Compression Shift Index [JOAT]Compression Shift Index
Introduction
Compression Shift Index is an open-source Pine Script v6 indicator designed to detect transitions between compression and displacement. It measures whether price is storing energy in a tight state, whether that energy is beginning to release directionally, and whether the release is supported by enough pressure and travel efficiency to matter.
The problem this indicator solves is timing. Traders often recognize trend after the move is already mature, or they chase weak momentum bursts that never become true displacement. Compression Shift Index is built to distinguish between quiet compression, directional pressure, and confirmed shift conditions so the user can see whether price is merely active or whether a real state change is underway.
The script lives in its own pane, but it also projects tactical shift ranges onto the main chart. That means it can work as both a state engine and a visual execution aid. The pane handles classification and scoring. The overlay range preserves the high, low, and midpoint of the most recent active shift so price can be read against the trigger zone directly on the chart.
Rather than relying on one oscillator reading, the script blends moving-average spread, RSI of momentum, ATR expansion, path efficiency, and compression mathematics. The result is not a conventional trend tool. It is a state-transition tool built to show when stored pressure is becoming directional opportunity.
Core Concepts
1. Compression Score
Compression is measured by comparing the recent price range to ATR-normalized movement over a configurable window. As the range contracts relative to expected volatility, the compression score rises.
float compressionRatio = safeDiv(ta.highest(high, compressionLength) - ta.lowest(low, compressionLength), ta.atr(compressionLength) * compressionLength) * 100.0
float compressionScore = clamp(100.0 - compressionRatio, 0, 100)
This means the script is not labeling compression by candle size alone. It evaluates the market relative to its own volatility conditions.
2. Displacement Score
Displacement is measured through moving-average spread magnitude, RSI-based pressure away from neutrality, and fast-versus-slow ATR expansion. A high displacement score means price is no longer just compressed. It is pushing with enough directional force to deserve attention.
3. Pressure Confirmation
Directional pressure requires more than a large reading. Bullish pressure needs positive spread and price acceptance above the fast EMA. Bearish pressure requires the opposite. This creates a separation between raw movement and directional pressure that is actually aligned with the current path of price.
4. Shift Range Memory
When a confirmed bull or bear shift occurs, the script stores the initiating bar’s high and low, then extends that range for a configurable number of bars. As new bars arrive, the active range updates its upper and lower boundaries.
This transforms the shift from a momentary signal into a tactical map. The trader can judge whether price is holding inside the shift range, stretching away from it, or failing back through the structure.
5. Quality And Travel Efficiency
Not every shift is equal. The script measures path efficiency by comparing net travel to the cumulative path traveled across the efficiency window. That helps distinguish efficient directional release from noisy back-and-fill movement.
When displacement, pressure, and efficiency all align, the quality score rises. This is especially useful for separating impulsive continuation from unstable burst behavior.
Features
Compression and displacement state engine: Differentiates quiet conditions from directional release
Bull and bear shift detection: Confirms directional shifts only after displacement and pressure criteria align
Tactical overlay range: Projects the active shift high, low, and midpoint onto the main chart
Ribbon bias display: Adds a visual ribbon showing directional pressure inside the pane
Travel efficiency scoring: Measures whether displacement is clean or noisy
State backdrop and candle tinting: Tints both pane and chart context according to the current state
Detailed dashboard: Publishes compression, displacement, ATR ratio, heat, range, stretch, velocity, efficiency, quality, and persistence
Confirmed-bar alerts: Includes compression, bull shift, bear shift, pressure, release, fade, and quality-state alerts
Data-window exports: Makes many internal scores accessible without adding extra plots to the pane
Range-aging logic: Tracks how long the active shift has been in effect
Visual Elements
Pane state curves: The net shift, compression, and displacement lines provide a layered read of current state
Ribbon bias fill: The pane ribbon helps show whether directional pressure is leaning bullish or bearish before full shift confirmation
Overlay shift range: The active high, low, and midpoint are projected onto the price chart for tactical context
Backdrop and candle tinting: The indicator colors both pane and chart state to make transitions easier to identify at a glance
Dashboard diagnostics: The top-right panel summarizes metrics that would otherwise require several separate indicators
Best Practices
Wait for displacement to dominate compression before assuming a move has truly released
Use high-quality shifts as higher-priority context than low-efficiency state changes
Read the active shift range as a tactical map, not as a guarantee that price will respect every boundary
If pressure improves but displacement remains weak, treat the move as developing rather than already established
Use the state engine to filter your existing entries instead of trying to trade every alert in isolation
Input Parameters
Signal Engine:
Fast MA Length: Sets the fast trend reference
Slow MA Length: Sets the slow trend reference
Compression Window: Defines the state lookback for range contraction
RSI Length: Sets the smoothing period for momentum pressure evaluation
Momentum Length: Defines the raw momentum lookback
Thresholds:
Compression Threshold: Determines how compressed the market must be to count as compressed
Displacement Threshold: Determines how forceful the move must be to count as a shift
Shift Hold Bars: Controls how long the active shift range remains alive
Efficiency Length: Sets the path-efficiency lookback
Show Trigger Range: Toggles the projected overlay range on the chart
Visual Language:
Bull and bear color pairs
Neutral color and panel background
Show Dashboard toggle
Show State Backdrop toggle
Show State Ribbon toggle
How to Use This Indicator
Step 1: Identify The Current State
Start with the dashboard and pane. If compression is dominant, the market is still storing energy. If bull or bear pressure is present, directional force is building. If a bull or bear shift is confirmed, the state transition has already occurred.
Step 2: Compare Compression To Displacement
The most useful read is not the absolute number alone, but the relationship between compression and displacement. When compression is high and displacement is still low, the market is coiled. When displacement overtakes compression, the release phase is gaining control.
Step 3: Use The Active Shift Range
Once a shift is active, watch the projected upper, lower, and midpoint lines on the main chart. These define the tactical zone created by the displacement event. Price behavior around that range often provides better context than the signal bar alone.
Step 4: Check Quality And Efficiency
A high-quality state means the release is not only directional but also relatively efficient. If quality is weak, treat the shift more cautiously because the move may be noisy or unstable.
Step 5: Use It As A State Filter
Compression Shift Index is most effective as a state filter for your own process. It can help you avoid forcing breakout logic during compression and avoid fading a move that is still in active displacement.
Indicator Limitations
Compression does not guarantee that a strong displacement event will follow immediately
A shift can fail quickly if the broader market context does not support follow-through
Travel efficiency can lag during early release phases because noisy price action is still being absorbed into the lookback
The active shift range is a tactical reference zone, not an automatic support or resistance guarantee
Originality Statement
Compression Shift Index is original in the way it turns compression, displacement, pressure, efficiency, and range memory into one unified transition model. It is not simply an oscillator blend for cosmetic effect:
It frames compression and release as a state transition rather than a single threshold cross
It preserves the originating shift range on the main chart, which links pane analysis to execution context
It includes efficiency and velocity metrics that help separate orderly displacement from noisy expansion
It uses a dashboard that summarizes the full state stack rather than forcing the user to infer everything from one line
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. Compression and displacement readings describe market state, not guaranteed future direction. Markets can remain compressed longer than expected or reverse immediately after a shift appears. Always use independent judgment and proper risk management.
-Made with passion by jackofalltrades
Indicator
Harborside Regime Channel [JOAT]Harborside Regime Channel
Introduction
Harborside Regime Channel is an open-source regime-mapping indicator built to classify whether the market is expanding, compressing, reclaiming balance, or losing structural support inside a live adaptive channel.
The script is designed for traders who need context before they interpret any other signal.
Instead of asking only whether price is above or below a moving average, Harborside studies a pivot-fed centerline, adaptive outer rails, higher-timeframe directional agreement, and volatility compression state at the same time.
The result is a channel that behaves more like an institutional market map than a simple trend overlay.
The problem Harborside solves is regime clarity.
Many trend tools keep printing directional color even while the market is actually compressing inside a narrowing structure.
Many channel tools show a band but do not explain whether that band is healthy, fragile, extended, or aligned with higher-timeframe pressure.
Harborside addresses that by combining channel structure, expansion behavior, and higher-timeframe bias in one chart-first framework.
Core Concepts
1. Pivot-Fed Structural Center
Harborside does not anchor its regime center to a fixed moving average alone.
Instead, confirmed swing highs and swing lows are used to build a rolling center reference.
That center is then smoothed to create a structural balance line.
This matters because the center is linked to confirmed market geometry rather than only to lagging price averages.
The channel therefore breathes with the underlying structure of the market.
2. Adaptive Outer Rails
The upper and lower rails are derived from ATR-scaled expansion around the structural center.
This means the channel naturally widens when volatility expands and contracts when price compresses.
Because the rails are smoothed, they remain readable instead of flickering excessively during intrabar noise.
This creates a cleaner map for determining whether price is stretching, reverting, or breaking into a new directional phase.
3. Regime Flips on Confirmed Structural Breaks
A bullish regime is not assigned merely because price is green for a few bars.
A regime flip occurs when price confirms through the adaptive outer band in the relevant direction.
That regime is then maintained until the opposing side is confirmed.
This makes the indicator more stable than reactive color-on-close style tools.
4. Compression Detection
Harborside measures band width relative to its own historical baseline.
When the band compresses below the configured threshold, the script identifies a meaningful reduction in expansion state.
This compression state is important because trend-following logic behaves very differently when the market is coiled than when it is already moving freely.
Compression is shown directly on the chart and carried into the dashboard state.
5. Projection Rails
The script extends projected center, upper, and lower rails forward using current center slope and ATR-scaled projection logic.
These projected rails are not predictions in the magical sense.
They are forward references showing where the current regime geometry would continue if the active slope persists.
That gives the trader a usable visual frame for stretch, continuation, and mean-reversion decisions.
6. Higher-Timeframe Bias Alignment
Higher-timeframe bias is requested using offset logic intended to avoid repaint-style behavior from incomplete higher-timeframe bars.
Fast and slow higher-timeframe EMA structure is used to determine whether broad directional pressure is supportive, opposing, or neutral.
Harborside does not force the higher-timeframe filter on the user.
It can be enabled or disabled depending on workflow.
7. Regime Health and Confidence
Harborside includes a confidence-style scoring model built from displacement, slope, compression state, and directional bias alignment.
This score is not intended to be a trade system on its own.
It is a context gauge.
A high score means the active regime has cleaner structural support.
A low score means the visible state is weaker or more fragile.
Features
Pivot-fed centerline: The regime center is anchored to confirmed swing structure rather than a static average alone
Adaptive outer rails: ATR-scaled bands expand and contract with changing volatility conditions
Confirmed regime flips: Bull and bear states change only after confirmed structural breaks through the active channel rails
Compression box: Important volatility contraction zones are shown directly on the chart instead of being hidden in a separate pane
Projection rails: Forward rails extend the current channel geometry into future bars for context and stretch awareness
Higher-timeframe bias filter: Optional HTF directional alignment helps separate local moves from larger directional pressure
Regime-colored candles: Candle coloring reflects the active state without relying on cluttered symbols or arrows
Band cloud rendering: The active channel body is filled to make directional structure readable at a glance
Health and confidence diagnostics: The dashboard summarizes regime quality in compact form
Six-row dashboard: The display was intentionally reduced so the chart remains the primary source of information
Confirmed-bar alerts: Alerts are available for regime flips, compression holds, center reclaims, HTF alignment, and high-health states
Input Parameters
Channel Structure:
Swing Length: Number of bars required on both sides to confirm pivots used by the structural center
Band Multiplier: ATR multiplier used to define the channel width
Center Smoothing: Smoothing applied to the structural midpoint
Band Smoothing: Smoothing applied to the upper and lower rails
Bias and Context:
Bias Timeframe: Higher timeframe used for optional directional confirmation
Compression Lookback: Baseline window used to measure channel contraction
Compression Threshold: Band-width threshold below which the market is treated as compressed
Volume Bias Filter: Volume impulse threshold used to label directional support
Projection:
Projection Bars: Number of bars projected forward
Projection ATR Multiplier: Width factor used for forward rails
Projection Slope Multiplier: How strongly current center slope influences the forward center projection
Display:
Show Band Cloud toggle
Show Compression Box toggle
Show Projection Rails toggle
Recolor Candles toggle
Show Dashboard toggle
How to Use This Indicator
Step 1: Read the State from the Chart First
Start with the channel itself.
Is price controlling the upper side of the structure, the lower side, or compressing near the center?
The rails and cloud are meant to answer that visually before the dashboard is consulted.
Step 2: Check Compression Before Chasing Direction
If the compression box is active, treat the market as coiled rather than trending cleanly.
That does not mean price cannot move.
It means breakout quality matters more than ordinary directional drift.
Step 3: Use Projection Rails as Forward Reference
Projection rails are best used for context.
If price is already far outside projected geometry, the market may be stretched.
If price is traveling inside projected structure, continuation is behaving more normally.
Step 4: Compare Local Regime to HTF Bias
If the local regime and higher timeframe agree, directional conditions are cleaner.
If they disagree, treat the move with more caution.
That disagreement often marks either a pullback or a weak local thrust against broader pressure.
Step 5: Use Health and Confidence as Filters, Not Commands
High confidence does not guarantee follow-through.
Low confidence does not guarantee failure.
The score is there to grade structural quality, not to replace decision-making.
Indicator Limitations
Pivot-based structure is intentionally confirmed after the swing forms, so the centerline will never anticipate future pivots
Projection rails are structural references, not forecasts of what price must do next
HTF alignment is delayed by design because the script uses completed higher-timeframe values for safer non-repainting behavior
Compression can persist longer than expected, so directional patience is still required
Harborside is a context framework and should not be treated as a guaranteed entry system on its own
Originality Statement
Harborside Regime Channel is original in the way it combines a pivot-fed structural center, ATR-adaptive regime rails, explicit compression logic, forward projection rails, and optional higher-timeframe agreement into one coherent chart-first overlay.
The value of the script is not any one component in isolation.
It is the way those components interact to show whether the market is healthy, stretched, compressing, or structurally aligned.
Disclaimer
This indicator is provided for educational and informational purposes only.
It does not provide financial advice, investment advice, or trading recommendations.
Any regime reading can fail, reverse, or degrade suddenly due to news, liquidity changes, or ordinary market uncertainty.
Always use independent confirmation and risk management.
Indicator
Velorum Deviation Corridor [JOAT]Velorum Deviation Corridor
Introduction
Velorum Deviation Corridor is an open-source adaptive price envelope designed to measure directional bias, stretch, and compression around a dynamic baseline. The script does not treat all volatility the same. It allows different baseline engines and different width engines, then converts that information into an overlay corridor that can show trend continuation, overextension, and volatility contraction in one place.
The problem this script solves is that static envelopes often fail when market speed changes. A fixed moving average with a fixed-width band may lag badly during acceleration and overreact during compression. Velorum addresses that by pairing adaptive baseline logic with multiple volatility models, then confirming state shifts only after bars close. The result is a directional overlay that can function as a trend frame, pullback map, and stretch monitor.
Core Concepts
1. Adaptive Baseline Selection
The script allows the user to choose among several baseline models: EMA, Hull, Adaptive KAMA, VIDYA, FRAMA, and Gaussian smoothing. This makes the corridor usable across different styles. Faster baselines react more quickly to rotation. More adaptive baselines try to react quickly in clean trends and slow down in noisy environments.
2. Multi-Model Width Estimation
The width engine can use ATR, standard deviation, Parkinson volatility, efficiency range, or a hybrid model. This matters because volatility can be defined in different ways. ATR captures absolute travel, standard deviation captures dispersion, Parkinson emphasizes high-low structure, and the hybrid approach blends multiple aspects into one corridor width.
widthModel = input.string("Hybrid Volatility", "Width Model",
options = )
3. Compression and Expansion Detection
The script tracks corridor width over a rolling lookback and compares it against a compression percentile. When width contracts into the lower part of its recent range, the script identifies a compression state. When width expands with directional slope and position agreement, the script identifies expansion. This helps distinguish quiet consolidation from meaningful travel.
4. Trend State and Stretch Logic
Trend state is determined by baseline slope, price position relative to the corridor, and confirmation bars. The script also measures stretch so users can see whether price is trading inside the value area of the corridor, near the edge, or outside it. That makes it useful for both continuation logic and reversion-aware caution.
5. Transition Ribbon, Reaction Shelves, and Drift Lanes
The overlay uses outer bands, inner bands, corridor fills, glow layers, and a narrow transition ribbon around the baseline. It also projects on-chart structure when important corridor events occur. Confirmed constructive and defensive shifts can create forward shelf boxes. Confirmed excursions outside the corridor can create upper and lower drift lanes. Compression and expansion transitions can also stamp temporary forward boxes directly on the chart, turning the corridor into a working structure map instead of only a band set.
