Range Expansion Divergence OscillatorRange Expansion Divergence Oscillator
## Overview
The Range Expansion Divergence Oscillator turns **directional range expansion** - how large each bar range is versus its recent average, signed by the prevailing price direction - into a standardized, bounded oscillator, and then looks for **divergence between price and range**. The idea it tests: when price makes a new extreme on shrinking ranges, the move is "thin" and lacks effort behind it.
It is a single-pane oscillator. It needs no external data and no volume. Every data input is user-configurable, so it runs on any symbol, asset class or timeframe, in any market and on any timeframe. Defaults target NSE NIFTY index futures on intraday charts.
## What it plots
- A z-scored **range oscillator** (expanding range with the trend = up, contracting range = near zero), with a glow line and sigma-based overbought/oversold levels.
- **Extreme-zone bands** (default +/-3 sigma) with a gradient fill that deepens toward the edge.
- **Divergence lines and labels** on the oscillator - regular (reversal) and hidden (continuation), in two colors.
- **In-band reversal dots** where the oscillator turns inside an extreme zone.
- Optional **price-pane marks** at the confirmation bar (all generated by this one indicator).
- A **background-adaptive status dashboard** (oscillator value in sigma, zone, last divergence, last reversal, current range z-score).
## Why these components are combined (mashup rationale)
This script combines a **derived measure**, a **normalization stage**, a **divergence engine** and a **reversal read**, because each answers a question the others cannot and none is useful here alone:
1. **Directional range expansion (effort/participation).** Price geometry alone cannot show participation. A new high made on shrinking bar ranges is "thin"; a high on expanding ranges has effort behind it. The oscillator z-scores the bar range (high - low) versus its recent average and signs it by the net direction of price, giving the closest read to participation buildable from the bars of the instrument itself - with no volume required.
2. **Standardization (rolling z-score).** range differs in scale across instruments. The z-score expresses it in standard-deviation units, so "overbought/oversold" and the extreme bands mean the same thing on NIFTY, on a commodity future, or on a crypto instrument. Without this step the divergence thresholds would not transfer between symbols.
3. **Divergence engine.** The original payload is reading **price-versus-range disagreement at confirmed pivots**. The engine pairs each new price pivot with the oscillator value, then requires: a genuine new price extreme; the measure failing to confirm it; a minimum oscillator gap scaled to the oscillator own stdev; the two pivots within a maximum bar distance; and optionally an overbought/oversold reading at the pivot. These gates make the combination produce signal rather than noise.
4. **Reversal read.** Independently, the engine flags oscillator turns that occur inside the extreme bands - a complementary exhaustion cue.
Together the components form one pipeline: **build the signal -> make it comparable (z-score) -> surface where price and that signal disagree (divergence) and where it exhausts (reversal).** Each is incomplete alone.
## How it works (method)
bar range (high - low) is standardized to a rolling z-score, then signed by the net direction of price over the range window so that up = bullish; the result is the oscillator.
Regular and hidden divergence are detected from confirmed pivothigh/pivotlow pivots and filtered by the gates above; reversals are oscillator pivots that print inside the extreme bands. Pivots confirm a few bars after they occur, so a printed signal does not repaint. The confirmation lag equals the pivot length.
## How to use it
1. Add the indicator on any chart; no volume or external data is required.
2. Read divergence as **context, not a trigger**: a bearish divergence (price higher high, range lower high) says the new high lacks expanding range/effort; a bullish divergence says the opposite at lows. Confirm with your own structure, levels and risk process.
3. Tune the **pivot length**, **max gap** and **min oscillator gap** to your timeframe; raise them for fewer, cleaner signals.
## Originality
This is an original implementation - not a range line and not a generic divergence script, but the specific combination of range, sigma-standardization that makes the read portable across markets, a multi-gate divergence engine (magnitude + distance + extreme-zone), hidden-divergence and in-band reversal detection, and a background-adaptive dashboard. The code is written from scratch; helper functions use only their arguments and built-ins.
## Credits
Range-expansion / **effort-versus-result** analysis is a long-standing public technical-analysis approach (in the **Wyckoff** tradition). **Price/oscillator divergence** is likewise a standard, publicly documented technique. This script is not affiliated with, nor endorsed by, any third party.
## Notes / limitations
- Range is a participation proxy, not a direction call; the sign comes from a short price window, so very choppy segments can flip it.
- Divergence is descriptive context, never a guarantee of reversal.
- Confirmation lags each pivot by the pivot length.
## Disclaimer
Research and educational tool only. NOT financial advice and no guarantee of profitability or accuracy. Indicators describe past behaviour; they do not predict the future. Trading carries risk of loss. Test out-of-sample and make your own decisions. The author accepts no liability for any use of this script.
Indicator
Volatility Pressure & Regime AnalyzerVolatility Pressure & Regime Analyzer
## What this script does
VPRA estimates **when a market is loading energy for an outsized move, how large that move could be, and whether the current regime favors chasing or fading the breakout**. It condenses this into one on-chart verdict panel, directional signal markers, a regime ribbon, and a forecast of the expected move in ATR and points.
It works on **any symbol, any market, any timeframe**. A related volatility index and a companion symbol (the underlying if you chart a derivative, or vice versa) are optional inputs that sharpen the analysis; both can be disabled and the model renormalizes to price-only mode automatically.
## Why these components are combined (mashup justification)
Each module answers a question the others cannot, and the signal only fires when their answers agree. None of them is a stock indicator pasted alongside another — they are inputs to a single pressure model:
1. **Compression (ATR percentile)** answers *"is energy being stored?"* Quiet ranges precede expansion, but compression alone says nothing about direction or timing.
2. **Implied-vs-realized volatility dislocation** (optional vol index) answers *"is the options market mispricing the calm?"* A large gap between implied and realized volatility marks complacency or stress that compression alone cannot see.
3. **Basis tension** (optional companion symbol) answers *"is positioning leaning?"* Momentum in the derivative-to-underlying spread, and outright backwardation, reveal funding pressure and de-risking invisible in a single price series.
4. **Convexity and trend inefficiency** (return acceleration, efficiency ratio) answer *"is price behavior becoming unstable?"*
These four are blended into one **Pressure score (0–100)**, percent-ranked against its own history so thresholds adapt to every symbol and timeframe.
5. **A variance-ratio regime filter** answers *"will the break run or get faded?"* The ratio of k-bar to 1-bar return variance classifies the tape as mean-reverting (pinning) or trending (amplifying). Breakouts in a pinning regime are statistically more likely to fail, so the script can label or skip them.
6. **A multi-timeframe trend filter (Ichimoku cloud bias on the chart TF + three higher TFs)** answers *"is the release direction supported by structure?"* It grades signals rather than generating them. Higher-timeframe values are taken from **closed bars by default, so the confluence grade does not repaint**.
7. **Session, expiry, gap and event context** scale the expected-move forecast: an expiry-afternoon release during a volatility spike forecasts a larger move than a sleepy mid-session one.
Removing any module degrades a specific, named capability — that is the test the combination was built to pass.
## How a signal is generated
A marker prints only when **all** of the following align: pressure has reached a high percentile of its own history within a short lookback ("loaded"), the current bar shows a genuine range expansion ("release"), the condition persists for a confirmation bar count, a debounce gap has passed, and (optionally) the regime and trend filters pass. Direction is scored from **trigger-break** (close beyond the prior N-bar extreme), **close location** within the bar, and short momentum.
Marker color encodes the inferred event type: expiry-session releases, volatility-co-movement squeezes (price and vol index moving together — a short-covering tell), or plain expansions. The glow ring encodes how many higher timeframes agree. An ⓘ label stores a full diagnostic snapshot (pressure, regime, instability, basis, energy, session, expected move) in its tooltip for every signal.
## How to use it
- Apply to a liquid symbol; set "This chart is" to Derivative or Underlying, point the companion and volatility-index inputs at your market's related symbols (or disable them), and set your session hours and expiry weekday.
- Read the panel top-down: **Regime** (chase vs fade), **Pressure/Energy** (how loaded), **Move size** (forecast), **Trend align / HTF** (structure), **Triggers** (the price levels that confirm).
- Use the "Filter" modes to suppress signals against regime or higher-timeframe structure, or leave them as badges and judge manually.
- The advanced rows show per-type follow-through statistics (hit rate, average favorable and adverse excursion in ATR) and an early-vs-late history split as a coarse robustness check. **These are in-sample descriptive statistics, not a backtest.** A companion strategy script with identical logic is available for proper backtesting with costs.
- Alerts: per-signal dynamic alert with all values (webhook-ready), plus static conditions for expiry signals, releases, critical pressure, and vol shocks.
## Originality
The pressure blend (compression x vol-dislocation x basis tension x convexity x inefficiency, percent-rank normalized), the variance-ratio regime gate applied to breakout qualification, the compression-energy budget, and the per-type MFE/MAE statistics with an early/late split are original constructions written from first principles for this script. The only classical components used are public-domain building blocks (ATR, Bollinger/Keltner-style compression logic via ATR percentile, Ichimoku cloud bias as a trend filter, Kaufman efficiency ratio), each justified above.
## Limitations (please read)
- Dealer-positioning effects (often discussed as gamma/vanna/charm) are **inferred from price, volatility and basis behavior**. This script does not and cannot read option-chain open interest. Labels such as "gamma blast" describe an expiry-session release pattern, not a measured dealer position.
- All on-panel statistics are computed on the loaded chart history and will differ across symbols, timeframes and history length.
- Higher-timeframe confluence uses closed HTF bars by default (no repaint); the current chart bar still forms in real time, as with any script.
- Expected-move figures are model estimates, not guarantees.
This script is for education and analysis. It is **not financial advice**; trade at your own risk and test before use.
Indicator
Arc Radius Trend [JOAT]Arc Radius Trend
Introduction
Arc Radius Trend is an open-source, overlay-based trend-following system that replaces the static ATR band of conventional supertrend-style indicators with a curved, acceleration-responsive radius. The band does not scale linearly with volatility alone — it also responds to how fast price is accelerating or decelerating, expanding when momentum surges and tightening when price action becomes uniform. This gives it a shape that mirrors how institutional participants view momentum: not as a constant envelope, but as one that breathes with the market.
The problem ART solves is over-sensitivity. Standard ATR-based trailing stops flip direction too freely during acceleration events, producing false exits at exactly the moment when the trend is strongest. By expanding the radius during acceleration, ART gives trends room to breathe without permanently widening the band for all conditions.
Core Concepts
1. Velocity and Acceleration from Price
ART computes price velocity as the EMA of the bar-to-bar change in close, and acceleration as the EMA of the change in velocity. Both use the same smoothing length. Acceleration is normalized by ATR so that it is dimensionless and comparable across instruments and timeframes:
velocity = ta.ema(ta.change(close), accelLength)
accel = ta.ema(ta.change(velocity), accelLength)
accelNorm = atr > 0 ? accel / atr : 0.0
2. Curved Radius Scaling
The base radius is ATR multiplied by a configurable multiplier. The acceleration norm is then used to scale that radius with a power function, creating a nonlinear expansion curve. The exponent (Curve Strength) controls how aggressively acceleration widens the band:
radiusScale = math.pow(1.0 + math.min(math.abs(accelNorm), 2.0), curvePower)
radius = atr * baseMult * radiusScale
3. Ratcheting Band Logic
The active band ratchets in the direction of the current trend. When price is above the band (bull), the lower band is preserved at its maximum achieved value, preventing it from retreating while the trend holds. The trend flips when price closes through the opposite band:
trend := close > upperBand ? 1 : close < lowerBand ? -1 : nz(trend , 1)
activeBand = trend == 1 ? lowerBand : upperBand
4. JOAT Institutional Expansion Layer
Each JOAT indicator carries a shared Expansion Layer — an adaptive spine built from price efficiency, Shannon entropy, Parkinson range volatility, and a market impact ratio. The spine tracks the dominant flow using an KAMA-style adaptive constant, and its width is scaled by ATR ratio, range volatility, and noise. Stress and calm rails extend beyond the outer context boundary and change color based on composite stress readings. Bull and bear regime shift nodes mark confirmed directional transitions in the expansion layer state.
Features
Curved radius expansion: Band width nonlinearly expands during price acceleration events
Ratcheting trend band: Lower band preserved on bull trend, upper band preserved on bear trend — no backward drift
Outer envelope: A second ring outside the active band provides an extended volatility reference
Trend-state candle coloring: Candles tinted to reflect current trend direction
Regime flip nodes: Circle markers on the active band at confirmed bull and bear regime transitions
JOAT Expansion Layer: Adaptive spine with efficiency/entropy scoring, context box, stress rails, calm rails, and shift nodes
Stress and calm telemetry rails: Outer halos that widen with impact ratio and volatility stress
Dashboard (top right): Live display of trend state, active band level, normalized acceleration, and last flip
All signals on confirmed bars: No repainting — all state changes fire only on barstate.isconfirmed
Input Parameters
Radius Model:
Radius ATR Length: ATR period for radius computation (default: 21)
Base Radius Multiplier: Baseline band width in ATR units (default: 2.4)
Acceleration Smoothing: EMA length for velocity and acceleration (default: 8)
Curve Strength: Power applied to acceleration scale — higher values expand the band more aggressively (default: 1.35)
Outer Envelope: Multiplier for the secondary outer ring (default: 1.65)
Display:
Trend-State Candles toggle
Show Dashboard toggle
JOAT Expansion Layer:
Efficiency, Entropy, Impact lengths; Adaptive Fast/Slow periods; Context Width
Spine, Context Box, Regime Nodes, Candle Tint, Projection Bars, and Opacity toggles
Independently configurable Bull, Bear, Neutral, and Accent colors
How to Use This Indicator
Step 1: Establish trend direction
Read the active band color and the dashboard. Green indicates bull trend; red indicates bear. Use this as the primary directional filter for entries.
Step 2: Watch for confirmed flip nodes
Circle markers at confirmed trend reversals mark the bar where the band direction changed. These are not entry signals — they are context anchors. Evaluate what triggered the flip (structural break, momentum loss) before acting.
Step 3: Use the outer envelope as a volatility reference
When price extends to the outer envelope, the market is in elevated acceleration. This is not necessarily a reversal signal — it may indicate trend continuation with excess momentum.
Step 4: Read the Expansion Layer spine
The JOAT spine color and state convey institutional flow independent of the ART band. Bull spine with bull ART band is high-confidence alignment. Divergence between the two (e.g., bull ART, neutral spine) suggests weakening conditions.
Indicator Limitations
Acceleration-driven radius expansion may produce very wide bands during high-velocity events, temporarily reducing the band's usefulness as a stop reference
The ratchet mechanism preserves the band in the trend direction — during prolonged consolidation, the band will not tighten until a directional break occurs
On very low-liquidity instruments, the ATR-based radius may be structurally noisy; increasing the ATR length reduces this
Arc Radius Trend does not generate entries. It identifies directional state and provides a trailing reference level
Originality Statement
Arc Radius Trend is original in its use of normalized price acceleration as a multiplicative, power-scaled modifier to ATR radius. Existing supertrend variants use static ATR multiples or linear volatility adjustments. The combination of:
Velocity → acceleration derivation applied to a curved radius (not a flat multiplier)
Power-function scaling that produces nonlinear radius expansion only during acceleration events
Ratcheting band logic that is conditioned on the curved radius (not a fixed channel)
An institutional expansion layer carrying efficiency, entropy, Parkinson range vol, and impact scoring as a second independent context layer
...makes ART a structurally distinct contribution rather than a parameter variation of existing published work.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any instrument. Trading involves substantial risk of loss. Past behavior of this indicator does not guarantee future results. All signals should be validated within a complete trading framework that includes risk management. The author is not responsible for trading losses resulting from the use of this indicator.
