HTF Statistical Zones

//@version=6
// HTF Statistical Zones (MNQ / MES / MYM / MGC)
// Day zones: Yahoo daily 2001-2026 (context-adjusted). Sessions, opening ranges, targets, gap fill, invalidation,
// setups and signals: Databento 1-minute 2010-2026. Every shown stat held in both 2010-18 and 2019-26.
// Fixed levels are set once (18:00 day open, 9:30 / 9:45 / 10:00 / session starts) and never move.
// Rebuild with pine/assemble.py after editing; constants are generated by research/*.py.
indicator("HTF Statistical Zones", "HTF Zones", overlay = true, max_boxes_count = 500, max_lines_count = 500, max_labels_count = 500)

// ─────────────────────────────────────────────────────────── inputs
bool biasMode = true   // the old "Full stats" live rows were removed 2026-10-05 (token limit)
minimal    = input.bool(false, "Minimal mode (AM zones, next-move odds, top 2 targets)", tooltip = "Hides the day zones, opening-range lines, midday/PM boxes, invalid / far-side / setup lines and all but the two highest-odds targets. Nothing is deleted - turn it off to see everything again.")
G1 = "Day zones (fixed at the 18:00 NY open)"
showDaily  = input.bool(true, "Show day zones", group = G1) and not minimal
innerPct   = input.string("70", "Zone from", options = ["50", "70", "80"], group = G1, inline = "pct")
outerPct   = input.string("90", "to percentile", options = ["80", "90", "95"], group = G1, inline = "pct", tooltip = "The 90% line: historically the day's high stayed below it (or the low above it) on 90% of days, after adjusting for today's context.")
showDLbl   = input.bool(true, "Price labels", group = G1)
showOpen   = input.bool(true, "18:00 open line", group = G1)
daysBack   = input.int(2, "Days to keep", minval = 1, maxval = 30, group = G1)
fitMode    = input.string("Inner edges", "Fit zones in view", options = ["Off", "Inner edges", "Full zones"], group = G1, tooltip = "TradingView auto-scale ignores boxes. Inner edges keeps the start of both zones on screen; Full zones keeps the outer lines too (squeezes candles).")
upBase     = input.color(#e05252, "Upper", group = G1, inline = "dc")
dnBase     = input.color(#2aa889, "Lower", group = G1, inline = "dc")
zoneW      = input.int(1, "Zone edge width", minval = 1, maxval = 4, group = G1)
openCol    = input.color(#8b949e73, "18:00 open line", group = G1, inline = "op")
openStyle  = input.string("Dotted", "", options = ["Solid", "Dashed", "Dotted"], group = G1, inline = "op")


G4 = "Session boxes (each fixed at its own start)"
showW1  = input.bool(true, "AM 9:30-11:30", group = G4)
showW2  = input.bool(true, "Midday 11:30-13:30", group = G4) and not minimal
showW3  = input.bool(true, "PM 13:30-16:00", group = G4) and not minimal
sessCol = input.color(#7a8ca8, "Box color", group = G4)
sessDays = input.int(1, "Days of session / OR boxes to keep", minval = 1, maxval = 5, group = G4)

G5 = "Opening range (9:30 NY)"
showOR15 = input.bool(true, "OR 9:30-9:45", group = G5) and not minimal
showOR30 = input.bool(true, "OR 9:30-10:00", group = G5) and not minimal
orCol    = input.color(#4fa3e0, "OR color", group = G5)
showTags = input.bool(true, "Likely targets by 11:30 (overnight / prior-day highs & lows)", group = G5)
tagCol   = input.color(#b07cd8, "Target color", group = G5)
tgtOffB  = input.int(55, "Target lines: start bars to the right", minval = 0, maxval = 200, group = G5, inline = "tof", tooltip = "Purple target lines start this many bars to the right of the bar that draws them and run for the length, so they stay out of the price action.")
tgtLenB  = input.int(8, "length (bars)", minval = 3, maxval = 200, group = G5, inline = "tof")
amzCol   = input.color(#7a8ca8, "Likely AM high / low zones", group = G5)
tagStyle = input.string("Dashed", "Target line", options = ["Solid", "Dashed", "Dotted"], group = G5, inline = "tgs")
tagW     = input.int(1, "width", minval = 1, maxval = 4, group = G5, inline = "tgs")
orW      = input.int(1, "Opening-range line width", minval = 1, maxval = 4, group = G5)
invCol   = input.color(#9aa0a6, "Stop / invalidation", group = G5, inline = "inv")
invStyle = input.string("Dotted", "", options = ["Solid", "Dashed", "Dotted"], group = G5, inline = "inv")
farCol   = input.color(#e8a33d, "Failed-break far side", group = G5)
clearHit = input.bool(true, "Remove a level once price trades through it", group = G5)
minOdds  = input.int(40, "Min target odds %", minval = 10, maxval = 90, step = 5, group = G5, tooltip = "Hide target labels below these odds (the tested odds never change, only what is drawn). Raise it for a cleaner chart.") / 100.0
clear1130 = input.bool(true, "Clear morning levels after 11:30", group = G5)

G2 = "Live"
showTable  = input.bool(true, "Table", group = G2)
tblFull    = input.string("Compact", "Table detail", options = ["Compact", "Full"], group = G2, tooltip = "Compact hides rows the chart already shows (opening-range boxes, target labels, zone highlight) and the minor week / volume rows.") == "Full"
lblCol     = input.color(#000000, "Chart label text", group = G2, inline = "lbl")
pushMin    = input.int(60, "Show push-target line when new high / low odds ≥ %", minval = 0, maxval = 100, step = 5, group = G2) / 100.0
lblBig     = input.bool(true, "bigger", group = G2, inline = "lbl")
tblPos     = input.string("Top right", "Table position", options = ["Top right", "Bottom right", "Top left", "Bottom left"], group = G2)

G3 = "Extra layers (off = cleaner chart)"
show4H     = input.bool(false, "4H block 80% lines (18/22/02/06/10/14 NY)", group = G3)
showSess   = input.bool(false, "Prior day / Asia / London / overnight levels", group = G3)
asiaStat   = input.string("18:00-0:00", "Asia stat boxes", options = ["18:00-0:00", "20:00-0:00", "Off"], group = G3, inline = "as")
asiaCol    = input.color(#7a8ca8, "", group = G3, inline = "as")
hCol       = input.color(#6c8fb8, "4H", group = G3, inline = "oc")
h4Style    = input.string("Solid", "4H line", options = ["Solid", "Dashed", "Dotted"], group = G3, inline = "h4s")
h4W        = input.int(2, "width", minval = 1, maxval = 4, group = G3, inline = "h4s")

G0 = "Advanced"
symOverride = input.string("Auto", "Statistics set", options = ["Auto", "NQ", "ES", "YM", "GC"], group = G0, tooltip = "Auto reads the chart root (MNQ/NQ, MES/ES, MYM/YM, MGC/GC).")
useIV       = input.bool(true, "Blend implied volatility into the equity scale (VXN/VIX/VXD)", group = G0)

f_ls(string st) => st == "Solid" ? line.style_solid : st == "Dashed" ? line.style_dashed : line.style_dotted

// ─────────────────────────────────────────────────────────── instrument
string root = syminfo.root
int autoIdx = root == "MNQ" or root == "NQ" ? 0 : root == "MES" or root == "ES" ? 1 : root == "MYM" or root == "YM" ? 2 : root == "MGC" or root == "GC" ? 3 : -1
int symIdx = symOverride == "NQ" ? 0 : symOverride == "ES" ? 1 : symOverride == "YM" ? 2 : symOverride == "GC" ? 3 : autoIdx
bool supported = symIdx >= 0
int S = supported ? symIdx : 0
string symName = S == 0 ? "NQ" : S == 1 ? "ES" : S == 2 ? "YM" : "GC"
string ivSym = S == 0 ? "CBOE:VXN" : S == 1 ? "CBOE:VIX" : S == 2 ? "CBOE:VXD" : "CBOE:GVZ"
bool blendScale = S != 3 and useIV          // gold uses the HAR scale (blend under-covered gold upside out of sample)

// ===== GENERATED by research/gen_constants.py on 2026-10-04 from Yahoo NQ/ES/YM/GC data. Do not edit by hand. =====

// context feature order: prev_exp, prev_con, clv_hi, clv_lo, pw_above, pw_below, pw_lower, r20_top, r20_bot, vol_hi, vol_lo, ev_FOMC, ev_NFP, ev_CPI, after_FOMC, after_NFP, m_first3, m_last2, mon, fri_opex
f_beta(int s) =>
    switch s
        0 => array.from(-0.0915, 0.0316, -0.0652, 0.0062, -0.0890, 0.0566, 0.0552, -0.0740, 0.0282, 0.0268, 0.0251, 0.1078, 0.1254, 0.0709, 0.1867, -0.0782, 0.0485, -0.0341, -0.0344, -0.0494)
        1 => array.from(-0.1182, 0.0280, -0.0528, -0.0065, -0.1022, 0.0583, 0.0610, -0.1153, 0.0702, 0.0229, 0.0144, 0.1680, 0.1562, 0.0846, 0.2105, -0.0728, 0.0525, -0.0182, -0.0547, -0.0243)
        2 => array.from(-0.0789, 0.0122, -0.0441, -0.0267, -0.0768, 0.0977, 0.0813, -0.0860, 0.0627, 0.0238, 0.0017, 0.1715, 0.1307, 0.0805, 0.1842, -0.0254, 0.0407, -0.0092, -0.0680, -0.0030)
        3 => array.from(-0.1409, 0.1021, -0.1158, -0.1088, 0.0044, 0.0305, 0.0278, 0.1357, -0.0079, -0.0635, 0.0584, 0.2332, 0.2702, 0.1203, 0.2637, -0.0422, 0.2560, 0.2015, -0.0448, -0.1016)

f_dq_up(int s) =>
    switch s
        0 => array.from(0.4877, 0.7187, 0.8816, 1.1401, 1.3658)
        1 => array.from(0.4694, 0.7077, 0.8671, 1.1005, 1.3220)
        2 => array.from(0.4562, 0.6941, 0.8600, 1.1244, 1.3354)
        3 => array.from(0.3361, 0.5846, 0.7857, 1.0925, 1.4449)

f_dq_dn(int s) =>
    switch s
        0 => array.from(0.4455, 0.7305, 0.9354, 1.2774, 1.5662)
        1 => array.from(0.4498, 0.7290, 0.9329, 1.2550, 1.5802)
        2 => array.from(0.4381, 0.6924, 0.9086, 1.2428, 1.5630)
        3 => array.from(0.3546, 0.6057, 0.8120, 1.1663, 1.4942)

// weekly quantiles p70/p80/p90 by open location: 0 below prev low, 1 inside, 2 above prev high








f_h4q_up(int s) =>
    switch s
        0 => array.from(0.6087, 0.7607, 1.0290)
        1 => array.from(0.6008, 0.7694, 1.0235)
        2 => array.from(0.6314, 0.7835, 1.0679)
        3 => array.from(0.6199, 0.7680, 1.0362)

f_h4q_dn(int s) =>
    switch s
        0 => array.from(0.6469, 0.8527, 1.1710)
        1 => array.from(0.6326, 0.8281, 1.1876)
        2 => array.from(0.6235, 0.8145, 1.1344)
        3 => array.from(0.6415, 0.8408, 1.1998)

// live tables: index = hourIndex*3 + usedBucket (hourIndex 0 = 18:00 bar; used <0.6 / 0.6-0.9 / >0.9)






// next move: index = timeBucket*3 + posBucket (time 18-00,00-03,03-07,07-09,09-11,11-14,14-17; pos lower/middle/upper third of day range)





// week-so-far: index = upperHalf*6 + usedBucket*2 + newsAhead (used <0.5 / 0.5-0.8 / >0.8)


f_cal_FOMC() => array.from(20240131, 20240320, 20240501, 20240612, 20240731, 20240918, 20241107, 20241218, 20250129, 20250319, 20250507, 20250618, 20250730, 20250917, 20251029, 20251210, 20260128, 20260318, 20260429, 20260617, 20260729, 20260916, 20261028, 20261209)

f_cal_CPI() => array.from(20240111, 20240213, 20240312, 20240410, 20240515, 20240612, 20240711, 20240814, 20240911, 20241010, 20241113, 20241211, 20250115, 20250212, 20250312, 20250410, 20250513, 20250611, 20250715, 20250812, 20250911, 20251024, 20251218, 20260113, 20260213, 20260311, 20260410, 20260512, 20260610, 20260714, 20260812, 20260911, 20261014, 20261110, 20261210)

f_cal_NFP() => array.from(20240105, 20240202, 20240308, 20240405, 20240503, 20240607, 20240705, 20240802, 20240906, 20241004, 20241206, 20250110, 20250207, 20250307, 20250404, 20250502, 20250606, 20250703, 20250905, 20251120, 20251216, 20260109, 20260211, 20260306, 20260403, 20260508, 20260605, 20260702, 20260807, 20260904, 20261002, 20261106, 20261204)


// ===== GENERATED tag odds by 11:30 (Databento 1m 2010-2026). order: ONH, ONL, PDH, PDL x 6 distance bins (x daily range: .1 .2 .35 .5 1 inf)
f_tag(int s) =>
    switch s
        0 => array.from(0.858, 0.623, 0.427, 0.278, 0.142, 0.013, 0.854, 0.662, 0.434, 0.290, 0.153, 0.000, 0.900, 0.551, 0.390, 0.207, 0.066, 0.005, 0.888, 0.689, 0.470, 0.220, 0.086, 0.012)
        1 => array.from(0.833, 0.623, 0.370, 0.197, 0.101, 0.012, 0.857, 0.619, 0.402, 0.224, 0.118, 0.000, 0.869, 0.551, 0.340, 0.156, 0.037, 0.007, 0.914, 0.670, 0.430, 0.175, 0.072, 0.005)
        2 => array.from(0.871, 0.633, 0.370, 0.239, 0.092, 0.038, 0.842, 0.623, 0.420, 0.235, 0.116, 0.000, 0.868, 0.618, 0.329, 0.201, 0.033, 0.005, 0.922, 0.645, 0.431, 0.205, 0.077, 0.010)
        3 => array.from(0.825, 0.543, 0.288, 0.139, 0.052, 0.009, 0.821, 0.556, 0.323, 0.143, 0.066, 0.005, 0.821, 0.502, 0.297, 0.116, 0.028, 0.006, 0.847, 0.514, 0.334, 0.129, 0.037, 0.008)


// gap-fill odds by 11:30 to the prior 15:59 close, 6 bins of |gap| x daily range: .05 .1 .2 .35 .6 inf
f_gapfill(int s) =>
    switch s
        0 => array.from(0.960, 0.838, 0.708, 0.481, 0.252, 0.088)
        1 => array.from(0.962, 0.843, 0.675, 0.435, 0.213, 0.065)
        2 => array.from(0.947, 0.865, 0.664, 0.418, 0.219, 0.067)
        3 => array.from(0.935, 0.786, 0.572, 0.294, 0.140, 0.039)


// ===== GENERATED invalidation stats for OR breaks (Databento 1m 2010-26). Do not edit.
f_inv15(int s) =>
    switch s
        0 => array.from(0.490, 0.383, 0.173, 0.056)
        1 => array.from(0.545, 0.384, 0.201, 0.065)
        2 => array.from(0.489, 0.371, 0.178, 0.060)
        3 => array.from(0.535, 0.433, 0.233, 0.085)

f_inv30(int s) =>
    switch s
        0 => array.from(0.400, 0.333, 0.123, 0.040)
        1 => array.from(0.437, 0.349, 0.154, 0.042)
        2 => array.from(0.426, 0.327, 0.129, 0.037)
        3 => array.from(0.457, 0.411, 0.188, 0.057)


// generated by research/gen_hold_constants.py: OR15 far-end hold %, 5 cells x [lo10, hi10, lo1130, hi1130]
f_hold(int s) =>
    switch s
        0 => array.from(74, 79, 41, 43, 82, 90, 54, 60, 95, 95, 68, 68, 62, 67, 30, 35, 22, 28, 12, 12)
        1 => array.from(74, 78, 37, 45, 83, 87, 47, 50, 92, 94, 60, 63, 61, 61, 28, 32, 26, 34, 15, 15)
        2 => array.from(80, 81, 40, 47, 89, 91, 57, 58, 95, 98, 69, 69, 65, 67, 32, 33, 26, 37, 16, 18)
        3 => array.from(70, 74, 33, 39, 81, 87, 43, 46, 91, 97, 58, 60, 62, 63, 28, 32, 32, 34, 15, 18)
// 9:45-10:00 trades beyond the OR15 close-side end: 5 cells x [lo%, hi%, median extension x100 in OR15 widths]
f_ext(int s) =>
    switch s
        0 => array.from(76, 77, 41, 72, 78, 29, 73, 79, 23, 39, 44, 29, 12, 20, 32)
        1 => array.from(76, 77, 39, 73, 76, 33, 74, 77, 24, 44, 45, 32, 18, 34, 40)
        2 => array.from(76, 76, 39, 74, 78, 30, 71, 75, 23, 34, 42, 29, 10, 23, 34)
        3 => array.from(77, 78, 50, 70, 72, 38, 64, 70, 27, 39, 44, 36, 25, 32, 42)


// generated by research/gen_hold30_constants.py: OR30 plan, 5 cells x [beyond lo, hi, median push x100, hold lo, hi]
f_hold30(int s) =>
    switch s
        0 => array.from(85, 87, 55, 60, 61, 83, 86, 50, 70, 74, 83, 86, 39, 83, 85, 56, 57, 54, 43, 44, 43, 47, 53, 21, 28)
        1 => array.from(84, 84, 66, 55, 59, 85, 86, 55, 66, 69, 84, 85, 42, 77, 80, 63, 64, 55, 42, 44, 42, 57, 44, 17, 26)
        2 => array.from(83, 85, 58, 57, 58, 83, 83, 49, 71, 71, 82, 83, 36, 81, 84, 55, 59, 48, 45, 46, 33, 40, 42, 15, 21)
        3 => array.from(86, 90, 85, 50, 57, 83, 85, 61, 65, 66, 74, 78, 43, 76, 80, 58, 60, 65, 43, 43, 34, 42, 59, 13, 15)


// generated by research/gen_tag10.py: tag odds by 10:00, order ONH, ONL, PDH, PDL x 6 distance bins; gap fill by 10:00 x 6 bins


// generated in cycle 34: tag odds 9:45-11:30 for levels not yet tagged, by distance from the 9:45 close (x daily range: .1 .2 .35 .5 inf)


// generated by research/gen_tag945_size.py: 9:45 target odds by OR15 size (small/normal/large) x distance bin
f_tag945sz(int s) =>
    switch s
        0 => array.from(0.791, 0.491, 0.265, 0.160, 0.031, 0.834, 0.597, 0.348, 0.196, 0.041, 0.812, 0.672, 0.417, 0.259, 0.058)
        1 => array.from(0.754, 0.460, 0.238, 0.111, 0.023, 0.779, 0.595, 0.315, 0.156, 0.033, 0.863, 0.653, 0.378, 0.249, 0.055)
        2 => array.from(0.746, 0.471, 0.231, 0.122, 0.018, 0.855, 0.531, 0.353, 0.171, 0.043, 0.792, 0.652, 0.377, 0.203, 0.039)
        3 => array.from(0.756, 0.410, 0.213, 0.082, 0.012, 0.810, 0.555, 0.270, 0.112, 0.016, 0.768, 0.595, 0.333, 0.151, 0.036)


// generated: 9:30 target-odds multipliers by overnight range tercile (quiet/normal/big, the Expect-row cuts) x distance bin
f_tagOnMul(int s) =>
    switch s
        0 => array.from(0.97, 0.97, 0.90, 0.81, 0.53, 1.00, 1.01, 1.03, 1.03, 1.00, 0.89, 1.00, 1.04, 1.04, 1.10, 1.14, 1.29, 1.00)
        1 => array.from(0.97, 0.91, 0.86, 0.64, 0.54, 1.00, 1.01, 1.06, 1.05, 1.00, 1.02, 1.00, 1.05, 1.11, 1.22, 1.32, 1.24, 1.00)
        2 => array.from(0.96, 0.89, 0.89, 0.81, 0.82, 1.00, 1.02, 1.08, 0.98, 0.94, 0.96, 1.00, 1.03, 1.14, 1.31, 1.28, 1.16, 1.00)
        3 => array.from(0.93, 0.91, 0.81, 0.76, 0.56, 1.00, 1.04, 1.05, 1.14, 0.99, 0.85, 1.00, 1.05, 1.13, 1.29, 1.57, 1.48, 1.00)


// generated: Asia session reach from its open (x daily HAR), q25/q50/q75/q90 pooled high+low; order: 18-0 other, 18-0 Monday, 20-0 other, 20-0 Monday
f_asiaZ(int s) =>
    switch s
        0 => array.from(0.050, 0.109, 0.196, 0.313, 0.063, 0.142, 0.249, 0.382, 0.038, 0.088, 0.160, 0.257, 0.038, 0.086, 0.163, 0.273)
        1 => array.from(0.053, 0.110, 0.200, 0.311, 0.063, 0.138, 0.260, 0.387, 0.040, 0.089, 0.162, 0.260, 0.038, 0.088, 0.169, 0.274)
        2 => array.from(0.052, 0.109, 0.199, 0.312, 0.059, 0.146, 0.266, 0.409, 0.038, 0.085, 0.159, 0.257, 0.037, 0.088, 0.169, 0.273)
        3 => array.from(0.070, 0.140, 0.239, 0.366, 0.083, 0.174, 0.305, 0.478, 0.057, 0.120, 0.205, 0.328, 0.056, 0.132, 0.240, 0.369)


// generated by research/cycle20_live_recheck.py: live tables from Databento hourly 2010-26 (replaces the Yahoo 2024-26 tables)


