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Indicator · Pine Script v6 · On the chart

Morning Structure + Flow Research

by rosijay17-cmd· code credited to rosijay17

An overlay indicator for the New York morning window that looks for qualified structure breaks on a 5-minute chart.

View on GitHub

Repaints

GitHub stars1on the repository
Pine versionv6current
Lines of code453
Settings40inputs
LicenceGPL-3.0
Last update7 days ago22 Oct 2026

Add It to Your TradingView Chart

  1. 1Copy the scriptPress Copy script above, or the copy button on the code below.
  2. 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
  3. 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
  4. 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.

Source Code

453 lines of Pine Script v6 from Morning_Structure_Flow_Research_v1_0.pine, published under GPL-3.0. Keep the author's credit and licence lines when you reuse it.

Morning_Structure_Flow_Research_v1_0.pine 
// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0
// © rosijay17

//@version=6
indicator(
     "Morning Structure + Flow Research v1.0",
     shorttitle="MSF v1.0",
     overlay=true,
     max_lines_count=300,
     max_labels_count=300,
     max_boxes_count=100)

int DIR_NONE = 0
int DIR_LONG = 1
int DIR_SHORT = -1

color BULL = #089981
color BEAR = #f23645
color BLUE = #2962ff
color ORANGE = #ff9800
color NEUTRAL = #787b86
color WARNING = #ffb300

string G_SESSION = "01 - Morning Window"
string G_BIAS = "02 - 1H Bias"
string G_STRUCTURE = "03 - 5m Structure"
string G_MOMENTUM = "04 - Momentum"
string G_VOLUME = "05 - Volume"
string G_DELTA = "06 - Delta Proxy"
string G_SIGNAL = "07 - Research Signal"
string G_VIS = "08 - Visuals"
string G_ALERT = "09 - Alerts"

string sessionInput = input.session("0830-1130", "Research Window", group=G_SESSION)
string timezoneInput = input.string("America/New_York", "Session Time Zone", group=G_SESSION)
bool showSessionBackgroundInput = input.bool(true, "Shade Research Window", group=G_SESSION)
bool showSessionRangeInput = input.bool(true, "Show Developing Session High / Low", group=G_SESSION)

string biasTfInput = input.timeframe("60", "Bias Timeframe", group=G_BIAS)
string biasModeInput = input.string("Structure + EMA", "Bias Model", options=["Structure + EMA", "Structure Only", "EMA Only"], group=G_BIAS)
int biasPivotInput = input.int(2, "1H Swing Pivot Length", minval=1, maxval=8, group=G_BIAS)
int biasFastEmaInput = input.int(20, "1H Fast EMA", minval=2, maxval=200, group=G_BIAS)
int biasSlowEmaInput = input.int(50, "1H Slow EMA", minval=5, maxval=400, group=G_BIAS)
int biasSlopeBarsInput = input.int(2, "1H Fast EMA Slope Bars", minval=1, maxval=10, group=G_BIAS)
bool requireBiasAlignmentInput = input.bool(true, "Require 1H Bias Alignment", group=G_BIAS)

string structureModeInput = input.string("Any", "Break Structure Type", options=["Any", "Swing", "Channel", "Session Extreme"], group=G_STRUCTURE)
int swingPivotInput = input.int(2, "5m Swing Pivot Length", minval=1, maxval=8, group=G_STRUCTURE)
int channelLengthInput = input.int(12, "Channel Lookback Bars", minval=3, maxval=100, group=G_STRUCTURE)
float breakBufferAtrInput = input.float(0.05, "Break Close Buffer (ATR)", minval=0.0, maxval=1.0, step=0.05, group=G_STRUCTURE)
bool requireFreshCrossInput = input.bool(true, "Require Fresh Close Through Level", group=G_STRUCTURE)

int atrLengthInput = input.int(14, "ATR Length", minval=1, group=G_MOMENTUM)
int velocityBarsInput = input.int(3, "Velocity Lookback Bars", minval=1, maxval=10, group=G_MOMENTUM)
float minRangeAtrInput = input.float(0.80, "Minimum Break Candle Range / ATR", minval=0.10, maxval=4.0, step=0.05, group=G_MOMENTUM)
float minBodyFractionInput = input.float(0.55, "Minimum Body / Candle Range", minval=0.10, maxval=0.95, step=0.05, group=G_MOMENTUM)
float minCloseLocationInput = input.float(0.70, "Minimum Directional Close Location", minval=0.50, maxval=0.95, step=0.05, group=G_MOMENTUM)
float minVelocityAtrInput = input.float(0.35, "Minimum Velocity / ATR", minval=0.0, maxval=5.0, step=0.05, group=G_MOMENTUM)
float minPenetrationAtrInput = input.float(0.05, "Minimum Close-Through / ATR", minval=0.0, maxval=2.0, step=0.05, group=G_MOMENTUM)