-Made with passion by jackofalltrades
Indicator
Price Pulse Oscillator [Live Stochastic Rhythm]Price Pulse Oscillator
Overview
The Price Pulse Oscillator was designed to monitor the internal state of price action rather than simply identify overbought or oversold conditions.
While traditional oscillators such as RSI, Stochastic, and MACD focus primarily on where price is relative to recent history, the Price Pulse Oscillator attempts to answer a different question:
How is price behaving internally right now?
The indicator continuously monitors the relationship between four structural components:
Pulse Position
Pulse Velocity
Pulse Acceleration
Compression / Expansion State
Together these elements provide a dynamic view of market behavior, allowing traders to observe transitions in momentum, participation, and volatility before they become obvious in price structure itself.
The goal is not to generate buy and sell signals.
The goal is to monitor the evolving state of the market.
The Philosophy Behind The Indicator:
Markets rarely move from one state to another instantly.
Before a breakout occurs:
volatility often contracts,
momentum begins to stabilize,
acceleration starts to shift,
internal pressure gradually builds.
Similarly, before trends exhaust:
momentum begins to weaken,
acceleration deteriorates,
expansion loses force,
price continues moving largely through inertia.
The Price Pulse Oscillator was built to visualize these transitions.
Rather than focusing on the final outcome, the indicator focuses on the process leading to that outcome.
Components
1. Live Pulse (Blue Line)
The Live Pulse measures where current price sits within its recent trading range.
Conceptually it functions similarly to a stochastic oscillator but is continuously updated as the active candle develops.
The Pulse provides a real-time representation of market positioning:
High values indicate price is trading near recent highs.
Low values indicate price is trading near recent lows.
Mid-range values indicate equilibrium.
The Pulse itself is not intended to be a signal.
Instead, it serves as the foundation from which the indicator's higher-order information is derived.
2. Signal Line (Red Line)
The Signal Line is a smoothed version of the Live Pulse.
Its purpose is to create a reference against which changes in market rhythm can be evaluated.
Traditional crossover logic can be applied, but the indicator is most effective when analyzing:
the speed of the crossover,
the angle of the crossover,
the compression state surrounding the crossover,
and the behavior of velocity and acceleration during the crossover.
In many cases, how the crossover occurs contains more information than the crossover itself.
3. Velocity (Black Line)
Velocity measures the rate of change of the Pulse.
In simple terms:
Velocity shows how quickly market pressure is changing.
Positive velocity suggests increasing bullish pressure.
Negative velocity suggests increasing bearish pressure.
Velocity often begins shifting before price visibly breaks out of a consolidation structure.
For this reason it can be viewed as a measure of directional participation.
4. Acceleration (Magenta Line)
Acceleration measures the rate of change of Velocity.
In simple terms:
Acceleration shows whether momentum itself is strengthening or weakening.
This is often one of the earliest components to shift.
Acceleration may begin rising while price remains range-bound and before Velocity has fully turned.
For this reason it can serve as an early indication that market conditions are changing beneath the surface.
A useful way to think about the hierarchy is:
Acceleration → Velocity → Price
Changes frequently appear in this order.
5. Compression / Expansion Histogram
The histogram measures the degree of compression or expansion occurring within the Pulse itself.
High histogram readings indicate:
reduced internal oscillation,
consolidation,
volatility contraction,
energy storage.
Low histogram readings indicate:
expansion,
volatility release,
active directional movement.
The histogram should not be viewed as bullish or bearish.
Instead it provides context regarding whether the market is currently storing energy or releasing energy.
Market States
The Price Pulse Oscillator is particularly useful when identifying transitions between market states.
Compression State
Characteristics:
High compression histogram
Flattening Pulse
Declining Velocity
Stabilizing Acceleration
Interpretation:
The market is entering equilibrium.
Directional conviction is temporarily reduced.
Energy is being stored.
These conditions frequently precede significant expansion phases.
Ignition State
Characteristics:
Compression begins declining
Velocity turns higher
Acceleration rises sharply
Pulse crosses Signal
Interpretation:
Stored energy is beginning to release.
The market is transitioning from equilibrium toward expansion.
Expansion State
Characteristics:
Compression continues declining
Velocity remains elevated
Pulse remains above or below Signal
Acceleration remains positive
Interpretation:
Directional movement is strengthening.
Participation is increasing.
The trend is actively expanding.
Mature Expansion State
Characteristics:
Compression remains low
Velocity begins flattening
Acceleration weakens
Price continues trending
Interpretation:
The trend remains intact but internal force is beginning to fade.
Expansion may continue, but participation is no longer strengthening.
Exhaustion State
Characteristics:
Compression fully released
Velocity declining
Acceleration negative
Pulse remains extended
Interpretation:
The market may be approaching a local high or low.
Price can still move further, but internal momentum is deteriorating.
Suggested Usage
The Price Pulse Oscillator is not intended to replace price action analysis.
Instead it is designed to complement:
Market Structure
Volume Analysis
VWAP Frameworks
Order Flow
Market Profile
Bookmap
Liquidity Analysis
The indicator is most effective when used as a continuous market condition monitor.
Rather than asking:
"Should I buy or sell?"
the indicator encourages a different question:
"What state is the market currently in?"
By focusing on transitions between compression, expansion, and exhaustion, traders can develop a deeper understanding of the rhythm and internal mechanics driving price movement.
Key Principle
The Price Pulse Oscillator is not designed to predict price.
It is designed to monitor the changing state of price action in real time.
Its primary purpose is to reveal the evolving rhythm, force, and compression of the market as they develop. Indicator
Volatility Cluster Pressure [JOAT]Volatility Cluster Pressure
Introduction
Volatility Cluster Pressure tracks EWMA variance, realized volatility, vol-of-vol, jump intensity, compression, expansion, and unstable cluster states.
This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used.
Core Concepts
1. EWMA Variance
A recursive lambda model emphasizes recent returns while retaining volatility memory.
2. Volatility Rank
EWMA volatility is ranked within a historical window.
3. Jump Intensity
Absolute return deviations identify abnormal movement relative to recent behavior.
4. Pressure Rails
Volatility and instability expand adaptive pressure rails around price.
ewmaVar := lambda * ewmaVar + (1 - lambda) * logRet * logRet
Features
EWMA/GARCH-style variance pressure
Volatility rank and vol-of-vol
Jump z-score
Compression, expansion, and unstable states
Adaptive pressure rails and HUD
Input Parameters
Cluster window and EWMA lambda
Cluster pressure and compression gates
Cooldown
Rails, candles, and HUD toggles
HUD position selector
How to Use This Script
Use VCP to understand volatility conditions before interpreting signals. Compression, expansion, and unstable states describe risk environment.
Limitations
The script uses historical OHLCV data and cannot know future prices.
Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting.
Model outputs should be interpreted with market context, risk controls, and independent analysis.
No visual state should be treated as a certain trade outcome.
Originality Statement
VCP is original in combining recursive variance, vol rank, jump pressure, instability, and adaptive rails.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment.
-Made with passion by jackofalltrades
Indicator
Indicator
ATR & Fibonacci Expansion ZonesATR & Fibonacci Expansion Zones is a multi-mode ATR framework designed to help traders read price location, volatility expansion, session structure, and active high/low range context. The script is built around a simple but powerful idea: ATR levels can provide a volatility-adjusted map of how far price has moved from a meaningful close reference. From there, the workflow adds flexible mode selection, organized ATR labels, optional historical ATR periods, mode-aware AVWAPs, active high/low zones, and fibonacci labels that correspond to a respective level within the enabled mode.
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Core Idea
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ATR (actual true range) is powerful because it gives price movement a volatility-adjusted frame of reference.
This script helps traders evaluate:
• How far price has expanded from the selected close anchor
• Whether price is still near the first ATR expansion zone or already extended
• Whether price is approaching a major +1, +2, +3, or +4 ATR area
• Whether price is reacting around an active session high/low zone
• Where price is trading inside the active session fibonacci range
• Which ATR mode best frames the current move: Daily, Multiday, Swing, Position, or Long-Term
That makes the script useful for intraday context, multiday moves, swing structure, position-style tracking, and longer-term range mapping.
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ATR Modes
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The script renders one selected ATR engine at a time. This keeps the chart cleaner than stacking multiple ATR families together.
Included modes:
Daily
Uses the daily ATR framework. Best for day/session-level context on intraday charts.
Multiday
Uses the weekly ATR framework. Best for trades developing across multiple sessions.
Swing
Uses the monthly ATR framework. Best for larger swing-style movement.
Position
Uses a 3-month ATR framework. Best for broader position-style context.
Long-Term
Uses a 12-month ATR framework. Best for major range structure and larger macro-style moves.
All modes can render the full 23.6% through 400% ATR expansion range, with separate line and label controls for each major range block.
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ATR Expansion Grid
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The main ATR grid plots upper and lower ATR expansion levels from the selected close anchor.
The grid includes:
• 23.6% to 100%
• 123.6% to 200%
• 223.6% to 300%
• 323.6% to 400%
Each range has its own parent Show / Hide controls for lines and labels, plus child controls for upper and lower sides. This makes it easier to keep the chart simple when only the closer ATR levels matter, or expand the full map when price is making a larger move.
The labels can show:
• ATR ratio
• ATR level price
• selected mode tag
• percent distance from current price
That percent-from-price read helps make the grid more practical because you can quickly see how close price is to the next ATR level instead of visually estimating it or using the info line tool.
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Previous / Current Close Reference
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The PCL / CC line and label show the active close reference used by the selected ATR grid. Depending on the selected mode and settings, this can represent:
• Previous Close
• Current Close
• Daily close reference
• Weekly close reference
• Monthly close reference
• 3-month close reference
• 12-month close reference
The label can also show close-to-close percent change and RSI(14) from the selected ATR timeframe. This is important because the close anchor is the foundation of the ATR grid. The script keeps that reference visible so the user can see exactly where the ATR expansion map begins.
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ATR Session AVWAPs
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The script includes mode-aware ATR Session AVWAPs. These are not static VWAPs. They follow the currently selected ATR mode. Depending on the mode, the AVWAP set can reset from:
• the active day/session
• the active week
• the active month
• the active 3-month period
• the active 12-month period
Included AVWAP paths:
• Session VWAP
• High AVWAP
• Low AVWAP
The Session VWAP starts from the active ATR period/session start. The High AVWAP anchors from the candle that creates the active period high. The Low AVWAP anchors from the candle that creates the active period low. When a new active high or low forms, the matching AVWAP re-anchors.
In practical terms:
• ATR levels show volatility expansion from the selected close anchor
• AVWAPs show volume-weighted behavior from the active period structure
• High/Low AVWAPs help track how price behaves after major active-period extremes form
This adds a useful volume-weighted layer around the ATR map.
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ATR Session High / Low Boxes
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The script can also draw active high and low boxes for the selected ATR session or period.
The High Box starts from the candle that creates the active high.
The Low Box starts from the candle that creates the active low.
These boxes are wick-based, which makes them useful for highlighting rejection zones, liquidity wicks, exhaustion candles, or important high/low reference areas inside the active ATR period.
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ATR Session Fibonacci Labels (levels)
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ATR Session Fibonacci Labels add another layer of context beside the ATR grid.
The ATR grid answers:
“How far has price expanded from the selected close anchor?”
The session fib labels answer:
“Where is price trading inside the active high-to-low range?”
The fib labels use the same active high and low tracked by the AVWAP and high/low box engines.
Direction is inferred automatically:
• If the low formed before the high, the script treats it as a bullish session leg
• If the high formed before the low, the script treats it as a bearish session leg
The fib labels can show:
• fib ratio
• price
• percent distance from current price
This creates a clean second layer of structure: ATR levels for expansion, fib labels for internal active-range location.
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Historical ATR Periods
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The script includes an optional Historical ATR Periods mode. When enabled, prior ATR grid segments can remain visible for a user-defined number of completed ATR periods.
This is useful for reviewing:
• how price respected previous ATR levels
• where prior extensions acted as support or resistance
• whether price repeatedly reacted around certain volatility zones
• how current ATR behavior compares to prior periods
Historical labels are intentionally excluded to keep the chart cleaner. The historical mode focuses on line segments only.
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Asset-Aware Behavior
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The script includes separate behavior for stocks, crypto, and futures.
For stocks and funds:
• ATR calculations can use regular or extended-session source data
• Daily lines can start from regular open or extended open
• Daily AVWAPs, boxes, and fib labels can reset from the extended-session / premarket day start when available
• Higher-timeframe stock modes wait for the first regular-hours bar of the new period for cleaner visual alignment
For crypto:
• the chart ticker is used
• Daily mode resets once per calendar day
For futures:
• the chart ticker is used
• Daily mode uses a Globex-style 5:00 PM Central session boundary
• higher-timeframe modes reset from the selected W / M / 3M / 12M ATR period boundary
This makes the script more flexible across different asset classes instead of treating every market like a regular-hours stock chart.
────────────────────────────
How I Use It
────────────────────────────
I use this script as a volatility and structure map.
A few practical ways to read it:
• Daily mode helps frame intraday price movement around the active daily ATR grid
• Multiday mode helps show where price is trading inside the weekly ATR structure
• Swing mode is useful when the daily chart is too narrow and the monthly range matters more
• Position and Long-Term modes help zoom out and understand broader extension zones
• PCL (previous close) / CC (current close) keeps the close anchor visible
• The Auto close-anchor setting is especially useful for Daily stock mode because it automatically adapts between Current Close during New York premarket / after-hours and Previous Close during regular market hours
• This means the ATR grid can stay aligned with the session environment without forcing the user to manually decide when to use PCL or CC
• During premarket and after-hours, Current Close helps the levels respond to the active extended-hours move
• During regular hours, Previous Close keeps the main daily ATR map anchored to the completed prior session
• The price guide dash makes it easier to line up current price with the ATR label column
• High/Low Boxes help mark active wick-based extremes
• Session AVWAPs add a volume-weighted path from the active period and its extremes
• Session Fib Labels show internal retracement context inside the active high/low range
• Historical ATR Periods help review how price behaved around prior ATR grids
The Auto close-anchor behavior is one of the most practical parts of the workflow. Premarket and after-hours trading can make a static previous-close grid feel disconnected from the live move, while regular-hours trading often benefits from keeping the prior close as the main reference. Auto handles that transition in the background so the ATR levels remain tied to the most relevant close reference for the active session. In other words, you don't have to decide when to use "Use Current Close" depending on if your'e in pre-market or regular trading hours.
The value of this script is organization. It brings ATR expansion, close-reference context, session extremes, AVWAP structure, and active-range fib location into one chart-side workflow.
ATR levels by themselves can already be useful but this script expands that idea into a fuller range map so traders can better judge whether price is early in a move, pressing into extension, reacting from an active extreme, or moving through a broader volatility structure.
────────────────────────────
Attribution
────────────────────────────
This script is a modern rebuild inspired by Saty’s ATR Levels concept and my original ATR Levels publication.
Special thanks to SimpleCryptoLife for past help and inspiration around improving the original ATR Levels workflow and for the Significant Figures library used for cleaner number formatting.
As always, this is a visual context tool. It is not meant to replace risk management, market structure, support/resistance, volume analysis, or a complete trading plan.
────────────────────────────
A Few Chart Examples
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Indicator
AlligatorFlex Reversal Engine
AlligatorFlex Reversal Engine detects potential early trend-shift conditions using modified Alligator structure, line slope, volume expansion, and range confirmation.
NASDAQ:QQQ
AlligatorFlex Reversal Engine is a modified Alligator-style indicator designed to identify potential early trend-shift conditions using slope, volume, and price-range validation.