// ===== GENERATED by research/gen_session_constants.py (Databento 1m 2010-2026). Do not edit. =====
f_ss_am(int s) =>
    switch s
        0 => array.from(0.3577, 0.5806, 0.3729, 0.6848)
        1 => array.from(0.3217, 0.5170, 0.3424, 0.6168)
        2 => array.from(0.3408, 0.5614, 0.3533, 0.6327)
        3 => array.from(0.2800, 0.4960, 0.2945, 0.5426)

f_ss_mid(int s) =>
    switch s
        0 => array.from(0.2195, 0.3639, 0.2297, 0.4362)
        1 => array.from(0.2213, 0.3686, 0.2267, 0.4286)
        2 => array.from(0.2186, 0.3759, 0.2231, 0.4200)
        3 => array.from(0.1749, 0.3062, 0.1822, 0.3335)

f_ss_pm(int s) =>
    switch s
        0 => array.from(0.2520, 0.4192, 0.2607, 0.4837)
        1 => array.from(0.2711, 0.4618, 0.2725, 0.5280)
        2 => array.from(0.2593, 0.4411, 0.2591, 0.5046)
        3 => array.from(0.1541, 0.2850, 0.1558, 0.3015)

f_or15_cut(int s) =>
    switch s
        0 => array.from(0.2196, 0.3065)
        1 => array.from(0.1862, 0.2587)
        2 => array.from(0.2092, 0.2960)
        3 => array.from(0.1393, 0.2048)

f_or15_u50(int s) =>
    switch s
        0 => array.from(0.5380, 0.3080, 0.1940)
        1 => array.from(0.6060, 0.4210, 0.2310)
        2 => array.from(0.5000, 0.3160, 0.1500)
        3 => array.from(0.7590, 0.5170, 0.2120)

f_or15_u80(int s) =>
    switch s
        0 => array.from(1.3450, 0.9700, 0.7900)
        1 => array.from(1.5960, 1.1400, 0.8090)
        2 => array.from(1.3700, 1.0000, 0.7150)
        3 => array.from(2.1500, 1.4760, 0.9180)

f_or15_d50(int s) =>
    switch s
        0 => array.from(0.4920, 0.3280, 0.1590)
        1 => array.from(0.5000, 0.3860, 0.2750)
        2 => array.from(0.5000, 0.3170, 0.1310)
        3 => array.from(0.8420, 0.4250, 0.2000)

f_or15_d80(int s) =>
    switch s
        0 => array.from(1.5340, 1.1630, 0.8820)
        1 => array.from(1.5490, 1.3150, 1.0260)
        2 => array.from(1.4750, 1.1990, 0.7740)
        3 => array.from(2.3330, 1.4520, 1.0000)

f_or15_ft(int s) =>
    switch s
        0 => array.from(0.4910, 0.5200, 0.5490)
        1 => array.from(0.4980, 0.5050, 0.5170)
        2 => array.from(0.5020, 0.5400, 0.5340)
        3 => array.from(0.5720, 0.5430, 0.5550)

f_or30_cut(int s) =>
    switch s
        0 => array.from(0.2817, 0.3937)
        1 => array.from(0.2405, 0.3385)
        2 => array.from(0.2658, 0.3786)
        3 => array.from(0.1917, 0.2778)

f_or30_u50(int s) =>
    switch s
        0 => array.from(0.2410, 0.1250, 0.0150)
        1 => array.from(0.3070, 0.1670, 0.0570)
        2 => array.from(0.2520, 0.1070, 0.0000)
        3 => array.from(0.3570, 0.1760, 0.0000)

f_or30_u80(int s) =>
    switch s
        0 => array.from(0.8010, 0.6230, 0.4330)
        1 => array.from(0.9300, 0.6740, 0.4800)
        2 => array.from(0.8200, 0.6120, 0.4180)
        3 => array.from(1.2740, 0.8270, 0.4850)

f_or30_d50(int s) =>
    switch s
        0 => array.from(0.1700, 0.0760, 0.0000)
        1 => array.from(0.1780, 0.1420, 0.0490)
        2 => array.from(0.1740, 0.0830, 0.0000)
        3 => array.from(0.3460, 0.1460, 0.0000)

f_or30_d80(int s) =>
    switch s
        0 => array.from(0.8970, 0.6810, 0.5150)
        1 => array.from(0.9440, 0.8520, 0.5730)
        2 => array.from(0.8910, 0.7250, 0.4370)
        3 => array.from(1.2980, 0.9180, 0.5200)

f_or30_ft(int s) =>
    switch s
        0 => array.from(0.5120, 0.5250, 0.5770)
        1 => array.from(0.5140, 0.5300, 0.5090)
        2 => array.from(0.5050, 0.5470, 0.5170)
        3 => array.from(0.5720, 0.5770, 0.6500)


var array<float> BETA  = f_beta(S)
var array<float> DQU   = f_dq_up(S)
var array<float> DQD   = f_dq_dn(S)
var array<float> HQU   = f_h4q_up(S)
var array<float> HQD   = f_h4q_dn(S)
var array<int>   CAL_FOMC = f_cal_FOMC()
var array<int>   CAL_CPI  = f_cal_CPI()
var array<int>   CAL_NFP  = f_cal_NFP()

pctIndex(string p) => p == "50" ? 0 : p == "70" ? 1 : p == "80" ? 2 : p == "90" ? 3 : 4
int iIn  = pctIndex(innerPct)
int iOut = pctIndex(outerPct)
bool twoTier = iIn < 2 and iOut > 2                // shade inner..80 lighter and 80..outer stronger

// colors derived from the two base colors
color upFillIn  = color.new(upBase, 90)
color upFillOut = color.new(upBase, 80)
color dnFillIn  = color.new(dnBase, 90)
color dnFillOut = color.new(dnBase, 80)
color upHot     = color.new(upBase, 68)
color dnHot     = color.new(dnBase, 68)
color upOld     = color.new(upBase, 94)
color dnOld     = color.new(dnBase, 94)
color upEdge    = color.new(upBase, 25)
color dnEdge    = color.new(dnBase, 25)
color txtDim    = color.new(#8b949e, 0)
color txtMain   = color.new(#d0d7de, 0)

// ─────────────────────────────────────────────────────────── helpers
dateInt(int t) => year(t, "UTC") * 10000 + month(t, "UTC") * 100 + dayofmonth(t, "UTC")

evType(int d) =>
    array.includes(CAL_FOMC, d) ? "FOMC" : array.includes(CAL_CPI, d) ? "CPI" : array.includes(CAL_NFP, d) ? "NFP" : ""

evTime(string e) => e == "FOMC" ? "2:00" : "8:30"

dayName(int t) =>
    int dw = dayofweek(t, "UTC")
    dw == dayofweek.monday ? "Mon" : dw == dayofweek.tuesday ? "Tue" : dw == dayofweek.wednesday ? "Wed" : dw == dayofweek.thursday ? "Thu" : "Fri"

// next weekday after the trading date t (UTC midnight)
nextWeekday(int t) =>
    int dw = dayofweek(t, "UTC")
    t + (dw == dayofweek.friday ? 3 : dw == dayofweek.saturday ? 2 : 1) * 86400000

fmtP(float p) => na(p) ? "–" : str.tostring(math.round(p * 100)) + "%"
fmtPx(float x) => na(x) ? "–" : str.tostring(x, format.mintick)
prng(int a, int b) => a == b ? str.tostring(a) + "%" : str.tostring(a) + "-" + str.tostring(b) + "%"
fmtR(float x) => na(x) ? "–" : x >= 50 ? str.tostring(math.round(x)) : str.tostring(math.round(x / syminfo.mintick) * syminfo.mintick, "#,##0.##")
fmtPts(float x) => na(x) ? "–" : str.tostring(math.round(x / syminfo.mintick) * syminfo.mintick, "#,##0.##")

// ─────────────────────────────────────────────────────────── higher-timeframe data (non-repainting)
// Back-adjusted extended-session series so prior-week / 20-day levels are comparable to today's contract.
string tid = ticker.new(syminfo.prefix, syminfo.ticker, session.extended, backadjustment = backadjustment.on, settlement_as_close = settlement_as_close.on)

// Every value below uses only completed daily bars ([1] or older) plus state from earlier days,
// so lookahead_on cannot leak future data.
f_daily() =>
    float r = high - low
    float har = (r[1] + ta.sma(r, 5)[1] + ta.sma(r, 22)[1]) / 3.0
    float prevRatio = r[1] / har[1]
    float clv = (close[1] - low[1]) / math.max(high[1] - low[1], syminfo.mintick)
    float hi20 = ta.highest(high, 20)[1]
    float lo20 = ta.lowest(low, 20)[1]
    float vp = ta.percentrank(har / close[1], 250) / 100.0
    float s20 = ta.sma(close, 20)[1]
    float s50 = ta.sma(close, 50)[1]
    float s200 = ta.sma(close, 200)[1]
    float pdDir = math.sign(close[1] - open[1])
    float vote = math.sign(math.sign(close[1] - close[43]) + math.sign(close[1] - close[16]) + math.sign(close[1] - close[4]))
    var float wh = na
    var float wl = na
    bool nw = timeframe.change("W")
    float sfH = nw ? na : wh
    float sfL = nw ? na : wl
    wh := nw ? high : math.max(wh, high)
    wl := nw ? low : math.min(wl, low)
    [har, prevRatio, clv, hi20, lo20, vp, sfH, sfL, s20, s50, s200, vote, pdDir, high[1], low[1]]

f_week() =>
    float r = high - low
    [(r[1] + ta.sma(r, 4)[1] + ta.sma(r, 13)[1]) / 3.0, high[1], low[1], open]

f_month() =>
    float r = high - low
    [(r[1] + ta.sma(r, 3)[1] + ta.sma(r, 6)[1]) / 3.0, open]

// 4H blocks by NY hour: 0=18-22 1=22-02 2=02-06 3=06-10 4=10-14 5=14-17. Scale per block =
// (last range + mean of last 5 + mean of last 20 ranges of the same block), from completed blocks only.
f_blocks() =>
    int blk = int(math.floor(((hour(time, "America/New_York") - 18 + 24) % 24) / 4))
    var float bh = na
    var float bl = na
    var int cb = -1
    var array<float> hist = array.new<float>(120, na)
    if blk != cb
        if cb >= 0 and not na(bh)
            array.insert(hist, cb * 20, bh - bl)
            array.remove(hist, cb * 20 + 20)
        cb := blk
        bh := high
        bl := low
    else
        bh := math.max(bh, high)
        bl := math.min(bl, low)
    float s5 = 0.0
    float s20 = 0.0
    int n5 = 0
    int n20 = 0
    for i = 0 to 19
        float v = array.get(hist, blk * 20 + i)
        if not na(v)
            if i < 5
                s5 += v
                n5 += 1
            s20 += v
            n20 += 1
    float r0 = array.get(hist, blk * 20)
    float sc = n20 >= 5 and not na(r0) ? (r0 + s5 / n5 + s20 / n20) / 3.0 : na
    [sc, blk]

// 9:30-9:45 volume relative to its own 20-day average, in the 15m context (value available when the bar closes)

[dHar, dPrevRatio, dClv, dHi20, dLo20, dVolP, dSfH, dSfL, dS20, dS50, dS200, dVote, dPdDir, dPdH, dPdL] = request.security(tid, "D", f_daily(), lookahead = barmerge.lookahead_on)
float dOpenHTF = request.security(tid, "D", open, lookahead = barmerge.lookahead_on)
[dH2, dL2] = request.security(tid, "D", [high[2], low[2]], lookahead = barmerge.lookahead_on)
[wSig, pwh, pwl, wOpenHTF] = request.security(tid, "W", f_week(), lookahead = barmerge.lookahead_on)
[mSig, mOpenHTF] = request.security(tid, "M", f_month(), lookahead = barmerge.lookahead_on)
// Implied vol: read ONLY on the first bar of the futures day (18:00 NY), when the latest index bar is the
// previous session's completed bar. Later in the day this value is never used.
float ivClose = request.security(ivSym, "D", close, lookahead = barmerge.lookahead_on, ignore_invalid_symbol = true)
[hScale, hBlk] = request.security(tid, "60", f_blocks(), lookahead = barmerge.lookahead_on)

// ─────────────────────────────────────────────────────────── futures-day state
bool intraday = timeframe.isintraday
int  tday = time_tradingday
int  tdChg = ta.change(tday)
bool newDay = intraday and tdChg != 0
int  nyHour = hour(time, "America/New_York")
int  nyMin  = minute(time, "America/New_York")
int  barMs  = timeframe.in_seconds() * 1000
int  tOff   = tgtOffB * barMs
int  tLen   = tgtLenB * barMs

var int    prevDate = na
var int    monthCount = 0
var int    lastMonth = na
var float  dOpen = na
var float  sigma = na
var float  ctxMult = na
var string ctxText = ""
var string newsTxt = ""
var bool   newsIsToday = false
var bool   newsAhead = false
var bool   ivUsed = false
var float  dayHi = na
var float  dayLo = na
var int    dayStart = na
var int    dayEnd = na
var float  uIn = na
var float  uOut = na
var float  lIn = na
var float  lOut = na
var int    bias = 0
var int    monDir = 0
var float  monH = na
var float  monL = na
var string biasWhy = "trend"
var string biasPct = "53-55%"
var bool   upTouched = false
var bool   dnTouched = false
var array<float> feat = array.new<float>(20, 0.0)
// drawings: today's handles + history queues
var box upBoxIn = na
var box upBoxOut = na
var box dnBoxIn = na
var box dnBoxOut = na
var array<box>   hBoxQ = array.new<box>()
var array<line>  hLineQ = array.new<line>()
var array<label> hLblQ = array.new<label>()


if newDay
    int dd = dateInt(tday)
    int y = year(tday, "UTC")
    int mo = month(tday, "UTC")
    int dom = dayofmonth(tday, "UTC")
    int dw = dayofweek(tday, "UTC")
    dayStart := time
    dayEnd := timestamp("America/New_York", y, mo, dom, 17, 0)
    dOpen := na(dOpenHTF) ? open : dOpenHTF
    // trading-day count within the month and weekdays left after today
    monthCount := na(lastMonth) or mo != lastMonth ? 1 : monthCount + 1
    lastMonth := mo
    int dim = mo == 2 ? (y % 4 == 0 and (y % 100 != 0 or y % 400 == 0) ? 29 : 28) : (mo == 4 or mo == 6 or mo == 9 or mo == 11) ? 30 : 31
    int left = 0
    if dom < dim                                  // Pine for-loops count down when start > end
        for k = dom + 1 to dim
            int wd = dayofweek(timestamp("UTC", y, mo, k, 0, 0), "UTC")
            if wd != dayofweek.saturday and wd != dayofweek.sunday
                left += 1
    // news with the research priority FOMC > CPI > NFP; today > tomorrow > yesterday
    string evT = evType(dd)
    int tmr = nextWeekday(tday)
    string evN = evType(dateInt(tmr))
    string evY = na(prevDate) ? "" : evType(prevDate)
    string later = ""
    int scan = nextWeekday(tmr)
    for k = 0 to 3
        if dayofweek(scan, "UTC") == dayofweek.monday
            break
        string e = evType(dateInt(scan))
        if e != ""
            later := later + (later == "" ? "" : ", ") + e + " " + dayName(scan)
        scan := nextWeekday(scan)
    newsIsToday := evT != ""
    newsAhead := evT != "" or evN != "" or later != ""
    newsTxt := evT != "" ? evT + " today " + evTime(evT) : ""
    if evN != ""
        newsTxt := newsTxt + (newsTxt == "" ? "" : " · ") + evN + " " + (dw == dayofweek.friday ? "Mon" : "tmrw") + " " + evTime(evN)
    if later != ""
        newsTxt := newsTxt + (newsTxt == "" ? "" : " · ") + later
    bool afterF = evT == "" and evN == "" and evY == "FOMC"
    bool afterN = evT == "" and evN == "" and evY == "NFP"
    prevDate := dd
    // context features (order fixed by gen_constants.py)
    float p20 = (dOpen - dLo20) / math.max(dHi20 - dLo20, syminfo.mintick)
    float mid = (pwh + pwl) / 2.0
    array.set(feat, 0, dPrevRatio > 1.3 ? 1.0 : 0.0)
    array.set(feat, 1, dPrevRatio < 0.7 ? 1.0 : 0.0)
    array.set(feat, 2, dClv > 0.8 ? 1.0 : 0.0)
    array.set(feat, 3, dClv < 0.2 ? 1.0 : 0.0)
    array.set(feat, 4, dOpen > pwh ? 1.0 : 0.0)
    array.set(feat, 5, dOpen < pwl ? 1.0 : 0.0)
    array.set(feat, 6, dOpen >= pwl and dOpen < mid ? 1.0 : 0.0)
    array.set(feat, 7, p20 >= 0.8 ? 1.0 : 0.0)
    array.set(feat, 8, p20 < 0.2 ? 1.0 : 0.0)
    array.set(feat, 9, dVolP > 0.67 ? 1.0 : 0.0)
    array.set(feat, 10, dVolP < 0.33 ? 1.0 : 0.0)
    array.set(feat, 11, evT == "FOMC" ? 1.0 : 0.0)
    array.set(feat, 12, evT == "NFP" ? 1.0 : 0.0)
    array.set(feat, 13, evT == "CPI" ? 1.0 : 0.0)
    array.set(feat, 14, afterF ? 1.0 : 0.0)
    array.set(feat, 15, afterN ? 1.0 : 0.0)
    array.set(feat, 16, monthCount <= 3 ? 1.0 : 0.0)
    array.set(feat, 17, left <= 1 ? 1.0 : 0.0)
    array.set(feat, 18, dw == dayofweek.monday ? 1.0 : 0.0)
    array.set(feat, 19, dw == dayofweek.friday and dom >= 15 and dom <= 21 ? 1.0 : 0.0)
    float xb = 0.0
    for k = 0 to 19
        xb += array.get(feat, k) * array.get(BETA, k)
    ctxMult := math.exp(xb)
    float ivMove = na(ivClose) ? na : ivClose / 100.0 / math.sqrt(252.0) * dOpen
    ivUsed := blendScale and not na(ivMove)
    float baseSc = ivUsed ? math.sqrt(dHar * ivMove) : dHar
    sigma := baseSc * ctxMult
    // readable context summary (table tooltip)
    string c = ""
    c += dPrevRatio > 1.3 ? "• after an expansion day\n" : dPrevRatio < 0.7 ? "• after a quiet day\n" : ""
    c += dClv > 0.8 ? "• prior close near its high\n" : dClv < 0.2 ? "• prior close near its low\n" : ""
    c += dOpen > pwh ? "• open above last week's high\n" : dOpen < pwl ? "• open below last week's low\n" : dOpen < mid ? "• open in lower half of last week\n" : ""
    c += p20 >= 0.8 ? "• top of the 20-day range\n" : p20 < 0.2 ? "• bottom of the 20-day range\n" : ""
    c += dVolP > 0.67 ? "• high-volatility regime\n" : dVolP < 0.33 ? "• low-volatility regime\n" : ""
    c += evT != "" ? "• " + evT + " today\n" : afterF ? "• day after FOMC\n" : afterN ? "• day after NFP\n" : ""
    c += monthCount <= 3 ? "• first days of the month\n" : left <= 1 ? "• last days of the month\n" : ""
    c += dw == dayofweek.monday ? "• Monday\n" : ""
    ctxText := (c == "" ? "• nothing unusual\n" : c) + "Context multiplier x" + str.tostring(ctxMult, "#.##") + (ivUsed ? " · scale = HAR x implied vol" : " · scale = HAR range")
    // daily bias: trend filter, the only rule that held up 2001-2026 (direction hit ~53-55% equities, ~52-53% gold)
    // trend rule, full futures day (18:00 -> close), Databento 2010-26: NQ 55.7/54.7%, ES 54.3/54.9%, YM 55.3/52.5%;
    // gold 49-50% (no edge -> neutral). For 9:30-11:30 only it is weaker (51-55%).
    // audit 2026-10-05: the trend rule's LONG calls (53-59%) only matched the index drift (all days up 53-56%) and its
    // SHORT calls were right 12-52% -> no day call by default
    bias := 0
    biasWhy := ""
    biasPct := ""
    // Monday's direction for the weekly hint (Yahoo daily 2001-26, both eras): Monday up -> its low is the week
    // low 41-46% (base ~20%); Monday down -> its high is the week high 29-38%.
    if dw == dayofweek.monday
        monDir := 0
    else if dw == dayofweek.tuesday
        monDir := int(dPdDir)
        monH := dPdH
        monL := dPdL
    // tested overrides (Databento 2010-26, >=56% in both eras, n>=150 each)
    if S == 0 and dw == dayofweek.monday
        bias := 1
        biasWhy := "NQ Monday"
        biasPct := "59-63%"
    // "NQ fade a big day" removed 2026-10-05 audit: 54.9/54.5% (below the bar)
    // YM quiet day + above its 20-day average: up 62/57/57% (short side 44-67%, dropped)
    else if S == 2 and dPrevRatio < 0.7 and dOpen > dS20
        bias := 1
        biasWhy := "quiet day + above 20d avg"
        biasPct := "57-62%"
    dayHi := high
    dayLo := low
    upTouched := false
    dnTouched := false
    uIn := na
    uOut := na
    lIn := na
    lOut := na