int volumeLengthInput = input.int(20, "Relative Volume Length", minval=2, maxval=200, group=G_VOLUME)
float minRvolInput = input.float(1.20, "Minimum Relative Volume", minval=0.1, maxval=10.0, step=0.05, group=G_VOLUME)
int recentVolumeBarsInput = input.int(3, "Recent Volume Comparison Bars", minval=1, maxval=10, group=G_VOLUME)

string deltaTfInput = input.timeframe("1", "Intrabar Delta Timeframe", group=G_DELTA)
float minDeltaRatioInput = input.float(0.10, "Minimum Directional Delta Ratio", minval=0.0, maxval=1.0, step=0.05, group=G_DELTA)
bool requireDeltaAgreementInput = input.bool(false, "Hard Require Delta Direction", group=G_DELTA)

int minimumScoreInput = input.int(3, "Minimum Quality Score (0-4)", minval=0, maxval=4, group=G_SIGNAL)
bool requireMomentumInput = input.bool(false, "Hard Require Momentum", group=G_SIGNAL)
bool requireVolumeInput = input.bool(false, "Hard Require Relative Volume", group=G_SIGNAL)
int cooldownBarsInput = input.int(3, "Signal Cooldown Bars", minval=0, maxval=50, group=G_SIGNAL)

bool showStructureLevelsInput = input.bool(true, "Show Active Structure Levels", group=G_VIS)
bool showBreakLabelsInput = input.bool(true, "Show Structure Break Labels", group=G_VIS)
bool showEntryTrianglesInput = input.bool(true, "Show Research Entry Triangles", group=G_VIS)
string entryMarkerSizeInput = input.string("Small", "Entry Marker Size", options=["Tiny", "Small", "Normal", "Large", "Huge"], group=G_VIS)
color longMarkerColorInput = input.color(color.lime, "Long Marker", inline="mclr", group=G_VIS)
color shortMarkerColorInput = input.color(color.red, "Short Marker", inline="mclr", group=G_VIS)
int markerTransparencyInput = input.int(5, "Entry Marker Transparency", minval=0, maxval=100, group=G_VIS)

bool showDashboardInput = input.bool(true, "Show Dashboard", group=G_VIS)
string dashboardPositionInput = input.string("Bottom Left", "Dashboard Position", options=["Top Left", "Top Center", "Top Right", "Middle Left", "Middle Center", "Middle Right", "Bottom Left", "Bottom Center", "Bottom Right"], group=G_VIS)
string dashboardTextSizeInput = input.string("Small", "Dashboard Text Size", options=["Tiny", "Small", "Normal", "Large", "Huge"], group=G_VIS)
int dashboardBgTransparencyInput = input.int(10, "Dashboard Background Transparency", minval=0, maxval=100, group=G_VIS)

bool enableDynamicAlertsInput = input.bool(true, "Enable Dynamic Entry Alerts", group=G_ALERT)
bool alertRawBreakInput = input.bool(false, "Alert Raw Structure Break", group=G_ALERT)
bool alertQualifiedEntryInput = input.bool(true, "Alert Qualified Research Entry", group=G_ALERT)

if biasSlowEmaInput <= biasFastEmaInput
    runtime.error("1H Slow EMA must be greater than 1H Fast EMA.")

if timeframe.in_seconds(deltaTfInput) >= timeframe.in_seconds(timeframe.period)
    runtime.error("Intrabar Delta Timeframe must be lower than the chart timeframe.")

f_size(string sizeText) =>
    sizeText == "Tiny" ? size.tiny : sizeText == "Small" ? size.small : sizeText == "Large" ? size.large : sizeText == "Huge" ? size.huge : size.normal

f_tablePosition(string positionText) =>
    positionText == "Top Left" ? position.top_left :
     positionText == "Top Center" ? position.top_center :
     positionText == "Middle Left" ? position.middle_left :
     positionText == "Middle Center" ? position.middle_center :
     positionText == "Middle Right" ? position.middle_right :
     positionText == "Bottom Left" ? position.bottom_left :
     positionText == "Bottom Center" ? position.bottom_center :
     positionText == "Bottom Right" ? position.bottom_right :
     position.top_right