Unlike a traditional Alligator indicator that only plots trend structure, AlligatorFlex adds confirmation filters to highlight moments where the market may be transitioning from one directional state to another.
The indicator uses three EMA-based Alligator lines:
- Jaw: slower structure line
- Teeth: medium structure line
- Lips: faster structure line
Each line changes color based on its current slope, allowing traders to quickly visualize whether the internal structure is pushing upward or downward.
Signal validation includes:
- All three Alligator lines must show directional slope.
- Current volume must exceed the average volume by a user-defined multiplier.
- The recent price range must expand beyond its average range.
- Line structure must meet the required alignment condition.
A LONG signal appears when the Alligator structure is still positioned in a bearish alignment, but all three lines are rising with strong volume and range expansion. This can suggest a possible bullish reversal or early recovery attempt.
A SHORT signal appears when the structure is still positioned in a bullish alignment, but all three lines are falling with strong volume and range expansion. This can suggest a possible bearish reversal or early rejection.
This makes the indicator useful for traders looking for possible transition zones, reversal pressure, momentum shifts, and early directional expansion.
Best used with:
- Higher timeframe trend context
- VWAP
- Support and resistance
- Market structure
- Volume analysis
- Breakout or reclaim setups
AlligatorFlex Reversal Engine helps traders detect potential early market shifts by combining a modified Alligator structure with slope, volume, and range expansion filters.
Instead of only showing moving average lines, the indicator evaluates whether the market is showing enough directional pressure to justify a possible transition signal.
It highlights moments where:
- Alligator lines begin to slope in the same direction
- Volume expands above average
- Price range expands beyond normal conditions
- Structure suggests a possible reversal or directional shift
LONG and SHORT labels are plotted directly on the chart when all confirmation layers align.
The goal of AlligatorFlex is to help traders spot possible early reversal pressure before a fully developed trend becomes obvious.
Jaw Length:
Controls the slowest Alligator structure line.
Teeth Length:
Controls the medium Alligator structure line.
Lips Length:
Controls the fastest Alligator structure line.
Volume Length:
Defines the lookback period used to calculate average volume.
Range Length:
Defines the lookback period used to calculate recent price-range expansion.
Slope Threshold:
Minimum slope required from each Alligator line before a signal can be considered valid.
Volume Multiplier:
Requires current volume to be greater than average volume by the selected multiplier.
Range Multiplier:
Requires the recent price range to expand beyond its average range by the selected multiplier.
Limitations:
- This is a modified Alligator-style indicator, not the classic Williams Alligator.
- Signals are designed for potential early shifts, not confirmed trend continuation.
- Volume filters may behave differently across markets with unreliable or synthetic volume.
- Range expansion can trigger late signals after a move has already started.
- Choppy markets can still produce false signals.
- The indicator does not include stop loss, take profit, or position sizing logic.
Important:
This indicator is not a standalone trading system and does not predict future price movement. It is designed as a visual confirmation tool for identifying potential directional shifts. Signals may fail during choppy, low-liquidity, or range-bound conditions. Indicator
Aegis Liquidity Ledger [JOAT]Aegis Liquidity Ledger
Introduction
Aegis Liquidity Ledger is an open-source liquidity pressure indicator built to answer a specific execution question:
Where is directional pressure being sourced, and where has that pressure already left behind a meaningful area of interest?
The script approaches that problem through two linked components:
a volatility-normalized pressure oscillator
shelf detection and origin-zone mapping
The oscillator explains whether participation is pushing in a bullish or bearish direction.
The shelf and origin logic explains where that pressure emerged from.
This separation is intentional.
It gives traders both the why and the where without forcing everything into a single overlay object.
Core Concepts
1. Composite Pressure Engine
The script blends multiple rate-of-change windows into one composite pressure signal.
Short-term impulse and slower campaign participation are both included so the output does not depend on a single lookback length.
2. Volatility-Normalized Thresholds
The pressure signal is measured against its own recent standard deviation rather than a fixed threshold.
This allows the expansion bands to adapt to the instrument and timeframe being viewed.
3. Shelf Detection
The script scans for repeated upper and lower interactions using body extremes and wick touches.
That makes the shelf logic more sensitive to areas where liquidity may have repeatedly rested.
4. Expansion Origin Zones
When pressure transitions through an adaptive bound on a confirmed bar, the script creates a source zone around the origin candle that preceded the release.
This zone remains relevant until price fully accepts through it.
5. Mitigation Logic
Shelves are not removed immediately.
They remain live until price fully accepts through the opposite side of the zone, after which they are visually de-emphasized as mitigated.
Features
Four-window pressure model: fast, medium, slow, and macro ROC blended together
Pressure smoothing: EMA smoothing controls oscillator responsiveness
Adaptive expansion thresholds: thresholds scale with recent pressure volatility
Normalized oscillator: pane output compresses pressure into an interpretable range
Demand and supply shelves: persistent shelf zones are drawn directly on the chart
Origin-zone logic: shelf creation is tied to confirmed expansion events
Touch and intensity tracking: shelf labels summarize interaction count and density
Mitigation state: zones are visually softened after full acceptance through them
Pressure-based candle coloring: optional chart bars reflect dominant liquidity pressure
Institutional dashboard: dashboard summarizes pressure, compression, shelf dominance, and state
Input Parameters
Pressure Engine
Fast ROC
Medium ROC
Slow ROC
Macro ROC
Pressure Smoothing
Expansion Threshold Multiplier
Liquidity Shelves
Shelf Window
Shelf Width ATR
Max Live Shelves Per Side
Show Expansion Origin Zones
Show Shelf Labels
Display
Show Pressure Fill
Show Expansion Glow
Show Zero Line
Color Candles By Pressure
Dashboard Position
Dashboard Size
How to Use This Indicator
Step 1: Read Pressure Before Reading Shelves
Start in the pane.
If the pressure engine is neutral or compressed, shelf interactions are more likely to behave as reaction zones than true continuation sources.
Step 2: Watch for Confirmed Expansion
New shelves matter most when they are created by a confirmed expansion through the adaptive threshold.
That is the moment the script treats the move as meaningful enough to register an origin.
Step 3: Distinguish Live From Mitigated Zones
Fresh shelves are stronger contextual references than mitigated shelves.
Once a zone has been fully accepted through, it should be treated as reduced context rather than untouched inventory.
Step 4: Compare Upper and Lower Density
The interaction counts and intensity values help frame whether the instrument has built more meaningful supply or demand shelves in the current environment.
Step 5: Combine With Structure
Aegis Liquidity Ledger is not a standalone regime classifier.
It works best beside structure or session tools that explain the broader context around the pressure source.
Indicator Limitations
Liquidity shelves are inferred from price behavior, not from direct order book or market-by-order data
Aggressive settings can create more shelves than slower traders may want to track
Pressure normalization adapts to the instrument, but abrupt volatility shocks can still distort thresholds temporarily
A shelf is an area of contextual interest, not a guarantee of reversal or continuation
Originality Statement
Aegis Liquidity Ledger is structured around the relationship between a normalized pressure oscillator and persistent source-zone shelves.
Its design emphasizes where pressure comes from, how dense liquidity has been on each side of price, and whether a prior source has been mitigated, rather than simply plotting another momentum line.
Disclaimer
This indicator is provided for educational and informational purposes only.
It is not a recommendation to trade and should not be interpreted as financial advice.
All shelf and pressure readings are model-based interpretations of chart data and can fail under changing market conditions.
Always use independent analysis and risk management.
Indicator
Obsidian Regime Ribbon [JOAT]Obsidian Regime Ribbon
Introduction
Obsidian Regime Ribbon is an open-source trend-state and execution-context overlay built to classify directional conditions before a trader applies any separate entry model. Instead of using a single moving average or one oscillator threshold, it combines an adaptive range filter, efficiency ratio, ADX strength, choppiness, momentum confirmation, higher-timeframe bias, and EMA alignment into one chart layer.
The problem this script solves is regime confusion. Traders often apply trend-continuation logic in compression or try fading price while directional participation is still strong. Obsidian Regime Ribbon provides a structured state model with a filtered regime line, layered expansion bands, reclaim signals, stretch tags, execution rails, and a compact dashboard so the user can read whether price is trending cleanly, overextending, or losing sponsorship.
Core Concepts
1. Adaptive Range Filter
The central filter line is not a static moving average. It uses ATR distance and an efficiency-ratio-driven multiplier so the filter widens during noisy conditions and tightens when price movement becomes more directional.
2. Multi-Factor Regime Gate
ADX checks directional strength, choppiness checks compression, momentum confirms directional pressure, higher-timeframe EMA bias provides external context, and EMA spread measures local alignment. These conditions feed a scorecard so the user can separate weak drift from stronger directional structure.
3. Expansion And Reclaim Framework
Four ATR-derived bands are projected above and below the regime filter. Confirmed regime shifts create labeled accumulation or distribution windows. Pullback reclaim signals print only after price revisits the regime line and closes back through it on a confirmed bar.
4. Execution Rails
Confirmed shifts and reclaim events create forward execution rails and zones directly on the chart. In bullish conditions they behave as demand rails, and in bearish conditions they behave as supply rails.
Features
Adaptive regime filter: ATR-based directional filter with efficiency-ratio adaptation
Layered regime bands: Four expansion bands above and below the filter
EMA structure cloud: Fast and slow structure means with directional fill
Confirmed regime shift labels: Bullish and bearish shifts print only after confirmation
Reclaim signals: Diamond markers when price reclaims the regime line
Execution rails: Demand and supply rails with right-edge price labels
Stretch tags: Labels when price reaches extreme premium or discount relative to the filter
Expansion markers: Additional markers when price pushes through secondary band thresholds
State-based candle coloring: Candle tint changes with regime and score strength
Dashboard: State, conviction, age, ER, ADX, chop, stretch, HTF alignment, and shift counts
Confirmed-bar logic: Regime changes and reclaim signals are designed for confirmed bars only
Input Parameters
Engine:
Range Length and Range Multiplier control the core filter sensitivity
Efficiency Length controls how quickly adaptation reacts to directional efficiency
Base Confirm Bars controls how many bars are required before a regime shift is locked
Stretch Threshold defines when a move is considered overextended in ATR terms
Filters And Display:
ADX, choppiness, momentum, and higher-timeframe controls define the regime gate
Regime band, filter line, candle color, dashboard, execution zone, and stretch tag toggles
How to Use This Indicator
Step 1: Read the current regime from the dashboard and candle state first.
Step 2: Use the conviction score to decide whether the trend is fully structured or transitional.
Step 3: Watch regime shift labels to identify when directional control changes.
Step 4: Use reclaim diamonds and execution rails as retracement reference instead of chasing outer-band extensions.
Step 5: Treat stretch tags as caution zones where reward-to-risk may deteriorate.
Indicator Limitations
Adaptive filters can still lag the first bar of a sharp reversal because confirmation is intentionally delayed
Higher-timeframe alignment can temporarily disagree with local price rotation during early reversals
Stretch conditions do not guarantee reversal; they only identify extended distance from the filter
This script is a context overlay, not a complete trading system by itself
Originality Statement
Obsidian Regime Ribbon is original in the way it combines an adaptive range-state engine, multi-factor regime gate, expansion-band framework, reclaim signals, and forward execution rails into one integrated context overlay. The purpose is not to merge unrelated tools, but to build a single decision layer that explains trend state, extension, and pullback quality together.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Regime, reclaim, and stretch conditions are derived from historical price behavior and do not guarantee future outcomes. Always use independent analysis and risk management.
-Made with passion by jackofalltrades
Indicator
Volatility Covenant Ribbon [JOAT]Volatility Covenant Ribbon
Introduction
Volatility Covenant Ribbon is an open-source volatility-state overlay that measures expansion, compression, and directional persistence using ATR percentile behavior, directional range separation, layered ribbon bands, event boxes, and an optional TP/SL scaffold when a fresh volatility expansion confirms.
The script is designed to answer whether the market is compressing, expanding, or expanding in a directional way. Many overlays show ATR or band width, but they do not separate directional expansion from neutral turbulence. Volatility Covenant Ribbon addresses that by combining percentile context with directional imbalance and basis location.
Core Concepts
1. ATR Percentile
ATR is compared against its own rolling history to determine whether the market is relatively compressed, neutral, or expanded.
2. Directional Range Separation
Bullish and bearish candle ranges are smoothed separately. Their imbalance helps distinguish upside expansion from downside expansion.
3. Layered Volatility Ribbon
Inner, middle, and outer ATR-based layers are rendered around a central basis to give the chart a volatility structure instead of a single line.
4. Event Boxes
Expansion and compression states are also visualized with forward boxes so the chart keeps a persistent visual record of the current volatility regime.
5. Volatility Scaffold
When a fresh expansion state confirms, the script can draw an informational TP/SL ladder based on ATR-defined risk distance.
Features
ATR percentile engine: Relative volatility classification from rolling ATR history
Directional range imbalance: Distinguishes bullish and bearish expansion pressure
Layered ribbon system: Inner, middle, and outer ribbons around the basis
Expansion and compression states: Separate confirmed conditions instead of one generic volatility reading
State boxes: Event-driven boxes for active expansion or compression
Optional TP/SL scaffold: Informational rails for fresh expansion phases
Top-right dashboard: Shows state, ATR percentile, volatility condition, basis location, direction, score, ATR, and scaffold status
How to Use This Indicator
Step 1: Check whether ATR is in expansion, compression, or neutral territory.
Step 2: Read directional imbalance. This helps distinguish bullish expansion from bearish expansion.
Step 3: Use the ribbon as context for whether price is extending with or against volatility pressure.
Step 4: Treat fresh expansion scaffolds as planning tools, not as certainty.
Indicator Limitations
ATR percentile depends on the selected lookback and can vary across instruments
Directional range separation is a price-derived estimate, not a true order-flow measurement
Compression can persist longer than expected in slow markets
The TP/SL ladder is informational and does not place orders
Originality Statement
Volatility Covenant Ribbon is original in the way it merges relative ATR behavior, directional range imbalance, layered ribbon architecture, event boxes, and execution-style scaffolding into one open-source volatility overlay. It is intended as a volatility context tool rather than a standalone signal generator.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Volatility regimes can shift rapidly and may not lead to directional follow-through. Always use proper risk management and independent analysis.
-Made with passion by jackofalltrades
Indicator
Keltner Squeeze Release Planner [AGPro Series]# Keltner Squeeze Release Planner
🧠 Core Idea
Is volatility compression turning into a clean Keltner Channel release, or is price still trapped inside the squeeze?
📌 Overview / What it does
Keltner Squeeze Release Planner is a volatility compression and expansion decision-support script built around Keltner Channels.
The script detects compressed Keltner width, evaluates whether price releases beyond the channel with enough expansion quality, scores the release from 0 to 100, and maps an expansion corridor with target rails and failure context.
It does not predict price direction, automate trading, or provide guaranteed signals. It organizes squeeze, release quality, volatility rank, direction bias, and action state into a cleaner workflow.
🎯 Purpose & Design Philosophy
Many traders can see a breakout after it happens, but the difficult part is separating real volatility expansion from a weak push outside the channel.
This script was built for traders who want a structured way to read Keltner squeeze behavior, release strength, and early failure risk.
The design supports patience during compression and cleaner observation when price finally leaves the channel.
⚡ Why This Script Is Different
Most Keltner tools draw the channel and leave interpretation to the user.
This script does NOT treat every channel break as meaningful.
Instead, it evaluates compression depth, expansion ratio, close pressure, candle body quality, relative volume, and basis slope before marking a release as READY.
⚙️ Methodology
1. Keltner Channel Mapping
2. Compression Detection
3. Release Edge Evaluation
4. Expansion Quality Scoring
5. Corridor And Failure Mapping
6. Panel And Alert Output
🗺️ How to Read the Chart
The Keltner Channel shows the active volatility envelope around price.