Features
Six baseline models: EMA, Hull, Adaptive KAMA, VIDYA, FRAMA, and Gaussian
Five width engines: ATR, standard deviation, Parkinson, efficiency range, and hybrid volatility
Compression detection: Width percentile model highlights contraction phases
Trend confirmation bars: Direction changes require confirmation before they are treated as valid
Stretch context: Shows whether price is centered, extended, or outside the corridor
Layered overlay: Baseline, glow, inner bands, outer bands, fills, and transition ribbon
Reaction shelves: Confirmed constructive and defensive shifts can project forward box zones on the chart
Drift lanes: Confirmed closes outside the corridor can stamp directional lane boxes
Compression shelf and expansion release: Corridor state transitions can create temporary forward structure boxes
On-chart labels: Shelf, lane, and release labels appear directly on the price chart
Compact dashboard summary: Trend state, regime, stretch, strength, and confirmed shift in a smaller top-right panel
Confirmed-bar alerts: Lift, fade, compression, and expansion events
Input Parameters
Core Engine:
Source
Baseline Model
Baseline Length
Fast and Slow Components for adaptive models
Trend State:
Trend Confirmation Bars
Slope Lookback
Trend Strength Length
Compression Lookback
Compression Percentile
Width Model:
Width Model
Width Length
Width Multiplier
Elasticity Factor
How to Use This Indicator
Step 1: Identify the Baseline Bias
Start with price relative to the baseline and the dashboard's Trend State row. If price is holding above a rising baseline, the corridor is acting as bullish structure. If price is holding below a falling baseline, the corridor is acting as bearish structure.
Step 2: Check Compression Before Breakouts
Compression phases are useful because directional expansions often begin after width contracts. If the chart is tinted for compression and width percentile is low, watch for a confirmed shift rather than treating every small move as a new trend.
Step 3: Use Inner vs Outer Bands Differently
The inner bands are the working area for pullbacks and value. The outer bands represent more extended travel. When price repeatedly walks an outer band, that is continuation behavior. When price snaps outside and immediately loses follow-through, that is often stretch rather than sustainable expansion.
Step 4: Use Reaction Shelves and Drift Lanes as Forward Reference
When a confirmed constructive or defensive shift occurs, Velorum can project a forward shelf box. When price closes beyond the outer corridor, it can print a drift lane. These structures are intended to mark the part of the chart where continuation behavior should stay organized. If price immediately loses those zones, the move is weakening.
Step 5: Treat Confirmed Shift as the State Change
The confirmed shift output is still the important regime event. Intrabar movement can test both sides of the corridor, but the script only promotes a new state after bar confirmation and only stamps new corridor structures after confirmation.
Indicator Limitations
No single baseline model is best for every market; users may need to select a model appropriate for their instrument and timeframe
Compression does not guarantee breakout direction, only reduced width
A fast corridor can overreact in noisy markets while a slow corridor can lag during sharp reversals
Stretch beyond the outer band can persist longer than expected in strong trends
Reaction shelves and drift lanes are contextual structure tools, not guaranteed support or resistance
Originality Statement
Velorum Deviation Corridor is original in the way it separates the baseline problem from the width problem and lets those two adaptive layers interact in one confirmed-state overlay. The script is not simply a renamed moving average envelope. It combines multiple smoothing families, multiple volatility families, width percentile compression logic, stretch-state interpretation, transition-ribbon state framing, and event-driven forward shelf and lane boxes into one cohesive corridor framework.
Disclaimer
This script is provided for educational and informational purposes only. It is not financial advice. Corridor behavior is based on historical price action and can lag, compress, or expand unpredictably during unusual market conditions. Always evaluate signals in context and use appropriate risk controls.
Indicator
Caldera Relative Pressure [JOAT]Caldera Relative Pressure
Introduction
Caldera Relative Pressure is an open-source effort-versus-result oscillator designed to measure whether price movement is being supported by participation, directional efficiency, and close location within the bar. It is built to distinguish clean directional drive from absorption, exhaustion, and two-way rotation.
The problem this script solves is that raw price movement does not explain whether a move is efficient, forced, rejected, or fading. A wide candle on low participation is not the same as a wide candle with expanding participation and strong close location. Caldera converts candle anatomy, relative volume, range behavior, and baseline context into a structured pressure model that is easier to read in real time.
Core Concepts
1. Effort-Versus-Result Framework
The script blends three weighted components:
Effort: candle body and directional spread relative to true range
Result: directional efficiency relative to ATR
Location: where the bar closes inside its own range, adjusted by wick pressure
Those three parts are multiplied by relative volume so that quiet moves and committed moves do not receive the same score.
2. Directional Drive Detection
Bull and bear drive states require a sufficiently large composite pressure reading, positive spread between the composite and its signal line, and close location agreement. This keeps small or conflicted moves from being treated as decisive tape control.
3. Absorption Detection
Absorption is identified by unusually strong volume combined with limited body progress and asymmetric wick behavior. In practical terms, that means participation increased but result did not expand proportionally. This is often a useful clue that one side is meeting aggressive pressure with passive liquidity.
4. Exhaustion Detection
The script also tracks exhaustion. It compares the current pressure state with recent pressure extremes and short-term momentum fade. A move can still be directionally positive or negative while simultaneously losing efficiency.
5. Multi-Layer Pressure Visualization
The pane includes a histogram, composite line, signal line, drive quality line, balance line, participation band, efficiency band, location band, rotation ribbon, and reference ladders. These are separate on purpose:
The histogram shows raw directional pressure
The composite and signal lines show state and rotation
Drive quality shows how healthy the move is
Participation, efficiency, and location bands show what is contributing to the reading
Features
Composite pressure engine: Candle anatomy, ATR efficiency, location, and relative participation
Bull and bear drive states: Measures directional initiative
Bull and bear absorption states: Flags high-effort / low-result behavior
Bull and bear exhaustion states: Flags fading pressure after prior extremes
Baseline context filter: Can require price to align with a directional baseline
Drive quality and balance lines: Separate force from quality
Participation, efficiency, and location bands: Show what is driving the current reading
Rotation ribbon: Highlights positive and negative carry
Dashboard summary: State, bias, strength, regime, context, participation, quality, balance, rotation, and compression
Input Parameters
Core Engine:
Relative Volume Length
Range Normalization Length
Baseline Context Length
Signal Smoothing
Pressure Model:
Effort Weight
Result Weight
Location Weight
Drive Threshold
Expansion Threshold
State Logic:
Absorption Volume Z
Absorption Range Cap
Exhaustion Lookback
Recent State Window
Baseline Context Filter toggle
How to Use This Indicator
Step 1: Read the State Row
The State row tells you whether the market is currently showing directional drive, absorption, exhaustion, or balance. This is the first layer of interpretation.
Step 2: Compare Pressure With Quality
A strong pressure reading with weak drive quality can be unstable. A smaller pressure reading with improving quality can be more constructive. Use those two together rather than treating histogram height alone as the answer.
Step 3: Inspect Participation, Efficiency, and Location
These bands explain why the model is leaning in one direction. If participation is strong but efficiency is weak, the move may be absorption. If efficiency and location are strong but participation is weak, the move may be less durable.
Step 4: Watch the Rotation Ribbon
Rotation tells you whether pressure is continuing, stabilizing, or turning. This can be useful for early changes in internal character even when the headline state has not fully flipped yet.
Indicator Limitations
Relative volume is broker and instrument dependent, so the same thresholds may not transfer perfectly across markets
Absorption and exhaustion are contextual states, not guaranteed turning points
High-volatility event bars can temporarily distort effort-versus-result relationships
A baseline filter improves context but can delay state recognition during sharp reversals
Originality Statement
Caldera Relative Pressure is original in the way it turns candle anatomy, participation, efficiency, and location into a layered pressure model with separate drive, absorption, and exhaustion states. The script is not a simple volume oscillator or candle-coloring tool. Its design is centered on explaining how price is moving, not only how far it moved.
Disclaimer
This script is provided for educational and informational purposes only. It is not financial advice. Pressure readings are based on historical bar data and can misclassify conditions during abnormal liquidity or fast event-driven moves. Always use independent confirmation and prudent risk management.
Indicator
Compression Breakout Readiness [AGPro Series]Compression Breakout Readiness
🧠 Core Idea
Is compression mature enough for a breakout watch state, or is the range still early, noisy, or structurally weak?
📌 Overview / What it does
Compression Breakout Readiness is a chart-first breakout planning tool designed to evaluate whether a compressed range has developed enough maturity to deserve active attention.
Instead of printing a generic breakout signal, the script studies range contraction, ATR compression, pivot tightening, volume dry-up, directional side bias, invalidation-edge distance, and projected breakout room. These components are converted into a 0-100 Readiness Score and a clear next-action state.
The script produces an active compression box, breakout watch corridor, invalidation edge, target guide, compact state labels, alerts, and a clean AGPro planning panel. It does not predict direction, automate execution, or guarantee that a breakout will follow through.
🎯 Purpose & Design Philosophy
This script was built for traders who want to evaluate the quality of compression before reacting to a breakout attempt.
Many breakout tools only mark the moment price crosses a level. The more useful planning question often comes earlier: is the range actually tight, mature, quiet, and biased enough to watch, or is the structure still too loose?
The design supports a decision-first workflow: identify compression, measure readiness, check risk edge, review the watch side, then decide whether the chart deserves attention.
⚡ Why This Script Is Different
Most tools focus on squeeze dots, breakout arrows, generic consolidation boxes, or simple high/low range breaks.
This script does NOT act as a generic squeeze indicator, a choppiness filter, a support/resistance mapper, or a direct buy/sell signal generator.
Instead, it evaluates compression maturity before and around the breakout edge. The main output is not a trade command. It is a readiness state that helps the user separate READY WATCH conditions from early, neutral, overheated, or invalidated compression contexts.
⚙️ Methodology
1. Context Detection
The script maps the active compression range and evaluates whether current volatility and range width are contracting relative to their baselines.
2. Reference Mapping
It builds the compression box, active breakout watch corridor, invalidation edge, and target guide from the current structure.
3. Reaction Evaluation
The model scores range contraction, ATR compression, pivot tightening, volume dry-up, side bias, and compression age. It also checks whether the invalidation edge is too tight, too wide, or balanced.
4. Visual Output
The result is shown through centered zone text, compact chart labels, clean edge lines, deterministic alerts, and a premium AGPro panel.
🗺️ How to Read the Chart
Compression Box = the active range being evaluated for breakout readiness.
Breakout Watch Corridor = the planning area beyond the active compression edge.
Invalidation Edge = the opposite-side reference used to judge risk context.
Labels = compact state markers such as READY WATCH, WATCH, EDGE REVIEW, PREMATURE, HOT RISK, and INVALID EDGE.
Colors = teal for bullish watch context, pink for bearish or invalid context, amber for caution, and indigo for watch/neutral emphasis.
Panel = the panel summarizes Compression Age, Readiness Score, Expansion Side, Risk Edge, and Action.
🚦 Signals & States
• READY WATCH → compression is mature, biased, and risk edge distance is balanced enough for active review.
• WATCH → compression is developing, but at least one readiness component remains incomplete.
• EDGE REVIEW → price has moved beyond the compression edge and the user should verify the close and broader context.
• PREMATURE → compression has not lasted long enough to build strong maturity.
• HOT RISK → volatility has expanded too aggressively for clean readiness interpretation.
• NO BIAS → compression exists, but the directional side is not clear enough in Auto mode.
• INVALID EDGE → price crossed the active invalidation edge and the prior context may need reset.
🔔 Alerts Logic
Alerts trigger when the planner enters READY WATCH, WATCH, EDGE REVIEW, HOT RISK, or INVALID EDGE state.
These alerts are attention markers. They are not trade instructions, entry signals, broker actions, or automated strategy commands.
🧩 Confluence Logic
The strongest readiness state appears when multiple components align:
Range contraction + ATR compression + pivot tightening + volume dry-up + directional side bias + balanced risk edge.
When those components improve together, the score can rise toward READY WATCH. If volatility becomes too hot, risk becomes distorted, or the active edge fails, the state downgrades.
📊 When to Use
• Before evaluating a possible breakout setup
• During narrow ranges where volatility is compressing
• Around coiling structures that need maturity review
• When comparing whether one compression range is cleaner than another
• On liquid symbols where range, ATR, and volume behavior are meaningful
⚠️ When NOT to Use
• Extremely low-liquidity markets
• Highly noisy micro-timeframes
• News-driven volatility spikes
• Symbols with unreliable or missing volume data
• Situations where the user wants a simple breakout arrow or automated trade signal
🎛️ Key Inputs
• Breakout Watch Side → selects Auto, Bullish Watch, or Bearish Watch evaluation.
• Compression Lookback → defines the active range used for readiness scoring.
• ATR Baseline → controls volatility compression comparison.
• Volume Dry-Up Length → evaluates whether participation is contracting inside compression.
• Minimum Compression Age → controls how mature a range must be before stronger readiness states appear.
• READY / WATCH Thresholds → adjust how selective the planner is.
• Visual settings → control compression box, breakout corridor, range edges, invalidation edge, projection length, labels, and candle tint.
• Panel settings → control panel visibility, location, theme, and font size.
🖥️ Interface & Visual Design
The interface is intentionally chart-first.
The compression box uses centered text so the user can read score and age directly inside the structure. The breakout corridor provides a clean forward planning reference without filling the chart with many competing levels.
The AGPro panel uses a single merged blue header row and a compact five-row decision layout. Label and panel font sizes are adjustable, with Normal as the default.
🧪 Practical Usage Workflow
1. Read the panel Readiness Score and Action.
2. Check whether the compression box is mature or premature.
3. Review the Expansion Side and breakout watch corridor.
4. Compare the Risk Edge with the visible structure.
5. Treat labels and alerts as review prompts, not trade commands.
🔍 Interpretation Guidelines
A higher score means the script sees stronger compression maturity according to its rule set.
READY WATCH does not mean price must break out. It means the compression context is organized enough to deserve attention.
WATCH means the structure may be developing but is not fully mature.
HOT RISK and INVALID EDGE are caution states. They warn that the range may no longer be clean enough for the same readiness read.
🚫 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 is not a generic squeeze indicator.
It is not a choppiness dashboard.
It is not a support/resistance scanner.
It is not a direct breakout entry tool.
⚠️ Limitations & Transparency
Compression quality depends on the selected lookback, timeframe, volatility baseline, and market condition.
Volume dry-up may be less reliable on symbols with inconsistent exchange volume.
Fast volatility expansion can quickly change the readiness state.
Different timeframes can show different compression ranges and side-bias context.
The script is rule-based and should be interpreted as an analytical planning layer, not as certainty.
🧠 Market Context Notes
Compression by itself is not enough.
A useful breakout watch context also needs maturity, reduced noise, a readable side, and a practical invalidation edge.
This script keeps those elements visible so users can review breakout readiness before reacting emotionally to a candle crossing a range edge.
🧾 Use Case Examples
When a range contracts, ATR falls below baseline, volume dries up, and side bias becomes clear, the planner may move toward WATCH or READY WATCH.
When price pushes beyond the edge while readiness is acceptable, the script can mark EDGE REVIEW so the user can verify the close and broader context.
When ATR expands too aggressively before structure is mature, the planner can show HOT RISK instead of treating every move as a clean breakout context.
🧱 System Philosophy
Compression Breakout Readiness follows the AGPro Series decision-engine approach:
Context first.
Readiness before reaction.
Risk edge before target guide.
Attention markers instead of promises.
🔐 Non-Promise Statement
No script can remove uncertainty.
No state, score, label, alert, box, corridor, or line should be interpreted as guaranteed market direction.
📉 Risk Disclosure
Trading involves risk.
All decisions remain the responsibility of the user.
This script is for educational and analytical chart review only and does not provide financial advice.
📚 Educational Note
Use the script to study how compression matures, weakens, breaks, or invalidates around range edges. The strongest reading comes from combining the panel state with the visible chart structure and broader market context.
Indicator
Volatility Expansion Planner [AGPro Series]Volatility Expansion Planner
🧠 Core Idea
Is volatility expanding with structure, or is the chart only producing random noise?
📌 Overview / What it does
Volatility Expansion Planner is a chart-first volatility expansion and breakout quality tool built to evaluate whether a release from compression has enough structure to deserve active attention.
Instead of showing another generic expansion signal, the script studies ATR expansion, prior range release, close efficiency, volume support, trend alignment, compression age, and the active risk shelf behind the move. These components are converted into a 0-100 Expansion Score and a clear next-action state.