f_biasSnapshot() =>
    float ph = ta.pivothigh(high, biasPivotInput, biasPivotInput)
    float pl = ta.pivotlow(low, biasPivotInput, biasPivotInput)
    float lastH = ta.valuewhen(not na(ph), ph, 0)
    float prevH = ta.valuewhen(not na(ph), ph, 1)
    float lastL = ta.valuewhen(not na(pl), pl, 0)
    float prevL = ta.valuewhen(not na(pl), pl, 1)

    bool structureBull = not na(lastH) and not na(prevH) and not na(lastL) and not na(prevL) and lastH > prevH and lastL > prevL
    bool structureBear = not na(lastH) and not na(prevH) and not na(lastL) and not na(prevL) and lastH < prevH and lastL < prevL

    float fast = ta.ema(close, biasFastEmaInput)
    float slow = ta.ema(close, biasSlowEmaInput)
    bool emaBull = close > fast and fast > slow and fast > fast[biasSlopeBarsInput]
    bool emaBear = close < fast and fast < slow and fast < fast[biasSlopeBarsInput]

    int structureCode = structureBull ? DIR_LONG : structureBear ? DIR_SHORT : DIR_NONE
    int emaCode = emaBull ? DIR_LONG : emaBear ? DIR_SHORT : DIR_NONE

    [time[1], close[1], ta.atr(14)[1], structureCode[1], emaCode[1], lastH[1], lastL[1], fast[1], slow[1]]

bool chartIs5m = timeframe.isminutes and timeframe.multiplier == 5
bool inMorningWindow = not na(time(timeframe.period, sessionInput, timezoneInput))
bool sessionStarted = inMorningWindow and not inMorningWindow[1]
bool sessionEnded = not inMorningWindow and inMorningWindow[1]

var float sessionHigh = na
var float sessionLow = na

float priorSessionHigh = sessionHigh
float priorSessionLow = sessionLow

if sessionStarted
    sessionHigh := high
    sessionLow := low
else if inMorningWindow
    sessionHigh := math.max(nz(sessionHigh, high), high)
    sessionLow := math.min(nz(sessionLow, low), low)

if sessionEnded
    sessionHigh := na
    sessionLow := na

[biasTime, biasClose, biasAtrRaw, biasStructureCode, biasEmaCode, biasLastHigh, biasLastLow, biasFast, biasSlow] = request.security(
     syminfo.tickerid,
     biasTfInput,
     f_biasSnapshot(),
     gaps=barmerge.gaps_off,
     lookahead=barmerge.lookahead_on)

int biasCode = biasModeInput == "Structure Only" ? biasStructureCode :
     biasModeInput == "EMA Only" ? biasEmaCode :
     biasStructureCode == biasEmaCode ? biasStructureCode :
     biasStructureCode != DIR_NONE and biasEmaCode == DIR_NONE ? biasStructureCode :
     biasEmaCode != DIR_NONE and biasStructureCode == DIR_NONE ? biasEmaCode :
     DIR_NONE

bool biasAllowsLong = not requireBiasAlignmentInput or biasCode == DIR_LONG
bool biasAllowsShort = not requireBiasAlignmentInput or biasCode == DIR_SHORT

float atr = math.max(nz(ta.atr(atrLengthInput), ta.tr(true)), syminfo.mintick)
float breakBuffer = atr * breakBufferAtrInput

float swingHighPivot = ta.pivothigh(high, swingPivotInput, swingPivotInput)
float swingLowPivot = ta.pivotlow(low, swingPivotInput, swingPivotInput)

float lastSwingHigh = ta.valuewhen(not na(swingHighPivot), swingHighPivot, 0)
float lastSwingLow = ta.valuewhen(not na(swingLowPivot), swingLowPivot, 0)

float channelHigh = ta.highest(high[1], channelLengthInput)
float channelLow = ta.lowest(low[1], channelLengthInput)

float sessionHighLevel = sessionStarted ? na : priorSessionHigh
float sessionLowLevel = sessionStarted ? na : priorSessionLow

bool swingLongRaw = not na(lastSwingHigh) and close > lastSwingHigh + breakBuffer
bool swingShortRaw = not na(lastSwingLow) and close < lastSwingLow - breakBuffer

bool channelLongRaw = not na(channelHigh) and close > channelHigh + breakBuffer
bool channelShortRaw = not na(channelLow) and close < channelLow - breakBuffer