    // ── fade yesterday, draw today's fixed zones
    if not na(upBoxIn)
        box.set_bgcolor(upBoxIn, upOld)
        box.set_bgcolor(dnBoxIn, dnOld)
    if not na(upBoxOut)
        box.set_bgcolor(upBoxOut, upOld)
        box.set_bgcolor(dnBoxOut, dnOld)
    if showDaily and not na(sigma)
        uIn := dOpen + array.get(DQU, iIn) * sigma
        uOut := dOpen + array.get(DQU, iOut) * sigma
        lIn := dOpen - array.get(DQD, iIn) * sigma
        lOut := dOpen - array.get(DQD, iOut) * sigma
        float uMid = dOpen + array.get(DQU, 2) * sigma
        float lMid = dOpen - array.get(DQD, 2) * sigma
        upBoxIn := twoTier ? box.new(dayStart, uMid, dayEnd, uIn, xloc = xloc.bar_time, border_width = 0, bgcolor = upFillIn) : na
        upBoxOut := box.new(dayStart, uOut, dayEnd, twoTier ? uMid : uIn, xloc = xloc.bar_time, border_width = 0, bgcolor = upFillOut)
        if biasMode and bias != 0
            array.push(hLblQ, label.new(dayStart, bias == 1 ? lIn : uIn, (bias == 1 ? "LONG " : "SHORT ") + biasPct, xloc = xloc.bar_time, style = bias == 1 ? label.style_label_up : label.style_label_down, color = color.new(bias == 1 ? dnBase : upBase, 15), textcolor = lblCol, size = lblBig ? size.normal : size.small, tooltip = "Trend bias locked at the 18:00 open: 50d avg vs 200d avg and open vs 20d avg. Right on the full-day direction (18:00 to close) " + biasPct + " since 2010 (both eras); weaker for 9:30-11:30 alone (51-55%). Gold: no edge, so no trend bias. A lean, not a signal."))
        dnBoxIn := twoTier ? box.new(dayStart, lIn, dayEnd, lMid, xloc = xloc.bar_time, border_width = 0, bgcolor = dnFillIn) : na
        dnBoxOut := box.new(dayStart, twoTier ? lMid : lIn, dayEnd, lOut, xloc = xloc.bar_time, border_width = 0, bgcolor = dnFillOut)
        array.push(hBoxQ, upBoxIn)
        array.push(hBoxQ, upBoxOut)
        array.push(hBoxQ, dnBoxIn)
        array.push(hBoxQ, dnBoxOut)
        array.push(hLineQ, line.new(dayStart, uOut, dayEnd, uOut, xloc = xloc.bar_time, color = upEdge, width = zoneW))
        array.push(hLineQ, line.new(dayStart, lOut, dayEnd, lOut, xloc = xloc.bar_time, color = dnEdge, width = zoneW))
        if showOpen
            array.push(hLineQ, line.new(dayStart, dOpen, dayEnd, dOpen, xloc = xloc.bar_time, color = openCol, style = f_ls(openStyle)))
        if showDLbl
            string tipU = "Day high stayed below this line on " + outerPct + "% of days (context-adjusted)."
            string tipD = "Day low stayed above this line on " + outerPct + "% of days (context-adjusted)."
            array.push(hLblQ, label.new(dayEnd, uOut, outerPct + "%  " + fmtPx(uOut), xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.normal : size.small, tooltip = tipU))
            array.push(hLblQ, label.new(dayEnd, uIn, innerPct + "%", xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.small : size.tiny))
            array.push(hLblQ, label.new(dayEnd, lIn, innerPct + "%", xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.small : size.tiny))
            array.push(hLblQ, label.new(dayEnd, lOut, outerPct + "%  " + fmtPx(lOut), xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.normal : size.small, tooltip = tipD))
        // keep only the last N days
        while array.size(hBoxQ) > daysBack * 4
            box.delete(array.shift(hBoxQ))
        while array.size(hLineQ) > daysBack * (showOpen ? 3 : 2)
            line.delete(array.shift(hLineQ))
        while array.size(hLblQ) > daysBack * 5
            label.delete(array.shift(hLblQ))
else if intraday
    dayHi := math.max(dayHi, high)
    dayLo := math.min(dayLo, low)

// zones brighten once price trades into them
if not na(uIn) and not upTouched and dayHi >= uIn
    upTouched := true
    box.set_bgcolor(upBoxOut, upHot)
    if not na(upBoxIn)
        box.set_bgcolor(upBoxIn, color.new(upBase, 82))
if not na(lIn) and not dnTouched and dayLo <= lIn
    dnTouched := true
    box.set_bgcolor(dnBoxOut, dnHot)
    if not na(dnBoxIn)
        box.set_bgcolor(dnBoxIn, color.new(dnBase, 82))
// invisible plots so auto-scale includes the zones (today only)
bool fitIn = fitMode != "Off" and intraday and time >= dayStart
bool fitOut = fitMode == "Full zones" and intraday and time >= dayStart
plot(fitIn ? uIn : na, "fit upper", color.new(color.black, 100), display = display.pane, editable = false)
plot(fitIn ? lIn : na, "fit lower", color.new(color.black, 100), display = display.pane, editable = false)
plot(fitOut ? uOut : na, "fit upper outer", color.new(color.black, 100), display = display.pane, editable = false)
plot(fitOut ? lOut : na, "fit lower outer", color.new(color.black, 100), display = display.pane, editable = false)
// tested: upper zone first hit between 9:00 and 11:59 NY -> NQ/ES kept going 56-65% in both eras (2010-26, 1m)
// audit 2026-10-05 (70% line, +/-0.2x race): NQ 59.0/53.0%, ES 57.3/55.0% -> fails 2019-26, claim removed (alerts kept)

var float pdH = na
var float pdL = na
var float tdH = na
var float tdL = na
var float onH = na
var float onL = na
var float c16 = na
var float c16prev = na

// ─────────────────────────────────────────────────────────── overnight 4H candles (18-22, 22-02, 02-06) for the AM bias
var float h4o = na
var int h4a = 0
var int h4b = 0
var int h4c = 0
var float o930 = na
if newDay
    h4o := open
    h4a := 0
    h4b := 0
    h4c := 0
if intraday and nyHour != nz(nyHour[1]) and (nyHour == 22 or nyHour == 2 or nyHour == 6)
    int dirC = close[1] > h4o ? 1 : close[1] < h4o ? -1 : 0
    if nyHour == 22
        h4a := dirC
    else if nyHour == 2
        h4b := dirC
    else
        h4c := dirC
    h4o := open
int h4agree = h4a != 0 and h4a == h4b and h4b == h4c ? h4a : 0

// ─────────────────────────────────────────────────────────── session boxes (16-year sizes, fixed at each start)
var array<box> sQ = array.new<box>()
var array<label> sL = array.new<label>()
var string sessTxt = ""
var color sessC = color.gray
int nyT = nyHour * 60 + nyMin
int nyTprev = nz(nyHour[1]) * 60 + nz(nyMin[1])
startOf(int sMin) => intraday and timeframe.in_seconds() <= 1800 and nyT >= sMin and (nyTprev < sMin or nyTprev > nyT)

// q = [u70, u90, d70, d90] in units of the daily HAR range (Databento 2010-2026)
drawSess(string nm, int eMin, array<float> q, int b, string why) =>
    float sc = dHar * (na(ctxMult) ? 1.0 : ctxMult)
    float o = open
    int tE = timestamp("America/New_York", year(time, "America/New_York"), month(time, "America/New_York"), dayofmonth(time, "America/New_York"), int(math.floor(eMin / 60)), eMin % 60)
    box bu = box.new(time, o + array.get(q, 1) * sc, tE, o + array.get(q, 0) * sc, xloc = xloc.bar_time, border_color = color.new(sessCol, 35), border_width = 1, bgcolor = color.new(sessCol, b == 1 ? 88 : 96))
    box bd = box.new(time, o - array.get(q, 2) * sc, tE, o - array.get(q, 3) * sc, xloc = xloc.bar_time, border_color = color.new(sessCol, 35), border_width = 1, bgcolor = color.new(sessCol, b == -1 ? 88 : 96))
    string arrow = b == 1 ? "▲" : b == -1 ? "▼" : ""
    string tip = nm + " box: on 70-90% of sessions since 2010 the " + nm + " high/low stayed inside these distances from the session open (Databento 1m, scaled to the daily range and today's context).\n" + why
    label lb = b == 0 ? na : label.new(time, b == -1 ? o - array.get(q, 3) * sc : o + array.get(q, 1) * sc, nm + " " + arrow, xloc = xloc.bar_time, style = b == -1 ? label.style_label_upper_left : label.style_label_lower_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.normal : size.small, tooltip = tip)
    [bu, bd, lb]

var array<line> amEdgeQ = array.new<line>()
var float onUsed930 = na
var int amBias = 0
if newDay
    amBias := 0
if intraday and startOf(570)
    o930 := open
    onUsed930 := na(onH) or na(dHar) ? na : (onH - onL) / dHar
if not na(dHar)
    if showW1 and startOf(570)
        // AM: all three overnight 4H candles agree -> lean that way (NQ/ES/YM held 53-56% after 9:45, 2010-26; not gold)
        // gold instead: a big move since 18:00 (>0.8x daily range) kept going 9:30-11:30 55% / 55.5% (n=225/218)
        float s18 = na(dOpen) ? 0.0 : (open - dOpen) / dHar
        // audit 2026-10-05: "all overnight 4H agree" as an AM (9:30-11:30) bias was 46-55% for the index futures -> removed
        int b = S != 3 ? 0 : math.abs(s18) > 0.8 ? int(math.sign(s18)) : 0
        // Monday after Friday closed in its upper half (rechecked 2026-10-05: 56-64%, n 88-111/era) and 9:30 above the 18:00 open -> AM up NQ 60/60%, ES 60/57%, YM 66/60% (n~120/era each)
        // removed 2026-10-05: 2023-26 only 41-48% (pooled ~45%, n~130) on NQ/ES/YM - the edge faded recently
        bool monUp = false
        if monUp
            b := 1
        // NQ on monthly OPEX Friday: 9:30-11:30 closed down 56% / 61% (n=100/90)
        bool opexDn = S == 0 and dayofweek(time, "America/New_York") == dayofweek.friday and dayofmonth(time, "America/New_York") >= 15 and dayofmonth(time, "America/New_York") <= 21
        if opexDn
            b := -1
        // Monday after monthly OPEX: 9:30-11:30 up NQ 60/57%, ES 56/59%, YM 58/57% (n~100/93 per era)
        bool opexMon = S != 3 and dayofweek(time, "America/New_York") == dayofweek.monday and dayofmonth(time, "America/New_York") >= 18 and dayofmonth(time, "America/New_York") <= 24
        if opexMon
            b := 1
        string why = opexMon ? "Bias: Monday after monthly options expiry; the 9:30-11:30 closed up 56-60% of such Mondays (NQ/ES/YM, both 2010-18 and 2019-26)." : opexDn ? "Bias: monthly options-expiry Friday; NQ's 9:30-11:30 closed down 56% (2010-18) / 61% (2019-26), and 9:30-10:00 down 59-62%." : monUp ? "Bias: Monday, Friday closed in its upper half and 9:30 is above the 18:00 open; the AM went up 56-63% of such Mondays (NQ/ES/YM, both 2010-18 and 2019-26)." : S == 3 ? (b != 0 ? "Bias: gold already moved " + str.tostring(math.abs(s18), "#.##") + "x its daily range since 18:00; big overnight moves kept going into 11:30 55% of the time (2010-26)." : "No tested AM edge today (gold needs a move >0.8x the daily range since 18:00).") : "No tested AM edge today (calendar rules only: OPEX Friday, Monday after OPEX, Monday after a strong Friday)."
        [bu, bd, lb] = drawSess("AM", 690, f_ss_am(S), b, why)
        // merged with the blue "likely AM high / low" zones: the yellow AM box is hidden and only its outer (90%) edge is
        // drawn as a line (a zero-height box does not render)
        for bx in array.from(bu, bd)
            box.set_bgcolor(bx, color.new(sessCol, 100))
            box.set_border_color(bx, color.new(sessCol, 100))
        array.push(sQ, bu)
        array.push(sQ, bd)
        array.push(sL, lb)
        sessTxt := b == 0 ? "AM · no edge" : (b == 1 ? "AM ▲ " : "AM ▼ ") + (opexMon ? "Mon after OPEX (56-60%)" : opexDn ? "OPEX Friday (56-61%)" : monUp ? "Mon after strong Fri (57-66%)" : S == 3 ? "big overnight move (55%)" : "4H aligned (53-56%)")
        sessC := b == 1 ? color.new(dnBase, 0) : b == -1 ? color.new(upBase, 0) : txtDim
        amBias := b
    // 10:00 check of the AM bias (NQ/ES): 9:30-10:00 went with it -> 10:00-11:30 kept going NQ 56/59%, ES 54/58%
    // (n 320-410/era); went against it -> coin flip after 10:00 (45-52%). YM: no difference, not shown.
    if (S == 0 or S == 1) and amBias != 0 and intraday and nyT >= 600 and nyTprev < 600 and not na(o930)
        int e10 = close[1] > o930 ? 1 : close[1] < o930 ? -1 : 0
        if e10 == amBias and S == 0
            sessTxt := sessTxt + " · on track (57-59% after 10)"
        else if e10 != 0
            sessTxt := (amBias == 1 ? "AM ▲" : "AM ▼") + " off track · coin flip after 10:00"
            sessC := txtDim
    if showW2 and startOf(690)
        // Midday: NQ only, 9:30 open above prior-day high -> midday up 56% in both eras
        // NQ: 9:30 open above PDH -> midday up 58/59% (n~400/era); plus green 9:30-9:45 candle -> 64/63% (n~190-200)
        bool aboveP = S == 0 and not na(o930) and not na(pdH) and o930 > pdH
        int b = aboveP ? 1 : 0
        string why = aboveP ? "Bias: 9:30 opened above yesterday's high; NQ midday went up 57.5% / 58.8% of such days (2010-18 / 2019-26)." : "No tested midday edge today."
        [bu, bd, lb] = drawSess("Mid", 810, f_ss_mid(S), b, why)
        array.push(sQ, bu)
        array.push(sQ, bd)
        array.push(sL, lb)
        sessTxt := b == 1 ? "Mid ▲ above PDH (57-59%)" : "Mid · no edge"
        sessC := b == 1 ? color.new(dnBase, 0) : txtDim
    if showW3 and startOf(810)
        // NQ/YM: big overnight range (top third) + 9:30 open above PDH -> PM up 58-61% (both eras, n~160/era)
        // ES: Friday, gap direction agrees with the 2m/3w/3d vote -> PM that way 62% / 59% (n~220/era)
        float cutOn = S == 0 ? 0.612 : S == 2 ? 0.646 : 9.0
        bool bigOnAbove = (S == 0 or S == 2) and not na(onUsed930) and onUsed930 > cutOn and not na(o930) and not na(pdH) and o930 > pdH
        int gapD = na(c16prev) or na(o930) ? 0 : o930 > c16prev ? 1 : -1
        bool esFri = S == 1 and dayofweek(time_tradingday, "UTC") == dayofweek.friday and gapD != 0 and gapD == dVote
        int b = bigOnAbove ? 1 : esFri ? gapD : 0
        string why = bigOnAbove ? "Bias: big overnight range and 9:30 opened above yesterday's high; PM went up 57-61% of such days (NQ 58/61%, YM 57/58%, both eras)." : esFri ? "Bias: Friday, gap direction matches the 2-month/3-week/3-day trend vote; ES PM went that way 61% / 58% (2010-18 / 2019-26)." : "No tested PM edge today."
        [bu, bd, lb] = drawSess("PM", 960, f_ss_pm(S), b, why)
        array.push(sQ, bu)
        array.push(sQ, bd)
        array.push(sL, lb)
        sessTxt := b == 0 ? "PM · no edge" : (b == 1 ? "PM ▲ " : "PM ▼ ") + (esFri ? "Fri gap + trend (58-61%)" : "big ON + above PDH (57-61%)")
        sessC := b == 1 ? color.new(dnBase, 0) : b == -1 ? color.new(upBase, 0) : txtDim
    while array.size(sQ) > sessDays * 6
        box.delete(array.shift(sQ))
    while array.size(sL) > sessDays * 3
        label.delete(array.shift(sL))
if newDay
    sessTxt := ""
    o930 := na

// 9:30 opened beyond the 70% / 80% day-zone line (Databento 2010-26, all 4 markets, both eras): next zone line out
// reached by 11:30 73-86% (from 70-80) / 59-78% (from 80-90); back to the 18:00 open only 2-10%. 90%+: too few days.
var string zoneTxt = ""
if newDay
    zoneTxt := ""
if intraday and startOf(570) and not na(sigma) and not na(dOpen)
    float zu = (open - dOpen) / sigma
    float zd = (dOpen - open) / sigma
    if zu >= array.get(DQU, 1) and zu < array.get(DQU, 2)
        zoneTxt := "▲ opened past 70%: 80% line by 11:30 73-86% · back to 18:00 open <10%"
    else if zu >= array.get(DQU, 2) and zu < array.get(DQU, 3)
        zoneTxt := "▲ opened past 80%: 90% line by 11:30 59-78% · back to 18:00 open <10%"
    else if zd >= array.get(DQD, 1) and zd < array.get(DQD, 2)
        zoneTxt := "▼ opened past 70%: 80% line by 11:30 73-86% · back to 18:00 open <10%"
    else if zd >= array.get(DQD, 2) and zd < array.get(DQD, 3)
        zoneTxt := "▼ opened past 80%: 90% line by 11:30 59-78% · back to 18:00 open <10%"
// zone time stop: opened past 70% but the 80% line not reached by 10:30 -> by 11:30 only ~20% (pooled 4 markets, 22% / 20%, n ~130/era)
var float zoneLine = na
var int zoneSide = 0
var bool zoneHit = false
if intraday and startOf(570)
    zoneLine := na
    zoneSide := 0
    zoneHit := false
    if not na(sigma) and not na(dOpen)
        float zu2 = (open - dOpen) / sigma
        float zd2 = (dOpen - open) / sigma
        if zu2 >= array.get(DQU, 1) and zu2 < array.get(DQU, 2)
            zoneSide := 1
            zoneLine := dOpen + array.get(DQU, 2) * sigma
        else if zd2 >= array.get(DQD, 1) and zd2 < array.get(DQD, 2)
            zoneSide := -1
            zoneLine := dOpen - array.get(DQD, 2) * sigma
if zoneSide != 0 and nyT >= 570 and nyT < 630 and not na(zoneLine) and (zoneSide == 1 ? high >= zoneLine : low <= zoneLine)
    zoneHit := true
bool zoneStall = intraday and zoneSide != 0 and nyT >= 630 and nyTprev < 630 and not zoneHit and zoneTxt != ""
if zoneStall
    zoneTxt := (zoneSide == 1 ? "▲" : "▼") + " opened past 70% · 80% line not hit by 10:30 -> ~20% by 11:30"
if intraday and nyT >= 690 and nyTprev < 690
    zoneTxt := ""

// 8:30-9:29 range (news reaction) for CPI/NFP mornings
var float r830H = na
var float r830L = na
var float r820H = na
var float r820L = na
var float r800H = na
var float r800L = na
if intraday and startOf(480)
    r800H := high
    r800L := low
else if intraday and nyT > 480 and nyT < 570 and not na(r800H)
    r800H := math.max(r800H, high)
    r800L := math.min(r800L, low)
if intraday and startOf(500)
    r820H := high
    r820L := low
else if intraday and nyT > 500 and nyT < 570 and not na(r820H)
    r820H := math.max(r820H, high)
    r820L := math.min(r820L, low)
if intraday and startOf(510)
    r830H := high
    r830L := low
else if intraday and nyT > 510 and nyT < 570 and not na(r830H)
    r830H := math.max(r830H, high)
    r830L := math.min(r830L, low)
if newDay
    r830H := na
    r830L := na
    r800H := na
    r800L := na
    r820H := na
    r820L := na

