Day Trade Setup - CRT Session Range ModelDay Trade Setup - CRT Session Range Model
Day Trade Setup - CRT Session Range Model is a session-based market framework designed to identify important intraday reference ranges and combine them with liquidity sweeps, M15 imbalance gaps, market structure levels, and supply or demand zones.
The script is designed to help traders organize intraday price action around selected H1 session ranges. Instead of displaying isolated signals, it creates a structured map of the current setup, including the range high, range low, 50% midpoint, nearby liquidity events, and relevant M15 reference areas.
Core Concept
The indicator analyses predefined H1 trading periods and selects the most significant candle within each session window using a weighted candle score.
The score considers:
Candle body size
Upper and lower wick size
User-defined body weighting
User-defined wick weighting
The selected candle becomes the active session range. Its high, low, and 50% midpoint are then projected across the chart as reference levels.
The most recent valid session setup automatically becomes the active model.
Session Range Models
The indicator supports three session groups:
Dawn Range
The Dawn Range evaluates the H1 candles formed between 1:00 AM and 5:00 AM.
The script compares the five candles and selects the candle with the highest weighted body-and-wick score as the active range.
Morning Range
The Morning Range compares the 8:00 AM and 9:00 AM H1 candles.
The candle with the stronger weighted score becomes the active range.
Evening Range
The Evening Range compares the 8:00 PM and 9:00 PM H1 candles.
The stronger candle is selected as the active range.
Users can display one session model individually or enable all available sessions.
Active Range Display
When a new setup is selected, the indicator displays:
Session Range High
Session Range Low
50% midpoint
Session and hour label
Continuously extending reference lines
The 50% level helps divide the selected range into upper and lower halves, providing a visual reference for premium and discount areas within the setup.
The script replaces the previous active range when a newer valid session setup is confirmed.
Liquidity Sweep Detection
The indicator includes an optional liquidity sweep module that monitors price interaction with the active range high and low.
A potential bearish liquidity sweep may be identified when price:
Trades above the active range high
Returns and closes below the range high
Meets the selected volatility, body, and upper-wick requirements
A potential bullish liquidity sweep may be identified when price:
Trades below the active range low
Returns and closes above the range low
Meets the selected volatility, body, and lower-wick requirements
The liquidity sweep filter also includes a cooldown period to reduce repeated labels appearing within a short number of bars.
These markers represent potential liquidity-rejection events and are not automatic entry signals.
M15 Imbalance Gap
The script can locate a recent bullish or bearish M15 imbalance gap that formed before the active session setup.
The imbalance module:
Searches the latest M15 gaps
Considers only gaps formed before the active setup
Supports bullish, bearish, or both gap types
Filters gaps using ATR-based minimum size
Can restrict results to gaps near the session range
Locks the selected gap when a new setup appears
Displays the gap boundaries and midpoint
Only a qualifying gap whose midpoint is outside the active session range is displayed.
This helps traders identify nearby price imbalances that may act as reaction areas or potential liquidity objectives.
M15 Structure Levels
The indicator identifies previously confirmed M15 swing highs and swing lows using pivot-based market structure.
For each new session setup, the script searches for:
A confirmed structure high above the session range
A confirmed structure low below the session range
Only structure points that formed before the active setup are considered.
The selected levels are extended across the chart and labelled as:
STRUCT-HIGH
STRUCT-LOW
These levels may be used as external liquidity references, breakout levels, or potential price objectives.
M15 Supply and Demand Zones
The indicator also includes a simplified M15 supply and demand zone module.
A potential demand zone is identified from a bearish candle followed by a bullish displacement above that candle’s high.
A potential supply zone is identified from a bullish candle followed by a bearish displacement below that candle’s low.
The script applies body-strength and optional ATR range filters before accepting a zone.
For a bullish session setup, the script searches for a qualifying demand zone positioned above the session range.
For a bearish session setup, the script searches for a qualifying supply zone positioned below the session range.
Only zones formed before the active setup are considered.
The selected zone is displayed with:
Zone boundaries
50% midpoint
M15 zone label
Automatic right-side extension
Multi-Timeframe Structure
The model combines information from multiple timeframes:
H1 for session-range selection
M15 for imbalance gaps
M15 for structure highs and lows
M15 for supply and demand zones
Current chart timeframe for liquidity-sweep confirmation and display
The M15 modules are intended for charts between 1 minute and 15 minutes. Their drawings are hidden automatically on timeframes above 15 minutes.
Alerts
The indicator includes alerts for:
A newly selected session setup
A qualifying M15 structure high
A qualifying M15 structure low
A selected demand zone
A selected supply zone
The new setup alert identifies the symbol, selected model, and setup hour.
Suggested Workflow
A possible workflow is:
Identify the active H1 session range.
Observe whether price is trading above or below the 50% midpoint.
Wait for price to interact with the session high or low.
Look for a qualifying liquidity sweep.
Review nearby M15 imbalance gaps.
Check external M15 structure levels.
Use the selected supply or demand zone as additional context.
Apply independent entry confirmation and risk management.
The script is intended to organize market context. It does not automatically calculate an entry price, Stop Loss, Take Profit, position size, or trade outcome.
Customization
Users can adjust:
Light or dark visual theme
Active session model
Candle body and wick weighting
Line width and label size
Range projection length
Liquidity-sweep quality filters
Sweep cooldown period
Gap direction and ATR filter
Gap proximity to the setup
Structure pivot length
Supply and demand zone strength
Zone distance from the setup
These settings allow the model to be adapted to different symbols, volatility conditions, and trading styles.
Limitations
The session model uses fixed H1 time windows based on the symbol’s exchange or chart time context. Users should verify that the displayed hours match their intended trading session.
Pivot-based structure levels require candles on both sides of the pivot before confirmation. As a result, structure levels appear after the turning point has already formed.
Liquidity sweeps, imbalance gaps, and supply or demand zones do not guarantee a price reversal or continuation.
The script displays selected technical reference areas only. It does not account for spread, commission, slippage, economic news, liquidity conditions, or broker execution.
Because the script uses multiple timeframe calculations, some elements may update only after the relevant H1 or M15 candle has completed.
Disclaimer
Day Trade Setup - CRT Session Range Model is provided for technical analysis and educational purposes only.
It does not constitute financial advice, investment advice, trade recommendations, or guaranteed trading results. The displayed ranges, sweeps, gaps, structure levels, and zones are technical reference areas and should not be used as standalone entry signals.
Users are responsible for independently evaluating market conditions and applying appropriate risk management before trading with real funds.
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