bool sessionLongRaw = inMorningWindow and not na(sessionHighLevel) and close > sessionHighLevel + breakBuffer
bool sessionShortRaw = inMorningWindow and not na(sessionLowLevel) and close < sessionLowLevel - breakBuffer

bool swingLongFresh = swingLongRaw and (not requireFreshCrossInput or close[1] <= lastSwingHigh + breakBuffer)
bool swingShortFresh = swingShortRaw and (not requireFreshCrossInput or close[1] >= lastSwingLow - breakBuffer)
bool channelLongFresh = channelLongRaw and (not requireFreshCrossInput or close[1] <= channelHigh + breakBuffer)
bool channelShortFresh = channelShortRaw and (not requireFreshCrossInput or close[1] >= channelLow - breakBuffer)
bool sessionLongFresh = sessionLongRaw and (not requireFreshCrossInput or close[1] <= sessionHighLevel + breakBuffer)
bool sessionShortFresh = sessionShortRaw and (not requireFreshCrossInput or close[1] >= sessionLowLevel - breakBuffer)

bool rawLongBreak = structureModeInput == "Swing" ? swingLongFresh :
     structureModeInput == "Channel" ? channelLongFresh :
     structureModeInput == "Session Extreme" ? sessionLongFresh :
     swingLongFresh or channelLongFresh or sessionLongFresh

bool rawShortBreak = structureModeInput == "Swing" ? swingShortFresh :
     structureModeInput == "Channel" ? channelShortFresh :
     structureModeInput == "Session Extreme" ? sessionShortFresh :
     swingShortFresh or channelShortFresh or sessionShortFresh

float longBreakLevel = sessionLongFresh ? sessionHighLevel : swingLongFresh ? lastSwingHigh : channelLongFresh ? channelHigh : na
float shortBreakLevel = sessionShortFresh ? sessionLowLevel : swingShortFresh ? lastSwingLow : channelShortFresh ? channelLow : na

string longBreakType = sessionLongFresh and (swingLongFresh or channelLongFresh) ? "MULTI" :
     sessionLongFresh ? "SESSION" :
     swingLongFresh and channelLongFresh ? "SWING + CHANNEL" :
     swingLongFresh ? "SWING" :
     channelLongFresh ? "CHANNEL" :
     "--"

string shortBreakType = sessionShortFresh and (swingShortFresh or channelShortFresh) ? "MULTI" :
     sessionShortFresh ? "SESSION" :
     swingShortFresh and channelShortFresh ? "SWING + CHANNEL" :
     swingShortFresh ? "SWING" :
     channelShortFresh ? "CHANNEL" :
     "--"

float candleRange = math.max(high - low, syminfo.mintick)
float body = math.abs(close - open)
float bodyFraction = body / candleRange
float closeLocation = (close - low) / candleRange
float rangeAtr = candleRange / atr
float velocityAtr = (close - close[velocityBarsInput]) / atr

float longPenetrationAtr = not na(longBreakLevel) ? math.max(0.0, close - longBreakLevel) / atr : 0.0
float shortPenetrationAtr = not na(shortBreakLevel) ? math.max(0.0, shortBreakLevel - close) / atr : 0.0

bool longMomentumOK = close > open and rangeAtr >= minRangeAtrInput and bodyFraction >= minBodyFractionInput and closeLocation >= minCloseLocationInput and velocityAtr >= minVelocityAtrInput and longPenetrationAtr >= minPenetrationAtrInput
bool shortMomentumOK = close < open and rangeAtr >= minRangeAtrInput and bodyFraction >= minBodyFractionInput and closeLocation <= 1.0 - minCloseLocationInput and velocityAtr <= -minVelocityAtrInput and shortPenetrationAtr >= minPenetrationAtrInput

float volumeAverage = ta.sma(volume, volumeLengthInput)
float rvol = not na(volumeAverage) and volumeAverage > 0 ? volume / volumeAverage : na
float recentVolumeAverage = ta.sma(volume[1], recentVolumeBarsInput)

bool volumeExpansion = not na(recentVolumeAverage) and recentVolumeAverage > 0 ? volume > recentVolumeAverage : false
bool volumeOK = not na(rvol) and rvol >= minRvolInput and volumeExpansion

