Market Structure Physics Lab

//@version=6
indicator("Market Structure Physics Lab v1.0", shorttitle="StructPhys", overlay=true,
     max_labels_count=300, max_lines_count=100, max_boxes_count=50)

import TradingView/ta/9

// ta.requestUpAndDownVolume() below is exported by this library, not a
// built-in -- every OTHER ta.* call in this file (atr, sma, pivothigh,
// stdev, etc.) is a genuine built-in and works with or without this
// import, which is what made the import look unused on a first pass.

// "Physics" = normalized market-behavior proxies, not literal mechanics.
// Position = ATR distance to a level.
// Velocity = ATR-normalized displacement per bar.
// Acceleration = change in velocity.
// Effort = relative volume.
// Result = directional candle efficiency.
// Absorption = high effort + weak result + opposing flow.
// Friction = dwell/overlap inside a zone.
// Break/Hold pressure are descriptive scores, not probabilities.

//------------------------------------------------------------------------------
// Inputs
//------------------------------------------------------------------------------
string G0="00 — Display"
bool showZones=input.bool(true,"Show Structure Zones",group=G0)
bool showPivots=input.bool(true,"Show Confirmed Swing Markers",group=G0)
bool showCP=input.bool(true,"Show Change Points",group=G0)
bool showLabels=input.bool(true,"Show Zone-Test Outcome Labels",group=G0)
bool showDash=input.bool(true,"Show Dashboard",group=G0)
string dashPos=input.string("Top Right","Dashboard Position",
     options=["Top Left","Top Right","Bottom Left","Bottom Right"],group=G0)
string dashSize=input.string("Small","Dashboard Text Size",
     options=["Tiny","Small","Normal","Large"],group=G0)

string G1="01 — Structure"
int pL=input.int(3,"Pivot Left",minval=1,maxval=20,group=G1)
int pR=input.int(3,"Pivot Right",minval=1,maxval=20,group=G1)
float zoneAtr=input.float(0.25,"Zone Half Width (ATR)",minval=0.05,maxval=1.5,step=0.05,group=G1)
float maxFocusAtr=input.float(3.0,"Max Focus Distance (ATR)",minval=0.5,maxval=10,step=0.25,group=G1)
int erLen=input.int(20,"Trend Efficiency Length",minval=5,maxval=100,group=G1)

string G2="02 — Change Points"
int cpLen=input.int(50,"CUSUM Lookback",minval=10,maxval=300,group=G2)
float cpH=input.float(4.0,"CUSUM Threshold",minval=0.5,maxval=12,step=0.25,group=G2)
float cpK=input.float(0.5,"CUSUM Slack",minval=0,maxval=4,step=0.05,group=G2)

string G3="03 — Motion / Flow"
int velLen=input.int(3,"Velocity Lookback",minval=1,maxval=20,group=G3)
int rvolLen=input.int(20,"RVOL Length",minval=5,maxval=200,group=G3)
int deltaWin=input.int(3,"Delta Pressure Window",minval=1,maxval=10,group=G3)
string ltfInput=input.timeframe("1","Lower Timeframe For Volume",group=G3)
int compFast=input.int(5,"Compression Fast Range",minval=2,maxval=30,group=G3)
int compSlow=input.int(20,"Compression Slow Range",minval=5,maxval=100,group=G3)
int dwellLen=input.int(6,"Zone Dwell Lookback",minval=2,maxval=30,group=G3)

string G4="04 — Zone Test"
float resolveAtr=input.float(0.50,"Resolution Distance (ATR)",minval=0.2,maxval=3,step=0.05,group=G4)
int testHorizon=input.int(12,"Test Horizon Bars",minval=2,maxval=100,group=G4)
int followBars=input.int(6,"Follow Bars After Close-Through",minval=1,maxval=50,group=G4)