Compression shading marks periods where channel width is low relative to recent history.
BULL RELEASE and BEAR RELEASE labels appear when price leaves the channel with enough release quality.
The release corridor projects possible expansion space after a qualified release.
The panel summarizes Squeeze, Release Score, Volatility, Direction Bias, and Action.
🚦 Signals & States
• READY → A qualified Keltner squeeze release has formed.
• MONITOR → A release context is active and should be observed.
• WAIT → Compression may exist, but release quality is not confirmed.
• INVALIDATED → A release failed back into the channel context.
• BLOCKED → The script cannot define a valid Keltner context.
🔔 Alerts Logic
Bullish Keltner Squeeze Release Ready triggers when price releases above the upper Keltner Channel after compression with enough score quality.
Bearish Keltner Squeeze Release Ready triggers when price releases below the lower Keltner Channel after compression with enough score quality.
Keltner Compression Active triggers when channel width is low enough to qualify as squeeze context.
Keltner Squeeze Release Failed triggers when an active release loses quality and moves back into the failure area.
Alerts are attention markers, not trade instructions.
🧩 Confluence Logic
The release score combines compression depth, expansion ratio, close pressure beyond the channel, candle body quality, relative volume, and basis slope.
When these conditions align, the release context becomes stronger.
📊 When to Use
• Markets moving from low volatility to expansion
• Breakout environments
• Consolidation-to-trend transitions
• Intraday or swing contexts where volatility contraction matters
⚠️ When NOT to Use
• Extremely illiquid symbols
• Random high-noise chop
• News spikes with unstable spreads
• Symbols where Keltner width is distorted by abnormal candles
🎛️ Key Inputs
• Keltner Basis Length → controls the EMA basis of the channel.
• ATR Length → controls channel width and volatility normalization.
• Keltner ATR Multiplier → adjusts how wide the channel is.
• Squeeze Threshold → defines how deep compression must be.
• Minimum Ready Score → controls how selective READY releases are.
• Projection Bars → controls how far the corridor extends.
• Visual settings → control labels, channels, zones, panel, and chart density.
🖥️ Interface & Visual Design
The script uses a compact AG Pro panel to make the current state readable at a glance.
The visual hierarchy is designed to keep the chart clean: channel context first, release label second, corridor and targets third.
Default settings are tuned for readable publication screenshots without hiding the core volatility story.
🧪 Practical Usage Workflow
1. Read the panel state.
2. Check whether compression is active.
3. Wait for a qualified release label.
4. Review the corridor and target rails.
5. Watch whether price holds or fails back into the channel.
🔍 Interpretation Guidelines
A READY release means volatility expansion conditions aligned according to the script rules.
It does not mean price must continue.
A weak or failed release means the channel break lost quality and should be interpreted within broader market context.
🚫 What This Script Is NOT
This script is not a prediction engine.
It is not a buy or sell signal generator.
It is not an automated trading system.
It does not guarantee breakouts, continuation, or reversals.
⚠️ Limitations & Transparency
Keltner behavior can change across symbols, sessions, and timeframes.
Compression may last longer than expected.
Strong news events can create release signals that behave differently from normal volatility expansion.
The script should be used with broader structure, liquidity, and risk context.
🧠 Market Context Notes
Keltner squeeze behavior is most useful when volatility has contracted enough to create a visible transition point.
The best contexts often combine compression, clean channel release, participation, and enough room for expansion.
🧾 Use Case Examples
When price compresses inside the Keltner Channel and then closes beyond the upper band with strong expansion, the script may mark a bullish release.
When price breaks below the lower band after compression and the release score is strong enough, the script may mark a bearish release.
When price breaks out but quickly moves back into the channel, the release can lose quality.
🧱 System Philosophy
This script is part of the AGPro Series approach: clean visual context, practical scoring, and decision-support states instead of noisy prediction labels.
🔐 Non-Promise Statement
No script can provide certainty.
No signal should be treated as guaranteed.
All outputs are rule-based analytical markers.
📉 Risk Disclosure
Trading involves risk.
Users are responsible for their own decisions, risk management, and position sizing.
This script is for educational and analytical purposes only and does not provide financial advice.
📚 Educational Note
The purpose of this script is to help users study volatility compression and release behavior through a structured Keltner Channel framework.
Indicator
Meridian Regime Overlay [JOAT]JOAT Meridian Regime Overlay
Introduction
JOAT Meridian Regime Overlay is an open-source market context overlay built to classify whether price is operating in directional expansion, balanced auction, or compression.
It is designed as a chart-first regime engine rather than a standalone trigger study.
The script combines local baseline alignment, confirmed higher-timeframe bias, pivot structure, opening-range acceptance, realized volatility state, and session VWAP location into one integrated regime map.
The problem it solves is context.
Many indicators can say whether price is above or below an average.
Far fewer explain whether the move is supported by volatility expansion, structural acceptance, value migration, and higher-timeframe alignment.
Meridian Regime Overlay focuses on that exact problem.
It grades the live auction bar by bar.
It also shows what is supporting the grade.
That makes it useful as a decision filter before interpreting any lower-level signal source.
This script is not trying to predict the future.
Its job is to organize the present market condition.
It helps answer practical questions:
Is the market trending with real conviction?
Is price only drifting above a baseline without expansion?
Is the market compressing near a likely release point?
Is higher-timeframe structure aligned with the current move?
Is price accepting away from value or simply rotating around it?
Core Concepts
1. Baseline Stack Alignment
Fast, slow, and anchor baselines define the local directional stack.
Directional strength improves when those baselines align in sequence and their slopes support the move.
fastBase = ta.ema(close, fastLen)
slowBase = ta.ema(close, slowLen)
anchorBase = ta.ema(close, anchorLen)
2. Confirmed Higher-Timeframe Bias
Higher-timeframe context is pulled using confirmed values only.
This avoids depending on unfinished HTF candles.
htfFast = request.security(syminfo.tickerid, biasTf, ta.ema(close , fastLen), lookahead = barmerge.lookahead_on)
htfSlow = request.security(syminfo.tickerid, biasTf, ta.ema(close , slowLen), lookahead = barmerge.lookahead_on)
htfAnchor = request.security(syminfo.tickerid, biasTf, ta.ema(close , anchorLen), lookahead = barmerge.lookahead_on)
3. Compression and Expansion State
The script compares Bollinger width and Keltner position to identify squeeze behavior and release behavior.
ADX and realized variance refine the classification.
4. Pivot Structure State
Confirmed pivots define recent structural reference points.
Breaks through those pivots update the structural state.
5. Session VWAP Context
Distance from session VWAP is normalized in ATR units.
This helps reveal whether price is auctioning away from value with intent or just rotating around it.
6. Opening-Range Acceptance
The opening range is tracked and plotted.
Acceptance above or below that range adds useful early-session context.
7. Composite Regime Score
Multiple directional variables are folded into a single regime score.
The score is a context summary, not a standalone trade signal.
8. Confirmed Event Labels
The overlay prints confirmed auction-up, auction-down, and squeeze-release labels directly on the chart.
Features
Directional regime classification: bullish expansion, bearish expansion, balance, and compression states
Baseline cloud system: fast and slow cloud for local trend stack
Confirmed HTF alignment: higher-timeframe bias uses confirmed values only
Opening-range plotting: high, low, and midpoint are tracked
Session VWAP context: value migration is integrated into the read
Pivot structure state: recent structural breaks are tracked
Compression and release logic: squeeze and expansion state are visualized
Bar-state coloring: candles transition with regime intensity
Confirmed event labels: auction and expansion markers print on the chart
Dashboard: summarizes regime, score, HTF, structure, volatility, and VWAP context
Input Parameters
Trend Engine:
Fast Baseline
Slow Baseline
Anchor Baseline
Adaptive Mean Length
Bias Timeframe
Slope Lookback
Slope Threshold ATR
RVOL Impulse Threshold
Volatility Engine:
ATR Length
Compression Length
Band Deviation
Keltner Length
Keltner Multiplier
ADX Length
ADX Floor
Expansion Threshold
Realized Variance Length
How to Use This Indicator
Step 1: Read the regime color, cloud, and dashboard state.
Step 2: Check higher-timeframe alignment before trusting directional continuation.
Step 3: Compare structure and VWAP position to see whether price is accepting away from value.
Step 4: Watch squeeze-release transitions closely because those often precede cleaner directional movement.
Step 5: Use the script as a context filter for other tools rather than as a complete trading system.
Indicator Limitations
Pivot structure confirms after the pivot fully forms, which is intentional non-repainting behavior
Higher-timeframe values are confirmed and therefore intentionally delayed
Compression can persist longer than expected in slow auction environments
Directional classification does not guarantee continuation
Originality Statement
This publication is original in the way it integrates baseline structure, confirmed higher-timeframe bias, compression state, realized variance, session VWAP, opening-range acceptance, and pivot structure into one unified regime overlay.
The components are not combined arbitrarily.
They all answer the same core question:
what is the current quality of the auction?
Disclaimer
This indicator is provided for educational and informational purposes only.
It is not financial advice.
Market regimes can shift quickly.
All readings are based on historical and current bar data and do not guarantee future performance.
Always use independent analysis and risk management.
Best Use Cases
Directional trend filtering before using a separate trigger model
Session context analysis during London and New York activity
Volatility transition analysis when compression begins to release
Structure-aware regime filtering for discretionary execution
Interpretation Notes
The strongest readings usually occur when the local stack, confirmed higher-timeframe stack, VWAP position, and volatility expansion agree.
If only one or two of those are aligned, the chart can still move, but the regime read is weaker.
Compression should not be treated as a bearish or bullish state by itself.
It is a warning that the market is withholding directional commitment.
Opening-range acceptance adds value because many directional sessions reveal their intent early.
When price cannot hold outside the opening range, the regime should usually be treated more cautiously.
Publication Notes
This script is intended to be published with a clean chart where the cloud, baselines, opening range, and event labels are clearly visible.
The chart should not be cluttered with unrelated overlays.
If showing an example image, the regime state and at least one structural transition should be identifiable at a glance.
-Made with passion by jackofalltrades
Indicator
Covenant Regime Atlas [JOAT]Covenant Regime Atlas
Introduction
Covenant Regime Atlas is an open-source Pine Script v6 market-regime indicator built to classify directional state through trend, expansion, persistence, and retest quality. Its purpose is not to predict the next trade by itself, but to create a durable bias layer that tells the trader whether the market is developing a bullish regime, a bearish regime, or a maturing directional environment worth respecting.
The problem this script solves is context instability. Many traders can spot a moving-average crossover or a burst in ATR, but that alone does not answer whether the regime is actually mature, whether momentum has real separation, or whether recent retests are behaving consistently with the dominant trend. Covenant Regime Atlas addresses this by blending multiple regime components into one overlay and dashboard.
The script uses a dual-mid framework derived from EMA and HMA references, ATR-scaled cloud and envelope bands, persistence measurement, heat normalization, slope impulse, and retest memory. This lets it move beyond a simple bullish-versus-bearish cross and instead describe whether the regime is developing, mature, expanding efficiently, or internally cooling.
The result is an indicator for traders who want a cleaner read of bias before interpreting any trigger tool. It is especially useful as a regime filter for execution indicators and strategies that should behave differently in mature directional flow versus unstable transition periods.
Core Concepts
1. Directional Mid Versus Structural Mid
The script creates a fast directional midpoint and a slower structural midpoint using blended EMA and HMA references. The spread between those two curves forms the backbone of regime direction.
float directionalMid = math.avg(emaFast, hmaFast)
float structuralMid = math.avg(emaSlow, hmaSlow)
bool trendBull = directionalMid > structuralMid
This gives the regime engine more shape than a single moving average crossover. The directional mid measures active flow. The structural mid measures slower context.
2. Regime Strength Through Separation And Heat
Regime strength is calculated from ATR-normalized spread plus the distance of normalized heat from its midpoint. In other words, the regime is strongest when the fast and slow structures are well separated and price is also positioned decisively within its recent range.
This helps avoid overvaluing tiny directional crosses that occur with little actual separation or energy.
3. Persistence And Maturity
Every regime needs time to prove itself. The script counts how long the current directional condition has been intact and compares that against a user-defined persistence floor. Once the threshold is met, the regime is treated as mature rather than merely developing.
This matters because a fresh directional flip is different from a directional condition that has held for many bars and survived multiple retest opportunities.
4. Retest Memory
After a mature regime forms, the indicator watches for controlled retests of the directional midpoint. Bull retests occur when price revisits the midline from above and closes back above it. Bear retests use the opposite condition. The last retest is stored as a dotted line and extended forward until it becomes irrelevant.
This gives the trader a simple memory of where the market most recently confirmed trend participation.
5. Pulse, Expansion, And Efficiency
The script also measures volatility expansion, slope impulse, heat drift, trend separation percentage, and directional travel efficiency. These metrics allow the dashboard to distinguish between a mature regime that is expanding forcefully and one that is mature but internally cooling or grinding.
Features
Bull and bear regime classification: Uses fast-versus-slow blended midpoints to define directional control
Maturity logic: Distinguishes developing regimes from mature ones using persistence counting
ATR-scaled cloud and envelope: Frames the current directional corridor directly on the chart
Retest memory engine: Stores the latest mature-regime retest level for forward reference
Initiation band: Preserves the regime start envelope so traders can judge distance from the original launch zone
Pulse ribbon: Adds a compact visual band around price to reflect internal heat conditions
Regime backdrop shading: Tints the chart according to the active directional state
Detailed dashboard: Displays strength, heat, persistence, expansion, slope pulse, retest distance, maturity, efficiency, and more
Confirmed-bar alerts: Includes mature bias, retest, expansion, continuation, efficient trend, and heat-reset conditions
Data-window outputs: Exposes regime internals for systematic reading or comparison
Visual Elements
Directional cloud: The gap between the fast and slow regime mids shows whether the market is operating with clean separation
Envelope bands: ATR-based boundaries help frame the active directional corridor around price
Initiation band: The regime launch area stays visible so users can measure how far the trend has traveled from origin
Retest line memory: The latest confirmed retest is preserved as a direct chart reference
Backdrop and pulse ribbon: Context shading and the pulse band make regime character readable without overloading the chart
Best Practices
Treat mature regimes differently from developing ones because the same trigger can behave very differently in each state
Watch heat drift when a regime remains mature but starts losing internal energy
Use retest memory to frame participation zones rather than chasing every extension away from the midline
Give more weight to regimes that show both persistence and expansion instead of one without the other
Use the atlas as a context engine first and an alert source second
Input Parameters
Trend Engine:
Fast Length: Sets the faster directional reference
Slow Length: Sets the slower structural reference
Heat Window: Defines the range-normalization window for heat calculations
ATR Length: Controls volatility normalization
Cloud Width Factor: Sets the width of the directional cloud and envelope
Retest Engine:
Show Retest Memory: Toggles retest storage and line rendering
Retest Cooldown Bars: Prevents retests from firing too frequently
Persistence Floor: Sets how many bars are required before a regime is considered mature
Show Initiation Band: Displays the preserved start range of the current regime
Maturity Window: Controls maturity scaling and travel-efficiency measurements
Display:
Show Dashboard toggle
Show Regime Backdrop toggle
Show Pulse Ribbon toggle
Independent bull, bear, neutral, and panel colors
How to Use This Indicator
Step 1: Read Regime Tag And Strength
Begin with the dashboard’s regime tag. It tells you whether the market is bullish or bearish and whether that state is still developing or already mature. Pair that with the strength reading to avoid confusing a weak directional bias with a strong one.