// ─────────────────────────────────────────────────────────── expected 9:30-10:00 range (shown 9:30-10:00)
// Median OR30 width x daily range by overnight-range tercile (quiet / normal / big), stable in both eras;
// CPI/NFP mornings ~1.12x, FOMC mornings ~0.88x.
var string expTxt = ""
var string ewStr = ""
var string expTip = ""
var string awStr = ""
var float f5H = na
var float f5L = na
if newDay
    expTxt := ""
    expTip := ""
if intraday and startOf(570) and not na(dHar) and not na(onUsed930)
    float c1 = S == 0 ? 0.423 : S == 1 ? 0.454 : S == 2 ? 0.445 : 0.581
    float c2 = S == 0 ? 0.612 : S == 1 ? 0.656 : S == 2 ? 0.646 : 0.848
    float mq = S == 0 ? 0.288 : S == 1 ? 0.236 : S == 2 ? 0.278 : 0.195
    float mn = S == 0 ? 0.331 : S == 1 ? 0.289 : S == 2 ? 0.313 : 0.230
    float mb = S == 0 ? 0.386 : S == 1 ? 0.336 : S == 2 ? 0.368 : 0.272
    int tq = onUsed930 < c1 ? 0 : onUsed930 > c2 ? 2 : 1
    float nm = newsIsToday ? (str.contains(newsTxt, "FOMC") ? 0.88 : 1.12) : 1.0
    float ew = (tq == 0 ? mq : tq == 2 ? mb : mn) * nm * dHar
    // median 9:30-11:30 range x daily range by the same overnight tercile (eras within 0.04)
    float aq = S == 0 ? 0.449 : S == 1 ? 0.394 : S == 2 ? 0.436 : 0.357
    float an = S == 0 ? 0.542 : S == 1 ? 0.486 : S == 2 ? 0.491 : 0.414
    float ab = S == 0 ? 0.613 : S == 1 ? 0.573 : S == 2 ? 0.598 : 0.496
    // news mornings: CPI/NFP 1.03-1.16x, FOMC 0.77-0.96x of the normal 9:30-11:30 range (both eras)
    float nmA = newsIsToday ? (str.contains(newsTxt, "FOMC") ? (S == 3 ? 0.94 : 0.86) : 1.08) : 1.0
    // Mondays: 9:30-11:30 range 0.89-0.96x normal on all 4 markets, both eras (gold 9:30-10 also ~0.9x)
    bool isMon = dayofweek(time, "America/New_York") == dayofweek.monday
    // yesterday was an inside day -> 9:30-11:30 range NQ 1.11-1.18x, ES 1.04-1.10x, YM 1.12-1.13x, gold 1.04-1.08x (both eras)
    bool insideY = not na(dH2) and not na(dPdH) and dPdH <= dH2 and dPdL >= dL2
    float insM = insideY ? (S == 0 ? 1.14 : S == 1 ? 1.07 : S == 2 ? 1.12 : 1.06) : 1.0
    float aw = (tq == 0 ? aq : tq == 2 ? ab : an) * nmA * (isMon ? 0.92 : 1.0) * insM * dHar
    // inside day also lifts the 9:30-10:00 range for the index futures: NQ 1.07/1.05, ES 1.08/1.05, YM 1.12/1.07 (gold mixed)
    if insideY and S != 3
        ew := ew * (S == 2 ? 1.09 : 1.06)
    // CPI/NFP mornings: 9:30-11:30 range by the size of the 8:30 reaction (8:30-9:29 range / daily range, terciles),
    // both eras: NQ 0.49/0.61/0.71, ES 0.44/0.54/0.67, YM 0.44/0.56/0.67, gold 0.41/0.50/0.57
    if newsIsToday and not str.contains(newsTxt, "FOMC") and not na(r830H)
        float rxN = (r830H - r830L) / dHar
        float k1 = S == 0 ? 0.274 : S == 1 ? 0.302 : S == 2 ? 0.282 : 0.437
        float k2 = S == 0 ? 0.471 : S == 1 ? 0.504 : S == 2 ? 0.466 : 0.811
        int qN = rxN < k1 ? 0 : rxN > k2 ? 2 : 1
        float mN = S == 0 ? (qN == 0 ? 0.493 : qN == 1 ? 0.612 : 0.707) : S == 1 ? (qN == 0 ? 0.442 : qN == 1 ? 0.542 : 0.671) : S == 2 ? (qN == 0 ? 0.444 : qN == 1 ? 0.558 : 0.67) : (qN == 0 ? 0.41 : qN == 1 ? 0.504 : 0.568)
        aw := mN * dHar
        // 9:30-10:00 range by the same terciles (index futures; gold not monotonic in 2010-18): NQ .33/.36/.42, ES .29/.32/.40, YM .30/.34/.40
        if S != 3
            float eN = S == 0 ? (qN == 0 ? 0.326 : qN == 1 ? 0.359 : 0.416) : S == 1 ? (qN == 0 ? 0.291 : qN == 1 ? 0.319 : 0.395) : (qN == 0 ? 0.298 : qN == 1 ? 0.34 : 0.402)
            ew := eN * dHar
    if isMon and S == 3
        ew := ew * 0.9
    // gold: after a big day (>1.3x) the 9:30-11:30 range was 0.87-0.89x, after a quiet day (<0.7x) 1.08-1.15x (both eras)
    if S == 3 and not na(dPrevRatio)
        aw := aw * (dPrevRatio > 1.3 ? 0.88 : dPrevRatio < 0.7 ? 1.1 : 1.0)
    // index futures, non-news days: 8:00-9:29 range terciles -> 9:30-11:30 range 0.87-0.93x (quiet) / 1.08-1.13x (busy), both eras
    if S != 3 and not newsIsToday and not na(r800H)
        float p8 = (r800H - r800L) / dHar
        float pq1 = S == 0 ? 0.169 : 0.179
        float pq2 = S == 0 ? 0.239 : S == 1 ? 0.261 : 0.26
        aw := aw * (p8 < pq1 ? 0.9 : p8 > pq2 ? 1.1 : 1.0)
        ew := ew * (p8 < pq1 ? 0.9 : p8 > pq2 ? 1.1 : 1.0)
    // gold, non-news days: 8:20-9:29 (COMEX open) range terciles (<0.258 / >0.38 x daily range) -> 9:30-11:30 range 0.88-0.92x / 1.06-1.11x
    if S == 3 and not newsIsToday and not na(r820H)
        float g82 = (r820H - r820L) / dHar
        aw := aw * (g82 < 0.258 ? 0.9 : g82 > 0.38 ? 1.08 : 1.0)
        ew := ew * (g82 < 0.258 ? 0.9 : g82 > 0.38 ? 1.09 : 1.0)
    ewStr := fmtR(ew)
    awStr := fmtR(aw)
    expTxt := "10:00 ~" + fmtR(ew) + " · 11:30 ~" + fmtR(aw) + " (" + (tq == 0 ? "quiet" : tq == 2 ? "big" : "normal") + " ON" + (newsIsToday ? ", news" : "") + (insideY ? ", inside day" : "") + ")"
    // gold: big / normal overnight range and 9:30 in its middle 40% -> 9:30-11:30 stayed inside the overnight range 69-72% / 52-53% (both eras)
    if S == 3 and not na(onH) and not na(onL) and onH > onL
        float onPos = (open - onL) / (onH - onL)
        if onPos > 0.3 and onPos < 0.7 and tq >= 1
            expTxt := expTxt + " · inside ON range to 11:30 " + (tq == 2 ? "69-72%" : "52-53%")
    // monthly OPEX Friday (3rd Friday): 9:30-10:00 closed down NQ 59/62%, ES 65/60%, YM 62/68% (n~100/90 per era); gold none
    if S != 3 and dayofweek(time, "America/New_York") == dayofweek.friday and dayofmonth(time, "America/New_York") >= 15 and dayofmonth(time, "America/New_York") <= 21
        expTxt := expTxt + " · OPEX ▼10:00 " + (S == 0 ? "59-62%" : S == 1 ? "60-65%" : "62-68%")
    // Monday after OPEX: 9:30-10:00 up NQ 63/63%, ES 56/61%, YM 56/59%
    if S != 3 and dayofweek(time, "America/New_York") == dayofweek.monday and dayofmonth(time, "America/New_York") >= 18 and dayofmonth(time, "America/New_York") <= 24
        expTxt := expTxt + " · post-OPEX ▲10:00 " + (S == 0 ? "63%" : S == 1 ? "56-61%" : "56-59%")
if nyT >= 690 or nyT < 570
    expTxt := ""
// 9:35 update: the first 5-minute range is the best early read of the 9:30-10:00 range (median by its tercile, both eras):
// NQ .26/.33/.42, ES .23/.28/.37, YM .24/.31/.41, gold .18/.23/.29 x daily range
if intraday and startOf(570)
    f5H := high
    f5L := low
else if intraday and nyT > 570 and nyT < 575 and not na(f5H)
    f5H := math.max(f5H, high)
    f5L := math.min(f5L, low)
if intraday and nyT >= 575 and nyTprev < 575 and expTxt != "" and ewStr != "" and not na(f5H) and not na(dHar)
    float r5 = (f5H - f5L) / dHar
    float q1 = S == 0 ? 0.142 : S == 1 ? 0.12 : S == 2 ? 0.14 : 0.082
    float q2 = S == 0 ? 0.195 : S == 1 ? 0.165 : S == 2 ? 0.2 : 0.121
    int z5 = r5 < q1 ? 0 : r5 > q2 ? 2 : 1
    float m5 = S == 0 ? (z5 == 0 ? 0.263 : z5 == 1 ? 0.326 : 0.423) : S == 1 ? (z5 == 0 ? 0.226 : z5 == 1 ? 0.281 : 0.37) : S == 2 ? (z5 == 0 ? 0.24 : z5 == 1 ? 0.305 : 0.412) : (z5 == 0 ? 0.179 : z5 == 1 ? 0.228 : 0.29)
    expTxt := str.replace(expTxt, "10:00 ~" + ewStr, "10:00 ~" + fmtR(m5 * dHar) + " (5m)", 0)
    // 11:30 by the same first-5-min tercile (non-news days; CPI/NFP keep the 8:30-reaction estimate), both eras:
    // NQ .44/.52/.64, ES .39/.47/.60, YM .41/.51/.62, gold .35/.41/.51
    if not newsIsToday
        float a5 = S == 0 ? (z5 == 0 ? 0.439 : z5 == 1 ? 0.516 : 0.641) : S == 1 ? (z5 == 0 ? 0.393 : z5 == 1 ? 0.474 : 0.598) : S == 2 ? (z5 == 0 ? 0.409 : z5 == 1 ? 0.508 : 0.615) : (z5 == 0 ? 0.347 : z5 == 1 ? 0.409 : 0.505)
        expTxt := str.replace(expTxt, "11:30 ~" + awStr, "11:30 ~" + fmtR(a5 * dHar), 0)
        // 75th percentile of the 9:30-11:30 range by the same tercile (both eras): NQ .58/.68/.84, ES .51/.61/.77, YM .54/.65/.79, gold .48/.55/.68
        float p75 = S == 0 ? (z5 == 0 ? 0.578 : z5 == 1 ? 0.679 : 0.842) : S == 1 ? (z5 == 0 ? 0.51 : z5 == 1 ? 0.609 : 0.774) : S == 2 ? (z5 == 0 ? 0.535 : z5 == 1 ? 0.65 : 0.791) : (z5 == 0 ? 0.48 : z5 == 1 ? 0.545 : 0.677)
        expTip := "From the first 5-minute bar: typical 9:30-11:30 range ~" + fmtR(a5 * dHar) + "; 1 morning in 4 reached ~" + fmtR(p75 * dHar) + " or more (Databento 2010-26, both eras). Typical, not a cap."

// ─────────────────────────────────────────────────────────── opening ranges (16-year stats, drawn at the OR close)
var float or15H = na
var float or15L = na
var float or30H = na
var float or30L = na
var array<box> oQ = array.new<box>()
var array<line> oLQ = array.new<line>()
var array<label> oLbQ = array.new<label>()
var string or15Txt = ""
var string or30Txt = ""
var string or15Tip = ""
var string or30Tip = ""
bool inOR15 = nyT >= 570 and nyT < 585
bool inOR30 = nyT >= 570 and nyT < 600
if intraday and startOf(570)
    or15H := high
    or15L := low
    or30H := high
    or30L := low
    or15Txt := ""
    or30Txt := ""
else
    if inOR15
        or15H := math.max(or15H, high)
        or15L := math.min(or15L, low)
    if inOR30
        or30H := math.max(or30H, high)
        or30L := math.min(or30L, low)

// cut = [p33, p67] of OR width / daily HAR; ext arrays and ft are by size (small, normal, large)
drawOR(string nm, float h, float l, array<float> cutA, array<float> u50, array<float> u80, array<float> d50, array<float> d80, array<float> ft) =>
    float w = h - l
    int t930 = timestamp("America/New_York", year(time, "America/New_York"), month(time, "America/New_York"), dayofmonth(time, "America/New_York"), 9, 30)
    int t1130 = t930 + 120 * 60000
    float wn = w / dHar
    int sz = wn < array.get(cutA, 0) ? 0 : wn > array.get(cutA, 1) ? 2 : 1
    string grade = sz == 0 ? "small" : sz == 2 ? "large" : "normal"
    box bx = box.new(t930, h, t1130, l, xloc = xloc.bar_time, border_color = color.new(orCol, 100), border_width = 0, bgcolor = color.new(orCol, 100))   // box hidden (lines + midpoint kept)
    line l1 = line.new(time, h + array.get(u50, sz) * w, t1130, h + array.get(u50, sz) * w, xloc = xloc.bar_time, color = color.new(orCol, 55), style = line.style_dotted, width = orW)
    line l2 = line.new(time, h + array.get(u80, sz) * w, t1130, h + array.get(u80, sz) * w, xloc = xloc.bar_time, color = color.new(orCol, 10), width = orW)
    line l3 = line.new(time, l - array.get(d50, sz) * w, t1130, l - array.get(d50, sz) * w, xloc = xloc.bar_time, color = color.new(orCol, 55), style = line.style_dotted, width = orW)
    line l4 = line.new(time, l - array.get(d80, sz) * w, t1130, l - array.get(d80, sz) * w, xloc = xloc.bar_time, color = color.new(orCol, 10), width = orW)
    float f = array.get(ft, sz)
    string tip = nm + " is " + grade + " (" + fmtPts(w) + " pts). Since 2010, for " + grade + " opening ranges: by 11:30 price got past the OR high by the dashed line on half of days and the solid line on 80% (same below). After the first break it reached one more OR width before tagging the other side " + str.tostring(math.round(f * 100)) + "% of the time. Which side breaks first matched a coin flip."
    label lb = label.new(t1130, h + array.get(u80, sz) * w, nm + " ext", xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.small : size.tiny, tooltip = tip)
    string txt = grade + " " + fmtPts(w) + " · FT " + str.tostring(math.round(f * 100)) + "%"
    [bx, l1, l2, l3, l4, lb, txt, tip]

if not na(dHar) and showOR15 and intraday and timeframe.in_seconds() <= 900 and nyT >= 585 and nyTprev < 585 and nyTprev >= 570
    [bx, l1, l2, l3, l4, lb, txt, tip] = drawOR("OR15", or15H, or15L, f_or15_cut(S), f_or15_u50(S), f_or15_u80(S), f_or15_d50(S), f_or15_d80(S), f_or15_ft(S))
    array.push(oQ, bx)
    array.push(oLQ, l1)
    array.push(oLQ, l2)
    array.push(oLQ, l3)
    array.push(oLQ, l4)
    array.push(oLbQ, lb)
    or15Txt := txt
    or15Tip := tip
if not na(dHar) and showOR30 and intraday and timeframe.in_seconds() <= 1800 and nyT >= 600 and nyTprev < 600 and nyTprev >= 570
    [bx, l1, l2, l3, l4, lb, txt, tip] = drawOR("OR30", or30H, or30L, f_or30_cut(S), f_or30_u50(S), f_or30_u80(S), f_or30_d50(S), f_or30_d80(S), f_or30_ft(S))
    array.push(oQ, bx)
    array.push(oLQ, l1)
    array.push(oLQ, l2)
    array.push(oLQ, l3)
    array.push(oLQ, l4)
    array.push(oLbQ, lb)
    or30Txt := txt
    or30Tip := tip
while array.size(oQ) > sessDays * 2
    box.delete(array.shift(oQ))
while array.size(oLQ) > sessDays * 8
    line.delete(array.shift(oLQ))
while array.size(oLbQ) > sessDays * 2
    label.delete(array.shift(oLbQ))
if newDay
    or15Txt := ""
    or30Txt := ""

// ─────────────────────────────────────────────────────────── heavy opening volume (tested NQ / YM)
// 9:30-9:45 volume > 1.25x its 20-day average: OR15 breaks followed through 54/59% (NQ) and 53/58% (YM) in the
// two eras; YM also kept the 9:30-9:45 candle direction into 11:30 57/56%. ES weak, gold reversed: not shown.
var string volTxt = ""
var float rvAt945 = na
if newDay
    volTxt := ""
    rvAt945 := na
// summed from the chart's own bars (a 15m request reads the unfinished bar live and in Replay)
var float v15acc = na
var array<float> v15hist = array.new<float>()
var float orMinVol = na
float rv15 = na
if intraday and startOf(570)
    v15acc := 0.0
if intraday and nyT >= 570 and nyT < 585 and not na(v15acc)
    v15acc += nz(volume)
if intraday and nyT >= 585 and nyTprev < 585 and not na(v15acc)
    rv15 := array.size(v15hist) >= 10 ? v15acc / array.avg(v15hist) : na
    array.push(v15hist, v15acc)
    if array.size(v15hist) > 20
        array.shift(v15hist)
    orMinVol := v15acc / 15.0
    v15acc := na
if intraday and nyT >= 585 and nyTprev < 585 and not na(rv15)
    rvAt945 := rv15
    if rv15 > 1.25 and (S == 0 or S == 2)
        int dirOR = close[1] > o930 ? 1 : -1
        // audit 2026-10-05: OR break follow-through on heavy volume 53-54% in 2010-18 -> claim removed; YM lean 56.3/56.3% kept
        volTxt := "heavy x" + str.tostring(rv15, "#.#") + (S == 2 ? " · 9:45-11:30 lean " + (dirOR == 1 ? "▲" : "▼") + " 56%" : "")

// ─────────────────────────────────────────────────────────── 9:45 setups (combination search, 2010-26 1m)
// Kept only combos that held >=56% in both eras (n>=100 each) and also held on the other equity index futures.
// Outcome: direction from 9:45 to 11:30. Equities only.
var string setupTxt = ""
var color setupC = color.gray
var int setupDir = 0
var int setupKind = 0
if newDay
    setupTxt := ""
    setupDir := 0
    setupKind := 0
// gold: heavy 9:30-9:45 volume + all three overnight 4H candles + move since 18:00 agree -> 58% / 58% (n~104 each era)
// overnight VWAP (18:00-9:29) and prior regular-session VWAP (9:30-16:00), hlc3 x volume
var float onPV = 0.0
var float onVol = 0.0
var float rthPV = 0.0
var float rthVol = 0.0
var float prevRthVwap = na
var float onVwap930 = na
if newDay
    prevRthVwap := rthVol > 0 ? rthPV / rthVol : prevRthVwap
    onPV := 0.0
    onVol := 0.0
    rthPV := 0.0
    rthVol := 0.0
if intraday and (nyT >= 1080 or nyT < 570)
    onPV += hlc3 * nz(volume)
    onVol += nz(volume)
if intraday and nyT >= 570 and nyT < 960
    rthPV += hlc3 * nz(volume)
    rthVol += nz(volume)
if intraday and startOf(570)
    onVwap930 := onVol > 0 ? onPV / onVol : na
var float mnOpen = na
if newDay
    mnOpen := na
if intraday and startOf(0)
    mnOpen := open
// daily profile from the midnight open: 9:30 above it -> 9:30-11:30 makes the futures-day low only 6-16% (high 24-36%);
// below it -> day high only 5-14% (low 26-36%). Databento 1m, every era 2010-18 / 2019-22 / 2023-26, n 417-1111 each.
var string profTxt = ""
if intraday and startOf(570) and not na(mnOpen) and open != mnOpen
    bool abM = open > mnOpen
    // gap (vs yesterday's 4:00 PM close) on the same side as the midnight open sharpens it; the opposite gap weakens it
    bool agree = na(c16prev) or (abM ? open > c16prev : open < c16prev)
    string pLo = agree ? (S == 0 ? "13-15%" : S == 1 ? "8-10%" : S == 2 ? "8-13%" : "5-7%") : (S == 0 ? "18-22%" : S == 1 ? "16-19%" : S == 2 ? "13-20%" : "11-20%")
    string pHi = agree ? (S == 0 ? "9-12%" : S == 1 ? "5-8%" : S == 2 ? "5-10%" : "4-5%") : (S == 0 ? "14-19%" : S == 1 ? "10-18%" : S == 2 ? "16-21%" : "9-12%")
    profTxt := (abM ? "above 0:00 open · AM makes the day low only " + pLo : "below 0:00 open · AM makes the day high only " + pHi) + (agree ? "" : " (gap disagrees)")
    // weekly: 9:30 above the week open (Sun 18:00) -> this AM sets the week low 0-6%; below -> week high 0-5% (all markets, every era)
    if not na(wOpenHTF) and open != wOpenHTF
        profTxt := profTxt + (open > wOpenHTF ? " · week low here ≤6%" : " · week high here ≤5%")
if intraday and (newDay or startOf(690))
    profTxt := ""
// touch odds by 11:30 by distance from the 9:30 open (x daily range: .05 .1 .2 .35 inf), Databento 2010-26, eras within ~0.06
f_vwOn(int s) =>
    switch s
        0 => array.from(0.915, 0.825, 0.685, 0.525, 0.33)
        1 => array.from(0.935, 0.795, 0.655, 0.50, 0.315)
        2 => array.from(0.94, 0.80, 0.64, 0.475, 0.245)
        => array.from(0.915, 0.73, 0.57, 0.37, 0.15)
f_vwRth(int s) =>
    switch s
        0 => array.from(0.92, 0.82, 0.65, 0.415, 0.155)
        1 => array.from(0.935, 0.83, 0.62, 0.39, 0.135)
        2 => array.from(0.915, 0.82, 0.62, 0.40, 0.14)
        => array.from(0.91, 0.77, 0.565, 0.32, 0.085)
vwBin(float d) => d <= 0.05 ? 0 : d <= 0.1 ? 1 : d <= 0.2 ? 2 : d <= 0.35 ? 3 : 4
// same, re-measured from the 9:45 close for VWAPs not touched by 9:45
f_vw945On(int s) =>
    switch s
        0 => array.from(0.82, 0.74, 0.59, 0.36, 0.19)
        1 => array.from(0.92, 0.72, 0.56, 0.35, 0.21)
        2 => array.from(0.90, 0.75, 0.59, 0.34, 0.18)
        => array.from(0.80, 0.68, 0.49, 0.31, 0.11)
f_vw945Rth(int s) =>
    switch s
        0 => array.from(0.84, 0.77, 0.60, 0.34, 0.09)
        1 => array.from(0.85, 0.75, 0.55, 0.35, 0.09)
        2 => array.from(0.90, 0.75, 0.58, 0.30, 0.09)
        => array.from(0.73, 0.66, 0.51, 0.28, 0.06)