The script produces an expansion corridor, ATR expansion band, prior range edge, risk shelf, compact quality labels, alerts, and a clean AGPro planning panel. It does not predict future price movement, automate decisions, or guarantee that an expansion will continue.
🎯 Purpose & Design Philosophy
This script was built for traders who want to separate structured volatility expansion from unstable noise.
Many volatility tools identify compression, release, or regime changes, but they often stop before answering the practical planning question: is the expansion clean enough to evaluate, and where is the risk reference if the release fails?
The design philosophy is simple: volatility expansion is only useful when it has structure, confirmation, and a readable risk shelf.
⚡ Why This Script Is Different
Most tools focus on squeeze dots, volatility regime labels, ATR readings, or basic breakout markers.
This script does NOT clone a Squeeze Momentum Indicator, does not rebuild an ATR Compression Map, and does not act as a generic breakout signal.
Instead, it evaluates whether expansion is structurally supported. The main output is not a trade command. It is a planning state that helps users distinguish STRUCTURED expansion from WATCH, RISK REVIEW, NOISE, or WAIT conditions.
⚙️ Methodology
1. Context Detection
The script reads the active expansion side using prior range release and trend context, or lets the user force long-side or short-side expansion planning.
2. Reference Mapping
It maps the prior range edge, current ATR expansion, compression age, risk shelf, and projected expansion corridor.
3. Reaction Evaluation
The model scores ATR expansion, range breakout, close efficiency, volume support, trend alignment, compression maturity, and risk shelf quality.
4. Visual Output
The result is displayed through an expansion corridor, ATR band, range edge, risk shelf, compact labels, deterministic alerts, and a premium AGPro panel.
🗺️ How to Read the Chart
Zones = the expansion corridor shows the projected release path from the prior range edge toward a measured target guide. Its label is centered inside the corridor.
Labels = compact state markers show STRUCTURED, WATCH, RISK REVIEW, NOISE, or SHELF CHECK context.
Colors = green highlights cleaner structured expansion, pink highlights unstable expansion risk, amber highlights review conditions, and indigo highlights watch conditions.
Panel = the panel summarizes Expansion Score, Squeeze Age, Confirmation, Risk Shelf, and Action.
🚦 Signals & States
• STRUCTURED → volatility is expanding with range release, confirmation, and a usable risk shelf.
• WATCH → expansion context is improving but confirmation is incomplete.
• RISK REVIEW → expansion is active but the risk shelf is too tight or too wide for clean planning.
• NOISE → volatility is hot or inefficient and may represent unstable movement.
• WAIT → the script does not detect a strong enough expansion context yet.
• SHELF CHECK → price crossed the prior risk shelf and the expansion context should be reviewed.
🔔 Alerts Logic
Alerts trigger when the planner enters STRUCTURED expansion, WATCH state, NOISE state, RISK REVIEW state, or when price crosses the prior risk shelf.
These alerts are attention markers only. They are not trade instructions, entry signals, or automated strategy commands.
🧩 Confluence Logic
The strongest context appears when ATR expands from a prior compressed structure, price closes beyond the prior range edge, candle efficiency is strong, volume support improves, trend alignment agrees with the expansion side, and the risk shelf remains readable.
When these components align, the Expansion Score improves and the state can move from WATCH to STRUCTURED.
📊 When to Use
• Before evaluating volatility expansion after a quiet range
• During breakout or continuation attempts where expansion quality matters
• When price releases from a prior structure but confirmation is uncertain
• When comparing whether an expansion has clean risk context or only noisy movement
• On liquid symbols where range, volume, and ATR behavior are readable
⚠️ When NOT to Use
• Very low-liquidity symbols with unstable candles
• Extremely noisy micro-timeframes
• News-driven spikes where ATR expands abruptly without structure
• Markets where volume is unreliable and price gaps distort the risk shelf
• Situations where the user expects a signal-only entry tool
🎛️ Key Inputs
• Expansion Side → controls Auto, Long Expansion, or Short Expansion mode.
• Prior Range Lookback → controls how the script maps the range edge before release.
• ATR Baseline → controls how current volatility is compared with normal volatility.
• Minimum Squeeze Age → defines how mature compression should be before stronger expansion scoring.
• Risk Shelf Lookback → controls the shelf used behind the expansion for planning context.
• STRUCTURED Threshold → sets the minimum score required for the strongest state.
• Label and Panel Font Size → controls chart labels, corridor text, and panel readability.
🖥️ Interface & Visual Design
The interface is designed to stay chart-first.
The expansion corridor gives the main visual story. The range edge and risk shelf define the practical planning frame. The ATR band adds volatility context without turning the script into a lower-pane oscillator.
The AGPro panel provides a compact decision summary with a merged blue title row and clear state hierarchy.
🧪 Practical Usage Workflow
1. Read the panel state and Expansion Score.
2. Check whether price is releasing from the prior range edge.
3. Review the risk shelf distance and confirmation state.
4. Compare the expansion corridor with broader structure.
5. Treat alerts as attention markers, then evaluate the broader market context.
🔍 Interpretation Guidelines
Think in terms of expansion quality, not prediction.
A stronger score means multiple structural conditions are aligned. A weaker score means expansion may be premature, poorly confirmed, too hot, or difficult to plan around.
RISK REVIEW is especially important because volatility can expand while the practical risk reference remains too tight, too wide, or unclear.
🚫 What This Script Is NOT
• Not a prediction engine
• Not financial advice
• Not an auto-trading system
• Not a guaranteed signal tool
• Not a Squeeze Momentum clone
• Not an ATR Compression Map clone
⚠️ Limitations & Transparency
The script is rule-based and depends on recent price, volatility, range, and volume behavior.
Timeframe differences can change how compression and expansion appear. Volatility spikes can temporarily distort the score. Symbols with unreliable volume may produce weaker participation readings.
Outputs should always be interpreted with broader market structure and liquidity context.
🧠 Market Context Notes
Volatility expansion is most useful when it appears after a readable compression phase and respects a clear structural shelf.
Expansion without shelf clarity can still move, but it is harder to plan around. Expansion with poor close efficiency or excessive ATR heat can be noisy even when price breaks a range edge.
🧾 Use Case Examples
When price closes beyond a prior range edge with rising ATR, improved volume support, efficient candle structure, and a defined risk shelf, the planner may classify the move as STRUCTURED.
When ATR expands sharply but candles close poorly and the shelf is too far away, the planner may classify the context as NOISE or RISK REVIEW.
🧱 System Philosophy
AGPro planning tools are designed to help traders evaluate context before reacting.
This script follows that philosophy by turning volatility expansion into a structured planning question: Is the release clean, confirmed, and readable enough to deserve attention?
🔐 Non-Promise Statement
No indicator can guarantee continuation, reversal, or follow-through.
This tool provides structured visual context and rule-based attention markers. It does not provide certainty.
📉 Risk Disclosure
Trading involves risk. Market conditions can change quickly, and no script can remove uncertainty.
Users are responsible for their own analysis, risk management, and decisions.
This script is for educational and analytical use only and does not provide financial advice.
📚 Educational Note
Use the planner to study how volatility behaves after compression, how expansion quality changes across timeframes, and how risk shelf clarity affects the readability of a move.
Indicator
Pre-Breakout Pressure Planner [AGPro Series]Pre-Breakout Pressure Planner
🧠 Core Idea
Is pressure building before a breakout, or is the setup still premature?
📌 Overview / What it does
Pre-Breakout Pressure Planner is a chart-first breakout readiness tool designed to evaluate pressure before price leaves a range.
The script maps an active pressure box, upper and lower trigger corridors, directional buildup side, volume support, fakeout-risk context, invalidation reference, and target-room projection. These factors are converted into a 0-100 Pressure Score with a clear next-action state such as Bull Pressure, Bear Pressure, Coil Watch, Premature, Fakeout Risk, or Trigger Review.
It does not predict breakouts, automate entries, or confirm post-breakout acceptance. It is built to help traders organize the pre-breakout decision process before reacting to price movement.
🎯 Purpose & Design Philosophy
This script was built for traders who want to evaluate whether a breakout setup is becoming valid before the breakout actually happens.
Many traders notice a range only after price has already moved. This tool focuses on the earlier planning phase: Is the range compressed? Is one side applying pressure? Is volume supportive? Is the candle behavior constructive? Is there fakeout risk near the boundary?
The design supports a planning mindset. It helps the user read pressure quality, risk location, target room, and next-action context without turning the chart into a generic signal board.
⚡ Why This Script Is Different
Most breakout tools focus on the moment price breaks a level.
This script does NOT focus on post-breakout confirmation, measured move corridors, generic support/resistance boxes, or simple buy/sell labels.
Instead, it evaluates the setup before the break. The core question is whether pressure is building in a structured way or whether the range is still too early, too wide, too weak, or vulnerable to a fakeout.
This keeps the concept separate from consolidation breakout tools. The purpose is not to grade a completed breakout. The purpose is to organize the pre-breakout readiness window.
⚙️ Methodology
1. Context Detection
The script builds a live pressure range from prior bars and evaluates whether price remains inside the active box, probes a boundary, or enters a trigger corridor.
2. Reference Mapping
It maps the pressure box, upper trigger corridor, lower trigger corridor, active-side invalidation reference, and projected target-room reference.
3. Reaction Evaluation
The model scores range compression, higher-lows or lower-highs buildup, relative volume behavior, candle pressure, and close location inside the box.
4. Visual Output
The script displays the active pressure box, centered status label, trigger corridors, optional risk/target guides, compact event labels, alerts, and a premium AGPro panel.
🗺️ How to Read the Chart
Pressure Box = the active range where pre-breakout pressure is being evaluated.
Trigger Corridors = narrow upper and lower zones where breakout review becomes relevant.
Risk / Target Guides = active-side invalidation and target-room references used for planning context.
Labels = compact state markers showing pressure, watch, fakeout risk, or trigger-review context.
Colors = teal supports bullish buildup, pink supports bearish buildup, amber marks neutral or developing pressure, and red marks elevated fakeout risk.
Panel = summarizes Pressure Score, Buildup Side, Volume Support, Fakeout Risk, Risk / Target, and Action.
🚦 Signals & States
• Bull Pressure → bullish buildup is forming inside the pressure box near the upper trigger context.
• Bear Pressure → bearish buildup is forming inside the pressure box near the lower trigger context.
• Coil Watch → compression or pressure exists, but the directional side is not clear enough yet.
• Premature → the setup does not yet meet the pressure score or structural requirements.
• Fakeout Risk → a boundary probe appears with weak support, poor candle pressure, or elevated rejection risk.
• Trigger Review → price has entered or crossed a trigger corridor and deserves context review.
🔔 Alerts Logic
Alerts can trigger when bullish pressure appears, bearish pressure appears, fakeout risk appears, or price enters trigger-review context.
Each alert is an attention marker. Alerts are not trade instructions, entry commands, exit commands, or automated strategy rules.
🧩 Confluence Logic
The strongest pressure read appears when multiple conditions align:
Range compression + directional buildup + supportive relative volume + constructive candle pressure + close location near the active trigger side.
When these conditions weaken, the planner can shift toward Coil Watch, Premature, or Fakeout Risk.
📊 When to Use
• Before evaluating a potential range breakout.
• During tight ranges where pressure may be building on one side.
• Around breakout watchlists where fakeout risk needs context.
• During volatility compression before expansion attempts.
• On liquid symbols where ATR, range boundaries, and relative volume are meaningful.
⚠️ When NOT to Use
• Extremely low-liquidity symbols with unreliable candles or volume.
• Very noisy micro-timeframes where range boundaries change too often.
• News-driven volatility spikes where pre-breakout pressure can distort quickly.
• Markets where the recent range is too wide to represent meaningful compression.
• As a standalone reason to enter or exit a trade.
🎛️ Key Inputs
• Pressure Range Lookback → controls the prior range used to build the active pressure box.
• Buildup Slope Lookback → controls how the script measures rising lows or falling highs.
• Sensitivity → changes how strict the compression model is.
• Minimum Pressure Score → sets the score needed for Bull Pressure or Bear Pressure states.
• Volume Support Level → defines constructive relative volume before breakout.
• Trigger Corridor ATR Width → controls the size of the upper and lower trigger corridors.
• Invalidation Buffer ATR → controls the active-side invalidation reference.
• Target Room Multiple → projects target-room context from the pressure range height.
• Visual settings → control boxes, guides, labels, panel visibility, panel location, theme, and font sizes.
🖥️ Interface & Visual Design
The interface is designed to be chart-first.
The main visual object is the active pressure box with a centered status label. Trigger corridors are narrow and controlled so the chart does not become a generic zone map. Event labels are compact, offset away from candles, and limited by cooldown and maximum-visible settings.
The AGPro panel follows the standard publication layout with a single merged blue title row, adjustable panel location, adjustable theme, and adjustable font size.
🧪 Practical Usage Workflow
1. Read the panel Pressure Score and Action.
2. Check whether the pressure box is tight or still too wide.
3. Review the Buildup Side and Volume Support rows.
4. Check whether Fakeout Risk is Low, Moderate, or Elevated.
5. Compare the active trigger corridor with invalidation and target-room context.
6. Treat labels and alerts as attention markers inside broader analysis.
🔍 Interpretation Guidelines
A high Pressure Score means the pre-breakout setup is more organized according to the script's rule set. It does not mean price must break out.
Bull Pressure and Bear Pressure describe directional buildup, not guaranteed direction.
Fakeout Risk means the boundary behavior deserves caution and context review. It does not mean a breakout cannot continue later.
Trigger Review means price is interacting with a corridor. It is a review state, not a command.
🚫 What This Script Is NOT
• Not a prediction engine.
• Not financial advice.
• Not auto trading.
• Not guaranteed signals.
• Not a buy/sell signal service.
• Not a post-breakout confirmation engine.
• Not a generic support/resistance zone map.
• Not an order-block, FVG, or supply/demand scanner.
⚠️ Limitations & Transparency
The script depends on selected lookback values, ATR normalization, relative volume behavior, and current timeframe.
Different symbols may compress differently. Some markets can show pressure for a long time before expansion. Others may probe a boundary and return inside the range several times.
The model is rule-based. Outputs should always be interpreted with broader structure, volatility, liquidity, and trader-defined risk controls.
🧠 Market Context Notes
Pre-breakout pressure is useful because the quality of a range can change before the breakout candle appears.
Rising lows can show pressure toward the upper boundary. Falling highs can show pressure toward the lower boundary. Volume support and candle pressure help judge whether that buildup is constructive or weak.
The script organizes these factors into a clean planner view so the user can decide whether the setup deserves attention, patience, or caution.
🧾 Use Case Examples
When price remains inside a tight range and the panel shifts to Bull Pressure with supported volume, the upper trigger corridor becomes the main review area.
When price presses into a boundary but the panel shows Elevated Fakeout Risk, the user can recognize that the probe may be weak or vulnerable to rejection.
When the score stays low and the state remains Premature, the range may need more time before it deserves attention.
🧱 System Philosophy
Pre-Breakout Pressure Planner follows the AGPro decision-engine approach: a script should help traders evaluate setup quality, risk, target room, and next action without promising an outcome.
The goal is not to add another signal. The goal is to improve the quality of the planning process before the chart forces a decision.
🔐 Non-Promise Statement
No script can guarantee direction, continuation, breakout success, or outcome.
This tool provides structured pre-breakout context only.
📉 Risk Disclosure
Trading involves risk.
Users are responsible for their own analysis, risk controls, position sizing, and trading decisions.
This script does not provide financial advice, investment advice, or guaranteed trading outcomes.
📚 Educational Note
Use the script to study how pressure builds inside ranges before breakout attempts.
The strongest learning value comes from comparing the panel state, pressure box, trigger corridors, and fakeout-risk labels with the broader chart context.
Indicator
Darvas Box Breakout Quality [AGPro Series]Darvas Box Breakout Quality
🔹 OVERVIEW
Darvas Box Breakout Quality is built for one of the most recognizable and widely searched chart-pattern structures in technical analysis: the Darvas Box.
The script focuses on the full Darvas lifecycle:
Box formation → compression quality → breakout direction → volume support → failed-break behavior.
Instead of treating every horizontal range as support and resistance, this script waits for a Darvas-style structure to form, validates the box by age and volatility-adjusted height, then evaluates how price resolves from that box. The result is a clean chart-pattern workflow designed for traders who want to study rectangular compression and breakout quality without turning the chart into a crowded zone map.
The main visual element is the active Darvas box itself. By default, resolved boxes are removed after breakout so the chart stays focused on the current live structure instead of filling with old rectangles.