Step 2: Check Persistence And Expansion
Persistence tells you how long the regime has survived. Expansion tells you whether volatility is supporting the move. A mature regime with positive expansion usually deserves more respect than a new regime with weak expansion.
Step 3: Use Retest Memory As A Structural Anchor
When the retest line is present, it marks the last meaningful participation check inside the trend. That line can help frame whether the current move is still building from a healthy base or drifting too far away from supportive structure.
Step 4: Watch Heat Drift And Efficiency
Heat drift helps show whether the regime is internally warming or cooling. Efficiency tells you whether directional travel has been orderly. These readings are helpful when deciding whether the trend still looks clean or is becoming unstable.
Step 5: Use It As The Bias Layer For Other Tools
Covenant Regime Atlas is best used as a bias filter. It helps define whether you should be thinking continuation, pullback participation, or caution. Pair it with your own trigger logic rather than using the regime alone as a full trading plan.
Indicator Limitations
A developing regime can fail before reaching maturity, especially in choppy markets
Retest memory is useful for context, but the stored retest level is not guaranteed to hold on future tests
Efficiency and heat drift are descriptive metrics, not predictive guarantees of continuation
The indicator can still classify a directional state during periods where execution conditions are poor for actual trading
Originality Statement
Covenant Regime Atlas is original in the way it blends trend separation, maturity, retest memory, expansion, and efficiency into a unified regime overlay. It is not just a moving-average cloud with added cosmetics:
It separates directional identity from maturity, allowing the user to distinguish developing and established regimes
It stores retest memory as a living structural feature instead of relying only on static crossover logic
It combines heat, slope, expansion, and efficiency into one dashboard so regime quality can be judged from multiple dimensions
It preserves the initiation band of the current regime, which gives context that typical trend overlays do not maintain
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. Regime readings describe current market structure and internal state based on historical prices. They do not guarantee future movement or profitable trading decisions. Always use independent judgment and proper risk management.
-Made with passion by jackofalltrades
Indicator
CPR Expansion Planner [AGPro Series]CPR Expansion Planner
🧠 Core Idea
Is CPR width and price acceptance setting up a structured expansion day, or is price still inside a weak pivot context?
📌 Overview / What it does
CPR Expansion Planner is a chart-first Central Pivot Range planning tool built to evaluate whether the current session is developing enough structure for an expansion-day read.
The script studies CPR width, the current anchor open, accepted closes beyond CPR, developing range expansion, target room, and the active invalidation shelf. These components are converted into a 0-100 Expansion Score and a clear next-action state.
It produces a CPR band, projected expansion room, target rail, invalidation shelf, state labels, alerts, and a clean AGPro planning panel. It does not predict future price movement, automate trades, or guarantee continuation.
🎯 Purpose & Design Philosophy
This script was built for traders who already watch CPR but want a more practical planning layer than a static pivot display.
Many CPR tools show the Central Pivot Range and leave the user to decide whether the day is balanced, expanding, failing, or already extended. This script fills that gap by translating CPR context into readiness, room, invalidation, and action language.
The design supports a planning mindset: identify the CPR base, check whether price is accepting beyond it, measure whether expansion has room, and keep the invalidation shelf visible.
⚡ Why This Script Is Different
Most tools focus on plotting CPR lines, daily pivots, or support/resistance reactions.
This script does NOT clone a Pivot Points Reaction Map, does not plot a full pivot ladder, and does not treat every pivot touch as a reaction signal.
Instead, it focuses on one question: is the CPR context preparing an expansion day with enough acceptance, range development, and target room to deserve attention?
⚙️ Methodology
1. Context Detection
The script builds CPR from the selected anchor and reads whether price is working above, below, or inside the CPR structure.
2. Reference Mapping
It maps the CPR band, accepted expansion side, invalidation shelf, projected target rail, and active expansion room.
3. Reaction Evaluation
The model scores CPR width, open location, accepted closes beyond CPR, current range expansion, and target room.
4. Visual Output
The result is shown through CPR zones, state labels, planner rails, deterministic alerts, and a premium AGPro panel.
🗺️ How to Read the Chart
Zones = the CPR band shows the active expansion base. The expansion room box shows the distance between the accepted CPR edge and the target rail.
Labels = READY, WATCH, ROOM, SHIFT, FOLLOW, and INVALID labels describe the current planning state.
Colors = green highlights bullish expansion context, pink highlights bearish expansion context, amber highlights room or follow-through review, indigo highlights watch states, and red highlights invalidation risk.
Panel = the panel summarizes CPR Width, Accepted Side, Expansion Score, Invalidation, and Action.
🚦 Signals & States
• READY → CPR acceptance, score, room, and confirmation are aligned.
• WATCH → price is beyond CPR but still needs cleaner confirmation or score improvement.
• ROOM BLOCKED → CPR acceptance exists, but the target rail is too close or already reached.
• EXTENDED → price has moved beyond the planned target room and late-chase risk is elevated.
• INVALID RISK → price has reached the active invalidation shelf.
• SHIFT → the accepted expansion side changed after a previous READY state.
🔔 Alerts Logic
Alerts trigger when the script detects a READY CPR expansion state, accepted side shift, invalidation risk, major follow-through, or blocked target room.
Alerts are attention markers. They are not trade instructions, automated entries, or exit commands.
🧩 Confluence Logic
The strongest context appears when narrow CPR width, a balanced anchor open, accepted closes beyond CPR, range expansion, and clean target room align.
When only one or two components are present, the script usually stays in WATCH, ROOM BLOCKED, or WAIT rather than forcing a strong state.
📊 When to Use
• Intraday markets where Daily CPR is a visible reference.
• Swing contexts where Weekly CPR is more relevant.
• Potential expansion days after narrow CPR conditions.
• Sessions where price begins accepting clearly beyond the CPR band.
• Traders who want risk and target context around CPR instead of only static lines.
⚠️ When NOT to Use
• Very low-liquidity symbols with unreliable volume and wide spreads.
• Extremely noisy sessions where price repeatedly crosses CPR without acceptance.
• News-driven volatility where normal CPR structure can be overwhelmed.
• Markets where the selected CPR anchor is not meaningful for the user's timeframe.
🎛️ Key Inputs
• CPR Anchor → switches between Daily and Weekly CPR.
• Sensitivity → adjusts how quickly the planner recognizes CPR expansion conditions.
• Confirmation Mode → controls whether acceptance requires close confirmation, volume support, or stricter alignment.
• READY Threshold → sets the minimum Expansion Score for READY states.
• Clean Target Room ATR → defines how much space is needed before the target rail is considered clean.
• Event Label Cooldown → controls label density and keeps the chart readable.
• Panel and Label Font Size → controls visual readability.
🖥️ Interface & Visual Design
The interface is chart-first.
The CPR band anchors the setup, the expansion room gives directional context, and the invalidation shelf keeps risk visible. The panel is intentionally compact, with one merged blue AGPro title row and five decision rows.
The goal is a premium PulseWire visual: informative enough to avoid an empty chart, but restrained enough to stay clean.
🧪 Practical Usage Workflow
1. Read the panel and check the Expansion Score.
2. Identify whether price is accepting above or below CPR.
3. Review the expansion room and target rail.
4. Check the invalidation shelf.
5. Interpret READY, WATCH, ROOM, FOLLOW, or INVALID as planning context.
🔍 Interpretation Guidelines
Think in terms of structure, not prediction.
A narrow CPR can create expansion potential, but it still needs acceptance. Acceptance can be useful only if there is enough target room. A strong score with limited room may be less attractive than a moderate score with cleaner structure.
The script helps organize the CPR read; it does not replace broader market context.
🚫 What This Script Is NOT
• Not a prediction engine.
• Not financial advice.
• Not an auto trading system.
• Not a guaranteed signal generator.
• Not a full pivot ladder or generic support/resistance reaction map.
⚠️ Limitations & Transparency
• CPR behavior can vary across assets and sessions.
• Timeframe selection changes how the CPR anchor should be interpreted.
• High-impact news can distort normal expansion behavior.
• Thin liquidity can create false acceptance beyond CPR.
• The score is rule-based and should be interpreted within broader market context.
🧠 Market Context Notes
CPR can help frame session balance and directional acceptance. A narrow CPR often attracts expansion-day attention, but the useful question is not only whether CPR is narrow. The useful question is whether price accepts away from it with room, structure, and a clear invalidation reference.
🧾 Use Case Examples
When price opens near CPR, accepts above the top of the range, and develops range expansion with clean target room, the script may shift toward READY.
When price moves beyond CPR but immediately reaches the target rail, the script can mark ROOM BLOCKED or EXTENDED.
When price fails back through the opposite CPR edge, the planner can show INVALID RISK.
🧱 System Philosophy
AGPro Series tools are designed to turn visible market structure into practical decision context.
This script follows that philosophy by converting CPR from a passive reference into a structured expansion planner with score, state, risk, and target logic.
🔐 Non-Promise Statement
No guarantees.
No certainty.
No script can remove market risk or replace user responsibility.
📉 Risk Disclosure
Trading involves risk.
Users are responsible for their own decisions, risk management, and interpretation of market conditions.
This script is for educational and analytical purposes only and does not provide financial advice.
📚 Educational Note
Use the script to study how CPR width, acceptance, range expansion, and target room interact over time. The best value comes from reviewing repeated examples across different symbols, sessions, and timeframes.
Indicator
Expansion Failure Planner [AGPro Series]Expansion Failure Planner
🧠 Core Idea
Did volatility expansion create real travel, or did it fail back inside the prior structure?
📌 Overview / What it does
Expansion Failure Planner is a public-free PulseWire indicator built to evaluate failed volatility expansion attempts. It detects when price expands beyond a recent range edge, then tracks whether the move produces meaningful travel or quickly loses the edge.
The script produces a failed expansion corridor, expansion-edge guide, risk shelf, return-to-range target guide, compact state labels, alerts, and a clean AG Pro planning panel. It does not predict future price direction or automate trade decisions.
🎯 Purpose & Design Philosophy
This script was built for traders who do not only want to see that volatility expanded. They want to know whether the expansion still has quality, whether failure risk is rising, and what context should be reviewed next.
The design supports a decision-first workflow: identify the expansion attempt, measure failure risk, review target room, and decide whether the context deserves attention.
⚡ Why This Script Is Different
Most volatility tools focus on expansion, squeeze release, or breakout continuation.
This script does NOT act as a generic breakout signal, generic S/R zone, or continuation-only volatility map.
Instead, it focuses on one narrow question: did the expansion fail before producing real travel?
⚙️ Methodology
1. Context Detection
The script defines a prior range and watches for a volatility expansion attempt beyond that range edge.
2. Reference Mapping
It stores the expansion edge, expansion extreme, prior range midpoint, and return-to-range target area.
3. Reaction Evaluation
The planner scores failed travel using ATR expansion, close-back-inside behavior, missing follow-through, volume response, and range re-entry quality.
4. Visual Output
It draws the failed expansion corridor, expansion edge, risk shelf, return target, compact labels, and a premium AG Pro panel.
🗺️ How to Read the Chart
Zones = the failed expansion corridor between the original edge and the expansion extreme.
Labels = expansion attempts, failure-ready states, watch states, hold states, and reset context.
Colors = teal for upside expansion attempts, pink for downside expansion attempts, yellow for watch context, and indigo for edge/hold review.
Panel = the preferred viewing timeframe, current expansion state, 0-100 failure risk, reclaim status, target room, and next action.
🚦 Signals & States
• UP EXP / DN EXP → a volatility expansion attempt has been detected.
• UP FAIL / DN FAIL → the expansion failed back inside the prior structure with enough score.
• WATCH → failure risk is developing but confirmation is incomplete.
• HOLD → expansion is still holding beyond the edge.
• RESET / NO FAIL → the active failure window expired or real travel invalidated the failure context.
🔔 Alerts Logic
Alerts trigger when expansion failure reaches ready status, when watch context develops, when expansion holds beyond the edge, or when the failure window resets.
Alerts are attention markers only. They are not trade instructions.
🧩 Confluence Logic
The strongest context appears when ATR expansion, edge loss, missing follow-through, range re-entry, and participation align. When these components agree, the failure risk score increases.
📊 When to Use
• After volatility expansion attempts
• Around range-edge probes
• During breakout failure review
• When a move expands but does not travel
• When price quickly returns inside prior structure
⚠️ When NOT to Use
• Extremely low-liquidity symbols
• Very noisy micro ranges
• News-driven candles with abnormal gaps
• Markets where volume data is unreliable
• Charts where the prior range is not structurally meaningful
🎛️ Key Inputs
• Sensitivity → changes how strict the failure model is.
• Prior Range Lookback → defines the structure used for expansion reference.
• Expansion Bar ATR → controls how large a candle must be to qualify.
• Required Real Travel ATR → defines how much progress the expansion should produce.
• Confirmation Mode → controls close/volume/strict confirmation.
• Visual Settings → control corridor, guides, labels, projection, and label size.
• Panel Settings → control panel visibility, location, theme, font size, and best-viewed timeframe guidance.
🖥️ Interface & Visual Design
The panel is designed as a compact planning cockpit. The first row uses the AGPro merged blue header standard, while the remaining rows show best-viewed timeframe guidance, state, score, reclaim status, target room, and action.
The visual hierarchy keeps the chart readable: one active corridor, clear guide lines, and controlled labels.
🧪 Practical Usage Workflow
1. Read the panel state.
2. Check whether price is above or below the expansion edge.
3. Review the failed expansion corridor.
4. Compare failure risk with target room.
5. Use alerts as attention markers, not decisions.
🔍 Interpretation Guidelines
Think in terms of failed travel, not prediction. A high score means the script detected stronger failure characteristics. A low score means expansion may still be holding, or failure evidence is not strong enough.
🚫 What This Script Is NOT
• Not a prediction engine
• Not financial advice
• Not auto trading
• Not guaranteed signals
• Not a generic breakout indicator
• Not a generic support/resistance zone map
⚠️ Limitations & Transparency
• Timeframe differences can change expansion and failure structure.
• Volatility spikes can distort ATR-based scoring.
• Volume quality varies by market.
• Fast markets can move beyond the corridor before confirmation.
• Outputs should be interpreted within broader market context.
🧠 Market Context Notes
Expansion failure often matters when volatility appears strong but cannot create distance. This script focuses on that transition point between momentum attempt and failed travel.
🧾 Use Case Examples
When price expands above a range, stalls quickly, closes back inside the edge, and fails to build distance, the planner can mark an upside expansion failure.
When price expands below a range, loses downside follow-through, and re-enters the structure, the planner can mark a downside expansion failure.
🧱 System Philosophy
AGPro tools are built to reduce chart ambiguity by turning raw market events into structured decision context.
🔐 Non-Promise Statement
No indicator can provide certainty. This script provides rule-based context only.
📉 Risk Disclosure
Trading involves risk. Users are responsible for their own decisions. This script does not provide financial advice or guaranteed trading outcomes.
📚 Educational Note
Use the script as a structured learning and review tool for expansion failure behavior, failed travel, and volatility response.
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
Candle Expansion Readiness [AGPro Series]Candle Expansion Readiness
🧠 Core Idea
Is the current candle expansion meaningful enough to monitor, or is it only a noisy wide candle?
📌 Overview / What it does
Candle Expansion Readiness is a chart-first candle quality planner built to evaluate whether an active expansion candle has enough structure to deserve attention.
Instead of treating every wide candle as important, the script studies body efficiency, wick control, relative volume, ATR-normalized expansion, recent range behavior, and close location. These components are converted into a 0-100 Expansion Readiness Score with a clear state: READY, WATCH, FADE RISK, or WAIT.
