a new shelf before assuming the level is strong
Treat accepted zones and failed zones differently because they tell very different auction stories
Use nearest support and resistance ATR distances to understand whether price is extended or structurally balanced
Combine the ledger with your own trigger logic rather than assuming shelf presence alone is a complete trade plan
Input Parameters
Structure Engine:
Pivot Length: Sets how many bars are required on each side of a pivot to confirm it
ATR Length: Controls the volatility measure used for zone sizing and tolerance logic
Shelf ATR Width: Sets the width of each auction shelf relative to ATR
Cluster Window: Defines how far back the script scans for repeated nearby pivots
Cluster ATR Tolerance: Determines how close pivots must be to count as the same structural cluster
Volume Confluence:
Volume Window: Sets the rolling price-volume study range
Volume Bins: Controls the granularity of the confluence distribution
Confluence Strength Threshold: Defines when the ribbon should represent strong price-volume overlap
Show Confluence Ribbon: Toggles the contextual ribbon around price
Display:
Show Dashboard: Enables the top-right structural summary
Color inputs: Allow independent styling for support, resistance, neutral, and panel colors
How to Use This Indicator
Step 1: Start With The Bias Row
The dashboard summarizes whether active support shelves outnumber resistance shelves, whether the market is balanced, and how strong the current ledger looks. This gives immediate context before focusing on individual zones.
Step 2: Identify The Strongest Active Shelf
Check the strongest zone reading and visually locate the shelf with the most emphasis. This is often the most useful structural reference when price approaches an auction boundary.
Step 3: Watch Acceptance Versus Failure
Acceptance means price is interacting with the zone without invalidating it. Failure means price has moved through the wrong side of the shelf. A high failure rate weakens the reliability of the current ledger.
Step 4: Use The Nearest ATR Distances
The dashboard shows the ATR distance to the nearest support and resistance shelves. That helps frame whether price is sitting directly on a structure reference or is trading between meaningful levels.
Step 5: Combine With Your Own Execution Model
Auction Structure Ledger is most useful as a context layer. It defines where defended structure exists. It does not decide entries or exits for you. Use the zones to frame reactions, continuation decisions, or risk placement inside your own process.
Indicator Limitations
Pivot-based structure is inherently delayed because the script waits for right-side confirmation before creating a shelf
A clustered pivot region can still fail immediately if broader market flow overwhelms the local auction structure
Rolling volume-confluence is context-dependent and can shift as the lookback window evolves
Zones are analytical references, not guarantees that support or resistance will hold on the next test
Originality Statement
Auction Structure Ledger is original in the way it turns clustered pivot defense and rolling volume-confluence into a persistent auction map. This is more than a standard support and resistance overlay:
It requires repeated pivot behavior before treating a level as meaningful structure
It combines cluster count and volume-confluence into a unified strength score for each shelf
It tracks acceptance and failure after creation so zones remain part of a living ledger rather than a static drawing layer
It presents the structure through a bias dashboard and confluence ribbon that helps translate zone behavior into usable chart context
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. Support and resistance shelves represent historical auction behavior, not guaranteed future turning points. Markets can accept, reject, or ignore any level without warning. Always use independent judgment and appropriate risk management.
-Made with passion by jackofalltrades
Indicator
Value Shift Ladder [AGPro Series]Value Shift Ladder
🔹 Overview
Value Shift Ladder is a market-structure mapping tool that extracts the most volume-accepted price shelves from a rolling lookback window and arranges them, in creation order, as the rungs of a ladder. Each rung is a volume-weighted zone where the market has recently spent the most time and traded the most contracts. The script then tracks how price interacts with every rung through a full Held → Broken → Reclaimed lifecycle and summarizes the entire chain into one readable ladder state: Rising, Falling, Mixed, Broken, Reclaiming, Building, or Neutral.
The goal is not to predict direction and not to produce buy or sell signals. The goal is to give the chart reader a continuously updated answer to one question: where is the market's current fair-value region, how is that region moving over time, and which prior value shelves are still relevant versus which have been abandoned. This makes the tool useful as a structural reference for volume-profile readers, auction-theory traders, and anyone who builds a bias from accepted-value migration rather than from trend lines or moving averages.
🔸 Unique Edge
Most volume-based tools either draw a single static profile snapshot, or plot every candidate level and leave the reader to filter. Value Shift Ladder does three things differently:
Multi-shelf chronological ladder. Instead of producing one value band, the script maintains a ranked set of up to eight volume-accepted shelves and arranges them in the order they were first registered. This preserves the migration history of accepted value instead of collapsing it into one average.
Proximity-gated visualization. Only shelves within a configurable ATR distance from current price are drawn on the chart, counted in the panel, and fed into the ladder direction state. Distant historical shelves exist in memory but do not clutter the chart or bias the readout — the ladder always reflects the value structure that is actually relevant to the current bar.