// at 9:45: typical extra range beyond the 9:30-9:45 range by 11:30 (median x daily range by OR15 size, eras within ~0.03)
if intraday and nyT >= 585 and nyTprev < 585 and expTxt != "" and not na(or15H) and not na(dHar)
    array<float> cutE = f_or15_cut(S)
    float wE = (or15H - or15L) / dHar
    int zE = wE < array.get(cutE, 0) ? 0 : wE > array.get(cutE, 1) ? 2 : 1
    float addE = S == 0 ? (zE == 0 ? 0.235 : zE == 1 ? 0.252 : 0.29) : S == 1 ? (zE == 0 ? 0.222 : zE == 1 ? 0.252 : 0.287) : S == 2 ? (zE == 0 ? 0.222 : zE == 1 ? 0.247 : 0.252) : (zE == 0 ? 0.225 : zE == 1 ? 0.236 : 0.233)
    expTxt := expTxt + " · +~" + fmtR(addE * dHar) + " past 15m"
// gold: 9:30-10:00 stayed inside the 8:20-9:29 range -> that range breaks by 11:30 70-74%; side nearer the 10:00 price
// 54-56%, far side only 21-22% (Databento 1m, 2010-18 / 2019-22 / 2023-26, n 219-842 per era)
if S == 3 and intraday and nyT >= 600 and nyTprev < 600 and expTxt != "" and not na(r820H) and not na(or30H) and or30H <= r820H and or30L >= r820L
    expTxt := expTxt + " · inside 8:20 range: breaks by 11:30 70-74% (far side 21-22%)"
// OR15 far end as the 9:30-10 stop: green 9:30-9:45 -> its low unbroken (red: its high), by where it closed and its size
// held to 10:00 74-96% / to 11:30 39-72% when it closed in the far third, all 4 markets, both eras (Databento 2010-26)
var string holdTxt = ""
var string holdTip = ""
var string hold11 = ""
var int plan30Dir = 0
var bool plan30Ext = false
var float holdLv = na
var int holdDir = 0
if intraday and startOf(570)
    holdTxt := ""
    holdLv := na
    holdDir := 0
if intraday and nyT >= 585 and nyTprev < 585 and not na(o930) and not na(or15H) and not na(dHar)
    int d15 = close[1] > o930 ? 1 : close[1] < o930 ? -1 : 0
    if d15 != 0
        float rg = math.max(or15H - or15L, syminfo.mintick)
        float clp = (close[1] - or15L) / rg
        array<float> cutH = f_or15_cut(S)
        float wN = (or15H - or15L) / dHar
        bool strongC = d15 == 1 ? clp > 2.0 / 3.0 : clp < 1.0 / 3.0
        bool weakC = d15 == 1 ? clp < 1.0 / 3.0 : clp > 2.0 / 3.0
        int cell = strongC ? (wN < array.get(cutH, 0) ? 0 : wN > array.get(cutH, 1) ? 2 : 1) : weakC ? 4 : 3
        array<int> hv = f_hold(S)
        int i = cell * 4
        string p10 = prng(array.get(hv, i), array.get(hv, i + 1))
        string p11 = prng(array.get(hv, i + 2), array.get(hv, i + 3))
        holdDir := d15
        holdLv := d15 == 1 ? or15L : or15H
        array<int> ev = f_ext(S)
        int j = cell * 3
        string pe = prng(array.get(ev, j), array.get(ev, j + 1))
        float typ = array.get(ev, j + 2) / 100.0 * rg
        string tag = strongC ? "" : weakC ? " (weak close)" : " (mid close)"
        string lvS = (d15 == 1 ? "low " : "high ") + str.tostring(holdLv, format.mintick)
        holdTxt := (d15 == 1 ? "new high " : "new low ") + pe + " (+" + fmtR(typ) + ") · " + lvS + " holds " + p10 + tag
        hold11 := lvS + " holds to 11:30 " + p11 + tag
        // gold only: large 9:30-9:45 candle closed near its end -> 9:45-10:00 went the other way 56% / 59% (n=434/477)
        if S == 3 and cell == 2
            holdTxt := holdTxt + " · pullback to 10:00 56-59%"
            holdTip := holdTip + " Gold: after a large opening candle that closed near its end, 9:45-10:00 closed against it 56% (2010-18) / 59% (2019-26) of the time."
        holdTip := "9:45-10:00: chance price trades beyond the 9:30-9:45 candle's " + (d15 == 1 ? "high" : "low") + " (" + pe + "; typical push when it does: +" + fmtPts(typ) + "), and chance its other end stays unbroken until 10:00 (" + p10 + ") / 11:30 (" + p11 + "). Based on candles that closed " + (strongC ? "near their end (" + (cell == 0 ? "small" : cell == 2 ? "large" : "normal") + " size)" : weakC ? "back near their start" : "mid-range") + ". Ranges = 2010-18 vs 2019-26 values, all on Databento 1-minute data." + (strongC ? " Timing: after a candle like this the 9:30-11:30 " + (d15 == 1 ? "high" : "low") + " printed at a median ~10:20; only 30-36% by 10:00 and 41-49% after 10:30 (all 4 markets, both eras), so early exits often leave the best price on the table." : "")
// 10:00 plan from the 9:30-10:00 range (Databento 2010-26, both eras): chance 10:00-11:30 trades beyond its close-side
// end (strong close 76-89%) and that its far end holds to 11:30 (strong close 49-85% by size)
if intraday and nyT >= 600 and nyTprev < 600 and not na(o930) and not na(or30H) and not na(dHar)
    int d30 = close[1] > o930 ? 1 : close[1] < o930 ? -1 : 0
    if d30 != 0
        float rg30 = math.max(or30H - or30L, syminfo.mintick)
        float clp30 = (close[1] - or30L) / rg30
        array<float> cut30 = f_or30_cut(S)
        float wN30 = (or30H - or30L) / dHar
        bool st30 = d30 == 1 ? clp30 > 2.0 / 3.0 : clp30 < 1.0 / 3.0
        bool wk30 = d30 == 1 ? clp30 < 1.0 / 3.0 : clp30 > 2.0 / 3.0
        int c30 = st30 ? (wN30 < array.get(cut30, 0) ? 0 : wN30 > array.get(cut30, 1) ? 2 : 1) : wk30 ? 4 : 3
        array<int> h30 = f_hold30(S)
        int q = c30 * 5
        string pb = prng(array.get(h30, q), array.get(h30, q + 1))
        string ph = prng(array.get(h30, q + 3), array.get(h30, q + 4))
        float push = array.get(h30, q + 2) / 100.0 * rg30
        holdDir := d30
        holdLv := d30 == 1 ? or30L : or30H
        plan30Dir := st30 ? d30 : 0
        plan30Ext := false
        string tag30 = st30 ? "" : wk30 ? " (weak close)" : " (mid close)"
        holdTxt := (d30 == 1 ? "new high " : "new low ") + pb + " (+" + fmtR(push) + ") · " + (d30 == 1 ? "low " : "high ") + str.tostring(holdLv, format.mintick) + " holds " + ph + tag30
        holdTip := "10:00-11:30: chance price trades beyond the 9:30-10:00 range's " + (d30 == 1 ? "high" : "low") + " (" + pb + "; typical push when it does +" + fmtPts(push) + "), and chance the range's other end stays unbroken until 11:30 (" + ph + "). Ranges = 2010-18 vs 2019-26 values (Databento 1-minute)."
        float sv10 = rthVol > 0 ? rthPV / rthVol : na
        if not na(sv10)
            float dv10 = math.abs(close[1] - sv10) / dHar
            string pv10 = dv10 <= 0.05 ? "89-92%" : dv10 <= 0.1 ? "73-79%" : dv10 <= 0.2 ? "55-61%" : ""
            if pv10 != ""
                holdTip := holdTip + " Today's 9:30-10 VWAP " + str.tostring(sv10, format.mintick) + ": price came back to it by 11:30 " + pv10 + " of the time from this distance (side of VWAP gave no direction edge)."
    else if holdDir != 0
        holdTxt := hold11
if intraday and holdDir != 0 and nyT > 585 and nyT < 690 and not na(holdLv)
    if (holdDir == 1 and low < holdLv) or (holdDir == -1 and high > holdLv)
        holdTxt := (nyT >= 600 ? "30m " : "15m ") + (holdDir == 1 ? "low " : "high ") + str.tostring(holdLv, format.mintick) + " broken"
        holdDir := 0
// 10:30 time stop for the 10:00 plan (range closed near its end): no push past it by 10:30 -> only 28-34% by 11:30 (all 4 markets, both eras)
if intraday and plan30Dir != 0 and nyT >= 600 and nyT < 630 and not na(or30H)
    if (plan30Dir == 1 and high > or30H) or (plan30Dir == -1 and low < or30L)
        plan30Ext := true
bool stall30 = intraday and plan30Dir != 0 and nyT >= 630 and nyTprev < 630 and not plan30Ext
if stall30 and holdTxt != ""
    holdTxt := holdTxt + " · no new " + (plan30Dir == 1 ? "high" : "low") + " by 10:30 -> 28-34% by 11:30"
if newDay
    plan30Dir := 0
if intraday and nyT >= 690 and nyTprev < 690
    holdTxt := ""
    holdDir := 0
if intraday and S == 3 and nyT >= 585 and nyTprev < 585 and not na(o930) and not na(dOpen)
    int s18d = o930 > dOpen ? 1 : o930 < dOpen ? -1 : 0
    if not na(rvAt945) and rvAt945 > 1.25 and h4agree != 0 and h4agree == s18d
        setupDir := h4agree
        setupTxt := (h4agree == 1 ? "▲" : "▼") + " B: heavy vol + 4H + overnight agree (56-58%)"
        setupC := h4agree == 1 ? color.new(dnBase, 0) : color.new(upBase, 0)
if intraday and S != 3 and nyT >= 585 and nyTprev < 585 and not na(o930) and not na(dHar)
    int orDir = close[1] > o930 ? 1 : close[1] < o930 ? -1 : 0
    int h4maj = int(math.sign(h4a + h4b + h4c))
    array<float> cut15 = f_or15_cut(S)
    bool abovePDH = not na(pdH) and o930 > pdH
    bool heavy = not na(rvAt945) and rvAt945 > 1.25
    // audited 2026-10-05 as displayed (one setup per day, this priority), 9:45 -> 11:30, Databento 2010-26:
    // NQ A 62.6/59.9% (n 190/212), NQ B 56.5/55.9% (n 207/136), ES B 62.7/57.3% (n 241/192). Dropped: "open > PDH + small OR"
    // and "all 4H + open agree" (coin flips once earlier setups are taken), ES A (55%) and all YM setups (54-55% in 2019-26).
    if S == 0 and abovePDH and orDir == 1
        setupDir := 1
        setupKind := 1
        setupTxt := "▲ A: open > PDH + green 9:30-45 (60-63%)"
    else if (S == 0 or S == 1) and heavy and orDir != 0 and h4maj == orDir
        setupDir := orDir
        setupKind := 3
        setupTxt := (orDir == 1 ? "▲" : "▼") + " B: heavy vol + 4H agree (" + (S == 0 ? "56-57%" : "57-63%") + ")"
    setupC := setupDir == 1 ? color.new(dnBase, 0) : setupDir == -1 ? color.new(upBase, 0) : txtDim

// 10:00 setups removed 2026-10-05: as displayed (only on days without a 9:45 setup) they ran 47-58% and failed 2010-18.

// setup targets (entry = 9:45 close, until 11:30, x daily HAR range; Databento 2010-26):
// [typical run p50, good run p75, winners' pullback p75] per symbol (NQ, ES, YM) and setup kind (1-4)
f_setupTgt(int s, int k) =>
    array<float> a = array.from(0.201, 0.318, 0.126, 0.171, 0.277, 0.125, 0.262, 0.494, 0.165, 0.206, 0.378, 0.167)
    if s == 1
        a := array.from(0.183, 0.303, 0.112, 0.139, 0.267, 0.112, 0.262, 0.449, 0.187, 0.206, 0.354, 0.156)
    else if s == 2
        a := array.from(0.191, 0.315, 0.126, 0.154, 0.252, 0.107, 0.273, 0.427, 0.192, 0.192, 0.350, 0.167)
    array.slice(a, (k - 1) * 3, k * 3)
var array<line> stQ = array.new<line>()
var float setT1 = na
var float setPB = na
var bool t1Done = false
var bool pbDone = false
if newDay
    setT1 := na
    setPB := na
    t1Done := false
    pbDone := false
var array<label> stLQ = array.new<label>()
// gold setup targets from the 9:44 close (x daily range, both eras): T1 0.20, T2 0.37, winners' pullback 0.17
if S == 3 and intraday and nyT >= 585 and nyTprev < 585 and setupDir != 0 and not na(dHar)
    float eg = close[1]
    int t1130g = timestamp("America/New_York", year(time, "America/New_York"), month(time, "America/New_York"), dayofmonth(time, "America/New_York"), 11, 30)
    setT1 := eg + setupDir * 0.20 * dHar
    setPB := eg - setupDir * 0.17 * dHar
    color gcC = setupDir == 1 ? dnBase : upBase
    array.push(stQ, line.new(time, setT1, t1130g, setT1, xloc = xloc.bar_time, color = color.new(gcC, 20)))
    array.push(stQ, line.new(time, eg + setupDir * 0.37 * dHar, t1130g, eg + setupDir * 0.37 * dHar, xloc = xloc.bar_time, color = color.new(gcC, 45), style = line.style_dashed))
    array.push(stQ, line.new(time, setPB, t1130g, setPB, xloc = xloc.bar_time, color = color.new(invCol, 30), style = f_ls(invStyle)))
    array.push(stLQ, label.new(t1130g, setT1, "setup T1 " + fmtPx(setT1), xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.small : size.tiny, tooltip = "Gold setup: median run by 11:30 (0.20x daily range); dashed = 75th pct (0.37x), dotted = where 75% of winners held (0.17x)."))
if setupKind != 0 and setupKind[1] == 0 and S != 3 and not na(dHar)
    array<float> tg = f_setupTgt(S, setupKind)
    float e = close[1]
    int t1130 = timestamp("America/New_York", year(time, "America/New_York"), month(time, "America/New_York"), dayofmonth(time, "America/New_York"), 11, 30)
    float t1 = e + setupDir * array.get(tg, 0) * dHar
    float t2 = e + setupDir * array.get(tg, 1) * dHar
    float pb = e - setupDir * array.get(tg, 2) * dHar
    setT1 := t1
    setPB := pb
    color sc2 = setupDir == 1 ? dnBase : upBase
    array.push(stQ, line.new(time, t1, t1130, t1, xloc = xloc.bar_time, color = color.new(sc2, 20), width = 1))
    array.push(stQ, line.new(time, t2, t1130, t2, xloc = xloc.bar_time, color = color.new(sc2, 45), style = line.style_dashed))
    array.push(stQ, line.new(time, pb, t1130, pb, xloc = xloc.bar_time, color = color.new(invCol, 30), style = f_ls(invStyle)))
    array.push(stLQ, label.new(t1130, t1, "setup T1 " + fmtPx(t1), xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.small : size.tiny, tooltip = "Typical run (median) from the 9:45 close by 11:30 after this setup, 2010-26. After T1 is hit, T2 came before a return to the 9:45 entry only 39-53% of the time (both eras), so a breakeven stop gets hit about half the time; banking part at T1 fits the data."))
    array.push(stLQ, label.new(t1130, t2, "T2 " + fmtPx(t2), xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.small : size.tiny, tooltip = "Good run (75th percentile) by 11:30 after this setup."))
    array.push(stLQ, label.new(t1130, pb, "pullback " + fmtPx(pb), xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.small : size.tiny, tooltip = "75% of winning setups never pulled back past this line before 11:30. Beyond it, the setup is usually not working."))
    while array.size(stQ) > sessDays * 3
        line.delete(array.shift(stQ))
    while array.size(stLQ) > sessDays * 3
        label.delete(array.shift(stLQ))
var bool set10 = false

// alerts for the setup's targets / pullback and the OR invalidation lines
bool t1Hit = not na(setT1) and not t1Done and nyT < 690 and (setupDir == 1 ? high >= setT1 : low <= setT1)
bool pbHit = not na(setPB) and not pbDone and nyT < 690 and (setupDir == 1 ? low <= setPB : high >= setPB)
if t1Hit
    t1Done := true
if pbHit
    pbDone := true
// setup time stop: no T1 by 10:30 -> T1 later only 17-30%, and the setup finished ahead of the 9:45 entry only 36-52% (NQ/ES/YM, both eras)
int stallT = set10 ? 645 : 630
bool setStall = intraday and not na(setT1) and not t1Done and nyT >= stallT and nyTprev < stallT
if setStall and setupTxt != ""
    setupTxt := setupTxt + (set10 ? " · no T1 by 10:45: edge gone (T1 later 18-21%)" : " · no T1 by 10:30: edge gone (T1 later 17-30%)")
    setupC := txtDim

// ─────────────────────────────────────────────────────────── OR break + invalidation (Databento 1m 2010-26)
// After the first break of the OR (before 11:30): winners rarely came back >0.5 OR width inside; once they did,
// success (one more OR width before the opposite edge) fell to ~12-23% (stable in both eras, all four markets).
var array<float> INV15 = f_inv15(S)
var array<float> INV30 = f_inv30(S)
var int brk15 = 0
var int brk30 = 0
var string invTxt = ""
var float invLv15 = na
var int brkBar15 = na
var float invLv30 = na
var array<line> iLQ = array.new<line>()
var array<label> iLbQ = array.new<label>()
if newDay
    brk15 := 0
    brk30 := 0
    invTxt := ""
    invLv15 := na
    invLv30 := na
checkBreak(int L, float h, float l, int brk, array<float> inv) =>
    int nb = brk
    string tx = ""
    line ln = na
    label lb = na
    if brk == 0 and nyT >= 570 + L and nyT < 690 and not na(h) and h > l
        float w = h - l
        if high > h and not (low < l)
            nb := 1
        else if low < l and not (high > h)
            nb := -1
        if nb != 0
            float lv = nb == 1 ? h - 0.5 * w : l + 0.5 * w
            int t1130 = timestamp("America/New_York", year(time, "America/New_York"), month(time, "America/New_York"), dayofmonth(time, "America/New_York"), 11, 30)
            ln := line.new(time, lv, t1130, lv, xloc = xloc.bar_time, color = color.new(invCol, 20), style = f_ls(invStyle))
            string pct = str.tostring(math.round(array.get(inv, 2) * 100)) + "%"
            lb := label.new(t1130, lv, "OR" + str.tostring(L) + " invalid", xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.small : size.tiny, tooltip = "If price comes back here (0.5 OR width inside) after the " + (nb == 1 ? "upside" : "downside") + " break, the break went on to work only " + pct + " of the time since 2010 (winners rarely came back this far).")
            tx := "OR" + str.tostring(L) + (nb == 1 ? " ▲ break" : " ▼ break") + " · invalid " + fmtPx(lv) + " (then " + pct + ")"
    [nb, tx, ln, lb]
if intraday and timeframe.in_seconds() <= 900
    [nb15, tx15, ln15, lb15] = checkBreak(15, or15H, or15L, brk15, INV15)
    if nb15 != brk15
        brk15 := nb15
        invTxt := tx15
        brkBar15 := bar_index
        invLv15 := nb15 == 1 ? or15H - 0.5 * (or15H - or15L) : or15L + 0.5 * (or15H - or15L)
        array.push(iLQ, ln15)
        array.push(iLbQ, lb15)
// NQ on a 1-minute chart: break minute volume > 1.3x the average 9:30-9:45 minute -> follow-through (0.5 OR width before
// back to mid) 62.9% / 57.8% (n 485/408); judged on the closed break bar. Other markets / 5m bars: no stable edge.
if S == 0 and timeframe.in_seconds() == 60 and not na(brkBar15) and bar_index == brkBar15 + 1 and not na(orMinVol) and orMinVol > 0 and brk15 != 0
    if volume[1] / orMinVol > 1.3 and str.startswith(invTxt, "OR15")
        invTxt := invTxt + " · heavy break, FT 58-63%"
// Early failed break: first OR15 break, then a bar closes back past the OR15 mid before 10:00 -> the far side of the
// OR15 trades by 11:30 (1m/5m, era min-max 2010-18 / 2019-22 / 2023-26): NQ 75-81%, ES 73-82%, YM 70-84%, GC 76-87%
// (n 90-365 per era) vs 27-36% when the break never fails. A touch of the mid later than 10:00 is much weaker (35-65%).
var bool fail15 = false
if newDay
    fail15 := false
if intraday and timeframe.in_seconds() <= 300 and brk15 != 0 and not fail15 and not na(invLv15) and nyT + timeframe.in_seconds() / 60 <= 600
    if brk15 == 1 ? close < invLv15 : close > invLv15
        fail15 := true
        float farLv = brk15 == 1 ? or15L : or15H
        string fp = S == 0 ? "75-81%" : S == 1 ? "73-82%" : S == 2 ? "70-84%" : "76-87%"
        int t1130f = timestamp("America/New_York", year(time, "America/New_York"), month(time, "America/New_York"), dayofmonth(time, "America/New_York"), 11, 30)
        array.push(iLQ, line.new(time, farLv, t1130f, farLv, xloc = xloc.bar_time, color = color.new(farCol, 40), style = line.style_dotted))
        array.push(iLbQ, label.new(t1130f, farLv, "OR15 far side " + fp, xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.small : size.tiny, tooltip = "The first OR15 break failed before 10:00 (a bar closed back past the OR15 mid). Since 2010 the far side of the 9:30-9:45 range then traded by 11:30 " + fp + " of the time (vs ~30% when the break holds). Stable in 2010-18, 2019-22 and 2023-26."))
        if str.startswith(invTxt, "OR15")
            invTxt := "OR15 " + (brk15 == 1 ? "▲" : "▼") + " break failed · far side " + fmtPx(farLv) + " by 11:30 " + fp
if intraday and timeframe.in_seconds() <= 1800
    [nb30, tx30, ln30, lb30] = checkBreak(30, or30H, or30L, brk30, INV30)
    if nb30 != brk30
        brk30 := nb30
        invTxt := tx30
        invLv30 := nb30 == 1 ? or30H - 0.5 * (or30H - or30L) : or30L + 0.5 * (or30H - or30L)
        array.push(iLQ, ln30)
        array.push(iLbQ, lb30)
// OR30 break checked at 10:30 (first break before 10:30, 1m/5m bars, era min-max 2010-18 / 2019-22 / 2023-26):
// no bar closed back past the OR30 mid by 10:30 -> far side by 11:30 only NQ 8-11%, ES 11-12%, YM 8-12%, GC 9-14%
// (n 555-1461 per era); a close back past the mid before 10:30 -> far side by 11:30 1m: ES 59-66, YM 56-61, GC 58-68%
// (NQ 54-59%: not shown); 5m: NQ 60-64, ES 65-73, YM 58-68, GC 60-73% (n 127-443 per era).
var bool fail30 = false
var bool held30Done = false
if newDay
    fail30 := false
    held30Done := false
bool tf5ok = timeframe.in_seconds() <= 300
if intraday and tf5ok and brk30 != 0 and not fail30 and not held30Done and not na(invLv30) and nyT + timeframe.in_seconds() / 60 <= 630
    if brk30 == 1 ? close < invLv30 : close > invLv30
        fail30 := true
        bool showF = not (S == 0 and timeframe.in_seconds() < 300)
        if showF
            float far30 = brk30 == 1 ? or30L : or30H
            bool is1m = timeframe.in_seconds() < 300
            string fp30 = is1m ? (S == 1 ? "59-66%" : S == 2 ? "56-61%" : "58-68%") : (S == 0 ? "60-64%" : S == 1 ? "65-73%" : S == 2 ? "58-68%" : "60-73%")
            int t1130g = timestamp("America/New_York", year(time, "America/New_York"), month(time, "America/New_York"), dayofmonth(time, "America/New_York"), 11, 30)
            array.push(iLQ, line.new(time, far30, t1130g, far30, xloc = xloc.bar_time, color = color.new(farCol, 40), style = line.style_dotted))
            array.push(iLbQ, label.new(t1130g, far30, "OR30 far side " + fp30, xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.small : size.tiny, tooltip = "The first OR30 break failed before 10:30 (a bar closed back past the OR30 mid). Since 2010 the far side of the 9:30-10:00 range then traded by 11:30 " + fp30 + " of the time. Stable in 2010-18, 2019-22 and 2023-26."))
            invTxt := "OR30 " + (brk30 == 1 ? "▲" : "▼") + " break failed · far side " + fmtPx(far30) + " by 11:30 " + fp30
if intraday and tf5ok and brk30 != 0 and not fail30 and not held30Done and nyT >= 630 and nyT < 690
    held30Done := true
    string hp = S == 0 ? "8-11%" : S == 1 ? "11-12%" : S == 2 ? "8-12%" : "9-14%"
    invTxt := "OR30 " + (brk30 == 1 ? "▲" : "▼") + " break held to 10:30 · far side " + fmtPx(brk30 == 1 ? or30L : or30H) + " by 11:30 only " + hp
// OR15 run one full OR width past the range (9:45-11:30) -> back to the broken OR edge by 11:30 only NQ 19-27, ES 28-33,
// YM 23-30, GC 39-45% (Databento 1m, 2010-18 / 2019-22 / 2023-26, n 371-1320 per era): don't wait for a retest.
var bool ext15Done = false
if newDay
    ext15Done := false
if intraday and not ext15Done and not na(or15H) and or15H > or15L and nyT >= 585 and nyT < 690
    float w15 = or15H - or15L
    int xd = high >= or15H + w15 ? 1 : low <= or15L - w15 ? -1 : 0
    if xd != 0
        ext15Done := true
        invTxt := "OR15 " + (xd == 1 ? "▲" : "▼") + " ran 1x OR · retest of the OR edge by 11:30 only " + (S == 0 ? "19-27%" : S == 1 ? "28-33%" : S == 2 ? "23-30%" : "39-45%")
// OR15 break that never closed back past the OR15 mid (and never tagged the far side) -> far side by 11:30, 1m/5m,
// era min-max: held to 10:00 NQ 27-31, ES 31-37, YM 26-33, GC 31-38%; held to 10:30 NQ 9-13, ES 12-15, YM 10-14,
// GC 10-16% (n 451-1465 per era).
var int held15 = 0
if newDay
    held15 := 0
if intraday and tf5ok and brk15 != 0 and not fail15 and not na(or15H) and nyT < 690
    bool farHit = brk15 == 1 ? low < or15L : high > or15H
    if farHit
        held15 := 3
    else if held15 == 0 and nyT >= 600 and str.startswith(invTxt, "OR15")
        held15 := 1
        invTxt := "OR15 " + (brk15 == 1 ? "▲" : "▼") + " break held to 10:00 · far side " + fmtPx(brk15 == 1 ? or15L : or15H) + " by 11:30 " + (S == 0 ? "27-31%" : S == 1 ? "31-37%" : S == 2 ? "26-33%" : "31-38%")
    else if held15 <= 1 and nyT >= 630 and (str.startswith(invTxt, "OR15") or brk30 == 0)
        held15 := 2
        invTxt := "OR15 " + (brk15 == 1 ? "▲" : "▼") + " break held to 10:30 · far side " + fmtPx(brk15 == 1 ? or15L : or15H) + " by 11:30 only " + (S == 0 ? "9-13%" : S == 1 ? "12-15%" : S == 2 ? "10-14%" : "10-16%")
while array.size(iLQ) > sessDays * 2
    line.delete(array.shift(iLQ))
while array.size(iLbQ) > sessDays * 2
    label.delete(array.shift(iLbQ))