The script produces expansion candle labels, a forward follow-through box, risk edge, target guide, failure/fade states, alerts, and a clean AGPro planning panel. It does not predict future price movement, automate decisions, or guarantee that an expansion candle will continue.
🎯 Purpose & Design Philosophy
This script was built for traders who want a cleaner way to judge expansion candles before reacting to them.
The gap it fills is practical: many candle tools mark a candle after it appears, but they do not explain whether that candle is efficient, supported, close-positioned, and monitorable. Candle Expansion Readiness turns that moment into a structured planning question.
The design supports a decision-first workflow: read the candle quality, check whether follow-through is developing, identify the risk edge, and decide whether the context deserves more attention.
⚡ Why This Script Is Different
Most tools focus on large candles, volume spikes, engulfing patterns, institutional candle labels, or general breakout signals.
This script does NOT clone Institutional Candle Detector, does not classify candles into institutional taxonomies, does not build an absorption system, and does not act as a generic breakout-volume tool.
Instead, it evaluates the current expansion candle as a readiness event. The output is not a trade command. It is a planning state that helps users separate monitorable expansion from weak, noisy, or fading candle behavior.
⚙️ Methodology
1. Context Detection
The script reads the active candle side from candle direction and close behavior, or lets the user force bullish or bearish readiness mode.
2. Reference Mapping
It maps the expansion candle, risk edge, follow-through window, and target guide.
3. Reaction Evaluation
The model scores body efficiency, wick control, relative volume, ATR expansion, recent range expansion, and directional close location.
4. Visual Output
The result appears through compact labels, candle glow, a forward follow-through box, risk edge, target guide, deterministic alerts, and the AGPro planning panel.
🗺️ How to Read the Chart
Zones = the follow-through box shows the monitored area from the expansion risk edge toward the target guide. Its label is centered inside the box.
Labels = compact markers show READY, WATCH, DOWNGRADE, CONFIRMED, INVALID, or FADED context.
Colors = green highlights stronger bullish readiness or confirmation, pink highlights bearish or invalidated context, amber highlights caution, and indigo highlights watch behavior.
Panel = the panel summarizes Candle Efficiency, Volume Support, Expansion Score, Follow-Through, and Action.
🚦 Signals & States
• READY → candle expansion quality is strong enough to monitor.
• WATCH → candle quality is improving but confirmation is incomplete.
• FADE RISK → the candle expanded, but wick or close behavior is weak.
• CONFIRMED → follow-through reached the active target guide.
• INVALIDATED → price crossed the active risk edge.
• FADED → the follow-through window expired without confirmation.
• WAIT → no strong enough expansion context is active.
🔔 Alerts Logic
Alerts trigger when the planner enters READY state, downgrades from READY or WATCH, crosses the active risk edge, confirms at the target guide, or fades after the follow-through window.
These alerts are attention markers only. They are not trade instructions, entry signals, or automated strategy commands.
🧩 Confluence Logic
The readiness state becomes stronger when body efficiency, close location, relative volume, ATR expansion, and wick control align on the same candle.
When those elements align and the follow-through box remains active without risk-edge violation, the candle context becomes cleaner. When the score is high but follow-through fails, the planner intentionally downgrades the context instead of ignoring the failure.
📊 When to Use
• Active intraday or swing charts where candle expansion matters.
• Breakout attempts where candle quality needs review.
• Continuation moves that require follow-through monitoring.
• Reversal attempts where the trader wants to know whether the impulse candle is efficient or noisy.
• Liquid symbols with reliable OHLC and volume data.
⚠️ When NOT to Use
• Very low-liquidity markets with unreliable candles.
• Extremely noisy sessions where wide candles fail repeatedly.
• Symbols with poor or missing volume data if volume support is central to your workflow.
• News-driven spikes where normal candle-quality rules may lose relevance.
• As a standalone entry system without broader market context.
🎛️ Key Inputs
• Sensitivity → controls how strict the readiness model is.
• Expansion Lookback → compares the current candle to recent range behavior.
• READY Threshold → minimum 0-100 score required for READY state.
• Confirmation Mode → controls whether close quality alone is enough or whether volume/edge confirmation is required.
• Follow-Through Bars → defines how long the script monitors the active expansion.
• Risk Edge Buffer ATR → moves the invalidation reference slightly beyond the candle edge.
• Visual settings → control boxes, risk edge, target guide, candle glow, labels, panel theme, and font sizes.
🖥️ Interface & Visual Design
The interface is designed to stay chart-first.
The panel gives the current decision state without becoming a crowded dashboard. The follow-through box creates a clean visual planning area, while compact labels keep the chart active without burying price candles.
The first panel row follows the AGPro merged blue header standard and shows only the script name.
🧪 Practical Usage Workflow
1. Read the Expansion Score and Action row.
2. Check whether the candle is READY, WATCH, or FADE RISK.
3. If READY appears, inspect the follow-through box and risk edge.
4. Watch whether price confirms, fades, or invalidates.
5. Interpret the result within your broader structure, liquidity, and risk plan.
🔍 Interpretation Guidelines
Think of the script as a candle expansion planner, not a signal caller.
A READY candle deserves attention because its structure is cleaner than average. A WATCH candle needs more evidence. A FADE RISK candle warns that expansion exists, but the candle quality is not clean. INVALIDATED and FADED states are part of the workflow because failed expansion is useful information.
🚫 What This Script Is NOT
• Not a prediction engine.
• Not financial advice.
• Not auto trading.
• Not guaranteed signals.
• Not an institutional candle detector.
• Not an order block, fair value gap, or support/resistance map.
⚠️ Limitations & Transparency
• Timeframe differences can change how expansion candles appear.
• Volatility spikes can temporarily distort candle-quality readings.
• Volume data may differ by exchange, broker, symbol, and feed.
• Follow-through is evaluated through a fixed monitoring window.
• Market conditions can shift after a READY candle appears.
🧠 Market Context Notes
Candle expansion is most useful when interpreted with liquidity, structure, volatility, and location.
The script focuses on the candle itself and the immediate follow-through plan. Traders should still consider broader trend context, nearby levels, session behavior, and event risk.
🧾 Use Case Examples
When a bullish candle closes near its high with strong body efficiency and relative volume, the script may mark READY and project a follow-through box above the risk edge.
When a wide candle has heavy wick behavior and poor close location, the script may flag FADE RISK instead of treating the candle as clean expansion.
When a READY candle fails back through its risk edge, the active plan becomes INVALIDATED.
🧱 System Philosophy
AGPro tools are designed to support structured chart reading. The goal is to convert market behavior into clean, rule-based context that helps traders think more clearly.
Candle Expansion Readiness follows that philosophy by turning a single expansion candle into a monitored planning state.
🔐 Non-Promise Statement
No script can provide certainty.
This tool organizes candle expansion context, but it does not guarantee continuation, reversal, profit, or any specific market outcome.
📉 Risk Disclosure
Trading involves risk.
Users are responsible for their own analysis, execution, position sizing, and risk management.
Nothing in this script or description is financial advice.
📚 Educational Note
Use the script to study how clean expansion candles behave across different symbols and timeframes. The value is in comparing candle quality, follow-through, and failure behavior over time.
Indicator
Session Range Expansion Planner [AGPro Series]Session Range Expansion Planner
🧠 Core Idea
Is the session expanding from balance into a valid range extension, or is the break still too weak to trust as context?
📌 Overview / What it does
Session Range Expansion Planner is a 1H-focused intraday execution-readiness tool built around one clear workflow: define the early-session balance, track expansion beyond that range, and score whether the move has enough acceptance, volume support, volatility fit, and target room to deserve attention.
The script produces a session range box, accepted target-room bands, acceptance/rejection context, alerts, and a premium AGPro panel with a 0-100 planner score. The default visual preset is optimized for 1H and lower charts. Higher intraday charts such as 4H are intentionally kept clean by default.
It does not predict the next candle, automate entries, or issue buy/sell commands. It organizes session behavior into a structured decision layer so the user can evaluate the setup within their own plan.
🎯 Purpose & Design Philosophy
This script was built to fill the gap between simple session boxes and generic breakout indicators.
Most tools show where the session range is. Fewer tools explain whether the break from that range is actually being accepted, whether participation supports it, and whether there is usable room beyond the range.
Session Range Expansion Planner supports a planning mindset: define balance first, wait for expansion, check acceptance, evaluate room, then decide whether the context is worth further review.
⚡ Why This Script Is Different
Most session tools focus on marking opens, coloring sessions, or printing a breakout label as soon as price crosses a high or low.
This script does NOT act as a generic session high/low map, generic support/resistance tool, or broad session reaction scanner.
Instead, it treats the first part of the session as a balance structure and asks whether the later expansion has enough quality to become actionable context. The decision layer is built around acceptance bars, volume support, ATR regime, obstacle distance, and target-room quality.
⚙️ Methodology
1. Context Detection
The script reads the selected intraday session and builds an initial balance range from the first user-defined number of bars.
2. Reference Mapping
The session balance high and low become the only active expansion boundaries. The tool does not use PDH, PDL, weekly open, order blocks, FVGs, or generic swing zones.
3. Reaction Evaluation
When price breaks beyond the balance range, the engine measures acceptance closes, volume support, ATR regime quality, break distance, and nearby obstacle room.
4. Visual Output
The script displays a centered session range label, directional expansion labels, target-room band, acceptance/rejection labels, alerts, and a premium panel with score and next-action state.
🗺️ How to Read the Chart
Session Range Box = the early-session balance area.
Expansion Labels = the side where price first expands beyond the balance high or low.
Target-Room Band = the projected room beyond the broken boundary after expansion has been accepted, scaled by session range or ATR.
Acceptance Labels = confirmation that price has sustained closes beyond the range for the configured number of bars.
Rejection Labels = warning that price has failed back through the broken boundary.
Colors:
• Teal = upside expansion context
• Pink = downside expansion context
• Amber = neutral, warning, or rejection context
• Indigo = AGPro visual accent and target-room support
Panel = the decision cockpit showing planner score, session range, expansion side, acceptance, room score, and next action.
🚦 Signals & States
• Range Set → the initial balance window has completed.
• Expansion Up → price expanded above the session balance high.
• Expansion Down → price expanded below the session balance low.
• Accepted → the expansion held beyond the range for the required acceptance bars.
• Rejection Risk → price failed back through the broken boundary.
• Room Check Reached → price reached the projected target-room area.
🔔 Alerts Logic
Alerts trigger when:
• Upside range expansion is detected
• Downside range expansion is detected
• Expansion becomes accepted
• Rejection risk appears after expansion
Alerts are attention markers. They are not trade instructions and should be interpreted together with broader market context.
🧩 Confluence Logic
The strongest context appears when expansion direction, sustained acceptance, volume support, balanced ATR regime, and clean target room align at the same time.
When those conditions stack together, the planner score rises and the panel moves toward a review-ready state.
📊 When to Use
• 1H intraday charts with clear session behavior
• Opening balance or early-session range workflows
• Breakout quality review
• Volatility expansion planning
• Session continuation evaluation
The script is most useful when a trader wants to know whether a session range break is actually being accepted, not just whether a line was crossed.
⚠️ When NOT to Use
• Very low-liquidity symbols
• Extremely noisy micro timeframes
• Markets with unreliable volume
• Sessions with irregular trading hours
• News-driven candles where range expansion is disorderly
In weak conditions, reduce sensitivity or require stricter acceptance.
🎛️ Key Inputs
• Session Timezone → defines how the selected session is interpreted.
• Expansion Session → sets the active intraday window. The default full-day session is designed to work cleanly on crypto and other 24-hour symbols.
• Visual Timeframe Preset → controls which intraday timeframes show chart objects. The default is 1H and lower because 4H session expansion charts can become too compressed.
• Balance Window Bars → controls how many early-session bars define the range.
• Acceptance Bars → defines how much sustained closing behavior is required.
• Sensitivity → adjusts how fast the script recognizes expansion.
• Confirmation Mode → controls wick, close, or strict acceptance confirmation.
• Minimum Planner Score → sets the score threshold for review-ready context.
• ATR Length → controls volatility normalization and label spacing.
• Obstacle Lookback → estimates nearby structure that may reduce room quality.
• Target Room Multiplier → controls the projected target-room distance.
• Visual Settings → control range boxes, centered range label limit, rails, accepted target-room band, minimum visual score, optional expansion labels, optional room-check labels, optional range-set labels, label size, and object limits.
• Panel Settings → control panel visibility, location, theme, and font size.
🖥️ Interface & Visual Design
The interface is chart-first. The range box and target-room band carry the main visual story, while labels explain state transitions only when meaningful events occur.
The panel is intentionally compact. It gives a fast read of expansion quality without forcing the user to decode many separate plots.
The first panel row follows the AGPro standard: a single merged blue header row with only the script name.
🧪 Practical Usage Workflow
1. Apply the script to an intraday chart.
2. Confirm the correct session and timezone.
3. Let the initial balance window complete.
4. Watch for expansion beyond the balance high or low.
5. Check whether acceptance bars confirm sustained behavior.
6. Read the planner score and room score.
7. Use the next-action state as context for your own execution plan.
🔍 Interpretation Guidelines
A clean expansion is not just a break beyond the range. It should show acceptance, participation, reasonable volatility, and enough room before nearby obstruction.
Low scores usually mean the break is early, unsupported, too noisy, too extended, or too close to an obstacle.
The best use is comparative: review which sessions and symbols repeatedly produce clean accepted expansions versus weak false breaks.
🚫 What This Script Is NOT
• Not a prediction engine
• Not financial advice
• Not auto trading
• Not guaranteed signals
• Not a buy/sell command system
• Not a generic support/resistance map
• Not an order block, FVG, or liquidity sweep scanner
⚠️ Limitations & Transparency
Session behavior can vary across assets, timeframes, exchanges, and trading hours.
ATR regime and volume support are rule-based approximations, not certainty models.
On very low timeframes, labels may appear more frequently. On higher intraday timeframes, fewer but more meaningful events are expected.
Markets can expand cleanly and still reverse later. The tool measures context quality, not future certainty.
🧠 Market Context Notes
Session range expansion often becomes more meaningful when it is read together with broader trend, liquidity, volatility, and higher-timeframe structure.
The script deliberately stays focused on session balance and expansion quality. Users can combine it with their own broader framework without duplicating other AGPro tools.
🧾 Use Case Examples
When price breaks above the session range, holds above the balance high for the required acceptance bars, and room score remains strong, the panel may shift into review-ready continuation context.
When price breaks the range but quickly closes back inside the balance, the script marks rejection risk and the panel moves away from continuation review.
🧱 System Philosophy
AGPro tools are built to help traders organize context into clear decision layers.
Session Range Expansion Planner follows that philosophy by turning a common intraday event into a structured planning process: balance, expansion, acceptance, room, action.
🔐 Non-Promise Statement
No script can guarantee future price movement.
The score is a structured context model, not a certainty model.
📉 Risk Disclosure
Trading involves risk. Market conditions can change quickly, and historical session behavior does not guarantee future outcomes.
Users are responsible for their own decisions, risk management, and position sizing.
This script is provided for educational and analytical use only and does not provide financial advice.
📚 Educational Note
Use the script to study how different markets expand from early-session balance. The most valuable insight is not a single label, but the repeated relationship between range quality, acceptance, room, and market context.
Indicator
Volatility Stop Run Planner [AGPro Series]Volatility Stop Run Planner
🧠 Core Idea
Is the current volatility spike a stop-run review context, or is it behaving more like real expansion?
📌 Overview / What it does
Volatility Stop Run Planner is a chart-first volatility risk and execution-readiness tool designed to evaluate sharp ATR expansion around recent range edges.