//------------------------------------------------------------------------------
// Helpers
//------------------------------------------------------------------------------
f_clamp(float x,float lo,float hi)=>math.max(lo,math.min(hi,x))
f_score(float x,float target)=>target<=0?0.0:f_clamp(x/target*100.0,0.0,100.0)
f_pos(string p)=>p=="Top Left"?position.top_left:p=="Bottom Left"?position.bottom_left:p=="Bottom Right"?position.bottom_right:position.top_right
f_size(string s)=>s=="Tiny"?size.tiny:s=="Normal"?size.normal:s=="Large"?size.large:size.small
f_signed(float x)=>(x>=0?"+":"")+str.tostring(x,"#.00")
f_roleText(int role)=>role==1?"RES":role==-1?"SUP":"--"
f_roleColor(int role)=>role==1?color.rgb(245,75,85):role==-1?color.rgb(0,200,140):color.gray
f_effectiveRole(float level,int nominal,float half,float px)=>
    int r=nominal
    if not na(level)
        if nominal==1 and px>level+half
            r:=-1
        else if nominal==-1 and px<level-half
            r:=1
    r
f_er(int len)=>
    float net=math.abs(close-close[len])
    float path=0.0
    for i=0 to len-1
        path+=math.abs(close[i]-close[i+1])
    path>0?net/path:0.0

//------------------------------------------------------------------------------
// Base measurements
//------------------------------------------------------------------------------
float atr=math.max(nz(ta.atr(14),ta.tr(true)),syminfo.mintick)
float half=atr*zoneAtr
float rng=math.max(high-low,syminfo.mintick)
float body=math.abs(close-open)
float bodyFrac=body/rng
float closeLoc=(close-low)/rng

float volAvg=ta.sma(volume,rvolLen)
float rvol=volAvg>0?nz(volume,0.0)/volAvg:0.0
float vel=(close-close[velLen])/atr/velLen
float accel=vel-vel[1]
float er=f_er(erLen)*100.0

float fastR=ta.sma(ta.tr(true),compFast)
float slowR=ta.sma(ta.tr(true),compSlow)
float compression=slowR>0?f_clamp((1.0-fastR/slowR)*100.0,0.0,100.0):0.0

string effLtf=timeframe.in_seconds(ltfInput)>timeframe.in_seconds(timeframe.period)?timeframe.period:ltfInput
[upV,dnV,dV]=ta.requestUpAndDownVolume(effLtf)
float dSum=0.0
float vSum=0.0
for i=0 to deltaWin-1
    dSum+=nz(dV[i],0.0)
    vSum+=nz(upV[i],0.0)+nz(dnV[i],0.0)
float deltaPressure=vSum>0?dSum/vSum*100.0:0.0

//------------------------------------------------------------------------------
// Swing structure
//------------------------------------------------------------------------------
float ph=ta.pivothigh(high,pL,pR)
float pl=ta.pivotlow(low,pL,pR)
var float lastH=na
var float prevH=na
var float lastL=na
var float prevL=na

if not na(ph)
    prevH:=lastH
    lastH:=ph
if not na(pl)
    prevL:=lastL
    lastL:=pl

bool have=not na(lastH) and not na(prevH) and not na(lastL) and not na(prevL)
bool hh=have and lastH>prevH
bool lh=have and lastH<prevH
bool hl=have and lastL>prevL
bool ll=have and lastL<prevL

string structure=hh and hl?"UP TREND":lh and ll?"DOWN TREND":hh and ll?"EXPANDING / TRANSITION":lh and hl?"COMPRESSION / TRANSITION":"BUILDING"

plotshape(showPivots and not na(ph),title="Swing High",style=shape.triangledown,location=location.abovebar,
     offset=-pR,color=color.new(color.red,10),size=size.tiny,text="SH")
plotshape(showPivots and not na(pl),title="Swing Low",style=shape.triangleup,location=location.belowbar,
     offset=-pR,color=color.new(color.aqua,10),size=size.tiny,text="SL")

//------------------------------------------------------------------------------
// CUSUM change points
//------------------------------------------------------------------------------
float lr=math.log(close/nz(close[1],close))
float mu=ta.sma(lr,cpLen)
float sd=ta.stdev(lr,cpLen)
float z=(lr-mu)/(sd==0?1.0:sd)

var float sPos=0.0
var float sNeg=0.0
var float cpLevel=na
var int cpDir=0
var int cpBar=na
var float cpImpulse=na
bool changeUp=false
bool changeDn=false