🔹 WHAT MAKES IT DIFFERENT
Most box or breakout tools stop at drawing a rectangle or marking the first break beyond a level. Darvas Box Breakout Quality adds structure, scoring, and failure awareness.
Core differentiators:
• Darvas-first structure logic
The rectangle is not a generic support/resistance zone. It comes from a Darvas box formation process built around a fresh seed high, containment, age, and volatility-adjusted box height.
• Compression quality
The script measures whether the box has enough maturity and controlled range behavior before treating it as a meaningful active structure.
• Breakout quality score
Every qualified breakout is evaluated with a 0-100 model that includes compression quality, relative volume, breakout distance, candle body participation, and directional close location.
• Volume confirmation
Breakout labels can require volume support, helping separate stronger participation events from weaker boundary pokes.
• Failed-break tracking
After breakout, the script watches whether price returns back inside the former box within the selected failure window. If it does, the event is marked as a failed break.
• Premium visual restraint
The default chart view uses one active box, compact labels, controlled label spacing, and a compact AGPro panel. The goal is to make the chart informative without making it noisy.
🧭 WHY THIS DOES NOT OVERLAP WITH OTHER AGPRO TOOLS
This script is intentionally separated from the existing AGPro breakout and chart-pattern family.
It is not Inside Bar Breakout Quality, because it does not require a mother bar or inside-bar compression sequence.
It is not Donchian Breakout Quality, because it is not based on rolling channel highs and lows.
It is not Opening Range Breakout logic, because it is not tied to a session-defined range.
It is not Triangle Breakout Quality, because it does not use converging pivot boundaries, apex pressure, or diagonal structure.
It is not Breakout Volume Quality, because volume is only one part of the confirmation model, not the entire concept.
It is not a supply/demand, order-block, or generic support/resistance zone script. The rectangle exists only when the Darvas box formation process supports it.
That distinction matters visually and analytically. On the chart, this script tells a Darvas story: rectangular compression, active box behavior, quality of release, and failed-break review.
⚙️ METHODOLOGY
1. Darvas seed detection
The script looks for a fresh high over the selected lookback period. This high becomes the initial reference for a potential Darvas box.
2. Box formation
After the seed appears, price must spend enough time contained beneath the upper boundary while the lower boundary develops. The box remains in formation until it meets the selected age and height requirements.
3. Volatility normalization
The box height is measured relative to ATR. This helps filter boxes that are too flat to matter or too wide to represent clean compression.
4. Active box state
When the box qualifies, the script displays the active Darvas box and optional midpoint. The box projects forward so the active breakout boundary remains visible while price approaches it.
5. Breakout confirmation
A bullish breakout requires price to resolve above the Darvas top. A bearish breakout requires price to resolve below the Darvas bottom. Users can require close-based confirmation for stricter filtering.
6. Quality score
The breakout score combines:
• Compression quality
• Relative volume support
• ATR-normalized breakout distance
• Candle body participation
• Directional close location
7. Failed-break monitoring
After breakout, the script watches a defined number of bars. If price returns back inside the former Darvas boundary, the failed-break marker is printed.
📊 PANEL
The AGPro panel summarizes the current Darvas environment:
• Box Age
• Compression
• Breakout Side
• Volume Support
• Latest Quality / State
The first panel row follows the AGPro publication standard: one merged blue header row containing only the panel title. Panel location, panel theme, and panel font size are adjustable from settings.
🎛️ KEY INPUTS
Darvas Box Detection
• New High Lookback
• Minimum Box Age
• Maximum Box Age
• ATR Length
• Minimum Box Height ATR
• Maximum Box Height ATR
• Require Close Beyond Box
Breakout Quality
• Volume MA Length
• Volume Support Threshold
• Require Volume Support
• Target Break Distance ATR
• Minimum Breakout Score
• Failed Break Window
Visual Controls
• Show Active Darvas Box
• Show Box Midline
• Show Breakout Labels
• Show Failed Break Markers
• Keep Resolved Box
• Box Projection Bars
• Label Cooldown Bars
• Maximum Visible Labels
• Label Offset ATR
• Label Stack Offset ATR
• Label Font Size
Panel
• Panel Location
• Panel Theme
• Panel Font Size
🔍 HOW TO READ IT
When a Darvas box becomes active, the chart displays the live rectangular structure. The panel shows how old the box is, how compressed it is, and whether the latest environment has breakout direction or volume support.
When price resolves outside the box with enough quality, the chart prints a compact breakout label such as UP 79 or DN 75. The number represents the breakout quality score.
When price fails to hold outside the box and returns back inside during the selected failure window, the script prints a compact failed-break marker such as FAIL UP or FAIL DN.
The best readings come when the box is visually clear, compression is meaningful, and the breakout candle has both directional close quality and volume support.
🧩 BEST USE CASES
• Classic Darvas box formations
• Rectangular range compression
• Box breakout quality review
• Volume-backed breakout confirmation
• Failed-break review after a box release
• Clean chart-pattern study
• Multi-timeframe Darvas structure observation
• Screenshot-friendly public chart analysis
🧠 VISUAL DESIGN PHILOSOPHY
Darvas Box Breakout Quality is designed to look premium through restraint.
The script avoids filling the chart with old boxes by default. It keeps the active Darvas box as the main visual layer, uses short event labels, adds cooldown and stack spacing to reduce overlap, and keeps the panel compact.
This makes the indicator easier to publish, easier to read, and easier to use across different symbols and timeframes.
🔔 ALERTS
The script includes alert conditions for:
• High-quality bullish Darvas breakout
• High-quality bearish Darvas breakout
• Failed bullish Darvas breakout
• Failed bearish Darvas breakout
These alerts follow the same structure-aware logic used by the chart labels.
🔹 LIMITATIONS AND TRANSPARENCY
Darvas box detection is structure-based and depends on the selected lookback, age, and ATR filters. Changing those settings can make the script more selective or more active.
Volume support depends on the quality of the symbol's volume feed. On instruments where volume is less informative, users may prefer to adjust the volume threshold or disable the volume requirement.
The score is a structured description of breakout quality according to the script's internal model. It is designed to help compare Darvas box releases by quality, not to replace the user's broader market context.
✅ IDEAL USER
This script is designed for traders who want a focused Darvas box tool with cleaner structure detection, breakout quality scoring, volume confirmation, failed-break awareness, and a premium chart layout.
It is best suited for users who want the Darvas box itself to remain the main story on the chart. Indicator
Triangle Breakout Quality [AGPro Series]Triangle Breakout Quality
🔺 OVERVIEW
Triangle Breakout Quality is built for one of the most searched and visually recognizable chart structures in technical analysis: the triangle breakout.
The script automatically detects triangle candidates from confirmed pivot highs and pivot lows, projects the upper and lower converging boundaries, measures how much the structure has compressed, locates the projected apex, and grades the quality of the eventual breakout. After the release, it monitors the first return toward the broken triangle boundary so the user can see whether price accepted the breakout or quickly lost structural quality.
The goal is not to mark every small consolidation or every trendline touch. The goal is to isolate the full triangle sequence:
Formation -> compression -> apex pressure -> boundary release -> first retest state.
That full lifecycle is what gives the tool its own identity. A triangle is not just a range, not just a single diagonal line, and not just a breakout candle. It is a narrowing structure where both sides of price are being compressed into a decision point. This script is designed around that idea from the ground up.
🔹 WHAT MAKES IT DIFFERENT
Most triangle tools stop at drawing two lines. Most breakout tools stop at the first candle outside a boundary. Triangle Breakout Quality does more by turning the structure into a scored, state-aware workflow.
Core differentiators:
• Dual-boundary validation
The script requires both an upper pivot boundary and a lower pivot boundary. The two lines must converge. This prevents the logic from acting like a generic trendline-break detector.
• Compression measurement
The engine compares the opening width of the triangle with the current width. A pattern must show meaningful narrowing before it can qualify.
• Apex pressure logic
The script projects where the upper and lower boundaries intersect and evaluates whether the current structure is close enough to that decision zone to matter.
• Breakout quality score
Every displayed breakout receives a 0-100 score based on compression, apex pressure, breakout distance, candle body participation, close quality, and optional volume expansion.
• Retest state
After a breakout, the script watches the first return toward the broken triangle boundary. A held retest and a failed retest are visually different states, not the same event.
• Premium visual restraint
The chart shows active triangle lines, controlled breakout labels, optional retest labels, subtle candle tint, and a compact AGPro panel. Label density is capped so the layout stays clean for live use and publication screenshots.
🧭 WHY THIS DOES NOT OVERLAP WITH OTHER AGPRO TOOLS
This script is intentionally separated from the existing AGPro breakout and structure family.
It is not Break-Retest Quality, because it does not begin with a horizontal pivot break and then grade the first retest of that static level. Triangle Breakout Quality first requires a valid converging triangle structure.
It is not Failed Break Quality, because it is not centered on false breaks and reclaim behavior. It tracks the primary breakout from a valid triangle and then monitors the first boundary retest.
It is not Consolidation Breakout Quality, because the reference structure is not a horizontal range. A triangle must have two projected pivot boundaries that move toward each other.
It is not Donchian Breakout Quality, because it is not based on period highs and lows or channel escape logic.
It is not ATR Envelope Breakout Quality, because it does not use a volatility envelope as the breakout shell.
It is not Auto Trendline Break Quality, because it does not score isolated trendline breaks. The event only matters when the upper and lower lines together form a valid triangle compression structure.
That distinction matters visually and analytically. On the chart, this script tells a triangle story: converging boundaries, apex pressure, breakout quality, and retest state. It belongs in the chart-pattern lane, not the generic breakout lane.
⚙️ METHODOLOGY
1. Pivot anchors
The script uses confirmed pivot highs and pivot lows to define the latest upper and lower triangle boundaries. This keeps the structure rules transparent and reproducible.
2. Convergence filter
The upper boundary and lower boundary must move toward each other. The current width of the pattern must be smaller than the starting width, and the compression percentage must meet the selected threshold.
3. Width and maturity filters
The pattern must be old enough to represent a real structure, but not so old that it becomes stale. The starting width and current width are also normalized by ATR so the same logic can adapt across symbols and timeframes.
4. Apex projection
The script calculates where the two projected boundaries intersect. This creates the apex pressure layer, which helps separate mature triangle compression from loose diagonal movement.
5. Breakout confirmation
A bullish breakout requires price to close beyond the projected upper boundary by an ATR-normalized buffer. A bearish breakout requires price to close beyond the projected lower boundary by the same type of buffer.
6. Quality score
The breakout score combines:
• Compression quality
• Apex pressure
• Breakout distance beyond the boundary
• Candle body participation
• Close position inside the breakout candle
• Optional volume participation
The result is displayed as a compact grade and score so the chart remains readable.
7. Retest state
After a breakout, the script projects the broken triangle boundary forward internally and evaluates an ATR-scaled retest tolerance around it. If price revisits that boundary area and holds the correct side, the retest is marked as held. If price loses the boundary, the retest state is marked as failed.
📊 PANEL
The AGPro panel summarizes the current structure and latest event:
• Pattern Age
• Compression
• Apex Pressure
• Breakout Side
• Retest Quality
• Current State
Panel location, theme, and font size are adjustable. The first row follows the AGPro publication standard: one merged blue header row containing only the panel title.
🎛️ KEY INPUTS
Triangle Structure
• Pivot Length
• Minimum Pattern Age
• Maximum Pattern Age
• Minimum Compression %
• Minimum Starting Width ATR
• Maximum Current Width ATR
• Maximum Forward Apex Bars
Breakout Quality
• ATR Length
• Volume Average Length
• Use Volume Participation
• Volume Full-Score Ratio
• Minimum Break Distance ATR
• High Quality Threshold
• Minimum Label Score
• Visual Cooldown Bars
Retest State
• Retest Minimum Bars
• Retest Window Bars
• Retest Tolerance ATR
Visual Controls
• Show Triangle Lines
• Show Breakout Labels
• Show Retest Labels
• Tint Breakout Candles
• Label Offset ATR
• Label Font Size
• Maximum Visible Events
Panel
• Show Panel
• Panel Position
• Panel Theme
• Panel Font Size
🔍 HOW TO READ IT
When a valid triangle is forming, the chart displays the converging upper and lower boundaries. The panel reports apex pressure and compression so the projected decision area is visible without adding extra rectangles to the chart. Compression shows how much the pattern has tightened relative to its opening width.
When price closes beyond a valid boundary, the script prints a compact breakout label with a quality grade and score. A higher score means the breakout candle carried stronger structural qualities according to the script's rules.
After the breakout, retest labels and the panel show whether the first return toward the broken triangle boundary held or failed. A held retest suggests cleaner acceptance of the breakout boundary. A failed retest suggests the release lost quality.
Use the tool as a structured chart-reading layer. It is designed to help users compare triangle breakouts by quality, not to replace broader context such as trend, liquidity, session behavior, or personal execution rules.
🧩 BEST USE CASES
• Symmetrical triangle compression
• Ascending triangle pressure
• Descending triangle pressure
• Breakout candle quality review
• First retest monitoring after triangle release
• Screenshot-friendly pattern study
• Multi-symbol scanning for cleaner chart-pattern candidates
🔹 LIMITATIONS AND TRANSPARENCY
Triangle detection is based on confirmed pivots, so the final anchor points appear only after the selected pivot length has elapsed. This is standard pivot behavior and keeps the structure rules visible.
The live triangle can change while new pivots form. Breakout and retest labels are event-based and are designed to remain stable after confirmation.
Volume participation is optional because volume quality varies across markets and feeds. On instruments where volume is less informative, the volume component can be disabled.
The score is a structured description of the triangle release according to the script's internal model. It should be read as context, not as an execution command.
Indicator
Squeeze Momentum Indicator [AGPro Series]Squeeze Momentum Indicator
🔷 OVERVIEW
Squeeze Momentum Indicator is a lower-pane volatility and momentum engine built for traders who want more structure than the classic squeeze workflow usually provides.
At its core, the script studies a very specific sequence in market behavior:
volatility compression,
compression release,
directional pressure after release,
and whether that pressure is strengthening, fading, or slipping back toward balance.
Most squeeze-style indicators stop at a simple yes/no squeeze condition and a basic momentum histogram around the zero line. This script is designed to go further without becoming noisy. It keeps the familiar Bollinger Band vs Keltner Channel compression logic that many traders already understand, but it rebuilds the momentum side around a different internal model so the post-squeeze move can be judged with more nuance.
The result is a more structured answer to an important practical question:
when volatility finally expands, is the move actually carrying useful directional pressure, or is it only a shallow release that may lose energy quickly?
🔷 WHAT THIS SCRIPT DOES
This indicator combines four layers into one compact oscillator workflow:
1. Volatility compression detection
It identifies squeeze conditions using Bollinger Band and Keltner Channel relationship logic.
2. Compression depth tracking
It does not only ask whether a squeeze exists. It also tracks how tightly the Bollinger envelope sits inside the Keltner envelope, which helps frame how compressed the market really is.
3. ATR-normalized momentum pressure
Instead of using the classic legacy-style squeeze momentum formula, this script blends:
- displacement from equilibrium
- directional velocity of that equilibrium
- path efficiency of recent price travel
This creates a momentum engine that is designed to evaluate the quality of directional pressure after release, not just whether a histogram is above or below zero.
4. Adaptive expansion / fade context
The script builds dynamic balance and burst zones around momentum, then classifies whether price is:
- compressing
- releasing with bullish pressure
- releasing with bearish pressure
- continuing directionally
- fading after an elevated move
- rotating back toward balance
This makes the tool especially useful for traders who want squeeze timing, but do not want to treat every release as equally meaningful.
🔷 WHAT MAKES THIS DIFFERENT FROM MOST SQUEEZE INDICATORS
The squeeze concept is widely known, but many public versions still revolve around the same structure:
a binary compression state and a very simple momentum histogram.
This script is intentionally different in several ways:
• It treats squeeze as a volatility gate, not as the full identity of the indicator.
• It uses an original blended momentum model rather than reusing the standard linear-regression style momentum formula associated with many older versions.
• It adds adaptive momentum zones so the oscillator can distinguish between ordinary movement and higher-energy expansion.
• It marks not only burst phases, but also momentum fade phases, which helps separate continuation pressure from cooling pressure.
• It includes restrained release labels, release boxes, and a compact information panel so the visual output stays premium and readable instead of overloaded.
In short, this script is not trying to be another cosmetic variation of an old squeeze formula.
Its objective is narrower and more analytical:
measure the quality of post-compression directional pressure in a clean lower-pane environment.