// ─────────────────────────────────────────────────────────── likely targets by 11:30 (tag odds by distance, 2010-26)
var array<float> TAG = f_tag(S)
var array<float> TAGONMUL = f_tagOnMul(S)
var array<float> GAPF = f_gapfill(S)
if intraday and nyT >= 960 and nyTprev < 960
    c16 := close[1]
if newDay
    c16prev := c16
gapBin(float g) => g <= 0.05 ? 0 : g <= 0.1 ? 1 : g <= 0.2 ? 2 : g <= 0.35 ? 3 : g <= 0.6 ? 4 : 5
var array<line> tLQ = array.new<line>()
var array<label> tLbQ = array.new<label>()
var string tagTxt = ""
var float bestLv = na
var bool bestDone = false
tagBin(float d) => d <= 0.1 ? 0 : d <= 0.2 ? 1 : d <= 0.35 ? 2 : d <= 0.5 ? 3 : d <= 1.0 ? 4 : 5
if showTags and not na(dHar) and intraday and timeframe.in_seconds() <= 1800 and startOf(570)
    float bestP = 0.0
    bestLv := na
    bestDone := false
    string bestN = ""
    int t1130 = time + tOff + tLen
    // k 4/5: prior-week high / low (HTF liquidity) - reached by 11:30 on the prior-day curve (checked: within ~0.1 in
    // every era); skipped when it sits within 0.05x of the prior-day or overnight level on the same side
    // overnight range tercile (Expect-row cuts) scales the odds: big ON -> far targets likelier, quiet ON -> less
    float c1T = S == 0 ? 0.423 : S == 1 ? 0.454 : S == 2 ? 0.445 : 0.581
    float c2T = S == 0 ? 0.612 : S == 1 ? 0.656 : S == 2 ? 0.646 : 0.848
    int tqT = na(onUsed930) ? 1 : onUsed930 < c1T ? 0 : onUsed930 > c2T ? 2 : 1
    for k = 0 to 5
        float lv = k == 0 ? onH : k == 1 ? onL : k == 2 ? pdH : k == 3 ? pdL : k == 4 ? pwh : pwl
        int side = k == 0 or k == 2 or k == 4 ? 1 : -1
        string nm = k == 0 ? "ONH" : k == 1 ? "ONL" : k == 2 ? "PDH" : k == 3 ? "PDL" : k == 4 ? "PWH" : "PWL"
        int kk = k >= 4 ? k - 2 : k
        bool dup = k >= 4 and not na(lv) and (math.abs(lv - (k == 4 ? pdH : pdL)) < 0.05 * dHar or math.abs(lv - (k == 4 ? onH : onL)) < 0.05 * dHar)
        if not na(lv) and not dup
            float d = (lv - open) * side / dHar
            if d > 0
                float pr = math.min(0.97, array.get(TAG, kk * 6 + tagBin(d)) * array.get(TAGONMUL, tqT * 6 + tagBin(d)))
                if pr >= minOdds
                    array.push(tLQ, line.new(time + tOff, lv, t1130, lv, xloc = xloc.bar_time, color = color.new(tagCol, pr >= 0.5 ? 15 : 50), style = f_ls(tagStyle), width = tagW))
                    array.push(tLbQ, label.new(t1130, lv, nm + " " + str.tostring(math.round(pr * 100)) + "%", xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.normal : size.small, tooltip = "Chance this level gets tagged between 9:30 and 11:30, given how far it is from the 9:30 open (Databento 1m, 2010-2026, stable in both halves)."))
                if pr > bestP
                    bestP := pr
                    bestN := nm
                    bestLv := lv
    if not na(c16prev) and c16prev != open
        float g = math.abs(open - c16prev) / dHar
        float pg = array.get(GAPF, gapBin(g))
        // merge with a target label that sits within 0.05x the daily range, so labels never stack
        label near = na
        if array.size(tLbQ) > 0
            for li2 = 0 to array.size(tLbQ) - 1
                label lbx = array.get(tLbQ, li2)
                if not na(lbx) and label.get_x(lbx) == t1130 and math.abs(label.get_y(lbx) - c16prev) <= 0.05 * dHar
                    near := lbx
        if pg >= minOdds and not na(near)
            label.set_text(near, label.get_text(near) + " · GAP " + str.tostring(math.round(pg * 100)) + "%")
        if pg >= minOdds and na(near)
            array.push(tLQ, line.new(time + tOff, c16prev, t1130, c16prev, xloc = xloc.bar_time, color = color.new(tagCol, pg >= 0.5 ? 15 : 50), style = f_ls(tagStyle), width = tagW))
            array.push(tLbQ, label.new(t1130, c16prev, "GAP " + str.tostring(math.round(pg * 100)) + "%", xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.normal : size.small, tooltip = "Chance price trades back to yesterday's 4:00 PM close by 11:30, given the gap size (Databento 1m, 2010-2026, stable in both halves)."))
        if pg > bestP
            bestP := pg
            bestN := "GAP"
            bestLv := c16prev
        // gap CE (midpoint of yesterday's 4:00 PM close and the 9:30 open), ICT opening-gap target: reached by 11:30
        // by its distance (x daily range, bins .05/.1/.175/.25/.35); Databento 1m, eras within ~0.1, n 70+ per cell
        float ce = (open + c16prev) / 2.0
        float dce = math.abs(open - ce) / dHar
        if dce > 0.01
            int cb = dce <= 0.05 ? 0 : dce <= 0.1 ? 1 : dce <= 0.175 ? 2 : dce <= 0.25 ? 3 : dce <= 0.35 ? 4 : 5
            int pce = cb == 0 ? (S == 1 ? 95 : S == 3 ? 90 : 93) : cb == 1 ? (S == 0 ? 83 : S == 1 ? 82 : S == 2 ? 79 : 75) : cb == 2 ? (S == 3 ? 57 : S == 1 ? 67 : S == 2 ? 68 : 69) : cb == 3 ? (S == 0 ? 55 : S == 1 ? 50 : S == 2 ? 49 : 43) : cb == 4 ? (S == 3 ? 34 : S == 0 ? 39 : S == 1 ? 40 : 41) : (S == 0 ? 30 : S == 1 ? 27 : S == 2 ? 24 : 16)
            if pce >= minOdds * 100
                array.push(tLQ, line.new(time + tOff, ce, t1130, ce, xloc = xloc.bar_time, color = color.new(tagCol, pce >= 50 ? 15 : 50), style = f_ls(tagStyle), width = tagW))
                array.push(tLbQ, label.new(t1130, ce, "Gap CE " + str.tostring(pce) + "%", xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.normal : size.small, tooltip = "Midpoint (CE) of the opening gap between yesterday's 4:00 PM close and the 9:30 open. Chance it trades by 11:30 from this distance (Databento 1m 2010-26; 2010-18, 2019-22 and 2023-26 mostly within 10 points). Big gaps reach their CE more often than an ordinary level at the same distance."))
    // week / month open: tag by 11:30 by distance ~94/84/65/42/6% (.05/.1/.2/.35/inf), all 4 markets, both eras; shown when >= 60%
    array<float> WMO = array.from(0.94, 0.84, 0.65, 0.42, 0.06)
    // week-so-far high / low (Tue-Fri, not yet taken): by 11:30 ~90/88/56/35/10% by the same distance bins, both eras
    array<float> WSF = array.from(0.90, 0.88, 0.56, 0.35, 0.10)
    bool wsfUp = not na(dSfH) and open < dSfH
    bool wsfDn = not na(dSfL) and open > dSfL
    // midnight open: by 11:30 ~94/81/65/44/17% by the same bins (all 4 markets, both eras) - like the 18:00 open; shown when >= 60%
    for vk = 0 to 6
        float vlv = vk == 0 ? onVwap930 : vk == 1 ? prevRthVwap : vk == 2 ? wOpenHTF : vk == 3 ? mOpenHTF : vk == 4 ? (wsfUp and onH < dSfH ? dSfH : na) : vk == 5 ? (wsfDn and onL > dSfL ? dSfL : na) : mnOpen
        string vnm = vk == 0 ? "ON VWAP" : vk == 1 ? "VWAP y" : vk == 2 ? "Wk open" : vk == 3 ? "Mo open" : vk == 4 ? "Wk high" : vk == 5 ? "Wk low" : "Midnight"
        bool fresh = (vk == 2 and wOpenHTF == dOpen) or (vk == 3 and mOpenHTF == dOpen)
        if not na(vlv) and vlv != open and not fresh
            int vb = vwBin(math.abs(open - vlv) / dHar)
            float vp = vk == 0 ? array.get(f_vwOn(S), vb) : vk == 1 ? array.get(f_vwRth(S), vb) : vk == 6 ? array.get(array.from(0.94, 0.81, 0.65, 0.44, 0.17), vb) : vk >= 4 ? array.get(WSF, vb) : array.get(WMO, vb)
            if vp >= math.max(minOdds, vk == 6 or vk == 2 or vk == 3 ? 0.6 : 0.5)
                label vnear = na
                if array.size(tLbQ) > 0
                    for li4 = 0 to array.size(tLbQ) - 1
                        label lbv = array.get(tLbQ, li4)
                        if not na(lbv) and label.get_x(lbv) == t1130 and math.abs(label.get_y(lbv) - vlv) <= 0.05 * dHar
                            vnear := lbv
                if not na(vnear)
                    label.set_text(vnear, label.get_text(vnear) + " · " + vnm + " " + str.tostring(math.round(vp * 100)) + "%")
                else
                    array.push(tLQ, line.new(time + tOff, vlv, t1130, vlv, xloc = xloc.bar_time, color = color.new(tagCol, vp >= 0.7 ? 15 : 50), style = f_ls(tagStyle), width = tagW))
                    array.push(tLbQ, label.new(t1130, vlv, vnm + " " + str.tostring(math.round(vp * 100)) + "%", xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.normal : size.small, tooltip = "Chance price trades back to this VWAP (overnight 18:00-9:30, or yesterday's 9:30-16:00) by 11:30, from its distance at the open (Databento 1m 2010-26, both eras). VWAP side gives no direction edge."))
    tagTxt := bestN == "" ? "" : bestN + " · " + str.tostring(math.round(bestP * 100)) + "%"
    while array.size(tLQ) > sessDays * 7
        line.delete(array.shift(tLQ))
    while array.size(tLbQ) > sessDays * 7
        label.delete(array.shift(tLbQ))
// Gold: 8:20 COMEX open retest 9:30-11:30 by |9:30 open - 8:20 open| / daily HAR (<=.05 .1 .2 .35 >.35):
// 90-94 / 75-77 / 55-60 / 36-41 / 14-18% (Databento 1m 2010-18 / 2019-22 / 2023-26, n 123-591 per cell/era).
var float o820 = na
if newDay
    o820 := na
if S == 3 and startOf(500) and nyT < 570
    o820 := open
f_blk1() =>
    float d82 = math.abs(open - o820) / dHar
    int p82 = d82 <= 0.05 ? 91 : d82 <= 0.1 ? 76 : d82 <= 0.2 ? 57 : d82 <= 0.35 ? 38 : 16
    if p82 >= minOdds * 100
        int t1130c = time + tOff + tLen
        array.push(tLQ, line.new(time + tOff, o820, t1130c, o820, xloc = xloc.bar_time, color = color.new(tagCol, p82 >= 50 ? 15 : 50), style = f_ls(tagStyle), width = tagW))
        array.push(tLbQ, label.new(t1130c, o820, "8:20 open " + str.tostring(p82) + "%", xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.normal : size.small, tooltip = "Chance gold trades back to the 8:20 COMEX open between 9:30 and 11:30, given its distance from the 9:30 open (Databento 1m; 2010-18, 2019-22 and 2023-26 within ~6 points)."))
    true
if S == 3 and showTags and not na(dHar) and not na(o820) and startOf(570)
    f_blk1()
// Indices: 8:30 open retest 9:30-11:30 by |9:30 open - 8:30 open| / daily HAR (<=.05 .1 .2 .35; farther: unstable,
// not shown). NQ 92-95/77-84/67-72/54-58, ES 90-97/77-86/61-68/49-58, YM 91-94/80-87/67-74/45-52% (2010-18/2019-22/2023-26).
var float o830 = na
if newDay
    o830 := na
if S != 3 and startOf(510) and nyT < 570
    o830 := open
f_blk2() =>
    float d83 = math.abs(open - o830) / dHar
    int p83 = d83 <= 0.05 ? (S == 1 ? 94 : 93) : d83 <= 0.1 ? (S == 0 ? 80 : S == 1 ? 82 : 83) : d83 <= 0.2 ? (S == 0 ? 69 : S == 1 ? 66 : 70) : d83 <= 0.35 ? (S == 0 ? 56 : S == 1 ? 53 : 49) : 0
    if p83 >= minOdds * 100
        int t1130d = time + tOff + tLen
        array.push(tLQ, line.new(time + tOff, o830, t1130d, o830, xloc = xloc.bar_time, color = color.new(tagCol, p83 >= 50 ? 15 : 50), style = f_ls(tagStyle), width = tagW))
        array.push(tLbQ, label.new(t1130d, o830, "8:30 open " + str.tostring(p83) + "%", xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.normal : size.small, tooltip = "Chance price trades back to the 8:30 open between 9:30 and 11:30, given its distance from the 9:30 open (Databento 1m; 2010-18, 2019-22 and 2023-26 within ~9 points)." + (S == 0 or S == 2 ? " NQ/YM: on the first touch after 9:35, price ran 0.1x the daily range through it before coming back 0.1x on 56-62% of days (every era; fake levels nearby: 3-10 pts less) - a level to trade through, not fade." : "")))
    true
if S != 3 and showTags and not na(dHar) and not na(o830) and startOf(570)
    f_blk2()
// 9:30 open retest from 10:00: P(price trades back to the 9:30 open 10:00-11:30) by |10:00 price - 9:30 open| / daily
// HAR, bins <=.05 .1 .2 .35 >.35. Databento 1m 2010-26, every era (2010-18 / 2019-22 / 2023-26) within ~0.06, n 55-673.
f_open10(int s, int b) =>
    int r = b == 0 ? (s == 3 ? 89 : 91) : b == 1 ? (s == 3 ? 73 : s == 2 ? 76 : 75) : b == 2 ? (s == 3 ? 51 : s == 1 ? 56 : 57) : b == 3 ? (s == 0 ? 34 : s == 1 ? 32 : s == 2 ? 31 : 29) : (s == 0 ? 14 : s == 1 ? 15 : s == 2 ? 17 : 16)
    r
f_blk3() =>
    float dd = math.abs(open - o930) / dHar
    int ob = dd <= 0.05 ? 0 : dd <= 0.1 ? 1 : dd <= 0.2 ? 2 : dd <= 0.35 ? 3 : 4
    int op = f_open10(S, ob)
    if op >= minOdds * 100
        int t1130o = time + tOff + tLen
        array.push(tLQ, line.new(time + tOff, o930, t1130o, o930, xloc = xloc.bar_time, color = color.new(tagCol, op >= 50 ? 15 : 50), style = f_ls(tagStyle), width = tagW))
        array.push(tLbQ, label.new(t1130o, o930, "9:30 open " + str.tostring(op) + "%", xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.normal : size.small, tooltip = "Chance price trades back to the 9:30 open between 10:00 and 11:30, given how far price is from it at 10:00 (Databento 1m 2010-26; 2010-18, 2019-22 and 2023-26 all within ~6 points)."))
    true
if showTags and not na(dHar) and not na(o930) and startOf(600) and nyT < 690
    f_blk3()
// 9:30-10:30 high/low still standing at 11:30, when the 10:30 price is > 0.15x daily HAR away from it, by when it was
// set (Databento 1m 2010-26, 2010-18 / 2019-22 / 2023-26, n 175-1501 per cell/era). Closer than 0.15x: 25-59%, not shown.
f_amHold(int s, int w) =>
    int r = w == 0 ? (s == 0 ? 87 : s == 1 ? 86 : s == 2 ? 88 : 89) : w == 1 ? (s == 0 ? 83 : s == 1 ? 83 : s == 2 ? 81 : 87) : (s == 0 ? 70 : s == 1 ? 72 : s == 2 ? 74 : 78)
    r
var float amH = na
var float amL = na
var int amHt = 0
var int amLt = 0
if intraday and timeframe.in_seconds() <= 900 and nyT >= 570 and nyT < 630
    if nyTprev < 570 or nyTprev > nyT or na(amH)
        amH := high
        amL := low
        amHt := nyT
        amLt := nyT
    else
        if high > amH
            amH := high
            amHt := nyT
        if low < amL
            amL := low
            amLt := nyT
if newDay
    amH := na
    amL := na
f_blk4() =>
    int t1130h = time + tOff + tLen
    for sd = 0 to 1
        float lvA = sd == 0 ? amH : amL
        int tA = sd == 0 ? amHt : amLt
        if math.abs(open - lvA) / dHar > 0.15
            int pA = f_amHold(S, tA < 585 ? 0 : tA < 600 ? 1 : 2)
            array.push(tLQ, line.new(time + tOff, lvA, t1130h, lvA, xloc = xloc.bar_time, color = color.new(invCol, 30), style = f_ls(invStyle), width = 1))
            array.push(tLbQ, label.new(t1130h, lvA, (sd == 0 ? "AM high holds " : "AM low holds ") + str.tostring(pA) + "%", xloc = xloc.bar_time, style = label.style_label_left, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.normal : size.small, tooltip = "At 10:30 price is more than 0.15x the daily range away from the 9:30-10:30 " + (sd == 0 ? "high" : "low") + ". Since 2010 that level stood until 11:30 " + str.tostring(pA) + "% of the time (set 9:30-9:45: 85-90%, 9:45-10:00: 79-88%, 10:00-10:30: 69-82%; stable in 2010-18, 2019-22 and 2023-26). Closer than that it is a coin flip."))
    true
if showTags and not na(dHar) and not na(amH) and startOf(630)
    f_blk4()
if newDay
    tagTxt := ""
if intraday and not bestDone and not na(bestLv) and nyT > 570 and nyT < 690 and high >= bestLv and low <= bestLv
    bestDone := true
// labels with their own tested odds (not refreshed by the 9:45 / 10:30 distance curves)
isFixedLb(string tx) => str.startswith(tx, "Gap CE") or str.startswith(tx, "8:30 open") or str.startswith(tx, "8:20 open") or str.startswith(tx, "9:30 open") or str.startswith(tx, "AM high") or str.startswith(tx, "AM low")
// 10:30 refresh of level labels (highs/lows/gap) for levels untouched since 9:30: by 11:30 ~80/62/36/15/2% by distance
// (.05/.1/.2/.35/inf x daily range) for the index futures, gold ~78/55/32/10/1% (both eras)
var float amHi = na
var float amLo = na
if intraday and startOf(570)
    amHi := high
    amLo := low
else if intraday and nyT > 570 and nyT < 690
    amHi := math.max(amHi, high)
    amLo := math.min(amLo, low)
// ─────────────────────────────────────────────────────────── live next-move odds (9:45-11:25)
// Chance price still makes a NEW 9:30-11:30 high / low before 11:30, from minutes left, distance to the high / low,
// range so far, move since 9:30 and the midnight side. Logistic fits on Databento 1m 2010-18; out of sample 2019-22 and