if barstate.isconfirmed and not na(z)
    sPos:=math.max(0.0,sPos+z-cpK)
    sNeg:=math.min(0.0,sNeg+z+cpK)
    changeUp:=sPos>cpH
    changeDn:=sNeg<-cpH
    if changeUp or changeDn
        cpDir:=changeUp?1:-1
        cpLevel:=close
        cpBar:=bar_index
        cpImpulse:=f_clamp(math.abs(z)*15.0+math.min(rvol,3.0)*15.0+math.min(math.abs(deltaPressure),50.0)*0.8,0.0,100.0)
        sPos:=0.0
        sNeg:=0.0

plotshape(showCP and changeUp,title="Bull CP",style=shape.diamond,location=location.belowbar,color=color.aqua,size=size.tiny,text="CP")
plotshape(showCP and changeDn,title="Bear CP",style=shape.diamond,location=location.abovebar,color=color.orange,size=size.tiny,text="CP")

//------------------------------------------------------------------------------
// Role reversal + nearest focus level
//------------------------------------------------------------------------------
int highRole=f_effectiveRole(lastH,1,half,close)
int lowRole=f_effectiveRole(lastL,-1,half,close)
int cpNomRole=cpDir==1?-1:cpDir==-1?1:0
int cpRole=f_effectiveRole(cpLevel,cpNomRole,half,close)

float focus=na
int role=0
int key=0
string source="--"
float dist=1e10

if not na(lastH)
    float d=math.abs(close-lastH)/atr
    if d<dist and d<=maxFocusAtr
        dist:=d
        focus:=lastH
        role:=highRole
        key:=1
        source:=highRole==1?"SWING HIGH":"SWING HIGH → SUPPORT"

if not na(lastL)
    float d=math.abs(close-lastL)/atr
    if d<dist and d<=maxFocusAtr
        dist:=d
        focus:=lastL
        role:=lowRole
        key:=2
        source:=lowRole==-1?"SWING LOW":"SWING LOW → RESISTANCE"

if not na(cpLevel)
    float d=math.abs(close-cpLevel)/atr
    if d<dist and d<=maxFocusAtr
        dist:=d
        focus:=cpLevel
        role:=cpRole
        key:=3
        source:=cpRole==cpNomRole?(cpDir==1?"BULL CHANGE POINT":"BEAR CHANGE POINT"):"CHANGE POINT → FLIPPED"

bool hasFocus=key!=0 and not na(focus)
float zLow=hasFocus?focus-half:na
float zHigh=hasFocus?focus+half:na
bool inZone=hasFocus and high>=zLow and low<=zHigh
bool through=hasFocus and (role==1?close>zHigh:role==-1?close<zLow:false)
bool approachSide=hasFocus and (role==1?close<=zHigh:role==-1?close>=zLow:false)

//------------------------------------------------------------------------------
// Zone plots
//------------------------------------------------------------------------------
float hU=not na(lastH)?lastH+half:na
float hL=not na(lastH)?lastH-half:na
float lU=not na(lastL)?lastL+half:na
float lL=not na(lastL)?lastL-half:na
float cU=not na(cpLevel)?cpLevel+half:na
float cL=not na(cpLevel)?cpLevel-half:na

pHU=plot(showZones?hU:na,"High Zone Upper",color=color.new(f_roleColor(highRole),55),style=plot.style_stepline)
pHL=plot(showZones?hL:na,"High Zone Lower",color=color.new(f_roleColor(highRole),55),style=plot.style_stepline)
fill(pHU,pHL,color=showZones?color.new(f_roleColor(highRole),92):na)

pLU=plot(showZones?lU:na,"Low Zone Upper",color=color.new(f_roleColor(lowRole),55),style=plot.style_stepline)
pLL=plot(showZones?lL:na,"Low Zone Lower",color=color.new(f_roleColor(lowRole),55),style=plot.style_stepline)
fill(pLU,pLL,color=showZones?color.new(f_roleColor(lowRole),92):na)

pCU=plot(showZones?cU:na,"CP Zone Upper",color=color.new(f_roleColor(cpRole),65),style=plot.style_stepline)
pCL=plot(showZones?cL:na,"CP Zone Lower",color=color.new(f_roleColor(cpRole),65),style=plot.style_stepline)
fill(pCU,pCL,color=showZones?color.new(f_roleColor(cpRole),95):na)
plot(showZones?cpLevel:na,"Latest Change Point",color=color.new(color.yellow,20),linewidth=1,style=plot.style_stepline)