The script studies wick expansion, ATR load, close recovery, range-edge penetration, reclaim quality, and early follow-through. It then converts qualified events into a 0-100 planner score, a clear next-action state, reclaim guides, invalidation guides, target-room references, stop-run review zones, expansion review zones, and a clean AGPro planning panel.
It does not predict where price must go next. It does not automate entries or exits. It is built to organize volatile stop-run and expansion contexts so traders can evaluate the event with more structure.
🎯 Purpose & Design Philosophy
This script was built for traders who need a practical decision framework during fast volatility spikes.
Many charts look most confusing exactly when volatility expands: wicks stretch, stops may be triggered, range edges are breached, and the candle can either reclaim or continue. This planner fills that gap by asking whether the spike is showing stop-run characteristics, real expansion behavior, or a cooldown state that still needs confirmation.
The design supports a planning mindset: identify the event, evaluate quality, locate the reclaim level, define invalidation context, estimate target room, and decide what deserves attention next.
⚡ Why This Script Is Different
Most stop-run tools focus on liquidity sweeps, stop-hunt zones, or level raids.
This script does NOT try to become another liquidity grab detector, stop-hunt map, order block map, or generic sweep marker.
Instead, it focuses on the volatility event itself. It evaluates whether a spike around a recent range edge is recovering, rejecting, expanding, or entering a cooldown window. The core output is not a buy or sell signal. It is a planner state that helps the user decide whether the current volatility context deserves review, patience, or no action.
⚙️ Methodology
1. Context Detection
The script measures ATR load, candle range relative to ATR, wick dominance, body efficiency, and recent range-edge interaction.
2. Reference Mapping
It maps the recent high / low reference range, the reclaim level, the spike extreme, the invalidation guide, and the target-room reference.
3. Reaction Evaluation
The model scores stop-run risk, reclaim quality, volatility load, range-edge penetration, and expansion quality. These components are blended into a 0-100 planner score.
4. Visual Output
Qualified events are displayed through stop-run review zones, expansion review zones, reclaim lines, active risk / target guides, optional volatility cooldown boxes, premium labels, alerts, and a compact AGPro panel.
🗺️ How to Read the Chart
Zones = stop-run or expansion review areas created around qualified volatility spike events.
Labels = compact event markers showing the detected context, planner score, score tier, and next-action state.
Colors = bullish reclaim contexts use AGPro teal, bearish reclaim contexts use AGPro pink, and expansion / neutral review contexts use controlled accent tones.
Panel = the panel summarizes Spike State, Planner Score, Stop-Run Risk, Reclaim Quality, Risk / Target, Volatility Load, and Action.
🚦 Signals & States
• Bull Stop-Run → downside spike below the recent range edge followed by reclaim-quality behavior.
• Bear Stop-Run → upside spike above the recent range edge followed by rejection-quality behavior.
• Expansion Up → volatility spike closes cleanly above the recent range edge with stronger body efficiency.
• Expansion Down → volatility spike closes cleanly below the recent range edge with stronger body efficiency.
• Spike Watch → volatility is elevated, but the candle has not yet produced enough reclaim or expansion evidence.
• Normal Load → no qualified volatility event is currently detected.
🔔 Alerts Logic
Alerts trigger when the planner detects a qualified Bull Stop-Run Review, Bear Stop-Run Review, Expansion Up Review, Expansion Down Review, or Spike Watch context.
These alerts are attention markers. They are not trade instructions, entry signals, exit signals, or automated strategy commands.
🧩 Confluence Logic
The strongest planner states appear when multiple conditions align:
ATR spike + wick expansion + range-edge penetration + reclaim quality + clean risk / target context.
When the spike reclaims the reference level with strong wick rejection, the stop-run review context becomes stronger. When the candle closes beyond the range edge with strong body efficiency, the expansion review context becomes stronger.
📊 When to Use
• Around sudden volatility spikes
• Near recent range highs or lows
• During breakout or breakdown attempts
• After large wick candles that need structured interpretation
• When deciding whether a fast move deserves review, patience, or no action
⚠️ When NOT to Use
• Extremely low-liquidity symbols
• Very noisy micro-timeframes
• News-driven candles with abnormal gaps
• Markets where ATR is distorted by isolated historical spikes
• Situations where the user expects a simple signal-only entry tool
🎛️ Key Inputs
• Sensitivity → controls how selective the spike and stop-run planner should be.
• Reference Lookback → defines the recent range edge used for spike evaluation.
• ATR Length → normalizes volatility, invalidation, target room, and label spacing.
• Minimum Planner Score → sets the score required before events are drawn.
• Confirmation Mode → controls how strict reclaim or expansion confirmation should be.
• Cooldown Bars → defines the post-spike visual review window.
• Visual settings → control zones, labels, guides, panel theme, panel location, and font sizes.
🖥️ Interface & Visual Design
The interface is designed to stay chart-first.
The panel provides the decision summary. The chart zones show where the volatility event happened. The reclaim line identifies the reference level. The risk / target guides frame the active review context without turning the script into a trade command system.
The visual hierarchy is intentionally compact, premium, and readable.
🧪 Practical Usage Workflow
1. Read the panel to identify the current Spike State and Planner Score.
2. Check whether the chart is showing a stop-run review, expansion review, or spike watch context.
3. Compare the reclaim line with the candle close and wick behavior.
4. Review the invalidation and target-room guides.
5. Interpret the event within broader market structure and volatility conditions.
🔍 Interpretation Guidelines
A high stop-run risk score means the spike has stronger rejection and reclaim characteristics.
A high expansion score means the spike is behaving more like continuation through the range edge.
A cooldown window means the event needs follow-through review rather than immediate interpretation.
No single score should be read in isolation. The strongest use case is to combine the planner state with structure, liquidity, trend, and timeframe context.
🚫 What This Script Is NOT
• Not a prediction engine
• Not financial advice
• Not an auto trading system
• Not a guaranteed signal tool
• Not a liquidity grab detector
• Not a stop-hunt zone map
• Not an order block or FVG map
⚠️ Limitations & Transparency
Volatility behavior changes across symbols, sessions, and timeframes.
ATR can expand sharply during news, low-liquidity gaps, or abnormal market conditions.
Some stop-run-looking candles can still continue in the same direction. Some expansion-looking candles can fail quickly. The script provides structured context, not certainty.
🧠 Market Context Notes
Stop-run behavior often appears when price briefly trades through visible reference areas and then reclaims them.
Expansion behavior often appears when price accepts beyond the reference with stronger body efficiency and less rejection.
The planner is designed to help users separate these contexts with a consistent rule-based framework.
🧾 Use Case Examples
When price spikes below a recent low, leaves a large lower wick, and closes back above the reference, the script may classify the event as a Bull Stop-Run Review.
When price expands above a recent high with a strong body close and limited upper rejection, the script may classify the event as Expansion Up.
When volatility spikes but reclaim or expansion evidence is incomplete, the script may show Spike Watch or keep the event in cooldown.
🧱 System Philosophy
Volatility Stop Run Planner follows the AGPro Series decision-engine approach:
Context first.
Risk before reaction.
Reclaim before assumption.
Expansion quality before excitement.
Attention markers instead of promises.
🔐 Non-Promise Statement
No indicator can remove uncertainty.
No state, score, label, alert, line, or zone should be interpreted as guaranteed market direction.
📉 Risk Disclosure
Trading involves risk.
Users remain responsible for their own analysis, risk management, and decisions.
This script is for educational and analytical purposes only and does not provide financial advice.
📚 Educational Note
The script is designed to make volatile candles easier to review by separating stop-run behavior, expansion behavior, and cooldown context into a clean visual planning workflow.
Indicator
Range Escape Planner [AGPro Series]Range Escape Planner
🧠 Core Idea
Is price escaping a mature range with enough quality to monitor, or is the move still vulnerable to failure?
📌 Overview / What it does
Range Escape Planner is a chart-first breakout quality and trade planning tool built around mature range escape behavior.
Instead of printing a generic breakout signal, the script maps the active range boundary, projected escape corridor, invalidation edge, target guide, obstruction room, follow-through quality, and retest behavior. These components are converted into a 0-100 Escape Score and a clear next-action state.
The script produces a range boundary box, escape corridor, risk/target guide lines, compact labels, alerts, and a clean AGPro planning panel. It does not predict future price movement, automate decisions, or guarantee that a range escape will continue.
🎯 Purpose & Design Philosophy
This script was built for traders who want to evaluate breakout quality after price leaves a mature range.
Many breakout tools identify the break itself but stop before answering the practical planning questions: is the range mature, is the close beyond the boundary strong enough, is volatility expanding constructively, is there clean room, and where is the failure reference?
The design philosophy is simple: a range escape is only useful when it has maturity, confirmation, room, and a readable invalidation edge.
⚡ Why This Script Is Different
Most tools focus on basic range breaks, box breakouts, session opening ranges, or simple breakout markers.
This script does NOT clone Darvas Box Breakout Quality, does NOT rebuild an ORB model, and does NOT act as a generic consolidation breakout signal.
Instead, it treats the move as a planning problem. The main output is not a buy or sell command. It is a structured state that helps users separate VALID ESCAPE, ESCAPE WATCH, RANGE READY, OBSTRUCTION, FAILED, and WAIT RANGE conditions.
⚙️ Methodology
1. Context Detection
The script maps the prior range from previous bars and checks whether price is still inside, near an edge, or closing beyond the boundary.
2. Reference Mapping
It draws the mature range, escape edge, invalidation edge, projected target guide, and older swing obstruction room.
3. Reaction Evaluation
The model scores range maturity, close beyond range, volatility expansion, follow-through, retest quality, and obstruction room.
4. Visual Output
The result is displayed through centered zone labels, compact event labels, guide lines, deterministic alerts, and a premium AGPro panel.
🗺️ How to Read the Chart
Zones = the range box shows the active mature range. The escape corridor shows the projected planning path from the broken boundary toward a target guide. Zone text is centered inside the boxes.
Labels = compact markers identify RANGE READY, ESCAPE WATCH, VALID ESCAPE, RETEST HOLD, OBSTRUCTION, and FAILED context.
Colors = green highlights cleaner long-side escape quality, pink highlights short-side or failure risk, amber highlights review conditions, and indigo highlights watch or mature-range context.
Panel = the panel summarizes Escape Score, Range Age, Confirmation, Obstruction, and Action.
🚦 Signals & States
• RANGE READY → the range is mature and price is near an escape edge.
• ESCAPE WATCH → price has escaped the range, but follow-through or retest confirmation is still incomplete.
• VALID ESCAPE → the escape has stronger score alignment, follow-through or retest support, and acceptable obstruction context.
• RETEST HOLD → price retested the escape edge and held outside the prior range.
• OBSTRUCTION → the escape is active, but older structure may limit clean room.
• FAILED → price returned through the escape edge and the escape context is no longer clean.
• WAIT RANGE → no mature range escape context is active.
🔔 Alerts Logic
Alerts trigger when the planner detects RANGE READY, New Range Escape, ESCAPE WATCH, VALID ESCAPE, RETEST HOLD, OBSTRUCTION REVIEW, or FAILED ESCAPE conditions.
These alerts are attention markers only. They are not trade instructions, entry signals, or automated strategy commands.
🧩 Confluence Logic
The strongest context appears when a range is mature, price closes beyond the range boundary, volatility expands constructively, candle follow-through improves, the broken edge holds on retest, and obstruction room remains acceptable.
When these components align, the Escape Score improves and the state can progress from RANGE READY to ESCAPE WATCH or VALID ESCAPE.
📊 When to Use
• During range breakout and range expansion review
• 4H and multi-hour swing charts where the range structure has enough space to breathe
• After price has spent time inside a defined range
• When evaluating whether a breakout has clean follow-through
• When a trader needs a visible invalidation edge and target-room reference
• On liquid markets where ATR, range, and swing structure are readable
⚠️ When NOT to Use
• Very low-liquidity symbols with unstable candles
• Extremely noisy micro-timeframes
• Very compressed intraday charts where labels and range boxes can crowd the price action
• News-driven spikes where price gaps far beyond the range
• Markets where older swing structure is too messy to define clean obstruction room
• Situations where the user expects a signal-only entry tool
🎛️ Key Inputs
• Planning Side → controls Auto, Long Escape, or Short Escape mode.
• Range Lookback → controls how the prior range boundary is mapped.
• Minimum Range Age → defines how mature the range should be before stronger scoring.
• Minimum Close Beyond Edge ATR → controls how far price must close beyond the boundary before an escape registers.
• Follow-Through ATR → defines stronger post-escape movement beyond the edge.
• Retest Tolerance ATR → controls how close price can revisit the broken boundary and still count as a hold.
• Obstruction Lookback → controls how older swing structure is checked for clean room.
• Label and Panel Font Size → controls chart labels, centered box text, and panel readability.
🖥️ Interface & Visual Design
The interface is designed to stay chart-first.
The range box defines the active decision area. The escape corridor shows the forward planning path. The invalidation, target, and obstruction lines add context without turning the chart into a crowded signal board.
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 Escape Score.
2. Check whether the range is mature enough.
3. Review the escape corridor and edge line.
4. Check confirmation, retest behavior, and obstruction room.
5. Treat alerts as attention markers, then evaluate broader market context.
🔍 Interpretation Guidelines
Think in terms of escape quality, not prediction.
A stronger score means multiple structural conditions are aligned. A weaker score means the escape may be premature, poorly confirmed, obstructed, too noisy, or already failed.
OBSTRUCTION is especially important because a range can break cleanly while nearby older structure still limits practical room.
🚫 What This Script Is NOT
• Not a prediction engine
• Not financial advice
• Not an auto-trading system
• Not a guaranteed signal tool
• Not a Darvas Box clone
• Not an ORB model
• Not a generic support/resistance zone map
⚠️ Limitations & Transparency
The script is rule-based and depends on recent price, volatility, range, and older swing structure.
Timeframe differences can change how range maturity and escape quality appear. Volatility spikes can distort the score. Thin markets can create false escape or failure behavior.
Outputs should always be interpreted with broader market structure, liquidity, and risk context.
🧠 Market Context Notes
Range escape behavior is most useful when a readable balance area exists before expansion.
An escape with no follow-through may still be early. An escape with immediate obstruction may require extra caution. An escape that returns through the broken edge is treated as failed context, not as a new opposite prediction.
🧾 Use Case Examples
When price closes beyond a mature range, volatility expands from normal conditions, the candle holds beyond the edge, and older obstruction room is clean, the planner may classify the move as VALID ESCAPE.
When price breaks the boundary but quickly returns through the edge, the planner may classify the context as FAILED.
When price escapes but older swing structure is immediately ahead, the planner may show OBSTRUCTION even if the score is otherwise improving.
🧱 System Philosophy
AGPro planning tools are designed to help traders evaluate context before reacting.
This script follows that philosophy by turning a range breakout into a structured planning question: is the escape mature, confirmed, readable, and supported by clean room?
🔐 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 mature ranges resolve, how escape quality changes after the first break, and how obstruction room affects the readability of breakout continuation.
Indicator
Expansion Target Planner [AGPro Series]Expansion Target Planner
🧠 Core Idea
After expansion is confirmed, where is the reasonable target band, how clean is the path, and what should be reviewed next?
📌 Overview / What it does
Expansion Target Planner is a chart-first risk-target planning tool designed to evaluate the target area after a confirmed range expansion.
Instead of drawing a generic target line or copying a measured-move pattern, the script studies the prior range edge, current ATR, continuation pressure, recent structure obstacles, volatility state, and an invalidation shelf behind the move. It then converts that context into a 0-100 Target Quality score and a clear next-action state.
The output is a practical planning workflow: an expansion target band, invalidation shelf, target midpoint guide, path obstruction marker, compact chart labels, alert conditions, and a clean AGPro decision panel. It does not predict the future, automate decisions, or guarantee that any target band will be reached.