Adaptive, confidence-aware breaks. A shelf is not broken on a single close outside its band. Young shelves are strongly protected (3.0 × ATR), maturing shelves require a medium distance (1.5 × ATR), and fully-aged shelves use the user-defined break distance. Shelves that have been re-confirmed multiple times gain a 2× confidence multiplier on top of that, preventing established value regions from being lost to a single volatility spike.
🔸 Methodology
1) Volume Profile Construction
The script divides the rolling lookback window into equal price bins and distributes each bar's volume across every bin it touches, proportional to range coverage. Zero-range bars are assigned to their single bin. This produces a volume-weighted histogram of the lookback period.
2) Shelf Extraction
The top-K bins by volume are selected iteratively. After each pick, the chosen bin and its ATR-neighborhood are zeroed out before the next pick, enforcing a minimum separation between shelves and preventing a single high-volume cluster from dominating every rung. Each surviving bin becomes a shelf, anchored at its bin-center price.
3) Shelf Merging and Confidence
On every refresh, newly extracted shelves are checked against existing ones. If a new shelf falls within the ATR separation of an existing non-broken shelf, the existing shelf's volume is refreshed and its confidence score is incremented. Otherwise a new shelf is registered. Confidence is capped at ten and used downstream to scale break tolerance.
4) Lifecycle State Machine
Each shelf carries one of three states — Held, Broken, or Reclaimed. Held flips to Broken when price closes beyond an adaptive break distance for three recent bars. Broken flips to Reclaimed when price dwells back inside the band for a user-defined number of bars. Reclaimed auto-promotes to Held once the shelf has stabilized past a short age threshold.
5) Ladder Direction
Proximity-filtered active shelves are sorted by creation order. The last one, two, or three rungs are compared to produce a single state: Rising if the sequence is monotonically higher, Falling if lower, Mixed if non-monotonic, plus transient overrides for Broken, Reclaiming, Building, or Neutral conditions.
6) Pruning
Stale broken shelves expire after a timeframe-aware window. A hard cap of ten active shelves is enforced, with broken shelves removed first when the cap is hit.
🔹 Signals and Alerts
The script provides four deterministic state-change alerts, all tied to closed-bar transitions:
— New Ladder Step Formed: fires when a new volume-accepted shelf is first registered.
— Ladder Step Held: fires when an existing shelf is re-confirmed by the rolling profile.
— Ladder Step Broken: fires when a held shelf transitions to broken.
— Ladder Step Reclaimed: fires when a broken shelf transitions back to reclaimed.
These alerts describe structural state changes inside the indicator logic. They are not trade signals and do not imply expected profitability, win rate, or directional certainty.
🔸 Key Inputs
— Profile Mode (Auto / Manual): Auto derives lookback and refresh from the chart timeframe. Manual exposes both for full control.
— Manual Lookback (bars): Size of the rolling window used to build the profile.
— Manual Refresh Interval (bars): How often the profile is rebuilt.
— Profile Resolution (bins): Number of price bins the range is divided into.
— Target Shelf Count: Maximum number of shelves kept active.
— Min Volume Ratio: Minimum fraction of the top-bin volume a bin must hold to qualify as a shelf.
— Min Shelf Separation (ATR): Minimum ATR distance between two shelves.
— Break Distance (ATR): Fully-aged break tolerance.
— Reclaim Dwell Bars: Bars needed inside the band to flip Broken to Reclaimed.
— Max Visible Distance (ATR): Proximity gate for drawing and counting shelves.
— Display options: panel position, panel font size, on-chart label size, alerts toggle.
🔹 How to Use
Value Shift Ladder is designed as a structural reference rather than a signal engine. Typical reading workflows include:
— Bias framing. Read the Ladder state first. Rising or Falling indicates a one-sided migration of accepted value; Mixed indicates balance; Broken or Reclaiming highlights an active transition.
— Dominant reference. The Dominant row in the panel highlights the nearest held or reclaimed shelf within two ATR of price. Use it as the closest structural reference for scenario planning, not as an execution level.
— Proximity discipline. Because shelves more than the configured ATR distance away are not drawn, the ladder always reflects value structure that is currently relevant. When no shelves are visible, the market is between value regions — a context in which mean-reversion assumptions weaken.
— Confluence. The tool is designed to be combined with independent confirmation such as session structure, higher-timeframe bias, or volume analysis. It is not meant to stand alone as a decision source.
🔸 Limitations and Transparency
— Volume profile quality depends on the instrument's volume reporting. On symbols with unreliable or synthetic volume, shelf placement may drift.
— The profile is recomputed on the close of refresh bars. Intrabar readings on the current bar can change until the bar closes; state transitions evaluate the last three bars for breaks and the reclaim-dwell window for reclaims, so fresh transitions can flip until those bars close.