//------------------------------------------------------------------------------
// Physics relative to focused zone
//------------------------------------------------------------------------------
float dirVel=role==1?vel:role==-1?-vel:0.0
float dirAccel=role==1?accel:role==-1?-accel:0.0
float dirDelta=role==1?deltaPressure:role==-1?-deltaPressure:0.0
float dirClose=role==1?closeLoc*100.0:role==-1?(1.0-closeLoc)*100.0:50.0

float upW=high-math.max(open,close)
float dnW=math.min(open,close)-low
float rejectWick=role==1?upW/rng*100.0:role==-1?dnW/rng*100.0:0.0

float effort=f_clamp(rvol/2.0*100.0,0.0,100.0)
float result=bodyFrac*100.0
float oppFlow=f_score(math.max(-dirDelta,0.0),25.0)
float absorption=f_clamp((effort*(100.0-result)/100.0)*0.65+oppFlow*0.35,0.0,100.0)

// ta.sma() must run unconditionally on every bar to build its rolling
// average correctly -- calling it only inside the hasFocus ternary (as
// this section originally did, in both the dwell and friction lines)
// starves it of per-bar history and returns an unreliable value, flagged
// by the editor itself (CW10004) on the dwell line. Both raw series are
// now computed unconditionally; only the final hasFocus gate stays
// conditional.
float inZonePct=inZone?100.0:0.0
float overlap=hasFocus?math.max(0.0,math.min(high,zHigh)-math.max(low,zLow)):0.0
float overlapFrac=hasFocus?f_clamp(overlap/rng,0.0,1.0):0.0
float dwellRaw=ta.sma(inZonePct,dwellLen)
float overlapSma=ta.sma(overlapFrac*100.0,dwellLen)
float dwell=hasFocus?dwellRaw:0.0
float friction=hasFocus?f_clamp(dwell*0.60+overlapSma*0.40,0.0,100.0):0.0

float penAtr=not hasFocus?0.0:role==1?math.max(0.0,close-zHigh)/atr:role==-1?math.max(0.0,zLow-close)/atr:0.0

float brkVel=f_score(math.max(dirVel,0.0),0.75)
float brkAcc=f_score(math.max(dirAccel,0.0),0.35)
float brkDelta=f_score(math.max(dirDelta,0.0),25.0)
float penScore=f_score(penAtr,0.50)
float antiWick=100.0-rejectWick

float breakScore=hasFocus?f_clamp(brkVel*0.20+brkAcc*0.10+brkDelta*0.25+dirClose*0.15+penScore*0.15+antiWick*0.15,0.0,100.0):0.0
float awayVel=f_score(math.max(-dirVel,0.0),0.75)
float holdScore=hasFocus?f_clamp(oppFlow*0.20+rejectWick*0.20+absorption*0.25+awayVel*0.20+(100.0-penScore)*0.15,0.0,100.0):0.0
float impulse=f_clamp(math.min(rvol,3.0)/3.0*30.0+f_score(math.abs(dirVel),1.0)*0.30+f_score(math.abs(dirDelta),30.0)*0.40,0.0,100.0)

string read="NO NEARBY LEVEL"
if hasFocus
    if through
        read:=breakScore>=holdScore+15?"BREAKING → ACCEPTANCE PRESSURE":"THROUGH LEVEL → VERIFY FOLLOW-THROUGH"
    else if inZone
        read:=breakScore>=holdScore+15?"TESTING → BREAK PRESSURE":holdScore>=breakScore+15?"TESTING → HOLD / REJECTION":"TESTING → CONTESTED"
    else if approachSide
        read:=dirVel>0.05?"APPROACHING LEVEL":dirVel<-0.05?"MOVING AWAY FROM LEVEL":"STALLING NEAR LEVEL"
    else
        read:="ROLE-REVERSAL SIDE"