🎯 Purpose & Design Philosophy
This script was built for traders who need a cleaner way to evaluate expansion targets after price has already shown confirmation.
Many tools focus on finding a breakout, drawing an equal measured move, or plotting fixed take-profit levels. This tool fills a different gap: it asks whether the next target area is reasonable, whether the path is blocked, and whether the invalidation reference still supports the plan.
The design supports a disciplined target-review mindset. It helps users separate a clean expansion path from a stretched, obstructed, expired, or invalidated plan.
⚡ Why This Script Is Different
Most tools focus on measured moves, ABCD projections, fixed target ladders, or generic breakout confirmation.
This script does NOT become a measured-move projection tool, ABCD pattern detector, take-profit ladder, auto trading system, or generic support/resistance map.
Instead, it builds one active expansion target plan after confirmation and evaluates the quality of that plan. The core output is not a trade command. It is a planning state that helps users review whether the target band, invalidation shelf, volatility, and structure path still make sense.
⚙️ Methodology
1. Context Detection
The script identifies whether price has confirmed expansion beyond a prior range edge. Users can keep the side on Auto or force Long Expansion / Short Expansion.
2. Reference Mapping
Once confirmation appears, the script locks an active target plan. It maps the expansion anchor, ATR-adjusted target distance, target band, invalidation shelf, and recent pivot-based path obstacle.
3. Reaction Evaluation
The script scores the plan using expansion strength, ATR projection fit, nearby structure, continuation pressure, volume support, trend support, and volatility state.
4. Visual Output
The chart displays the active target band, invalidation shelf, guide lines, obstruction marker, event labels, alerts, and AGPro panel state.
🗺️ How to Read the Chart
Zones = the forward target band and the invalidation shelf behind the expansion.
Labels = the current target planning state, such as TARGET READY, WATCH, OBSTRUCTED, TARGET HIT, or INVALID REVIEW.
Colors = green/teal supports cleaner bullish expansion quality, pink marks bearish or risk states, yellow marks caution or obstruction, and indigo is used as a neutral planning accent.
Panel = the compact decision view showing Expansion Side, Target Band, Invalidation, Target Quality, and Action.
🚦 Signals & States
• TARGET READY → the target band has acceptable quality and the path is clean enough for review.
• WATCH → target context is improving, but not enough conditions are aligned yet.
• OBSTRUCTED → a recent structure obstacle sits between current price and the target band.
• TARGET HIT → price has interacted with the active target band.
• INVALID REVIEW → price has crossed the invalidation shelf and the plan should be reviewed.
• EXPIRED → the active plan has spent too many bars without completing.
🔔 Alerts Logic
Alerts trigger when the active target state changes into an important review condition.
• Target Ready alert → target quality moves into a stronger review state.
• Target Watch alert → target context improves but remains incomplete.
• Path Obstructed alert → a structure obstacle blocks the target path.
• Target Band Touched alert → price reaches the active target band.
• Invalidation Review alert → price crosses the invalidation shelf.
Alerts are attention markers, not trade instructions.
🧩 Confluence Logic
The Target Quality score improves when expansion confirmation, ATR projection fit, continuation pressure, volume support, volatility state, and open structure path align.
When the target distance is reasonable, the close is efficient, volume supports the move, and no nearby obstacle blocks the path, the context becomes stronger.
📊 When to Use
• After confirmed range expansion
• During breakout continuation review
• When evaluating whether a target area is too close, too far, or structurally blocked
• When a trader wants target context without a fixed take-profit ladder
• During volatility expansion phases where target planning matters more than another signal
⚠️ When NOT to Use
• Very low-liquidity markets
• Extremely noisy sideways chop
• News-driven spikes where ATR and structure become unstable
• Markets with unreliable volume if volume support is central to your process
• Any situation where the user expects automatic trade instructions
🎛️ Key Inputs
• Expansion Side → Auto, Long Expansion, or Short Expansion planning.
• Prior Range Lookback → defines the range edge used for confirmation.
• Confirmation Break ATR → controls how far beyond the range edge price must close.
• Range Projection Multiple → adjusts how much prior range width contributes to the target distance.
• ATR Projection Multiple → adjusts how much current volatility contributes to the target distance.
• Target Band Width ATR → controls the visual width of the target band.
• Invalidation Shelf Lookback → defines the reference shelf behind the expansion.
• TARGET READY / WATCH thresholds → control how selective the state engine is.
• Visual settings → control target band, shelf, guide lines, obstruction marker, labels, panel location, theme, and font sizes.
🖥️ Interface & Visual Design
The interface is built around one active target plan.
The target band is displayed forward on the chart with centered text. The invalidation shelf is shown behind the move so the risk reference is visible without turning the script into a generic support/resistance tool.
The panel follows the AGPro public-release standard with one merged blue header row containing only the script name. The layout is compact and designed for quick reading during live chart review.
🧪 Practical Usage Workflow
1. Read the panel to identify the active Expansion Side and Target Quality.
2. Check whether the target band is clean or obstructed.
3. Review the invalidation shelf behind the expansion.
4. Use labels and alerts as attention markers.
5. Confirm the broader market context with your own process.
🔍 Interpretation Guidelines
Treat the target band as a planning area, not a guaranteed destination.
A higher Target Quality score means the target plan is cleaner according to the script rules. It does not mean the move must continue.
An OBSTRUCTED state does not mean price cannot move through the obstacle. It means the path contains structure that deserves review.
An INVALID REVIEW state means the active shelf has been crossed and the plan context has changed.
🚫 What This Script Is NOT
• Not a prediction engine
• Not financial advice
• Not auto trading
• Not guaranteed signals
• Not a measured-move projection system
• Not an ABCD pattern scanner
• Not a take-profit ladder
⚠️ Limitations & Transparency
• Timeframe differences can change expansion quality and target distance.
• Volatility shifts can make a previously clean target band less useful.
• Recent structure may not capture every important higher-timeframe obstacle.
• Volume-based scoring can be less useful on symbols with unreliable volume.
• No rule-based tool can fully account for news, liquidity shocks, or sudden regime changes.
🧠 Market Context Notes
Expansion targets are more useful when the market has already shown range release and the target path is not immediately blocked by nearby structure.
Liquidity, volatility, and structure should be read together. A target band can look reasonable by distance but still become lower quality if the path is obstructed or volatility becomes overheated.
🧾 Use Case Examples
When price closes beyond a prior range edge with strong close location and the target path is open, the script may show TARGET READY.
When price expands but a recent pivot sits directly between current price and the target band, the script may show OBSTRUCTED.
When price crosses the invalidation shelf behind the plan, the script may show INVALID REVIEW.
🧱 System Philosophy
AGPro Series tools are designed to support structured decision review, not emotional signal chasing.
This script follows that philosophy by focusing on target quality, invalidation context, and next-action state rather than a simple directional signal.
🔐 Non-Promise Statement
No target band is certain.
No score guarantees continuation.
No alert should be treated as a trade instruction.
📉 Risk Disclosure
Trading involves risk.
Users are responsible for their own decisions, position sizing, risk controls, and market interpretation.
This script is for educational and analytical use only and does not provide financial advice.
📚 Educational Note
Use this tool to study how target quality changes after expansion confirmation.
The strongest value comes from comparing the target band, obstruction marker, invalidation shelf, and broader market context together.
Indicator
Impulse Follow-Through Quality [AGPro Series]Impulse Follow-Through Quality
🧠 Core Idea
Did the impulse receive enough follow-through to remain valid?
📌 Overview / What it does
Impulse Follow-Through Quality is a chart-first momentum expansion planner built to evaluate what happens after a strong impulse candle appears.
Instead of treating every strong candle as a standalone signal, the script starts a follow-through review window and measures whether price extends, pauses constructively, pulls back too deeply, reaches a target-room guide, or crosses a failure rail. These elements are converted into a 0-100 Impulse Quality score and a clear next-action state.
The script produces an impulse highlight, follow-through box, failure rail, measured target guide, compact labels, alerts, and a clean AGPro planning panel. It does not predict continuation, automate trades, or guarantee that momentum will continue.
🎯 Purpose & Design Philosophy
This script was built for traders who want to separate a meaningful impulse from a candle that only looks strong for one bar.
Many momentum tools focus on the impulse itself. The practical question often comes after that candle: does the move attract follow-through, or does it begin to fail? This planner fills that gap by turning the post-impulse phase into a readable decision process.
The design supports a patient review mindset: identify the impulse, watch the follow-through window, evaluate pullback depth, check target room, and review the failure rail before reacting.
⚡ Why This Script Is Different
Most tools focus on strong candles, volume spikes, momentum bursts, or basic continuation labels.
This script does NOT act as a Volume Climax Detector, does NOT rebuild an Institutional Candle Detector, and does NOT reduce the chart to a simple buy/sell momentum signal.
Instead, it evaluates what happens after the impulse. The key output is not the candle itself. The key output is the follow-through quality state: IMPULSE, WAIT FT, FT WATCH, VALID FT, PULLBACK RISK, WEAK FT, FAILED, or TARGET REVIEW.
⚙️ Methodology
1. Context Detection
The script detects qualified bullish or bearish impulse candles using ATR-normalized range, body efficiency, close location, trend context, and participation.
2. Reference Mapping
Once an impulse qualifies, the script maps the impulse origin, follow-through box, failure rail, and target-room guide.
3. Reaction Evaluation
The model evaluates follow-through progress, closes beyond the impulse close, retracement depth, participation support, target room, and whether price crosses the failure rail.
4. Visual Output
The result is displayed through an impulse highlight, centered follow-through box label, failure rail, target guide, compact labels, deterministic alerts, and a premium AGPro panel.
🗺️ How to Read the Chart
Impulse Highlight = the latest qualified impulse leg that starts the review window.
Follow-Through Box = the active planning area between the impulse close and the measured target-room guide. Its label is centered inside the box.
Failure Rail = the practical invalidation reference behind the impulse. It is an analytical line, not a stop order.
Target Guide = a measured target-room reference based on the impulse range.
Labels = compact state markers for impulse start, constructive follow-through, weak follow-through, pullback risk, failure rail review, and target review.
Colors = teal supports constructive long-side follow-through, pink supports short-side or failure context, amber marks review risk, and indigo marks watch states.
Panel = summarizes Impulse Quality, Follow-Through, Pullback Risk, Target Room, and Action.
🚦 Signals & States
• IMPULSE → a qualified impulse candle has started a review window.
• WAIT FT → the impulse exists, but follow-through is not confirmed yet.
• FT WATCH → follow-through conditions are improving but not strong enough for the highest state.
• VALID FT → follow-through quality is constructive according to the rule set.
• PULLBACK RISK → retracement depth is elevated inside the impulse range.
• WEAK FT → the follow-through window is aging without enough progress.
• FAILED → price crossed the failure rail behind the impulse.
• TARGET REVIEW → price reached the measured target-room guide and context should be reviewed.
🔔 Alerts Logic
Alerts can trigger when a new impulse starts, follow-through becomes constructive, follow-through enters watch state, the move weakens, pullback risk rises, price crosses the failure rail, or price reaches the target-room guide.
Each alert is an attention marker. Alerts are not trade instructions, entry commands, exit commands, or automated strategy rules.
🧩 Confluence Logic
The strongest context appears when a clean impulse candle is followed by measurable progress, multiple closes beyond the impulse close, controlled retracement depth, supportive participation, and readable target room.
When these components weaken, the planner can shift toward WAIT FT, FT WATCH, PULLBACK RISK, WEAK FT, or FAILED.
📊 When to Use
• After strong momentum candles where continuation quality matters.
• During trend continuation attempts that need follow-through review.
• After breakout or expansion bars where a one-bar move may be misleading.
• On liquid symbols where ATR, candle structure, and volume behavior are readable.
• When you want a post-impulse planning map instead of another raw momentum signal.
⚠️ When NOT to Use
• Very low-liquidity symbols with unstable candles or unreliable volume.
• Extremely noisy micro-timeframes where impulse candles appear too frequently.
• News-driven spikes where one-bar expansion can distort the model.
• Markets with large gaps that make ATR and failure-rail references less useful.
• Situations where the user expects guaranteed continuation or automated trade signals.
🎛️ Key Inputs
• Follow-Through Side → controls Auto, Long Follow-Through, or Short Follow-Through mode.
• Minimum Impulse ATR → changes how large a candle must be before review begins.
• Minimum Body Efficiency → controls how clean the impulse body must be.
• Minimum Edge Close → controls how near the candle must close to its directional edge.
• Follow-Through Window → controls how many bars are used to judge early continuation.
• Required Progress ATR → defines preferred movement after the impulse close.
• Maximum Pullback Ratio → controls when retracement depth becomes elevated risk.
• Failure Rail Buffer ATR → adjusts the analytical failure rail behind the impulse.
• Visual settings → control the impulse highlight, follow-through box, failure rail, target guide, labels, panel visibility, panel location, theme, and font sizes.
🖥️ Interface & Visual Design
The interface is designed to stay chart-first.
The impulse highlight gives the origin. The follow-through box gives the active planning area. The failure rail and target guide define the practical review frame.
The AGPro panel provides a compact decision summary with a merged blue title row, adjustable panel location, adjustable theme, and adjustable font size.
🧪 Practical Usage Workflow
1. Read the panel Impulse Quality score and Action.
2. Check the impulse highlight and the direction of the follow-through box.
3. Review whether price is extending beyond the impulse close.
4. Compare pullback depth with the failure rail.
5. Use the target guide as a context-review reference, not as a guarantee.
6. Treat alerts as attention markers inside broader analysis.
🔍 Interpretation Guidelines
Think in terms of follow-through quality, not prediction.
A higher score means the impulse has more constructive continuation characteristics according to the script's rule set. A weaker score means the move may be aging, retracing too deeply, lacking progress, or crossing its failure reference.
VALID FT does not mean price must continue. FAILED does not mean the market cannot recover later. The states organize the review process.
🚫 What This Script Is NOT
• Not a prediction engine.
• Not financial advice.
• Not an auto-trading system.
• Not a guaranteed signal tool.
• Not a buy/sell signal service.
• Not a Volume Climax Detector.
• Not an Institutional Candle Detector.
• Not a generic momentum oscillator.
⚠️ Limitations & Transparency
The script is rule-based and depends on recent price action, ATR, candle structure, selected inputs, and volume behavior.
Different timeframes can produce different impulse and follow-through readings. 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, liquidity, and trader-defined risk controls.
🧠 Market Context Notes
Impulse candles are only useful when the market confirms or rejects them through follow-through.
A clean impulse that receives controlled extension may deserve more attention than a larger candle that immediately retraces. A smaller impulse can also become meaningful when the follow-through window stays organized.
🧾 Use Case Examples
When price prints a strong bullish impulse, closes near the high, then follows through with multiple closes above the impulse close while pullback depth remains controlled, the planner may classify the move as VALID FT.
When an impulse appears but price fails to extend, retraces deeply, or crosses the failure rail, the planner may shift toward WEAK FT, PULLBACK RISK, or FAILED.
🧱 System Philosophy
AGPro planning tools are designed to help traders evaluate context before reacting.
This script follows that philosophy by turning impulse follow-through into a structured planning question: did the move receive enough confirmation, progress, and risk clarity to remain worth reviewing?
🔐 Non-Promise Statement
No indicator can guarantee continuation, reversal, breakout success, or outcome.
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, position sizing, and trading decisions.
This script is for educational and analytical use only and does not provide financial advice.
📚 Educational Note
Use the planner to study how strong candles behave after they appear, how follow-through quality changes across timeframes, and how pullback depth affects the readability of momentum continuation.
Indicator