🔷 HOW THIS SCRIPT IS DIFFERENT FROM OTHER AGPRO TOOLS
This part matters because originality and role separation inside a script catalog are important.
Within the AGPro Series, this indicator is intentionally separate from nearby concepts:
• AG Pro Bollinger Bands Squeeze Map
That script is an on-chart volatility regime map built to show how compression and release behave directly on price.
This script is different.
It is a dedicated lower-pane momentum-quality engine focused on what happens after compression begins to resolve.
• AG Pro ROC Momentum Shift Map
That script studies momentum regime transitions through ROC behavior.
It is a broader momentum-state classifier.
This script is narrower by design and specifically anchored to squeeze-release behavior.
• AG Pro Structural Momentum Oscillator
That script evaluates momentum through internal price structure and bar behavior.
This script does not try to read momentum that way.
Its purpose is to organize volatility compression and post-compression expansion into a squeeze-specific workflow.
That distinction is central to this release:
this is not a re-labeled overlap script.
It is a purpose-built squeeze momentum tool with its own logic, its own visual model, and its own analytical role.
🔷 HOW THE ENGINE WORKS
The script begins with a standard compression framework:
- Bollinger Bands define the volatility envelope.
- Keltner Channels define the containment envelope.
- When the Bollinger structure contracts inside the Keltner structure, squeeze conditions are present.
From there, the script moves into a separate momentum model.
Instead of relying on one traditional oscillator formula, the engine blends three components:
1. Displacement from equilibrium
Measures how far price has moved from its equilibrium anchor relative to ATR.
2. Equilibrium velocity
Measures whether that equilibrium is moving directionally and how quickly.
3. Path efficiency
Measures how efficiently price has traveled over the selected lookback instead of simply how far it moved.
Those three components are blended into a normalized momentum-pressure read, then smoothed for cleaner interpretation.
The script then builds two adaptive internal thresholds:
- a balance band
- a burst band
These dynamic bands help classify whether momentum is:
- quiet / balanced
- directional but ordinary
- strong enough to qualify as a burst
- elevated but beginning to fade
This adaptive structure matters because a fixed threshold often reads very differently across symbols, volatility regimes, and timeframes.
🔷 VISUAL DESIGN
The visual design is built around premium clarity rather than signal overload.
The pane includes:
• A momentum histogram with four directional states
- bullish expansion strengthening
- bullish pressure fading
- bearish expansion strengthening
- bearish pressure fading
• Adaptive upper and lower momentum zones
These show where momentum is operating in balance versus expansion territory.
• Squeeze markers on the zero line
These quickly show whether volatility is still compressed or has just released.
• Optional release boxes
These create rectangular burst zones that make active expansion phases easier to scan visually.
• Restrained release / fade labels
Labels are intentionally filtered and spaced so the chart remains informative without looking crowded.
• AG Pro information panel
The panel summarizes squeeze state, phase, bias, momentum, energy, and current signal context.
The goal is to keep the script visually rich, but still clean enough for repeated real-world use.
🔷 HOW TO READ IT
A practical way to interpret the script:
• Squeeze ON
Volatility is compressed.
This is preparation, not directional confirmation.
• Bull Burst / Bear Burst
Compression has released and momentum has cleared the adaptive balance zone with directional pressure.
This is the main transition event in the workflow.
• Bull Drive / Bear Drive
The market is still carrying directional pressure after release.
• Bull Fade / Bear Fade
Momentum remains elevated, but acceleration is cooling.
This does not automatically mean reversal.
It means the move is no longer improving in quality.
• Balance
The market is not in an active burst condition and momentum is closer to neutral internal behavior.
This makes the script useful not only for timing expansion, but also for judging whether that expansion is still healthy or beginning to lose structure.
🔷 WHO THIS MAY BE USEFUL FOR
This script may be useful for traders who want to:
- track volatility compression and release in a dedicated oscillator pane
- filter squeeze releases by actual momentum quality
- distinguish stronger directional expansion from weaker post-release drift
- pair volatility timing with structure, trend, VWAP, or support/resistance analysis
- reduce overreaction to every simple zero-line shift
- organize post-squeeze behavior more cleanly in discretionary workflows
It is especially suitable for users who like the squeeze concept, but want more context than a traditional dot-plus-histogram implementation.
🔷 KEY INPUTS
Core settings include:
- BB Length
- BB StdDev
- KC Length
- KC ATR Multiplier
- True Range toggle for Keltner construction
Momentum settings include:
- Equilibrium Length
- Velocity Length
- Momentum Smoothing
- Adaptive Band Length
- Burst Band Multiplier
Visual and workflow settings include:
- Adaptive momentum zones
- Signal line
- Histogram width
- Release boxes
- Release box persistence
- Label spacing
- Label size
- Panel position
- Theme
- Panel font size
This gives users enough control to adapt the script to different symbols and timeframes without turning the interface into a settings overload.
🔷 LIMITATIONS AND TRANSPARENCY
This indicator is a chart-analysis tool.
It is not a guarantee of breakout continuation, not a prediction engine, and not a substitute for trade planning or risk management.
A few important points should be kept in mind:
- A squeeze can resolve in either direction.
- A valid release can still fail.
- Strong momentum can cool without immediately reversing.
- Some instruments will produce noisier momentum behavior than others.
- Settings may need adjustment depending on timeframe, volatility regime, and instrument structure.
The script is best treated as a decision-support layer for reading volatility expansion and momentum quality more clearly.
It is not presented as a standalone trading system.
🔷 IN ONE SENTENCE
Squeeze Momentum Indicator is designed to show not only when volatility is ready to move, but whether the actual post-squeeze move is carrying enough directional pressure, quality, and persistence to deserve attention. Indicator
Compression Pressure Map [AGPro Series]Compression Pressure Map
⚡ Overview
────────────────────────────────────────
Compression Pressure Map is a structural context tool that measures how tightly price is compressing against the nearest pivot-based level, and evaluates two behavioral scenarios in parallel: breakout anticipation and reversal watch. The output is a visual map of where pressure is accumulating — rendered as an evolving pressure zone that moves through BUILDING, ARMED and READY states.
This is not a signal engine, not a forecast, and not a trading strategy. It is a visualization layer that answers a single question: where is compression building around the active level, and in which direction is that pressure leaning.
🧭 Unique Edge
────────────────────────────────────────
Most compression indicators reduce behavior to a single direction. CPM separates compression into two parallel scoring engines that run on the same structural core:
🔹 Breakout Anticipation — pressure building for a directional break through the level
🔹 Reversal Watch — pressure building for a rejection at the level
In Auto mode the dominant scenario is rendered on the chart (cleaner visual), while the panel shows both scores side by side for transparency. Power users can lock the engine to a single mode. The active level is stabilized with a clustered pivot refinement and a drift-control lock, so the displayed level stays consistent instead of jumping on every new pivot. A compression gate keeps the pressure score aligned with the compression core: when compression is weak, pressure cannot escalate into high states.
🧪 Methodology
────────────────────────────────────────
The pressure score is a weighted composite of six structural components, measured on the active scenario:
🔹 Range compression (short-window range vs long-window range)
🔹 ATR compression (short-window ATR vs long-window ATR)
🔹 Body tightness (average body size relative to average range)
🔹 Quiet-bar persistence (how many recent bars qualify as calm)
🔹 Proximity to the active level (normalized by ATR)
🔹 Directional posture (slope, close position in bar)
Reversal scoring adds wick-rejection weight at the active level (average lower-wick size for bull reversals, upper-wick size for bear reversals). Breakout scoring adds approach slope weight toward the active level. A shared EMA smoothing step produces calmer state transitions. A dominance margin and cooldown prevent rapid scenario flipping. The final score is driven through a BUILDING → ARMED → READY state machine with hysteresis on the zone visibility to avoid flicker.
🎯 Signals & Alerts
────────────────────────────────────────
The state machine produces four transition alerts plus two pace alerts:
🔹 Pressure Armed Near Level — score crosses the armed threshold with an active scenario
🔹 Ready Zone Reached — score crosses the ready threshold with an active scenario
🔹 Armed Bullish / Bearish Scenario — directional armed transitions
🔹 Ready Bullish / Bearish Scenario — directional ready transitions
🔹 Pressure Rising — score is climbing while the zone is live
🔹 Pressure Released — the active scenario resolves (through the level or by decay)
On the chart, state transitions are marked with discrete A and R markers on the active side. A score label near price always shows the current pressure value, bias and state for quick reading without opening the panel.
⚙️ Key Inputs
────────────────────────────────────────
🔹 Engine Mode — Auto, Breakout Anticipation, or Reversal Watch
🔹 Compression Length — main lookback for range, ATR and body tightening
🔹 Trigger Distance (ATR) — how close price must be to a level to start evaluating
🔹 Hold Distance (ATR) — how far price can drift before the active context is cleared
🔹 Pivot Left/Right and Cluster Tolerance — pivot strength and blending behavior
🔹 Compression Gate and Gate Threshold — compression-first discipline control
🔹 Armed / Ready / Zone On / Zone Off Thresholds — state machine calibration
🔹 Full visual controls — zone width, band extend, line width, label size, panel position and font
All defaults are tuned for mid-volatility crypto pairs on 1H and 4H timeframes, but the engine adapts across symbols and timeframes through its ATR-normalized distance logic.
📘 How to Use
────────────────────────────────────────
🔹 Open the indicator in Auto mode and observe which scenario the panel highlights
🔹 Wait for the pressure zone to appear on the chart (BUILD → LIVE transition)
🔹 Read the state: BUILDING means the setup is forming, ARMED means the setup is mature, READY means compression and proximity are both at peak
🔹 Cross-reference with your own structural read — CPM describes the compression landscape, the decision is yours
🔹 If you prefer one behavioral lens only, lock the engine to Breakout Anticipation or Reversal Watch
🔹 Use the Compression Gate to enforce compression-first discipline — when compression is weak, the pressure score stays in WATCH
🔹 The tool is timeframe-agnostic; try it on 15m, 1H, 4H and 1D to see how compression contexts nest
CPM is designed to sit alongside your strategy, not replace it. It maps the compression field; you read the context.
⚠️ Limitations & Transparency
────────────────────────────────────────
🔹 CPM is a context visualization tool, not a signal generator — it does not issue buy or sell calls
🔹 The pressure score is a structural measurement, not a probability estimate
🔹 State transitions describe the compression field at the moment they print; they do not imply what happens next
🔹 Active level refinement is intentionally conservative — the level may feel slower to update than raw pivots, by design
🔹 Very high volatility regimes may keep the compression score low for extended periods, which is the intended behavior
🔹 The tool is deterministic on closed bars; intrabar values are provisional until bar close
CPM is released as Public, Open-source under MPL 2.0. The source is fully readable and auditable.
🛡️ Risk Disclosure
────────────────────────────────────────
This indicator is published for educational and analytical purposes only. It is not financial advice, not a trading strategy, and not a recommendation to buy or sell any asset. Past behavior of any level or pressure state does not predict future behavior. Markets carry risk of loss; users are solely responsible for their own decisions and risk management. Always do your own research and consider consulting a qualified professional before making trading or investment decisions. Indicator
Dynamic Acceptance Channel [AGPro Series]Dynamic Acceptance Channel
🔷 Overview
Dynamic Acceptance Channel is an adaptive volatility channel that builds a dynamic upper and lower edge around a robust median midpoint. The channel width breathes with the market's own return distribution and volatility regime, so it naturally widens when the market expands and tightens when it compresses. Every bar is classified as Inside, Breaching, or Respecting the channel, while the width itself is independently tracked as Compressed, Normal, or Expanded. The tool is designed to give traders a clean, consistent framework for reading acceptance, mean-reversion context, volatility squeezes, and adaptive range behavior across crypto, FX, and equities.
🟢 Unique Edge
Most channel indicators on the market rely on a single dispersion model — typically a moving average plus a fixed standard deviation or ATR multiplier. Dynamic Acceptance Channel takes a different route:
▪ Robust median midpoint instead of a simple mean, which stays stable when the market wicks or spikes and is not dragged around by outliers.
▪ Hybrid width model that combines the percentile spread of recent returns with a clamped ATR regime ratio. The user can switch between Hybrid, Return Percentile, or Volatility Regime, depending on whether distribution shape or raw volatility is the priority.
▪ Independent width regime classification (Compressed / Normal / Expanded) ranked against the channel's own history, with hysteresis applied so the regime does not flip-flop around threshold boundaries.
▪ Bar-level state machine (Inside, Breach, Respect) separated from the width regime, so traders can read location and regime as two orthogonal dimensions.
▪ Double-EMA smoothing on both the midpoint and the half-width, producing a calm, professional channel that is readable on any timeframe without looking jagged.
This combination is not found in common Bollinger Bands, Keltner Channels, or generic ATR channels.
🧭 Methodology
The midpoint is computed as a rolling median using linear-interpolation percentile logic, which is statistically more robust than an arithmetic mean when the return distribution is skewed or heavy-tailed. The half-width is then derived from two independent signals. The first is a return-percentile dispersion term: the script measures the 85th and 15th percentiles of recent per-bar returns, symmetrizes them, and scales by the square root of the lookback window to produce a percentile-based half-width proxy. The second is a volatility regime term: the current 14-bar ATR is compared to its own baseline over the adaptive window, and the resulting ratio is clamped between 0.6 and 1.8 to prevent explosive widths during regime shocks. The final half-width is either one of the two terms or their average, depending on the selected model, then scaled by a user-defined global multiplier and smoothed with double EMA. The width regime classification uses linear-interpolation percentiles of the channel width itself over a separate regime lookback, and a 10% hysteresis buffer prevents rapid state flipping around the Compressed and Expanded thresholds.
🎯 Signals & Alerts
▪ Channel Breached — fires on a fresh upper or lower breach, edge-triggered with a minimum three-bar gap to avoid clusters on choppy bars.
▪ Channel Compressed — fires when the width regime transitions into the Compressed state.
▪ Channel Expanded — fires when the width regime transitions into the Expanded state.
▪ Channel Respected — optional, fires when price wicked outside on the prior bar and closed back inside on the current bar, confirming a rejection at the edge.
Visuals include color-coded upper and lower lines, a regime-tinted fill, small circular breach markers on the breached line (no text labels to avoid clutter), and spaced Compressed or Expanded transition labels anchored outside the channel.
⚙️ Key Inputs
Adaptive Engine
▪ Adaptive Length — lookback window for the channel (default 60).
▪ Channel Width Model — Hybrid, Return Percentile, or Volatility Regime.
▪ Width Scale — global multiplier for tightening or loosening the channel.
▪ Channel Smoothing — EMA length for line smoothness.
▪ Strict Breach Logic — close-based versus wick-based breach.
Width Regime
▪ Compression Threshold — percentile below which the width is Compressed (default 25).
▪ Expansion Threshold — percentile above which the width is Expanded (default 75).
▪ Regime Lookback — lookback for the width percentile ranking (default 150).
Visuals
▪ Show Channel Fill, Show Midline, Show Breach Markers, Show Regime Transition Labels, Regime Label Spacing.
Panel
▪ Show / hide panel, Panel Location (6 options), Panel Font Size, Label Font Size.
Alerts
▪ Channel Breached, Compressed, Expanded, and Respected can be toggled independently.
🧠 How to Use
A common reading is to combine channel state with width regime. When the channel is Compressed and price is riding the edges, the market is often preparing for an expansion phase. When the channel transitions into Expanded, continuation on the active edge is more likely than immediate mean reversion. Respect events at either edge during Normal or Compressed regimes often line up with fade opportunities, while breaches during Expanded regimes often line up with trend continuation context. The midline can be used as a dynamic fair-value reference for pullback entries inside the channel. Traders typically overlay this script with their own structure, momentum, or higher-timeframe bias tools rather than using channel events in isolation.
⚠️ Limitations & Transparency
▪ The indicator is a context and structure tool. It does not generate buy or sell decisions and does not claim to identify every meaningful reversal or breakout.
▪ The channel is recomputed each bar from recent data, which means the current bar's channel values can refine until bar close.
▪ Width regime classification is relative to the regime lookback, not absolute. On instruments or timeframes with very low variance, the regime may behave differently than on highly volatile markets.
▪ The ATR ratio is intentionally clamped between 0.6 and 1.8. This prevents explosive widths but also means the channel will not fully mirror extreme volatility shocks; this is a deliberate design choice for readability.
▪ Alerts are configured to fire once per bar close to reduce noise. Intrabar conditions may change until close.