//------------------------------------------------------------------------------
// Zone-test state machine
//------------------------------------------------------------------------------
var bool testActive=false
var bool closedThrough=false
var int testRole=0
var float testLevel=na
var float testAtr=na
var int testStart=na
var int breakBar=na
var string testSource=""
var float impactVel=na
var float impactDelta=na
var float impactRvol=na
var float impactAbs=na
var string impactStructure=""

var string lastOutcome="NONE"
var string lastSource="--"
var int lastOutcomeBar=na

if barstate.isconfirmed and hasFocus and inZone and not testActive
    testActive:=true
    closedThrough:=false
    testRole:=role
    testLevel:=focus
    testAtr:=atr
    testStart:=bar_index
    breakBar:=na
    testSource:=source
    impactVel:=dirVel
    impactDelta:=dirDelta
    impactRvol:=rvol
    impactAbs:=absorption
    impactStructure:=structure

if barstate.isconfirmed and testActive and bar_index>testStart
    int age=bar_index-testStart
    float resolveD=resolveAtr*testAtr
    float frozenHalf=zoneAtr*testAtr

    bool didCloseThrough=
         testRole==1?
         close>testLevel+frozenHalf:
         close<testLevel-frozenHalf

    bool rejectResolved=
         testRole==1?
         low<=testLevel-resolveD:
         high>=testLevel+resolveD

    bool breakResolved=
         testRole==1?
         high>=testLevel+resolveD:
         low<=testLevel-resolveD

    bool returned=
         testRole==1?
         close<testLevel:
         close>testLevel

    string outcome=""

    if not closedThrough
        if rejectResolved
            outcome:=testRole==1?"RESISTANCE HELD / REJECTED":"SUPPORT HELD / BOUNCED"
        else if didCloseThrough
            closedThrough:=true
            breakBar:=bar_index
        else if age>=testHorizon
            outcome:="TEST EXPIRED / NO RESOLUTION"
    else
        int sinceBreak=bar_index-breakBar
        if bar_index>breakBar and breakResolved
            outcome:=testRole==1?"RESISTANCE BROKE / ACCEPTED ABOVE":"SUPPORT BROKE / ACCEPTED BELOW"
        else if returned
            outcome:="FAILED BREAK / RETURNED THROUGH LEVEL"
        else if sinceBreak>=followBars
            outcome:="BREAK STALLED / NO FOLLOW-THROUGH"

    if outcome!=""
        lastOutcome:=outcome
        lastSource:=testSource
        lastOutcomeBar:=bar_index

        if showLabels
            label.new(
                 bar_index,
                 close,
                 outcome+
                 "\nImpact v "+f_signed(impactVel)+
                 " | Δ "+f_signed(impactDelta)+"%"+
                 " | RV "+str.tostring(impactRvol,"#.0")+"x"+
                 "\nAbs "+str.tostring(impactAbs,"#")+
                 " | "+impactStructure,
                 style=testRole==1?label.style_label_down:label.style_label_up,
                 color=color.new(
                     str.contains(outcome,"BROKE")?color.aqua:
                     str.contains(outcome,"FAILED") or str.contains(outcome,"STALLED")?color.orange:
                     str.contains(outcome,"HELD")?color.green:
                     color.gray,15),
                 textcolor=color.white,
                 size=size.tiny
            )

        testActive:=false
        closedThrough:=false
        testRole:=0
        testLevel:=na
        testAtr:=na
        testStart:=na
        breakBar:=na
        testSource:=""

//------------------------------------------------------------------------------
// Dashboard
//------------------------------------------------------------------------------
var table dash=table.new(
     f_pos(dashPos),
     2,
     12,
     bgcolor=color.new(color.rgb(15,20,27),8),
     border_width=1
)

if barstate.islast and showDash
    ds=f_size(dashSize)

    color structureColor=
         str.contains(structure,"UP")?color.aqua:
         str.contains(structure,"DOWN")?color.orange:
         color.gray

    color focusColor=f_roleColor(role)

    string focusText=
         hasFocus?
         f_roleText(role)+" "+source+" @ "+str.tostring(focus,format.mintick):
         "--"

    string testText=
         not hasFocus?"--":
         inZone?"IN ZONE":
         through?"THROUGH":
         "DIST "+str.tostring(dist,"#.00")+"A"