— On extremely illiquid sessions or instruments with frequent volatility spikes, the adaptive-break logic can delay transitions by design. This is a tradeoff in favor of stability.
— Past structural behavior at a shelf does not guarantee future behavior. The tool does not forecast direction and is not a trading strategy.
🔹 Risk Disclosure
This script is a structural visualization tool provided for educational and analytical purposes. It is not financial advice, not a trading strategy, and not a signal service. All trading involves risk of loss. Past market behavior is not indicative of future results. Users are fully responsible for their own trading decisions and for independently verifying the tool's behavior on their chosen instruments and timeframes before relying on it for any purpose. Indicator
Auction Intelligence█ AUCTION INTELLIGENCE
Auction Market Theory Overlay
An Auction Market Theory (AMT) overlay that analyzes market structure through volume profile analysis. It detects profile shape (D/P/b/DD), identifies balance vs. imbalance states, and tracks value migration — giving you the same auction-based framework used by institutional traders to understand market behavior.
Free and Open Source.
█ THE CONCEPT: WHY AUCTION MARKET THEORY MATTERS
Standard indicators tell you what happened. AMT tells you why . Markets are continuous two-sided auctions where buyers and sellers negotiate fair value:
Balance — Price rotates within an accepted value area. Expect mean-reversion and range-bound trading.
Imbalance — Price breaks away from the value area. One side dominates. Expect continuation.
Profile Shape — The distribution of volume tells you who is in control and what to expect next.
Value Migration — The direction where the POC and Value Area are shifting reveals the underlying trend.
█ CORE FEATURES
1. Volume Profile Engine
Distributes each bar's volume proportionally across price rows, building a volume-at-price distribution:
POC (Point of Control) — Highest volume row = strongest S/R level
VAH (Value Area High) — Upper boundary of the 70% value area = resistance
VAL (Value Area Low) — Lower boundary of the 70% value area = support
2. Profile Shape Detection
Automatically classifies the volume distribution into four distinct shapes:
D-shape — Balanced. Volume evenly distributed, POC near center. Expect rotation.
P-shape — Bullish. Volume concentrated in upper half. Buyers in control.
b-shape — Bearish. Volume concentrated in lower half. Sellers in control.
DD (Double Distribution) — Two distinct volume clusters. Market transitioning between value areas.
3. Balance vs. Imbalance Recognition
Three-factor analysis combining price position, VA width dynamics, and trend strength. The chart background colors automatically when imbalance is detected (cyan = bullish discovery, red = bearish discovery).
4. Value Migration Tracker
Monitors how the POC and Value Area midpoint shift over time:
Bullish Migration ▲ — POC and VA migrating higher = institutional buying
Bearish Migration ▼ — POC and VA migrating lower = institutional selling
Neutral ─ — No significant migration = consolidation
█ AUTO-TIMEFRAME ADAPTATION
All parameters automatically adjust based on the chart timeframe:
1-5 min → Lookback 30, 18 Rows, Migration Len 5
15-30 min → Lookback 40, 20 Rows, Migration Len 8
1 Hour → Lookback 50, 24 Rows, Migration Len 10
4 Hour → Lookback 70, 28 Rows, Migration Len 15
Daily → Lookback 100, 32 Rows, Migration Len 20
Weekly+ → Lookback 150, 40 Rows, Migration Len 30
Disable Auto-TF to use manual settings for full control.
█ DASHBOARD
A compact, dark-themed info panel displaying:
State — Current AMT state (BALANCE / IMBALANCE) with context
Shape — Detected profile shape (D / P / b / DD) with description
Migration — Value migration direction and strength
Position — Current price position relative to Value Area
POC / VAH / VAL — Key volume-based levels
█ ALERTS (4 CONDITIONS)
Balance → Imbalance — Market leaving the value area
Imbalance → Balance — Market returning to the value area
Profile Shape Changed — Volume distribution pattern shift
Value Migration Shift — Directional bias change in POC/VA migration
█ PRO VERSION
The PRO version (Auction Intelligence PRO v2.0) adds:
Initial Balance Range — IB Tracking + IB Extension Detection
Failed Auction Detection — VA Breakout Failures
Excess & Poor High/Low — Wick analysis at session extremes
Auction Rotation Factor — POC-cross frequency as market efficiency measure
Day Type Classification — Trend/Normal/Normal Var./Neutral/Double Dist. (Dalton)
Previous Day Value Area — PDPOC/PDVAH/PDVAL as reference levels
Enhanced Confluence Score — 0-12 scale with A+ to D grading
13 Alert Conditions
█ NON-REPAINTING
The volume profile is calculated from confirmed bar data only. The rolling lookback window recalculates on each confirmed bar using historical high/low/volume — no future data is used. No repainting.
█ WORKS ON
Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly.
█ DISCLAIMER
This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.
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