🛡 Risk Disclosure
This script is provided for educational and analytical purposes only. It is not a strategy, not financial advice, and not a trade recommendation. Past channel behavior on any instrument or timeframe does not imply future performance. Users are fully responsible for their own risk management, position sizing, and trading decisions. Indicator
ES Breakout Toolkit Consolidation Range Detector Free=== PART OF THE ES BREAKOUT TOOLKIT ===
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders studying consolidation and breakout mechanics on ES futures.
=== WHAT THIS INDICATOR DOES ===
The Consolidation Range Detector identifies periods where price is compressing into a defined range that meets specific quality criteria. It draws a box around the consolidation zone when the range is tight relative to its recent average and falls within acceptable ATR bounds — not too small to be noise, not too large to be a trend already in motion.
When price exits a valid consolidation range, the indicator marks the breakout direction with an arrow. A label at the end of each range shows the range size in points and as a multiple of ATR, giving you context on the quality of the setup.
=== HOW TO USE IT ===
Apply this to an ES futures chart on a 5-minute timeframe. The indicator will automatically detect and draw consolidation boxes when conditions are met. You can adjust the range lookback period, tightness filter, and ATR bounds in the inputs to match your preference.
The key readings to watch are the Range/ATR ratio and the Range vs Average ratio in the dashboard. A range that is small relative to ATR and below its own recent average is a higher-quality consolidation — it means price is compressing more than usual, which often precedes a directional move.
An optional session filter limits detection to the London session (12AM-6AM PT) if you only want to see consolidations during that window.
=== KEY FEATURES ===
- Automatic consolidation zone detection with visual boxes
- Tightness filter comparing current range to rolling average
- ATR-based minimum and maximum range bounds
- Breakout direction arrows when price exits a valid range
- Range size labels in points and ATR multiples
- Optional London session filter
- Dashboard with real-time range quality metrics
- Alerts for consolidation detection and breakout events
=== ABOUT THE ES BREAKOUT TOOLKIT ===
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover session highlighting, ADX regime filtering, breakout candle scanning, and momentum close analysis. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
=== DISCLAIMER ===
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
Structural Momentum Gauge [JOAT]Structural Momentum Gauge
Introduction
Structural Momentum Gauge is an open-source overlay indicator that fuses an adaptive Kalman filter with a Supertrend ratchet trail and a WMA-based volatility envelope to produce three clearly defined regime states: Bull Trend, Bear Trend, and Range-Bound. Rather than relying on a fixed moving average, the Kalman filter continuously self-calibrates its noise estimate each bar, delivering a smoothed price proxy that adapts to changing market conditions without introducing unnecessary lag. The Supertrend ratchet applied directly to the Kalman value — rather than to a raw price midpoint — generates directional bias changes that are markedly more stable than those produced by conventional price-based systems.
The core problem this indicator addresses is that most trend-following tools either repaint (flipping signals on the same bar as price reverses) or commit to a direction far too slowly. The Kalman filter's gain calculation absorbs noise on low-momentum bars while remaining sensitive during genuine impulses. Layering an envelope breach condition on top means both the Kalman direction and price location relative to the volatility band must agree before a trend regime is confirmed — a dual-gate that substantially reduces false readings on choppy, sideways charts.
Core Concepts
1. Adaptive Kalman Filter
The Kalman filter maintains two persistent state variables: the current estimate (k_est) and the error variance (k_err). Each bar the Kalman gain is computed as k_err / (k_err + noise), where noise equals kAlpha * kPeriod. The gain controls how much the estimate shifts toward the current close. After updating the estimate, the error variance is revised: (1 - gain) * k_err + kBeta / kPeriod. This means a large prediction error pushes the variance higher, increasing the gain on the next bar and making the filter more responsive. When price action settles, the gain contracts and the filter smooths out. The result is a price proxy that is neither the fixed-lag of a simple moving average nor the noise sensitivity of a raw close.
2. Supertrend Ratchet on Kalman
ATR-scaled upper and lower bands are applied around the Kalman value rather than the raw hl2. The ratchet rule then applies: the upper band can only move down (or reset when the Kalman value crosses above it), and the lower band can only move up (or reset when the Kalman value crosses below it). Direction flips when the Kalman value closes through the active band. Applying the ratchet to a pre-filtered price removes the micro-fluctuations that cause excessive direction changes when using hl2 directly.
3. WMA Volatility Envelope
A WMA of the high-low range, multiplied by the deviation parameter, defines half the envelope width. The envelope upper and lower levels are placed symmetrically around the Kalman value. An extended outer cloud — 1.35x the inner envelope — is plotted for spatial context. A price close above the upper envelope sets the range state to 1; a close below the lower sets it to -1. Regime confirmation requires both the Kalman Supertrend direction and the envelope range state to agree in sign:
4. Regime Classification
combined = kBias * rState, where kBias is +1 when the Kalman Supertrend is bullish and rState is +1 when close is above the upper envelope. combined == 1 with kBias == 1 is a confirmed bull trend. combined == 1 with kBias == -1 is a confirmed bear trend. All other states are range or opposing. A rolling 50-bar history computes what percentage of recent bars were in a trending state, producing a Trend Strength percentage.
5. K-Velocity
The rate of change of the Kalman value over three bars, normalized by the current ATR, yields a K-Velocity score from 0 to 1. Velocity dots appear on the Kalman line when the score exceeds 0.5, with their transparency inversely proportional to the velocity — faster moves produce more saturated dots. This creates a visual intensity signal on the trail itself, communicating acceleration and deceleration without a separate panel.
Features
Adaptive Kalman Filter: Self-calibrating price proxy with alpha and beta gain controls — responds faster during impulses, smooths more during consolidation
Supertrend Ratchet on Kalman: Direction-persistent trail applied to the Kalman value, eliminating noise-driven flips on raw price crossovers
Outer Envelope Cloud: Wide ATR envelope filled directionally, providing spatial context at a glance
Inner Envelope Fill: Standard WMA envelope bands with conditional fills that activate in range regime
Triple-Layer Kalman Glow: Three stacked plots at widths 9, 5, and 2 with decreasing transparency create a neon glow shadow effect on the Kalman line
Gradient Core Fills: 6-argument fill() between Kalman and candle mid-body, transparent at the Kalman line and saturated at the body — colored by confirmed regime
K-Velocity Dots: Pulsing circles on the trail during high-velocity trend bars, intensity scales with normalized velocity score
Regime Transition Circles: Circle marker fires at every confirmed regime change — immediate visual alert to state transitions
Bull/Bear Trend Start Arrows: Triangle up/down plotshape fires at the exact bar where both Kalman direction and envelope breach first agree
Trend End Marker: X marker fires when the trending regime ends, helping traders tighten stops or close positions
Kalman Flip Labels: K▲ / K▼ labels placed below/above the Supertrend level when the Kalman bias flips direction
Envelope Squeeze Marker: Golden diamond when envelope width drops below 80% of its recent SMA — flags compression before potential breakout
Gradient Bar Coloring: Bars saturate based on distance from Kalman within envelope range, fading to neutral in range-bound conditions
10-Row Dashboard: Regime state, K-Trend direction, Kalman price, upper/lower band levels, trend bar count, T-Strength %, K-Velocity %, volatility state
Input Parameters
Kalman Filter:
Alpha (Smoothing): Controls base noise level — lower values produce a smoother, higher-lag filter (default 0.01)
Beta (Adapt Rate): Controls how quickly error variance recovers after a large miss — higher values make the filter adapt faster (default 0.10)
Period: Normalises the gain magnitude — acts as a scaling factor on both noise and beta (default 77)
Supertrend:
ST Factor: ATR multiplier for the ratchet bands around the Kalman value (default 0.7)
ST ATR Length: ATR lookback for the Supertrend band calculation (default 7)
Volatility Envelope:
Envelope WMA Length: Lookback for the WMA of high-low range (default 200)
Envelope Deviation: Multiplier on the WMA to set envelope half-width (default 1.2)
Visuals:
Toggles for Supertrend line, envelope bands, gradient fills, Kalman glow, envelope cloud, and dashboard
Bull Color (default cyan #22d3ee), Bear Color (default rose #f43f5e), Range Color (default slate #94a3b8)
How to Use This Indicator
Primary Setup — Trend Confirmation Entry:
Wait for a trend start arrow (triangle up or down) to fire. This marks the bar where the Kalman Supertrend direction and the envelope breach state first agree. Enter in the arrow direction. Trail your stop below the Kalman line for longs or above it for shorts. Exit on a Trend End X marker or when the K▲/K▼ flip label fires against your position.
Using K-Velocity for Sizing:
When velocity dots are dense and bright, momentum is expanding — the trending move is accelerating. When dots thin out or disappear, momentum is fading even if the regime has not changed yet. Reduce size on fade or tighten stops before the trend end marker appears.
Squeeze Setup:
When the golden diamond squeeze marker fires, the envelope is compressing. Wait for price to break the envelope band in either direction. If a trend start arrow follows within the next few bars, this is a high-probability breakout entry aligned with both volatility expansion and regime confirmation.
Reading the Dashboard:
T-Strength above 60% indicates a mature, sustained trend. Values below 30% indicate the regime state is new or unstable — the trend is young and position sizing should reflect that uncertainty.
Indicator Limitations
The Kalman filter's gain is bounded by the alpha and beta parameters. Very low alpha values may make the filter too sluggish to capture short, sharp reversal moves before the ratchet trail catches them
The envelope breach condition for regime confirmation means the indicator will not register a trend until price has already moved far enough from the Kalman center to exit the band — entries will not be at the very start of a move
On instruments with consistently narrow true range (low-liquidity futures, off-hours sessions), the WMA envelope may be so tight that price is rarely inside the band, causing permanent range state classification
The Kalman filter uses close-to-close data and has no concept of intrabar price action; on daily charts, a spike high that closes near the open may produce a different Kalman trajectory than on a lower timeframe
Trend Strength is a rolling 50-bar measure. On very fast timeframes, 50 bars may represent only minutes, making the percentage less meaningful as a maturity gauge
Originality Statement
This indicator is original in its application of a Kalman filter as the supertrend base, the dual-gate regime confirmation system, and the K-velocity visual intensity layer. The publication is justified because:
Applying the Supertrend ratchet to a Kalman-filtered price rather than raw hl2 produces direction changes that are measurably more stable — the Kalman pre-filters noise that would otherwise cause excessive band crossings
The dual-gate regime system (Kalman direction AND envelope breach must agree) produces a stricter trending classification than any single-condition approach, reducing false trend readings in sideways conditions
The K-velocity normalization layer embeds a momentum acceleration measure directly into the trail visualization without requiring a separate panel, communicating both direction and rate-of-change simultaneously
The envelope squeeze detection integrated with trend start arrows identifies the specific condition where compressed volatility resolves into a confirmed regime shift — a novel combination for a Kalman-based system
The Trend Strength rolling percentage provides a trend maturity measure that distinguishes freshly flipped regimes from mature, sustained trends, enabling differentiated position sizing without a separate indicator
Disclaimer
This indicator is provided for educational and informational purposes only and does not constitute financial advice or a recommendation to buy or sell any financial instrument. Past performance of any pattern or signal does not guarantee future results. All trading involves substantial risk. Always use proper risk management and conduct your own independent analysis.
— Made with passion by officialjackofalltrades
Indicator
AG Pro Consolidation Breakout Quality [AGPro Series]AG Pro Consolidation Breakout Quality
Overview / What it does
AG Pro Consolidation Breakout Quality is an overlay tool designed to detect compression zones and evaluate the quality of the breakout that emerges from them. Instead of marking every simple range expansion, the script first looks for a valid consolidation structure, then measures how convincing the breakout is once price closes outside the box.
The core idea is straightforward: not every breakout from a tight range carries the same informational value. Some breaks occur with weak commitment, low participation, and immediate failure. Others show stronger intent through better candle structure, stronger relative volume, longer pre-break compression, and cleaner continuation behavior. This script is built to separate those conditions visually and systematically.
The indicator automatically identifies consolidation zones using a narrow-range logic relative to ATR. When a valid box forms, the structure is drawn on the chart. If price closes beyond the upper or lower edge of that box, the script registers a breakout or breakdown and assigns a quality score. A throwback event can also be tracked after the break, helping users distinguish cleaner expansions from breaks that immediately revisit the zone.
This makes the script useful for traders who want to monitor compression-to-expansion behavior in a structured way. It can be used to review developing ranges, compare breakout quality across instruments, and filter visual attention toward stronger or weaker breakout events without turning the chart into a cluttered signal feed.
Unique Edge
The differentiating idea behind this tool is that it does not treat consolidation and breakout as two unrelated events. It treats them as one sequence: compression, release, validation, and possible throwback. That sequence is then scored.
Many breakout tools only draw a box or mark the first candle that moves outside a recent range. This script adds a second layer by evaluating the break itself. Volume participation, the strength of the closing position, the duration of the consolidation, and the efficiency of the breakout candle all contribute to the final quality read. If price quickly throws back into the prior box, that weakness is also reflected.
This makes the script a natural sibling to AG Pro Break-Retest Quality, but it is not a duplicate. Break-Retest Quality focuses on retest behavior after a level break. Consolidation Breakout Quality begins one step earlier by focusing on the compression box itself, the first breakout from that structure, and the immediate integrity of that release. The emphasis here is the quality of expansion from consolidation, not the later retest workflow.
Methodology
1) Consolidation detection
The script scans for a sequence of relatively narrow bars. Narrowness is measured against ATR, so the detection logic adapts to the volatility environment of the symbol rather than relying on a fixed tick or percentage threshold. Once the required number of bars is reached, a consolidation box is formed from the local high-low range of that sequence.
2) Breakout / breakdown detection
A bullish breakout is registered when price closes above the upper boundary of the active consolidation box. A bearish breakdown is registered when price closes below the lower boundary. The breakout level is then projected forward visually so the user can continue tracking the structure after the event.
3) Quality scoring
The script assigns a 1 to 5 quality score using a weighted ruleset built around the breakout event:
- Base breakout occurrence
- Relative volume expansion compared with a volume moving average
- Strength of the close beyond the box boundary
- Duration of the consolidation before release
- Body efficiency of the breakout candle
4) Throwback context
After the breakout, the script can monitor whether price returns back into the broken consolidation box within a user-defined lookback window. This is treated as a sign of weaker follow-through and can be displayed directly on the chart for fast context reading.
5) Visual workflow
The chart uses a structured visual hierarchy:
- Consolidation box
- Breakout or breakdown label
- Throwback warning label
- Quality score card
- Breakout level projection
- Compact info panel
The goal is to keep the workflow readable while preserving enough structure for live chart use.
Signals & Alerts
The script can generate alerts for:
- Bullish breakout
- Bearish breakdown
- High-quality breakout conditions
- Elite-quality breakout conditions
- Throwback warning
- Any breakout event
This allows the tool to be used either as a visual chart companion or as part of a broader alert-driven workflow. Users who prefer stricter confirmation logic should configure alerts in a way that matches their execution style.
Key Inputs
Consolidation Settings
- Consolidation Length: number of bars required to form a valid consolidation
- ATR Multiplier: sensitivity threshold for narrow-range detection
- ATR Length: volatility lookback
- Max Zones to Display: keeps chart objects under control
Quality Scoring
- Volume Spike toggle
- Volume MA Length
- Volume Spike Multiplier
- Close Position scoring toggle
- Throwback monitoring toggle
- Throwback lookback length
Visual Settings
- Box color
- Bullish breakout color
- Bearish breakdown color
- Throwback color
- Box, level, score, arrow, and panel visibility
- Label size controls
Alerts
- Minimum score threshold for alert relevance
Limitations & Transparency
This script is a market-structure visualization and event-quality tool. It is not a prediction engine, and it does not claim that every high score will lead to continuation or that every low score will fail. The score is a structured summary of selected breakout characteristics, not a guarantee of outcome.
Consolidation detection depends on the selected ATR settings and bar count. Different symbols, sessions, and timeframes may require different parameter values. Users should expect the frequency and strictness of the boxes to change when those settings are adjusted.
Volume-based logic may be more informative on instruments and venues where reported volume is meaningful. On some markets, volume behavior can be less consistent, which may reduce the usefulness of the volume component.
Throwback detection is intended as context, not as a complete post-break trade management model. A throwback can represent weakness, but in some workflows it may also represent a later confirmation opportunity. The script leaves that interpretation to the user.
Risk Disclosure
This indicator is for chart analysis, structure review, and breakout context evaluation only. It does not provide financial advice, investment recommendations, or guaranteed trade outcomes. All trading and investing involve risk, including the risk of loss. Users should evaluate the tool on their own symbols, timeframes, and execution rules before relying on it in live decision-making.