    string motionText="v "+f_signed(dirVel)+" A/b | a "+f_signed(dirAccel)
    string flowText="Δ "+f_signed(dirDelta)+"% | RV "+str.tostring(rvol,"#.0")+"x"
    string effortText="Eff "+str.tostring(effort,"#")+" | Res "+str.tostring(result,"#")
    string absorbText="Abs "+str.tostring(absorption,"#")+" | Wick "+str.tostring(rejectWick,"#")
    string compText="Comp "+str.tostring(compression,"#")+" | Fric "+str.tostring(friction,"#")
    string pressureText="BRK "+str.tostring(breakScore,"#")+" | HOLD "+str.tostring(holdScore,"#")

    string cpText=
         na(cpLevel)?
         "--":
         (cpDir==1?"BULL":"BEAR")+
         " CP "+str.tostring(bar_index-cpBar)+" bars"+
         " | Imp "+str.tostring(cpImpulse,"#")

    string activeText=
         testActive?
         (closedThrough?"POST-BREAK FOLLOW":"TEST ACTIVE")+
         " | age "+str.tostring(bar_index-testStart):
         "IDLE"

    string lastText=
         lastOutcome+
         (not na(lastOutcomeBar)?" | "+str.tostring(bar_index-lastOutcomeBar)+" bars ago":"")

    table.cell(dash,0,0,"STRUCTURE PHYSICS",text_color=color.white,bgcolor=color.rgb(22,52,86),text_size=ds)
    table.cell(dash,1,0,syminfo.ticker+" "+timeframe.period,text_color=color.white,bgcolor=color.rgb(22,52,86),text_size=ds)

    table.cell(dash,0,1,"Structure",text_color=color.white,text_size=ds)
    table.cell(dash,1,1,structure+" | ER "+str.tostring(er,"#")+"%",text_color=structureColor,text_size=ds)

    table.cell(dash,0,2,"Focus Zone",text_color=color.white,text_size=ds)
    table.cell(dash,1,2,focusText,text_color=focusColor,text_size=ds)

    table.cell(dash,0,3,"Position / Test",text_color=color.white,text_size=ds)
    table.cell(dash,1,3,testText,text_color=inZone?color.yellow:color.white,text_size=ds)

    table.cell(dash,0,4,"Velocity / Accel",text_color=color.white,text_size=ds)
    table.cell(dash,1,4,motionText,text_color=dirVel>=0?color.aqua:color.orange,text_size=ds)

    table.cell(dash,0,5,"Flow / RVOL",text_color=color.white,text_size=ds)
    table.cell(dash,1,5,flowText,text_color=dirDelta>=0?color.aqua:color.orange,text_size=ds)

    table.cell(dash,0,6,"Effort / Result",text_color=color.white,text_size=ds)
    table.cell(dash,1,6,effortText,text_color=color.white,text_size=ds)

    table.cell(dash,0,7,"Absorb / Wick",text_color=color.white,text_size=ds)
    table.cell(dash,1,7,absorbText,text_color=absorption>=60 or rejectWick>=45?color.orange:color.gray,text_size=ds)

    table.cell(dash,0,8,"Compression / Friction",text_color=color.white,text_size=ds)
    table.cell(dash,1,8,compText,text_color=compression>=40 or friction>=50?color.yellow:color.gray,text_size=ds)

    table.cell(dash,0,9,"Pressure",text_color=color.white,text_size=ds)
    table.cell(dash,1,9,pressureText,text_color=breakScore>holdScore?color.aqua:color.orange,text_size=ds)

    table.cell(dash,0,10,"Read / CP",text_color=color.white,text_size=ds)
    table.cell(dash,1,10,read+" | "+cpText,text_color=color.white,text_size=ds)

    table.cell(dash,0,11,"Test State",text_color=color.white,text_size=ds)
    table.cell(dash,1,11,activeText+" | Last: "+lastText,text_color=testActive?color.yellow:color.gray,text_size=ds)

//------------------------------------------------------------------------------
// Alerts
//------------------------------------------------------------------------------
alertcondition(changeUp,title="Structure Physics: Bull Change Point",
     message="Bullish CUSUM change point on {{ticker}} {{interval}} @ {{close}}")
alertcondition(changeDn,title="Structure Physics: Bear Change Point",
     message="Bearish CUSUM change point on {{ticker}} {{interval}} @ {{close}}")
alertcondition(hasFocus and inZone,title="Structure Physics: Zone Test",
     message="Price is testing the active structure zone on {{ticker}} {{interval}} @ {{close}}")