// 2023-26 Brier 0.13 vs 0.23 for a flat guess, calibrated within ~3 pts per decile (research/live_next_extreme.py).
// coef order: intercept, log(dist+.01), sqrt(left/120), log(dist+.01)*sqrt(left/120), range, move, midnight side, log(range+.02)
f_nxCoef(int s, bool up) =>
    array<float> c = array.new<float>()
    if s == 0 and up
        c := array.from(-8.493, -2.552, 7.593, 1.065, -0.27, 0.394, -0.049, 0.665)
    else if s == 0
        c := array.from(-7.313, -2.593, 7.521, 1.31, -1.492, 1.135, 0.039, 1.158)
    else if s == 1 and up
        c := array.from(-8.089, -2.535, 8.136, 1.187, -1.276, 1.045, -0.126, 0.991)
    else if s == 1
        c := array.from(-6.421, -2.557, 7.738, 1.223, -2.326, 1.193, 0.052, 1.864)
    else if s == 2 and up
        c := array.from(-8.846, -2.641, 7.958, 1.178, -0.333, 0.424, -0.093, 0.672)
    else if s == 2
        c := array.from(-7.01, -2.644, 7.491, 1.278, -1.852, 0.988, 0.029, 1.448)
    else if s == 3 and up
        c := array.from(-8.579, -2.676, 7.61, 1.165, -0.486, 0.423, 0.023, 0.842)
    else if s == 3
        c := array.from(-9.627, -2.897, 8.41, 1.461, -0.095, 0.93, -0.003, 0.68)
    c
f_nxProb(array<float> c, float dist, float left, float rngN, float ret, float side) =>
    float ld = math.log(math.max(dist, 0) + 0.01)
    float sq = math.sqrt(math.max(left, 0) / 120.0)
    float z = array.get(c, 0) + array.get(c, 1) * ld + array.get(c, 2) * sq + array.get(c, 3) * ld * sq + array.get(c, 4) * rngN + array.get(c, 5) * ret + array.get(c, 6) * side + array.get(c, 7) * math.log(rngN + 0.02)
    1.0 / (1.0 + math.exp(-z))
// typical push past the old high / low when a new one comes (median x daily range by minutes left <30/30-60/60-90/>90)
f_nxExt(int s, bool up, float left) =>
    int b = left < 30 ? 0 : left < 60 ? 1 : left < 90 ? 2 : 3
    float r = 0.0
    if s == 0
        r := up ? array.get(array.from(0.043, 0.080, 0.119, 0.157), b) : array.get(array.from(0.066, 0.110, 0.146, 0.170), b)
    else if s == 1
        r := up ? array.get(array.from(0.045, 0.077, 0.114, 0.145), b) : array.get(array.from(0.060, 0.100, 0.136, 0.161), b)
    else if s == 2
        r := up ? array.get(array.from(0.046, 0.079, 0.114, 0.145), b) : array.get(array.from(0.059, 0.097, 0.131, 0.157), b)
    else
        r := up ? array.get(array.from(0.054, 0.081, 0.112, 0.140), b) : array.get(array.from(0.058, 0.094, 0.125, 0.147), b)
    r
var array<float> NXU = f_nxCoef(S, true)
var array<float> NXD = f_nxCoef(S, false)
float nxH = na
float nxL = na
float nxEH = na
float nxEL = na
int barMin = int(timeframe.in_seconds() / 60)
int chkT = nyT + barMin
if intraday and timeframe.in_seconds() <= 900 and not na(dHar) and not na(amHi) and not na(o930) and chkT >= 585 and chkT <= 685
    float rN = math.max(amHi - amLo, syminfo.mintick) / dHar
    float sdM = na(mnOpen) ? 0.0 : o930 > mnOpen ? 1.0 : -1.0
    float lft = 690 - chkT
    nxH := f_nxProb(NXU, (amHi - close) / dHar, lft, rN, (close - o930) / dHar, sdM)
    nxL := f_nxProb(NXD, (close - amLo) / dHar, lft, rN, (o930 - close) / dHar, -sdM)
    nxEH := f_nxExt(S, true, lft) * dHar
    nxEL := f_nxExt(S, false, lft) * dHar
// live odds that an untouched ONH/ONL/PDH/PDL/PWH/PWL (beyond the AM high/low so far) trades before 11:30; logistic per
// market & side fitted 2010-18, calibrated out of sample 2019-26 (research/live_level_odds.py). Order: intercept, log(dist+.01),
// sqrt(left/120), product, range, move, midnight side, log(range+.02), log(beyond the AM extreme+.01)
f_lvCoef(int s, bool up) =>
    array<float> c = array.new<float>()
    if s == 0 and up
        c := array.from(-11.327, -3.082, 9.0, 1.365, 0.515, 0.883, -0.058, 0.705, -0.304)
    else if s == 0
        c := array.from(-9.155, -3.203, 7.974, 1.103, -0.122, 0.234, 0.055, 1.322, -0.013)
    else if s == 1 and up
        c := array.from(-9.735, -2.799, 8.204, 0.723, -0.997, 1.05, 0.007, 1.461, -0.341)
    else if s == 1
        c := array.from(-9.615, -3.281, 8.653, 1.205, -0.249, 0.193, -0.011, 1.646, -0.218)
    else if s == 2 and up
        c := array.from(-10.342, -3.248, 8.23, 0.948, -0.237, 0.271, -0.054, 1.097, -0.085)
    else if s == 2
        c := array.from(-8.532, -3.208, 7.917, 1.277, -1.097, 0.847, 0.016, 1.614, -0.117)
    else if s == 3 and up
        c := array.from(-10.169, -3.56, 8.067, 1.468, -0.255, 0.132, 0.085, 0.934, -0.077)
    else if s == 3
        c := array.from(-9.86, -3.38, 7.298, 0.92, 0.634, 0.883, 0.152, 0.727, 0.211)
    c
f_lvProb(array<float> c, float dist, float beyond, float left, float rngN, float ret, float side) =>
    float ld = math.log(math.max(dist, 0) + 0.01)
    float sq = math.sqrt(math.max(left, 0) / 120.0)
    float z = array.get(c, 0) + array.get(c, 1) * ld + array.get(c, 2) * sq + array.get(c, 3) * ld * sq + array.get(c, 4) * rngN + array.get(c, 5) * ret + array.get(c, 6) * side + array.get(c, 7) * math.log(rngN + 0.02) + array.get(c, 8) * math.log(math.max(beyond, 0) + 0.01)
    1.0 / (1.0 + math.exp(-z))
var array<float> LVU = f_lvCoef(S, true)
var array<float> LVD = f_lvCoef(S, false)
f_liveLevels(float lft, float rN, float sdM) =>
    int n = array.size(tLbQ)
    if n > 0
        for i = 0 to n - 1
            label lb = array.get(tLbQ, i)
            string tx = label.get_text(lb)
            if label.get_x(lb) > time and (str.startswith(tx, "ONH") or str.startswith(tx, "ONL") or str.startswith(tx, "PD") or str.startswith(tx, "PW") or str.startswith(tx, "GAP "))
                float lv = label.get_y(lb)
                string nm = array.get(str.split(tx, " "), 0)
                if lv > amHi
                    float pu = f_lvProb(LVU, (lv - close) / dHar, (lv - amHi) / dHar, lft, rN, (close - o930) / dHar, sdM)
                    label.set_text(lb, nm + " " + str.tostring(math.round(pu * 100)) + "%")
                else if lv < amLo
                    float pd = f_lvProb(LVD, (close - lv) / dHar, (amLo - lv) / dHar, lft, rN, (o930 - close) / dHar, -sdM)
                    label.set_text(lb, nm + " " + str.tostring(math.round(pd * 100)) + "%")
    true
// ─────────────────────────────────────────────────────────── likely AM high / low zones (drawn at 9:30)
// Where the 9:30-11:30 high and low land from the 9:30 open (x daily HAR), middle 50% and median, by overnight-range tercile
// (Expect-row cuts). Bands fitted 2010-18 held 45-56% of 2019-26 days (target 50%). Layout per tercile: H25 H50 H75 L25 L50 L75.
f_amZone(int s) =>
    array<float> a = array.new<float>()
    if s == 0
        a := array.from(0.092, 0.188, 0.320, 0.097, 0.203, 0.364, 0.112, 0.235, 0.395, 0.108, 0.232, 0.426, 0.122, 0.271, 0.459, 0.115, 0.263, 0.491)
    else if s == 1
        a := array.from(0.084, 0.167, 0.289, 0.084, 0.174, 0.306, 0.099, 0.207, 0.358, 0.097, 0.221, 0.391, 0.115, 0.252, 0.415, 0.111, 0.249, 0.461)
    else if s == 2
        a := array.from(0.091, 0.187, 0.330, 0.086, 0.182, 0.322, 0.102, 0.209, 0.357, 0.099, 0.218, 0.407, 0.117, 0.259, 0.455, 0.115, 0.269, 0.458)
    else
        a := array.from(0.066, 0.150, 0.264, 0.074, 0.152, 0.283, 0.079, 0.172, 0.307, 0.090, 0.186, 0.332, 0.092, 0.208, 0.376, 0.093, 0.213, 0.397)
    a
var array<float> AMZ = f_amZone(S)
var array<box> amzQ = array.new<box>()
var array<line> amzL = array.new<line>()
var array<label> amzLb = array.new<label>()
f_drawAmZones() =>
    float zc1 = S == 0 ? 0.423 : S == 1 ? 0.454 : S == 2 ? 0.445 : 0.581
    float zc2 = S == 0 ? 0.612 : S == 1 ? 0.656 : S == 2 ? 0.646 : 0.848
    int zq = na(onUsed930) ? 1 : onUsed930 < zc1 ? 0 : onUsed930 > zc2 ? 2 : 1
    int zi = zq * 6
    int zEnd = time + 120 * 60000
    float hA = open + array.get(AMZ, zi) * dHar
    float hM = open + array.get(AMZ, zi + 1) * dHar
    float hB = open + array.get(AMZ, zi + 2) * dHar
    float lA = open - array.get(AMZ, zi + 3) * dHar
    float lM = open - array.get(AMZ, zi + 4) * dHar
    float lB = open - array.get(AMZ, zi + 5) * dHar
    // stretch: out to the AM session box's 90% edge (70-90% of mornings stayed inside), stacked on the likely box
    float scZ = dHar * (na(ctxMult) ? 1.0 : ctxMult)
    float sU = math.max(open + array.get(f_ss_am(S), 1) * scZ, hB)
    float sD = math.min(open - array.get(f_ss_am(S), 3) * scZ, lB)
    array.push(amzQ, box.new(time, hB, zEnd, hA, xloc = xloc.bar_time, border_color = color.new(amzCol, 35), border_width = 1, bgcolor = color.new(amzCol, 93)))
    array.push(amzQ, box.new(time, lA, zEnd, lB, xloc = xloc.bar_time, border_color = color.new(amzCol, 35), border_width = 1, bgcolor = color.new(amzCol, 93)))
    array.push(amzL, line.new(time, sU, zEnd, sU, xloc = xloc.bar_time, color = color.new(amzCol, 40), style = line.style_dotted))
    array.push(amzL, line.new(time, sD, zEnd, sD, xloc = xloc.bar_time, color = color.new(amzCol, 40), style = line.style_dotted))
    array.push(amzL, line.new(time, hM, zEnd, hM, xloc = xloc.bar_time, color = color.new(amzCol, 0), width = 2))
    array.push(amzL, line.new(time, lM, zEnd, lM, xloc = xloc.bar_time, color = color.new(amzCol, 0), width = 2))
    string zTip = "Where the 9:30-11:30 high / low usually lands from the 9:30 open: shaded = middle 50% of days, dotted = median, for mornings with this size of overnight range (Databento 2010-26; 2010-18 bands held 45-56% of 2019-26 days)."
    while array.size(amzQ) > sessDays * 2
        box.delete(array.shift(amzQ))
    while array.size(amzL) > sessDays * 4
        line.delete(array.shift(amzL))
    while array.size(amzLb) > sessDays * 4
        label.delete(array.shift(amzLb))
    true
if showTags and intraday and timeframe.in_seconds() <= 900 and startOf(570) and not na(dHar)
    f_drawAmZones()
var label nxHL = na
var label nxLL = na
var line nxPHL = na
var line nxPLL = na
// typical wait (minutes) until the new high / low comes, given it comes: by time left (<30/30-60/60-90/>90 min) and
// distance (<=0.05 / 0.05-0.15 / >0.15 x daily range); medians, every era within ~2 min (Databento 1m 2010-26)
f_nxWait(float left, float dist) =>
    int lb = left < 30 ? 0 : left < 60 ? 1 : left < 90 ? 2 : 3
    float r = dist <= 0.05 ? 2.0 : dist <= 0.15 ? array.get(array.from(8.0, 12.0, 13.0, 11.0), lb) : array.get(array.from(14.0, 25.0, 31.0, 28.0), lb)
    r
f_byTime(float mins) =>
    int tB = math.min(time + barMs + int(mins * 60000), timestamp("America/New_York", year(time, "America/New_York"), month(time, "America/New_York"), dayofmonth(time, "America/New_York"), 11, 30))
    " by " + str.format_time(tB, "H:mm", "America/New_York")
if barstate.islast and not na(nxH) and showTags
    f_liveLevels(690 - chkT, math.max(amHi - amLo, syminfo.mintick) / dHar, na(mnOpen) ? 0.0 : o930 > mnOpen ? 1.0 : -1.0)
if barstate.islast
    label.delete(nxHL)
    label.delete(nxLL)
    line.delete(nxPHL)
    line.delete(nxPLL)
    if not na(nxH)
        float lftN = 690 - chkT
        // push-target line: where the new high / low typically ends, shown when its odds are >= the setting
        if nxH >= pushMin
            nxPHL := line.new(time, amHi + nxEH, time + 12 * barMs, amHi + nxEH, xloc = xloc.bar_time, color = color.new(dnBase, 20), style = line.style_dashed, width = 2)
        if nxL >= pushMin
            nxPLL := line.new(time, amLo - nxEL, time + 12 * barMs, amLo - nxEL, xloc = xloc.bar_time, color = color.new(upBase, 20), style = line.style_dashed, width = 2)
        nxHL := label.new(time, amHi, "new high " + str.tostring(math.round(nxH * 100)) + "% (+" + fmtPts(nxEH) + ")" + f_byTime(f_nxWait(lftN, (amHi - close) / dHar)), xloc = xloc.bar_time, style = label.style_label_down, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.normal : size.small, tooltip = "Chance price trades above the 9:30-11:30 high so far before 11:30 (16 yrs, calibrated out of sample).")
        nxLL := label.new(time, amLo, "new low " + str.tostring(math.round(nxL * 100)) + "% (−" + fmtPts(nxEL) + ")" + f_byTime(f_nxWait(lftN, (close - amLo) / dHar)), xloc = xloc.bar_time, style = label.style_label_up, color = color.new(color.black, 100), textcolor = lblCol, size = lblBig ? size.normal : size.small, tooltip = "Chance price trades below the 9:30-11:30 low so far before 11:30 (16 yrs, calibrated out of sample).")
// 9:45 refresh of the target labels: odds re-measured from the 9:45 close for levels not yet tagged (distance only;
// the 9:30-9:45 candle direction made no difference). Databento 2010-26, eras within ~0.05.
// 9:45 odds also depend on the 9:30-9:45 size: a large opening candle makes the 0.2-0.5x targets ~10-20 pts likelier
// than a small one (every era, all markets; research/gen_tag945_size.py)
var array<float> TAG945SZ = f_tag945sz(S)
f_refresh945() =>
    for li3 = 0 to array.size(tLbQ) - 1
        label lb3 = array.get(tLbQ, li3)
        bool fx3 = not na(lb3) and isFixedLb(label.get_text(lb3))
        bool isVw = not na(lb3) and (str.startswith(label.get_text(lb3), "ON VWAP") or str.startswith(label.get_text(lb3), "VWAP y"))
        bool isOp = not na(lb3) and (str.startswith(label.get_text(lb3), "Midnight") or str.startswith(label.get_text(lb3), "Wk open") or str.startswith(label.get_text(lb3), "Mo open"))
        // open-type levels from the 9:45 close (midnight / week / month open, untouched by 9:45), both eras
        if isOp and label.get_x(lb3) > time
            float lvo = label.get_y(lb3)
            string nmo = str.startswith(label.get_text(lb3), "Midnight") ? "Midnight" : str.startswith(label.get_text(lb3), "Wk open") ? "Wk open" : "Mo open"
            int bo = vwBin(math.abs(lvo - close[1]) / dHar)
            array<float> OP9 = array.from(0.87, 0.67, 0.50, 0.27, 0.04)
            if S == 0
                OP9 := array.from(0.92, 0.82, 0.62, 0.38, 0.06)
            else if S == 1
                OP9 := array.from(0.92, 0.77, 0.57, 0.34, 0.05)
            else if S == 2
                OP9 := array.from(0.89, 0.78, 0.54, 0.34, 0.05)
            bool dno = or15H >= lvo and or15L <= lvo
            label.set_text(lb3, nmo + (dno ? " hit" : " " + str.tostring(math.round(array.get(OP9, bo) * 100)) + "%"))
        if isVw and label.get_x(lb3) > time
            float lvv = label.get_y(lb3)
            bool onv = str.startswith(label.get_text(lb3), "ON VWAP")
            bool dv = or15H >= lvv and or15L <= lvv
            int bv = vwBin(math.abs(lvv - close[1]) / dHar)
            float pv9 = onv ? array.get(f_vw945On(S), bv) : array.get(f_vw945Rth(S), bv)
            label.set_text(lb3, (onv ? "ON VWAP" : "VWAP y") + (dv ? " hit" : " " + str.tostring(math.round(pv9 * 100)) + "%"))
        if not na(lb3) and not fx3 and not isVw and not isOp and label.get_x(lb3) > time
            float lv3 = label.get_y(lb3)
            bool done = lv3 >= close[1] ? or15H >= lv3 : or15L <= lv3
            float d3 = math.abs(lv3 - close[1]) / dHar
            int b3 = d3 <= 0.1 ? 0 : d3 <= 0.2 ? 1 : d3 <= 0.35 ? 2 : d3 <= 0.5 ? 3 : 4
            // keep only the level names, then the refreshed odds (cleaner than stacking the 9:30 numbers)
            array<string> parts = str.split(label.get_text(lb3), " · ")
            string names = ""
            for pt in parts
                string w0 = array.get(str.split(pt, " "), 0)
                if w0 == "ONH" or w0 == "ONL" or w0 == "PDH" or w0 == "PDL" or w0 == "PWH" or w0 == "PWL" or w0 == "GAP" or w0 == "Wk" or w0 == "Mo"
                    names := names + (names == "" ? "" : "/") + (w0 == "Wk" ? "Wk " + array.get(str.split(pt, " "), 1) : w0 == "Mo" ? "Mo open" : w0)
            array<float> cut3 = f_or15_cut(S)
            float w3 = (or15H - or15L) / dHar
            int z3 = w3 < array.get(cut3, 0) ? 0 : w3 > array.get(cut3, 1) ? 2 : 1
            label.set_text(lb3, names + (done ? " hit" : " " + str.tostring(math.round(array.get(TAG945SZ, z3 * 5 + b3) * 100)) + "%"))
    true
if showTags and intraday and nyT >= 585 and nyTprev < 585 and not na(dHar) and not na(or15H) and array.size(tLbQ) > 0
    f_refresh945()