Indicator
AG Pro Inside Bar Breakout Quality [AGPro Series]AG Pro Inside Bar Breakout Quality
Overview / What it does
AG Pro Inside Bar Breakout Quality is an overlay tool built to study one of the market’s most familiar compression structures: the inside bar. Instead of stopping at simple detection, the script evaluates what happens after the pattern forms and grades the breakout attempt with a structured quality model. The result is a workflow-oriented view of inside bar compression, breakout strength, and failed continuation behavior.
The script first identifies a strict inside bar condition, where the current bar remains fully contained within the previous bar’s range. That parent range becomes the active reference zone. From there, the script monitors whether price resolves above or below the structure, whether the move is confirmed by close, whether volume supports the breakout, and whether the breakout later fails and re-enters the range within a user-defined window.
This is not designed as a generic “any breakout” marker. Its purpose is narrower and more specific: it focuses on a compact volatility contraction event, then measures how decisively price leaves that compression. In practical chart work, this helps separate a low-commitment range poke from a more convincing expansion move.
The visual presentation is intentionally structured. Inside bar zones are boxed, breakout direction is marked, quality is scored, and fakeouts are labeled when the breakout reverses back into the monitored range. This makes the script suitable for traders who want a cleaner way to inspect inside bar behavior without manually drawing every structure.
Unique Edge
The main difference here is that the script does not treat every inside bar break as equally meaningful. Many tools stop at “pattern detected” or “level broken.” This script adds a second layer: breakout quality. That layer is derived from close position, volume context, candle body participation, and alignment with the parent candle’s directional bias.
A second differentiator is the built-in fakeout logic. After a breakout is detected, the script continues to watch price for a limited number of bars. If the move quickly returns back through the breakout boundary, the event is tagged as a fakeout. This adds post-event context instead of only marking the first directional move.
Another distinction is that the methodology is deterministic and chart-native. The logic is rule-based, visible, and reproducible from bar to bar. Users can decide whether to require close confirmation beyond the inside bar range, whether to require volume confirmation, and how strict they want the displayed threshold to be through the minimum score filter.
In short, this script is not only about finding compression. It is about ranking the quality of the expansion attempt that follows the compression, while also acknowledging that some breakouts fail quickly and should be read differently.
Methodology
1) Inside Bar Detection
An inside bar is identified when the current bar’s high is lower than the previous bar’s high and the current bar’s low is higher than the previous bar’s low. This creates a strict containment definition based on the previous candle’s full range.
2) Reference Zone
Once an inside bar is detected, the prior candle becomes the parent reference bar. Its high and low define the active breakout boundaries. That range can be visualized as a box, with an optional midpoint line to make the compression zone easier to read on chart.
3) Breakout Confirmation
A bullish breakout occurs when price moves above the parent high. A bearish breakout occurs when price moves below the parent low. Users can choose whether breakout confirmation should be based on close beyond the range or on a less restrictive intrabar break condition.
4) Quality Score
Each breakout can be scored on a 0–10 scale. The score is built from multiple components:
- close position relative to the inside bar boundary
- volume ratio versus the selected moving average
- body participation within the breakout candle’s total range
- directional alignment between the breakout and the parent candle bias
This scoring model is designed to estimate how committed the breakout candle appears, rather than assuming all breaks have equal informational value.
5) Fakeout Detection
If enabled, the script monitors a user-defined number of bars after breakout. A bullish breakout that returns back below the upper boundary within that window is labeled as a bull trap / fakeout. A bearish breakout that returns back above the lower boundary within that window is labeled as a bear trap / fakeout.
6) Visual Layer
The script can display the inside bar zone, midpoint, breakout arrows, score labels, and fakeout markers. A summary panel tracks aggregate statistics such as total inside bars, total breakouts, breakout direction counts, fakeouts, and the latest breakout score.
Signals & Alerts
The script can provide alert conditions for:
- bullish inside bar breakout
- bearish inside bar breakout
- fakeout detection
- high-quality breakout events
- any breakout event
These alerts are intended to help users monitor the pattern and its resolution more efficiently. They do not replace trade planning, confirmation from broader market context, or independent risk management.
Key Inputs
Min Score to Show Breakout
Filters displayed breakout labels by quality threshold. This can be useful for reducing low-quality visual noise.
Volume Confirmation Required
When enabled, breakout evaluation requires volume to be above its moving average threshold. This can help remove low-participation breaks.
Volume MA Period
Defines the lookback length for average volume comparison.
Require Close Beyond IB
When enabled, breakout confirmation depends on bar close beyond the parent range. This creates a more conservative and more stable breakout definition.
Max IBs to Display
Controls how many recent structures and related objects remain visible on chart.
Show IB Box / Midline / Breakout Arrow / Score Label
Lets users decide how much visual detail they want to keep on screen.
Glow Effect on High Score
Adds emphasis to stronger breakout events without changing the underlying logic.
Fakeout Window
Defines how many bars after breakout the script should continue monitoring for a return back through the breakout boundary.
Limitations & Transparency
This script studies inside bar compression and subsequent breakout behavior. It does not claim to identify all meaningful consolidations, and it does not attempt to classify every market regime. The methodology is intentionally focused on one structure.
The score is a rule-based quality model, not an objective measure of future outcome. A high score does not guarantee continuation, and a lower score does not guarantee failure. It simply reflects how the breakout candle and its context behave according to the script’s internal criteria.
Volume-based interpretation may vary across symbols and markets. On some instruments, especially those with inconsistent or synthetic volume data, volume confirmation may be less informative than on others. Users should evaluate whether volume filtering is appropriate for the asset they are studying.
Fakeout detection is also definition-dependent. The script labels a fakeout when price returns through the breakout boundary within the selected lookback window. Different traders may prefer a different timing window or a different failure definition.
As with any overlay, chart readability depends on market volatility, timeframe, and user settings. On lower timeframes or during highly active periods, more visual events may appear. The built-in filters and display controls are there to help manage that density.
Risk Disclosure
This script is an analytical tool for chart study. It is not financial advice, not a trade recommendation, and not a promise of future results.
Inside bar breakouts can behave differently across timeframes, instruments, and market regimes. Users should not rely on a single pattern, score, or alert in isolation. Context still matters, including trend condition, liquidity environment, nearby structure, volatility regime, and execution discipline.
Before using this script in any live decision process, it should be reviewed in the specific market and timeframe relevant to the user’s own approach. Testing, observation, and risk controls remain essential.
Indicator
AG Pro DMI Rotation Pressure [AGPro Series]AG Pro DMI Rotation Pressure
Overview / What it does
AG Pro DMI Rotation Pressure is designed to track directional leadership shifts between +DI and -DI rather than treating DMI as a simple trend-strength confirmation tool. The script focuses on which side is gaining control, how decisively that control is expanding, and whether the current condition reflects rotation, compression, drift, or established directional pressure.
The indicator is plotted in a separate pane so the rotational structure can be read clearly without interfering with price structure on the main chart. It combines a net pressure histogram, a pressure signal line, DI spread behavior, rotation bursts, and compression tension into one framework intended to make directional handoffs easier to interpret.
This script is intentionally different from strength-oriented DMI or ADX studies. In many DMI-based tools, ADX becomes the main story. Here, ADX is only a supporting context value. The primary objective is to monitor the push-and-pull between +DI and -DI, especially when leadership is unstable, when pressure begins to build after compression, or when one side starts to hold directional control more consistently.
For traders who want to study internal directional pressure before or during trend development, this script is built to highlight control transitions rather than just reporting whether a trend is already strong.
Unique Edge
The distinctive feature of this script is its emphasis on rotational pressure instead of trend-strength ranking. Rather than asking only whether the market is strong, it asks which side is taking control, whether that control is improving or fading, and whether a transition is underway.
This produces a different read from a standard ADX workflow. A market can have moderate ADX and still show meaningful bullish or bearish pressure transfer through the behavior of +DI and -DI. Conversely, a market may print elevated ADX while the directional leadership structure is already weakening or becoming unstable. By separating directional leadership from raw strength, the script aims to expose the internal character of the move more clearly.
The script also classifies the environment into readable states such as Bull Rotation, Bear Rotation, Bull Control, Bear Control, Bull Expansion, Bear Expansion, Bull Drift, Bear Drift, and Compression Battle. That state engine is meant to reduce ambiguity and make the pane easier to interpret quickly across multiple symbols and timeframes.
Methodology
The script begins with the DMI framework: +DI, -DI, and ADX. From there, it derives a rotational model built around DI spread and spread behavior over time.
1. DI leadership
The core directional read is the spread between +DI and -DI. Positive spread means bullish directional leadership. Negative spread means bearish directional leadership. The magnitude of that spread is used as one layer of directional pressure assessment.
2. Rotational slope behavior
The script evaluates how +DI and -DI are changing, not only their absolute values. This helps estimate whether one side is accelerating relative to the other. Slope behavior is important because leadership transitions often begin before a large DI spread is fully established.
3. Pressure scoring
Bullish and bearish pressure are scored separately using DI spread, relative slope behavior, and spread momentum. This creates the Bull / Bear pressure readings shown in the panel, as well as the Net Pressure histogram in the pane.
4. Signal smoothing
A pressure signal line is applied to the net pressure series to make pressure drift and bias easier to read. This is not intended as a prediction line. It is a smoothing layer that helps frame whether the dominant side is strengthening, fading, or remaining relatively stable.
5. Rotation bursts
Crossovers between +DI and -DI are treated as potential rotational events. The script scores those events so that rotation markers are tied to directional handoff rather than appearing as purely cosmetic crossover labels.
6. Compression and tension
When DI spread contracts below the compression threshold, the script evaluates internal tension. This is useful because some of the most meaningful directional expansions begin after a compressed and contested leadership state. Compression Battle is meant to identify that contested environment, not to forecast direction by itself.
7. State engine
The script assigns a readable state based on pressure, spread, crossover status, and compression context. This is what allows the study to describe the environment as rotation, control, expansion, drift, or compression instead of leaving the user to infer all conditions from raw lines alone.
Signals & Alerts
The script includes deterministic alert conditions for the following events:
Bull Rotation
Triggered when +DI crosses above -DI and bullish directional rotation takes control.
Bear Rotation
Triggered when +DI crosses below -DI and bearish directional rotation takes control.
Bull Control
Triggered when bullish pressure is in control territory.
Bear Control
Triggered when bearish pressure is in control territory.
Compression Battle
Triggered when DI spread is compressed while internal tension is elevated.
These conditions are designed to describe state changes inside the DMI structure. They should be used as analytical events, not as automatic trade instructions.
Key Inputs
DI Length
Controls the base DMI sensitivity.
ADX Smoothing
Adjusts the ADX smoothing component used for contextual strength reading.
Rotation Slope Smoothing
Changes how quickly slope-based rotational behavior reacts.
Pressure Signal Length
Controls smoothing of the net pressure signal.
Compression Threshold
Defines when DI spread is considered compressed.
Expansion Threshold
Defines when directional pressure begins to qualify as expansion.
Control Threshold
Defines when directional pressure is strong enough to be treated as control.
Visual controls
Backgrounds, spread fill, rotation markers, panel theme, panel position, and panel font size can all be adjusted depending on the chart style and workspace preference.
Limitations & Transparency
This script is not a forecasting model. It does not know future direction and it does not attempt to predict exact reversal points. It is a structural pressure tool built from DMI behavior.
Like all DMI-based studies, it can become noisy in highly erratic or mean-reverting conditions. Repeated +DI and -DI handoffs may appear during choppy phases, especially on lower timeframes or during indecisive sessions.
Compression readings should not be interpreted as guaranteed breakout setups. Compression only describes a tight directional contest inside the DI structure. Direction still needs confirmation from price behavior, market structure, volatility regime, or other contextual tools.
Bullish or bearish control states do not guarantee continuation. They only indicate that the directional pressure model currently favors one side. Users should evaluate the output alongside price structure, support/resistance, volume behavior, and timeframe context.
This study is best treated as a directional pressure map, not as a standalone trading system.
Risk Disclosure
This script is for chart analysis and research purposes only. It does not provide financial, investment, or trading advice. Markets involve risk, and indicator-based decisions can result in losses. Always use independent judgment, confirm with broader market context, and apply appropriate risk management.
Indicator
AG Pro EMA Ribbon Compression Map [AGPro Series]AG Pro EMA Ribbon Compression Map
Overview / What it does
AG Pro EMA Ribbon Compression Map is a ribbon-structure indicator built to read the internal condition of a multi-EMA cluster rather than the behavior of price around a single moving average. Instead of asking whether price reclaimed one reference EMA, this script evaluates how tightly the ribbon is compressed, how cleanly the EMAs are aligned, whether width is beginning to expand, and whether a developing move still looks organized or is starting to cool.
The default ribbon uses six EMAs and transforms their relative spacing into a visual structure that can be monitored directly on the chart. When the ribbon contracts, the script highlights coil conditions. When alignment and width expansion start to work together, it can mark bullish or bearish release conditions. When the ribbon is already wide and the expansion begins to lose energy, the script can flag fan-stretch / exhaustion behavior.
This makes the tool suitable for traders who want to study transition phases between compression, release, expansion, and late-stage cooling without reducing the chart to a single crossover event. It is designed as a structural read of ribbon behavior.
Unique Edge
The main objective of this script is not to provide another generic EMA ribbon display. Its edge comes from turning ribbon behavior into a state map.
First, it measures compression through normalized ribbon width rather than relying only on visual judgment. This helps distinguish between a ribbon that merely looks narrow and a ribbon that is statistically tight relative to its own recent behavior.
Second, it combines two layers of organization into one alignment read:
1) order agreement between the EMAs
2) slope agreement across the ribbon
This is important because a ribbon can appear stacked correctly while already losing directional integrity. By combining order and slope, the script attempts to separate cleaner directional structure from weaker, mixed, or transitional structure.
Third, the script focuses on release quality as a context event. A release is not treated as a simple EMA cross. It requires compression context, directional alignment, price location relative to the ribbon, and width expansion behavior. In practice, this helps frame release events as structural transitions rather than isolated triggers.
This also differentiates the script from single-EMA reclaim tools. AG Pro EMA Ribbon Compression Map is not built to analyze reactions around one anchor average. Its purpose is to interpret the internal geometry of the ribbon itself.
Methodology
The default ribbon is built from six EMAs:
8, 13, 21, 34, 55, and 89.
The script calculates the highest and lowest EMA in the group, derives ribbon width, and normalizes that width using ATR. It then compares the normalized width to its own historical range over the selected compression lookback. From this process, a Compression Score and an Expansion Score are derived.
Alignment is built from two components:
- EMA order agreement
- EMA slope agreement
If the ribbon is fully stacked in one direction and most slopes support that direction, alignment improves. If order and slope start to disagree, alignment weakens and the state can shift toward mixed / disorder behavior.
The state logic is designed around the following structural phases:
- Bullish Coil
- Bearish Coil
- Tight Compression
- Bullish Release
- Bearish Release
- Bullish Expansion
- Bearish Expansion
- Mixed / Disorder
- Fan Stretch / Exhaustion
- Transition
The visual model is intended to keep the chart readable while still making the ribbon feel alive. Compression and release are not presented as forecasting claims. They are chart states derived from ribbon width, order, slope, and price position relative to the ribbon.
Signals & Alerts
This script can display event labels for key structural transitions and can generate alerts for the most important state changes.
Available alert conditions include:
- Bullish Ribbon Release
- Bearish Ribbon Release
- Ribbon Compression Start
- Ribbon Compression Exit
- Ribbon Exhaustion
In practical use, traders may choose to treat these alerts as workflow signals rather than standalone decisions. For example, a compression start can identify a tightening structure worth monitoring. A bullish or bearish release can indicate that the ribbon is transitioning out of compression with directional alignment. An exhaustion event can indicate that a previously expanding ribbon may no longer be accelerating.
The script also includes an on-chart panel that summarizes:
- current state
- compression score
- alignment score
- directional bias
- width condition
Key Inputs
Ribbon Settings
- Six EMA lengths
- price source
Compression Engine
- ATR length
- compression lookback
- compression threshold
- minimum width expansion
- slope lookback
- exhaustion threshold
Visual Settings
- ribbon fill visibility
- event label visibility
- panel visibility
- optional bar tinting
- label size
- panel position
- label density and cooldown controls
These settings allow the script to be adapted to different instruments and timeframes. Users can keep the default ribbon structure or study how different EMA sets behave across their own workflow.
Limitations & Transparency
This script is not a prediction engine. It does not know whether a compression will resolve into continuation, reversal, or failed expansion. It reads ribbon structure; it does not guarantee outcome.
Compression is a contextual condition, not a trade confirmation by itself. A tightly compressed ribbon can remain compressed longer than expected. Likewise, a release event can still fail if the move does not continue.