// ─────────────────────────────────────────────────────────── live layer
int hrIdx = (nyHour - 18 + 24) % 24

// ─────────────────────────────────────────────────────────── next break + likely close area (live)

// ─────────────────────────────────────────────────────────── week so far (Tue-Fri)

// ─────────────────────────────────────────────────────────── week / month / 4H lines

int myBlk = int(math.floor(hrIdx / 4))
bool newBlk = intraday and timeframe.in_seconds() <= 3600 and (myBlk != myBlk[1] or newDay)
var array<line> h4Q = array.new<line>()
f_blk7() =>
    int bEnd = na(dayEnd) ? time + 4 * 3600000 : math.min(time + 4 * 3600000, dayEnd)
    array.push(h4Q, line.new(time, open + array.get(HQU, 1) * hScale, bEnd, open + array.get(HQU, 1) * hScale, xloc = xloc.bar_time, color = color.new(hCol, 20), style = f_ls(h4Style), width = h4W))
    array.push(h4Q, line.new(time, open - array.get(HQD, 1) * hScale, bEnd, open - array.get(HQD, 1) * hScale, xloc = xloc.bar_time, color = color.new(hCol, 20), style = f_ls(h4Style), width = h4W))
    while array.size(h4Q) > 12
        line.delete(array.shift(h4Q))
    true
if show4H and newBlk and not na(hScale)
    f_blk7()

// ─────────────────────────────────────────────────────────── session levels (context only)
var float asiaH = na
var float asiaL = na
var float lonH = na
var float lonL = na
bool inAsia = hrIdx < 6
bool inLon = (nyHour == 1 and nyMin >= 30) or (nyHour >= 2 and nyHour < 5)
bool inON = hrIdx < 15 or (nyHour == 9 and nyMin < 30)
if newDay
    pdH := tdH
    pdL := tdL
    tdH := high
    tdL := low
    asiaH := na
    asiaL := na
    lonH := na
    lonL := na
    onH := na
    onL := na
else
    tdH := math.max(tdH, high)
    tdL := math.min(tdL, low)
if inAsia
    asiaH := na(asiaH) ? high : math.max(asiaH, high)
    asiaL := na(asiaL) ? low : math.min(asiaL, low)
if inLon
    lonH := na(lonH) ? high : math.max(lonH, high)
    lonL := na(lonL) ? low : math.min(lonL, low)
if inON
    onH := na(onH) ? high : math.max(onH, high)
    onL := na(onL) ? low : math.min(onL, low)
// gold only: first 1h bar through the Asia high / low after 00:00 (same event definition as the research)
var float  hrH = na
var float  hrL = na
var bool   asiaHiDone = false
var bool   asiaLoDone = false
var string gSweep = ""
bool newHour = intraday and timeframe.in_seconds() <= 3600 and timeframe.change("60")
if newDay
    asiaHiDone := false
    asiaLoDone := false
    gSweep := ""
if S == 3 and newHour and not newDay and not na(hrH) and hrIdx > 6 and not na(asiaH)
    // the hour that just completed: high/low tracked below, close = previous bar's close
    if not asiaHiDone and hrH > asiaH
        asiaHiDone := true
        if close[1] <= asiaH and gSweep == ""
            gSweep := "▲ high swept, closed inside"
    if not asiaLoDone and hrL < asiaL
        asiaLoDone := true
        if close[1] >= asiaL and gSweep == ""
            gSweep := "▼ low swept, closed inside"
if newHour or newDay
    hrH := high
    hrL := low
else
    hrH := math.max(hrH, high)
    hrL := math.min(hrL, low)

bool sx = showSess and intraday
plot(sx ? pdH : na, "Prior day high", color.new(#8b949e, 35), 1, plot.style_linebr)
plot(sx ? pdL : na, "Prior day low", color.new(#8b949e, 35), 1, plot.style_linebr)
plot(sx and not inAsia ? asiaH : na, "Asia high", color.new(#e05252, 55), 1, plot.style_linebr)
plot(sx and not inAsia ? asiaL : na, "Asia low", color.new(#e05252, 55), 1, plot.style_linebr)
plot(sx and not inLon and nyHour >= 5 ? lonH : na, "London high", color.new(#4a7fe0, 55), 1, plot.style_linebr)
plot(sx and not inLon and nyHour >= 5 ? lonL : na, "London low", color.new(#4a7fe0, 55), 1, plot.style_linebr)
plot(sx and not inON ? onH : na, "Overnight high", color.new(#e09a3a, 55), 1, plot.style_linebr)
plot(sx and not inON ? onL : na, "Overnight low", color.new(#e09a3a, 55), 1, plot.style_linebr)

// ─────────────────────────────────────────────────────────── table (only what matters)
var table tb = table.new(tblPos == "Top right" ? position.top_right : tblPos == "Bottom right" ? position.bottom_right : tblPos == "Top left" ? position.top_left : position.bottom_left, 2, 21, bgcolor = color.new(#0d1117, 8), frame_color = color.new(#30363d, 0), frame_width = 1, border_width = 0)
cellT(int r, string a, string b, color c, string tip) =>
    table.cell(tb, 0, r, a, text_color = txtDim, text_size = size.normal, text_halign = text.align_left, tooltip = tip)
    table.cell(tb, 1, r, b, text_color = c, text_size = size.normal, text_halign = text.align_right, tooltip = tip)

// table drawing wrapped in a function: keeps the script's main body under Pine's size limit (CE10295)
f_drawTable() =>
    table.clear(tb, 0, 0, 1, 20)
    if not intraday
        cellT(0, "HTF Zones", "use an intraday chart", txtMain, "")
    else if na(sigma)
        cellT(0, symName + " day", "waits for 18:00 open", txtMain, "Zones start at the next futures-day open.")
    else
        string tone = ctxMult < 0.93 ? "quieter" : ctxMult > 1.07 ? "bigger" : "normal"
        color toneC = ctxMult < 0.93 ? color.new(#7aa2c8, 0) : ctxMult > 1.07 ? color.new(#e3b341, 0) : txtMain
        int r = 0
        string bTxt = bias == 1 ? "LONG" : bias == -1 ? "SHORT" : "NEUTRAL"
        color bC = bias == 1 ? color.new(dnBase, 0) : bias == -1 ? color.new(upBase, 0) : txtMain
        string tgt = bias == 1 ? fmtPx(uIn) + " – " + fmtPx(uOut) : bias == -1 ? fmtPx(lIn) + " – " + fmtPx(lOut) : "both zones"
        cellT(r, symName + (supported ? "" : "?") + " " + tone, fmtPts(sigma) + " pts · " + bTxt + (bias != 0 ? " " + biasPct : ""), bias != 0 ? bC : toneC, "Why this day size:\n" + ctxText + "\n\nBias (locked at 18:00): " + biasWhy + " rule, right on day direction " + biasPct + " historically (both eras). Default is the trend filter (50d vs 200d avg, open vs 20d avg); tested overrides: NQ Mondays long (60-62%), YM after a quiet day follow the 20-day trend (57%). A lean, not a signal. Bias-side zone: " + tgt)
        r += 1
        if not na(nxH)
            cellT(r, "Next", "new high " + str.tostring(math.round(nxH * 100)) + "% (+" + fmtPts(nxEH) + ") · new low " + str.tostring(math.round(nxL * 100)) + "% (−" + fmtPts(nxEL) + ")", nxH - nxL >= 0.15 ? color.new(dnBase, 0) : nxL - nxH >= 0.15 ? color.new(upBase, 0) : txtMain, "Live: chance price still makes a new 9:30-11:30 high / low before 11:30, from time left, distance to the high / low, the range so far, the move since 9:30 and the midnight side. Fitted 2010-18; tested 2019-22 and 2023-26: calibrated within ~3 points per decile, Brier 0.13 vs 0.23 for a flat guess, all four markets.")
            r += 1
        if expTxt != ""
            cellT(r, "Expect", expTxt, txtMain, expTip != "" ? expTip : "Typical (median) 9:30-10:00 range for mornings like this one, from the overnight range size and news, then the typical full 9:30-11:30 range (Databento 2010-26, stable in both eras).")
            r += 1
        // Plan (compact): setup + 9:45 / 10:00 target-and-stop (or the OR break state once no plan is live) + best target
        string setS = setupTxt == "" ? "" : str.contains(setupTxt, "edge gone") ? "setup: edge gone" : str.substring(setupTxt, 0, 1) + " setup " + str.match(setupTxt, "[0-9]+-?[0-9]*%")
        // best live target: the highest-odds target label still on the chart (hit ones are removed), else the 9:30 pick
        string tgtS = ""
        float tgtP = -1.0
        int nLb = array.size(tLbQ)
        if nLb > 0 and nyT >= 570 and nyT < 690
            for liT = 0 to nLb - 1
                label lbT = array.get(tLbQ, liT)
                string tx = label.get_text(lbT)
                if label.get_x(lbT) > time and not str.startswith(tx, "AM ") and not str.contains(tx, "hit")
                    array<string> tk = str.split(tx, " ")
                    string nmT = ""
                    float pT = na
                    for w in tk
                        if str.endswith(w, "%") and na(pT)
                            pT := str.tonumber(str.replace(w, "%", ""))
                        else if na(pT)
                            nmT := nmT + (nmT == "" ? "" : " ") + w
                    if not na(pT) and pT > tgtP
                        tgtP := pT
                        tgtS := nmT + " " + fmtPx(label.get_y(lbT)) + " " + str.tostring(pT) + "%"
        if tgtS == "" and tagTxt != ""
            tgtS := str.replace(tagTxt, " · ", " " + fmtPx(bestLv) + " ", 0) + (bestDone ? " ✓" : "")
        string planB = holdDir != 0 ? holdTxt : invTxt != "" ? invTxt : holdTxt
        string planTxt = setS
        if planB != ""
            planTxt := planTxt + (planTxt != "" ? " · " : "") + planB
        if tgtS != ""
            planTxt := planTxt + (planTxt != "" ? " · " : "") + "target " + tgtS
        if not tblFull and planTxt != ""
            cellT(r, nyT < 585 ? "Plan" : nyT >= 600 ? "Plan 10:00" : "Plan 9:45", planTxt, setupTxt != "" ? setupC : txtMain, holdTip != "" ? holdTip : "Best tested target and stop for the morning. Full table mode shows each part on its own row.")
            r += 1
        if tblFull and (or15Txt != "" or or30Txt != "")
            cellT(r, "Opening range", (or15Txt != "" ? "15m " + or15Txt : "") + (or30Txt != "" ? (or15Txt != "" ? "  |  " : "") + "30m " + or30Txt : ""), color.new(orCol, 0), or15Tip + (or30Tip != "" ? "\n\n" + or30Tip : ""))
            r += 1
        if tblFull and holdTxt != ""
            cellT(r, nyT >= 600 ? "10:00 plan" : "9:45 plan", holdTxt, holdDir == 0 ? txtDim : txtMain, holdTip)
            r += 1
        if tblFull and setupTxt != ""
            cellT(r, "Setup", setupTxt, setupC, "Audited as displayed (one setup per day): NQ A 60-63%, NQ B 56-57%, ES B 57-63%, gold 56-58%, 9:45 -> 11:30, both 2010-18 and 2019-26, 100+ cases each. A = opened above yesterday's high + green 9:30-9:45; B = heavy 9:30-9:45 volume + overnight 4H majority agree with the opening candle. If price trades back through the 9:30 open before 10:30, the setup direction wins only 50-56% from there (2010-26, NQ/ES/YM): the edge is used up, but it is not a reversal signal.")
            r += 1
        if tblFull and volTxt != ""
            cellT(r, "Open volume", volTxt, color.new(#e3b341, 0), "9:30-9:45 volume versus its 20-day average (>1.25x = heavy). Feeds setup B. On YM the opening candle direction held into 11:30 56.3% in both eras.")
            r += 1
        if tblFull and invTxt != ""
            cellT(r, "OR break", invTxt, txtMain, "Invalidation from 16 years of 1-minute data: once price comes back 0.5 OR width inside after the first break, the break rarely works.")
            r += 1
        if tblFull and tagTxt != ""
            cellT(r, "Target", tagTxt, color.new(tagCol, 0), "The overnight / prior-day high or low most likely to be tagged by 11:30, given its distance from the 9:30 open.")
            r += 1
        if zoneTxt != ""
            cellT(r, "Zone", zoneTxt, txtMain, "9:30 opened beyond a day-zone line. Since 2010 (both 2010-18 and 2019-26, all four markets) the next line out was usually reached by 11:30 and a full return to the 18:00 open was rare, so fading back to the open is a low-odds idea on these mornings.")
            r += 1
        if profTxt != ""
            cellT(r, "Profile", profTxt, txtMain, "Daily profile from the midnight (0:00) open. Since 2010, when 9:30 opened above it, the 9:30-11:30 window set the futures-day low on only 6-16% of days (NQ 13-16, ES 9-11, YM 9-15, gold 6-8%) and the high on 24-36%; below it, the day high only 5-14% and the low 26-36%. Stable in 2010-18, 2019-22 and 2023-26. Week: when 9:30 is above the Sunday 18:00 week open, this morning set the week low on 0-6% of days; below it, the week high on 0-5%.")
            r += 1
        if sessTxt != ""
            cellT(r, "Session", sessTxt, sessC, "Bias of the current session box. Rule and hit rate come from this chart's own history.")
            r += 1
        if newsTxt != ""
            cellT(r, "News", newsTxt, newsIsToday ? color.new(#e3b341, 0) : txtMain, "Scheduled FOMC (2:00 ET), CPI and NFP (8:30 ET). Update the calendar yearly.")
            r += 1
        string monTxt = monDir == 1 ? "Mon up: Mon low " + fmtPx(monL) + " = week low 41-45%" : monDir == -1 ? "Mon down: Mon high " + fmtPx(monH) + " = week high 32-42%" : ""
        if monTxt != ""
            cellT(r, "Week", monTxt, txtMain, "26 years of daily data, all four markets, both halves: when Monday closes up, Monday's low ends up being the week's low 41-45% of the time (about 20% by chance) and its high is the week's high only 9-17%. When Monday closes down, Monday's high is the week's high 32-42% of the time. Rechecked on Databento 2010-26, all four markets, both eras.")
            r += 1
        if S == 3 and nyHour >= 13 and nyHour < 17
            cellT(r, "Gold", "day mostly done", txtDim, "After 13:00 NY the gold day high was already in on 82-84% of days and the low on 84-85% (Databento 2010-26, both eras; COMEX settles 13:30).")
    true
if showTable and barstate.islast
    f_drawTable()

// ─────────────────────────────────────────────────────────── clean-up: drop levels once they no longer matter
f_dropAll(array<line> ls, array<label> lbs) =>
    while array.size(ls) > 0
        line.delete(array.pop(ls))
    while array.size(lbs) > 0
        label.delete(array.pop(lbs))
    true
// a level is gone once price trades through it after it was drawn: delete its line and the label at its price
f_dropHit(array<line> ls, array<label> lbs, int off) =>
    int n = array.size(ls)
    if n > 0
        for i = n - 1 to 0
            line l = array.get(ls, i)
            float y = line.get_y1(l)
            int x2 = line.get_x2(l)
            if line.get_x1(l) - off < time and x2 > time and high >= y and low <= y
                int m = array.size(lbs)
                if m > 0
                    for j = m - 1 to 0
                        label b = array.get(lbs, j)
                        if label.get_x(b) == x2 and math.abs(label.get_y(b) - y) < syminfo.mintick
                            label.delete(b)
                            array.remove(lbs, j)
                line.delete(l)
                array.remove(ls, i)
    true
if intraday
    // setup / signal that hit its stop or its time stop: the whole plan no longer matters
    if pbHit or setStall
        f_dropAll(stQ, stLQ)
    if clearHit and nyT >= 570 and nyT < 690
        f_dropHit(tLQ, tLbQ, tOff)
        f_dropHit(iLQ, iLbQ, 0)
        f_dropHit(stQ, stLQ, 0)
        f_dropHit(oLQ, oLbQ, 0)
    if clear1130 and startOf(690)
        f_dropAll(tLQ, tLbQ)
        f_dropAll(iLQ, iLbQ)
        f_dropAll(stQ, stLQ)
        f_dropAll(oLQ, oLbQ)
        while array.size(oQ) > 0
            box.delete(array.pop(oQ))
        invTxt := ""
        setupTxt := ""
        tagTxt := ""

// ─────────────────────────────────────────────────────────── de-clutter: labels at ~the same time and price
// stack instead of overlapping (the higher one's text goes just above its price, the lower one's just below)
f_collect(array<label> q, array<label> all) =>
    int nq = array.size(q)
    if nq > 0
        for i = 0 to nq - 1
            label lb = array.get(q, i)
            if not na(lb) and label.get_x(lb) > time and label.get_text(lb) != ""
                array.push(all, lb)
    true
f_declutter() =>
    array<label> all = array.new<label>()
    f_collect(tLbQ, all)
    f_collect(iLbQ, all)
    f_collect(amzLb, all)
    f_collect(oLbQ, all)
    f_collect(stLQ, all)
    int n = array.size(all)
    if n > 1 and not na(dHar)
        for i = 0 to n - 2
            for j = i + 1 to n - 1
                label a = array.get(all, i)
                label b = array.get(all, j)
                if math.abs(label.get_x(a) - label.get_x(b)) <= 3 * barMs and math.abs(label.get_y(a) - label.get_y(b)) < 0.03 * dHar
                    bool aHi = label.get_y(a) >= label.get_y(b)
                    label.set_style(aHi ? a : b, label.style_label_lower_left)
                    label.set_style(aHi ? b : a, label.style_label_upper_left)
    true
if barstate.islast
    f_declutter()

// minimal mode: keep only the two highest-odds live target labels/lines; hide invalid / far-side / setup drawings
f_hideL(array<line> ls, array<label> lbs) =>
    if array.size(ls) > 0
        for i = 0 to array.size(ls) - 1
            line.set_color(array.get(ls, i), color.new(color.black, 100))
    if array.size(lbs) > 0
        for i = 0 to array.size(lbs) - 1
            label.set_textcolor(array.get(lbs, i), color.new(color.black, 100))
    true
f_oddsOf(string tx) =>
    float p = na
    for w in str.split(tx, " ")
        if na(p) and str.endswith(w, "%")
            p := str.tonumber(str.replace(w, "%", ""))
    p
f_minimal() =>
    f_hideL(iLQ, iLbQ)
    f_hideL(stQ, stLQ)
    int n = array.size(tLbQ)
    if n > 0
        array<float> ps = array.new<float>()
        for i = 0 to n - 1
            label lb = array.get(tLbQ, i)
            float p = label.get_x(lb) > time ? f_oddsOf(label.get_text(lb)) : na
            array.push(ps, na(p) ? -1.0 : p)
        array<float> srt = array.copy(ps)
        array.sort(srt, order.descending)
        float cut = array.size(srt) >= 2 ? array.get(srt, 1) : array.get(srt, 0)
        for i = 0 to n - 1
            label lb = array.get(tLbQ, i)
            bool keep = array.get(ps, i) >= cut and array.get(ps, i) >= 0
            label.set_textcolor(lb, keep ? lblCol : color.new(color.black, 100))
            int nl = array.size(tLQ)
            if nl > 0
                for j = 0 to nl - 1
                    line l = array.get(tLQ, j)
                    if line.get_x2(l) == label.get_x(lb) and math.abs(line.get_y1(l) - label.get_y(lb)) < syminfo.mintick
                        line.set_color(l, keep ? color.new(tagCol, 15) : color.new(color.black, 100))
    true
if barstate.islast and minimal
    f_minimal()


// ─────────────────────────────────────────────────────────── Asia stat boxes (drawn at the Asia open)
// Where the Asia high / low land from the session open (x daily HAR): darker = middle 50% of sessions, lighter = out to
// the 90% edge; Monday (Sunday 18:00 open) runs bigger. research/asia_zones.py: 2010-18 bands covered 44-61% of 2019-26
// sessions (target 50), the 90% edge held 82-95%.
var array<box> asQ = array.new<box>()
var array<line> asL = array.new<line>()
var array<label> asLb = array.new<label>()
f_asiaBoxes(int aStart) =>
    bool mon = dayofweek(time_tradingday, "UTC") == dayofweek.monday
    int k = (aStart == 1080 ? 0 : 8) + (mon ? 4 : 0)
    array<float> z = f_asiaZ(S)
    int aEnd = time + (1440 - aStart) * 60000
    float o = open
    for sd = 0 to 1
        float sg = sd == 0 ? 1.0 : -1.0
        float q25 = o + sg * array.get(z, k) * dHar
        float q50 = o + sg * array.get(z, k + 1) * dHar
        float q75 = o + sg * array.get(z, k + 2) * dHar
        float q90 = o + sg * array.get(z, k + 3) * dHar
        array.push(asQ, box.new(time, math.max(q25, q75), aEnd, math.min(q25, q75), xloc = xloc.bar_time, border_color = color.new(asiaCol, 35), border_width = 1, bgcolor = color.new(asiaCol, 93)))
        array.push(asL, line.new(time, q90, aEnd, q90, xloc = xloc.bar_time, color = color.new(asiaCol, 40), style = line.style_dotted))
        array.push(asL, line.new(time, q50, aEnd, q50, xloc = xloc.bar_time, color = color.new(asiaCol, 0), width = 2))
    while array.size(asQ) > sessDays * 2
        box.delete(array.shift(asQ))
    while array.size(asL) > sessDays * 4
        line.delete(array.shift(asL))
    while array.size(asLb) > daysBack * 2
        label.delete(array.shift(asLb))
    true
// ─────────────────────────────────────────────────────────── 17:00 close: clear the day's session / OR / AM-zone drawings
f_clearDay() =>
    for b in sQ
        box.delete(b)
    for b in oQ
        box.delete(b)
    for b in amzQ
        box.delete(b)
    for b in asQ
        box.delete(b)
    for l in oLQ
        line.delete(l)
    for l in amzL
        line.delete(l)
    for l in asL
        line.delete(l)
    for l in sL
        label.delete(l)
    for l in oLbQ
        label.delete(l)
    array.clear(sQ)
    array.clear(oQ)
    array.clear(amzQ)
    array.clear(asQ)
    array.clear(oLQ)
    array.clear(amzL)
    array.clear(asL)
    array.clear(sL)
    array.clear(oLbQ)
    true
if startOf(1020)
    f_clearDay()

int asStart = asiaStat == "18:00-0:00" ? 1080 : 1200
if asiaStat != "Off" and showTags and intraday and timeframe.in_seconds() <= 3600 and not na(dHar) and startOf(asStart)
    f_asiaBoxes(asStart)