Alignment is based on moving averages and slope behavior, which means the script is responsive to structure but still derived from lagging calculations. That tradeoff is intentional: the goal is to improve structural clarity, not to eliminate lag altogether.
The indicator is also not a substitute for market context, support / resistance work, volatility analysis, or risk management. It is best used as a chart-structure tool inside a broader decision process.
Risk Disclosure
This indicator is for chart analysis and workflow support only. It does not provide financial advice, investment advice, or guaranteed trade outcomes. All trading decisions involve risk, and users should evaluate any signal, state change, or alert within their own methodology, market conditions, and risk framework. Indicator
AG Pro Bollinger Bands Squeeze Map [AGPro Series]AG Pro Bollinger Bands Squeeze Map
Overview
AG Pro Bollinger Bands Squeeze Map is a Bollinger-based compression and release mapping tool designed to show how volatility contracts, matures, expands, and sometimes fails directly on price.
Instead of reducing the entire process to a simple binary squeeze dot, this script organizes the behavior into a visual regime map. It tracks when compression is only beginning, when it becomes more meaningful, when it reaches deeper squeeze conditions, and when price transitions into a release phase. It also highlights failed releases and re-compression behavior, which can be useful when an expansion loses follow-through and the market slips back into a tighter volatility regime.
The goal of the script is not to predict the next move in advance, and it is not presented as a standalone trade system. Its purpose is to provide structured context around Bollinger Band compression so the user can evaluate whether the market is still coiling, already expanding, or losing expansion quality after an initial move.
This script is plotted directly on the chart and is built to remain readable without requiring a separate lower panel. The design prioritizes chart-first interpretation, moderate visual hierarchy, and state clarity.
Unique Edge
Many Bollinger squeeze tools stop at a yes/no condition or a single timing marker. This script takes a broader approach.
Its primary difference is that it treats squeeze behavior as a sequence of states rather than as a single event. That means the script does not only ask whether a squeeze exists. It also asks:
- Is compression only building, or is it already active?
- Has the squeeze become deep or mature?
- Did the first release show better or weaker expansion quality?
- Did the move fail and rotate back toward the basis?
- Is the market entering a re-compression phase after release?
This state-based mapping framework is the main distinction of the indicator. The intent is to help the user see volatility structure more clearly, rather than to provide a simplistic breakout label.
What the Script Does
The script combines Bollinger Band structure, normalized band width, width percentile logic, optional Keltner Channel confirmation, and release-state scoring into a single on-chart map.
In practice, the indicator can highlight:
- Building Compression
- Active Squeeze
- Deep Squeeze
- Mature Squeeze
- Up Release
- Down Release
- Failed Release
- Re-Compression
The result is a visual progression from contraction to expansion, with added context about the quality of that transition.
Methodology
1) Bollinger Band Structure
The script begins with a standard Bollinger Band framework built from a basis line and upper/lower deviations. This establishes the primary price envelope used throughout the tool.
2) Normalized Band Width
Raw band width is normalized relative to the basis so that compression can be assessed more consistently across changing price levels.
3) Width Percentile Regime Detection
The script evaluates current band width against a lookback window using percentile rank logic. This allows the user to frame current compression relative to recent history rather than relying only on absolute width values.
4) Optional Keltner Confirmation
An optional Keltner containment component can be used to strengthen squeeze filtering. Depending on the selected mode, the script can use percentile logic, Keltner logic, or a hybrid of both.
5) Compression State Classification
Compression is not handled as one flat condition. The script distinguishes between building compression, active squeeze, deep squeeze, and mature squeeze based on percentile thresholds and persistence.
6) Release Quality Scoring
When price exits a squeeze state, the script evaluates the release using a score that incorporates bar body behavior, close location, width expansion, distance from basis, and wick influence. The output is grouped into quality labels such as Weak, Clean, or Strong.
7) Failed Release Logic
A release is not automatically treated as durable. If the move loses structure and rotates back through the basis within the monitoring window, the script can classify that behavior as a failed release.
8) Re-Compression Detection
After release, markets do not always trend cleanly. Sometimes they compress again. The re-compression logic is included to identify this return into tighter volatility conditions.
Signals and Alerts
The script includes deterministic alert conditions tied to state transitions. These alerts are intended to notify the user when a specific structural condition appears on the chart.
Available alert categories include:
- Active Squeeze
- Deep Squeeze
- Mature Squeeze
- Up Release
- Down Release
- Failed Release
- Re-Compression
These alerts describe indicator states. They are not guarantees of continuation, reversal, or trade outcome.
Visual Design
The indicator is designed to work as an on-chart map rather than as a lower-pane oscillator.
The visual structure includes:
- Bollinger Bands
- Optional Keltner Channel
- Compression and release zone fills
- State labels
- Compact information panel
The zone rendering is intentionally state-weighted. More important states such as release, deeper squeeze regimes, and failure/re-compression conditions receive stronger visual emphasis, while lower-priority compression states can remain lighter to reduce chart clutter.
Key Inputs
The script includes adjustable controls for:
- Detection mode
- Bollinger Band length and multiplier
- Percentile lookback and thresholds
- Keltner Channel length and ATR multiplier
- Minimum bar requirements for deeper squeeze states
- Release persistence window
- Failure and re-compression windows
- Label size and offset
- Band and channel visibility
- Map intensity
- Theme selection
- Panel position and font size
These controls allow the user to adapt the script to different assets, volatility profiles, and charting preferences.
How to Interpret It
A practical way to read the script is to think in phases.
When the indicator shows Building Compression, volatility is tightening but may not yet be at a stronger squeeze threshold.
When the indicator shifts into Active, Deep, or Mature squeeze conditions, compression is becoming more statistically notable relative to the selected lookback.
When a release label appears, the script is identifying a transition out of compression. The associated quality label is meant to describe the character of that release, not to certify future follow-through.
If a failed release appears, the script is signaling that the initial expansion did not maintain structure within the observation window.
If re-compression appears, the market may be moving from expansion back into tighter volatility conditions.
This framework is often more useful for context and filtering than for isolated signal-chasing.
Use Cases
This tool may be useful for users who want to:
- study volatility contraction and expansion directly on price
- compare weaker and cleaner releases after squeeze conditions
- identify failed expansion behavior
- add context to existing discretionary workflows
- use squeeze structure as a filter rather than a complete decision engine
It can also be used alongside structure analysis, trend analysis, support/resistance mapping, or broader workflow-based chart review.
Limitations and Transparency
This script is a volatility-structure tool. It is not a prediction engine and does not forecast future price direction with certainty.
Several important limitations should be kept in mind:
- A squeeze can resolve in either direction.
- A strong-looking release can still fail.
- A failed release does not automatically imply a reversal trend.
- Different symbols and timeframes may require different threshold settings.
- Very noisy instruments may produce more frequent state changes.
Because of this, the script should be interpreted as a structured context layer rather than as a standalone execution model.
Open-source access does not remove the need for user judgment. Inputs still need to be reviewed and adjusted where appropriate for the instrument and timeframe being studied.
Risk Disclosure
This indicator is for chart analysis and educational use. It does not provide financial, investment, legal, or tax advice.
Any decision based on this script remains the responsibility of the user. Markets can behave unpredictably, and no indicator can eliminate risk. Users should evaluate signals, states, and visual conditions in the context of their own methodology, time horizon, and risk framework. Indicator
AG Pro ATR Compression Map [AGPro Series]AG Pro ATR Compression Map
Overview / What it does
AG Pro ATR Compression Map is a chart-first compression analysis tool designed to evaluate how organized a low-volatility phase is and how structurally developed that contraction has become.
Instead of treating every quiet market phase as equally meaningful, the script separates loose and unstable contraction from cleaner, more contained compression conditions. The goal is not to label every narrow range as important, but to provide a structured visual framework for monitoring whether a tightening phase is becoming more coherent and potentially worth closer attention.
The script is built for users who want to read compression quality directly on the chart without relying on overly complex dashboard-style presentation. It highlights active compression zones, assigns a normalized compression score, classifies the current state of contraction, and summarizes the condition through a compact on-chart panel.
This is intended as a context and monitoring tool. It does not attempt to forecast direction, guarantee expansion, or replace execution planning and risk management.
Unique Edge
The main idea behind this script is that low volatility alone is not enough.
Many consolidations look similar at first glance, but their internal structure can be very different. Some are noisy, unstable, and disorderly. Others become progressively tighter, cleaner, and more contained. AG Pro ATR Compression Map is designed to make that distinction clearer.
Its edge is not based on directional prediction. Instead, it evaluates compression quality through a blended framework that combines volatility contraction, local range tightening, internal noise behavior, and containment structure. This allows the script to differentiate between random quiet price action and more organized compression phases.
This also keeps the script distinct from tools that focus on breakout confirmation, retest quality, trend classification, or level-based pressure analysis. Here, the focus is narrower and more specific: measuring the quality of compression itself.
Methodology
The script combines four internal components into a unified compression score:
1) ATR contraction
Measures whether current ATR is compressed relative to its own baseline.
2) Range tightness
Measures whether the recent price range has narrowed compared with a broader reference window.
3) Noise evaluation
Evaluates whether the contraction phase is relatively clean or increasingly disordered. This includes internal bar behavior such as wick activity, directional flipping, and local overlap behavior.
4) Structural containment
Measures whether price is remaining contained within a tighter local area instead of drifting loosely inside a broad consolidation.
These components are normalized and combined into a 0-100 compression score.
The script then classifies the result into four stages:
• Loose
• Building
• Tight
• Mature
This stage logic is designed to help distinguish early contraction from more developed compression conditions. Higher states reflect more structured tightening, but not certainty of resolution.
What the script highlights
• Compression zone
A shaded chart area is displayed when compression conditions are active.
• Compression score
A compact label shows the current normalized compression score.
• State label
The current compression stage is shown directly on the chart.
• Mini panel
A small panel summarizes ATR state, range state, noise condition, containment quality, overall compression score, active state, and current compression window length.
Signals & Alerts
This script includes deterministic alert conditions for:
• Compression Active
Triggered when compression conditions become active according to the script's scoring logic.
• Compression Mature
Triggered when the current state reaches Mature.
• Compression State Change
Triggered when the internal compression state changes.
These alerts are designed to reflect state transitions inside the script's existing framework. They should be interpreted as analytical status changes, not as trade instructions.
Key Inputs
Main controls include:
• ATR Length
• Baseline Length
• Range Window
• Noise Window
• Containment Window
• Compression Threshold
• Mature Threshold
The script also includes display controls for zone visibility, labels, panel position, theme mode, text sizing, and label offset. Advanced options allow stricter filtering and additional sensitivity controls for wick behavior and close-overlap behavior.
How to read it
In practice, the script is most useful when users want to answer questions such as:
• Is this contraction still loose, or is it becoming more organized?
• Is the range tightening in a meaningful way, or is price simply drifting?
• Is the structure relatively clean, or is internal noise increasing?
• Has the compression developed enough to justify closer monitoring?
A higher compression score means the script is detecting tighter and more structured contraction conditions. A lower score suggests that the current quiet phase is still broad, unstable, or underdeveloped.
Best use cases
This script can be useful when monitoring:
• developing consolidations
• low-volatility phases inside broader trends
• pre-expansion observation zones
• structured pauses after directional movement
• markets where users want to distinguish clean compression from random inactivity
It is especially suited for traders who prefer chart-first context tools rather than signal-heavy overlays.
Limitations & Transparency
Compression can remain inactive for long periods, fail to resolve cleanly, or resolve without meaningful follow-through.
A high compression reading does not imply directional certainty, timing certainty, or inevitable expansion. Likewise, a low reading does not mean price cannot move sharply. The script measures structure quality inside contraction conditions. It does not measure certainty.
The output should be used as contextual information alongside price action, market structure, execution rules, and risk management.
What it does not do
This script does not:
• predict breakout direction
• guarantee expansion
• project targets
• replace trade planning
• function as a standalone entry engine
Risk Disclosure
For educational and analytical use only. Indicator
Indicator
Indicator
Market Pressure Regime [Interakktive]The Market Pressure Regime (MPR) is a 4-state market classifier that models how structural forces create "pressure zones" — regions where price movement is either supported (Release) or suppressed (Pinned) by market microstructure.
It combines compression analysis, follow-through efficiency, and stress detection into a composite pressure score, classifying markets into Release, Suppressed, Transition, or Trap states — helping traders understand WHY price is moving (or not moving) in the current environment.
█ USAGE
MPR addresses a core question traders face: Is the market in a regime where directional moves are likely to follow through, or is it structurally pinned?
For swing traders, MPR identifies Release phases where momentum strategies work best, and Suppressed phases where mean reversion dominates.
For day traders, it highlights Trap conditions — high effort with no follow-through — where reversals are probable and trend entries fail.
🔹 The 4-State Model
The indicator classifies markets into four distinct regimes:
• Release (Teal): Pressure score ≥ +5. Directional flow dominates. Price moves efficiently with follow-through. Favor trend continuation.
• Suppressed (Grey): Pressure score ≤ -5. Compression dominates. Price is range-bound or pinned. Fade extremes, expect reversion.
• Transition (Amber): Score between thresholds OR instability detected. Regime is uncertain — wait for confirmation before committing.
• Trap (Magenta): High stress + low follow-through. Effort without result. Expect reversals.
🔹 Reading the Pressure Histogram
The histogram displays the composite Pressure Score (range approximately -100 to +100):
• Positive values: Follow-through exceeds compression. Market is "releasing" — directional moves are supported.
• Negative values: Compression exceeds follow-through. Market is "suppressed" — price movement is constrained.
• Color reflects confirmed state: The histogram uses persistence filtering — a state must hold for N bars before the color changes, preventing false signals from noise.
🔹 The 5-Stage Calculation
MPR synthesizes five analytical stages into the final state:
1. Compression Score: Measures how tight the current range is relative to ATR. High compression suggests structural forces are pinning price.
2. Follow-Through Score: Measures price path efficiency (MER-style). Efficient moves indicate genuine directional flow, not chop.
3. Stress Score: Detects effort-without-result (ERD-style). High volume or range with no price progress = absorption.
4. Composite Pressure: Combines follow-through and compression into a single directional score.
5. Persistence Filter: Requires states to hold for configurable bars before confirming, eliminating flickering.
█ SETTINGS
Core Settings
• ATR Length: Period for volatility normalization. Default 14.
• Baseline Lookback: Period for compression and efficiency baselines. Default 20.
• Volume Average Length: Period for stress calculation baseline. Default 20.
State Classification
• Release Threshold: Pressure score above this = Release. Default +5.
• Suppressed Threshold: Pressure score below this = Suppressed. Default -5.
• Trap Threshold: Stress score above this (with low follow-through) = Trap. Default 30.
• Persistence Bars: Bars required to confirm state change. Default 3.
• Stability Lookback: Period for stability calculation. Default 20.
• Stability Threshold: Below this = forced Transition state. Default 0.5.
Visual Settings
• Show Pressure Histogram: Display the main pressure score histogram.
• Show Zero Line: Display the zero reference line.
• Show Background Tint: Subtle background color by state (default OFF).
Data Window
• Show Data Window Values: Export all calculated scores for analysis.
█ INTERPRETATION GUIDE
When to Use Trend Strategies (Release):
• Histogram tall and positive
• Teal coloring confirmed
• Price making efficient higher highs or lower lows
When to Use Mean Reversion (Suppressed):
• Histogram flat or negative
• Grey coloring confirmed
• Price oscillating without follow-through
When to Wait (Transition):
• Amber coloring
• Mixed signals — don't force trades
• Wait for state to resolve
When to Expect Reversals (Trap):
• Magenta coloring
• High volume moves that don't stick
• Often occurs at structural inflection points
█ COMPLEMENTARY TOOLS
MPR pairs well with:
• Volatility State Index (VSI) — Confirms whether volatility is expanding into the pressure regime
• Effort-Result Divergence (ERD) — Provides bar-by-bar absorption/vacuum detection
• Market Efficiency Ratio (MER) — Validates follow-through quality
█ SUITABLE MARKETS
Works across all liquid markets:
• Equities: SPY, QQQ, liquid single stocks
• Futures: ES, NQ, CL, GC
• Crypto: BTC, ETH
• Forex: Major pairs
Works on any timeframe, but 1H–Daily provides cleanest regime classification. Intraday (5m–15m) useful for session-level tactical decisions.
█ OPEN SOURCE
This indicator is open-source for educational purposes. Review the code to understand the full calculation methodology.
█ DISCLAIMER
This indicator is for educational and informational purposes only. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own analysis and use proper risk management. Indicator