[lowerClose, lowerOpen, lowerVolume] = request.security_lower_tf(
     syminfo.tickerid,
     deltaTfInput,
     [close, open, volume])

float buyVolumeProxy = 0.0
float sellVolumeProxy = 0.0

int intrabarCount = array.size(lowerClose)

if intrabarCount > 0
    for i = 0 to intrabarCount - 1
        float c = array.get(lowerClose, i)
        float o = array.get(lowerOpen, i)
        float v = nz(array.get(lowerVolume, i))

        if c > o
            buyVolumeProxy += v
        else if c < o
            sellVolumeProxy += v
        else
            buyVolumeProxy += v * 0.5
            sellVolumeProxy += v * 0.5

float totalDirectionalVolume = buyVolumeProxy + sellVolumeProxy
float deltaProxy = buyVolumeProxy - sellVolumeProxy
float deltaRatio = totalDirectionalVolume > 0 ? deltaProxy / totalDirectionalVolume : 0.0

bool longDeltaOK = deltaRatio >= minDeltaRatioInput
bool shortDeltaOK = deltaRatio <= -minDeltaRatioInput

bool longAbsorptionWarning = rawLongBreak and deltaRatio < 0
bool shortAbsorptionWarning = rawShortBreak and deltaRatio > 0

int longScore = (biasCode == DIR_LONG ? 1 : 0) + (longMomentumOK ? 1 : 0) + (volumeOK ? 1 : 0) + (longDeltaOK ? 1 : 0)
int shortScore = (biasCode == DIR_SHORT ? 1 : 0) + (shortMomentumOK ? 1 : 0) + (volumeOK ? 1 : 0) + (shortDeltaOK ? 1 : 0)

bool longHardFilters = biasAllowsLong and (not requireMomentumInput or longMomentumOK) and (not requireVolumeInput or volumeOK) and (not requireDeltaAgreementInput or longDeltaOK)
bool shortHardFilters = biasAllowsShort and (not requireMomentumInput or shortMomentumOK) and (not requireVolumeInput or volumeOK) and (not requireDeltaAgreementInput or shortDeltaOK)

var int lastSignalBar = na
bool cooldownOK = na(lastSignalBar) or bar_index - lastSignalBar > cooldownBarsInput

bool longEntryEvent = chartIs5m and barstate.isconfirmed and inMorningWindow and rawLongBreak and longHardFilters and longScore >= minimumScoreInput and cooldownOK
bool shortEntryEvent = chartIs5m and barstate.isconfirmed and inMorningWindow and rawShortBreak and shortHardFilters and shortScore >= minimumScoreInput and cooldownOK

if longEntryEvent or shortEntryEvent
    lastSignalBar := bar_index

var int lastEventDir = DIR_NONE
var string lastEventType = "--"
var int lastEventScore = 0
var int lastEventBar = na

if longEntryEvent
    lastEventDir := DIR_LONG
    lastEventType := longBreakType
    lastEventScore := longScore
    lastEventBar := bar_index

if shortEntryEvent
    lastEventDir := DIR_SHORT
    lastEventType := shortBreakType
    lastEventScore := shortScore
    lastEventBar := bar_index

if barstate.isconfirmed and enableDynamicAlertsInput
    if alertRawBreakInput and inMorningWindow and rawLongBreak
        alert("MORNING FLOW | RAW LONG BREAK | " + longBreakType + " | " + syminfo.ticker + " " + timeframe.period + " | SCORE Q" + str.tostring(longScore) + "/4 | RVOL " + str.tostring(rvol, "#.00") + " | DELTA " + str.tostring(deltaRatio * 100.0, "#.0") + "% | VEL " + str.tostring(velocityAtr, "#.00") + " ATR", alert.freq_once_per_bar_close)

    if alertRawBreakInput and inMorningWindow and rawShortBreak
        alert("MORNING FLOW | RAW SHORT BREAK | " + shortBreakType + " | " + syminfo.ticker + " " + timeframe.period + " | SCORE Q" + str.tostring(shortScore) + "/4 | RVOL " + str.tostring(rvol, "#.00") + " | DELTA " + str.tostring(deltaRatio * 100.0, "#.0") + "% | VEL " + str.tostring(velocityAtr, "#.00") + " ATR", alert.freq_once_per_bar_close)

    if alertQualifiedEntryInput and longEntryEvent
        alert("MORNING FLOW | LONG READY | " + longBreakType + " | Q" + str.tostring(longScore) + "/4 | RVOL " + str.tostring(rvol, "#.00") + " | DELTA " + str.tostring(deltaRatio * 100.0, "#.0") + "% | VEL " + str.tostring(velocityAtr, "#.00") + " ATR | PRICE " + str.tostring(close, format.mintick), alert.freq_once_per_bar_close)

    if alertQualifiedEntryInput and shortEntryEvent
        alert("MORNING FLOW | SHORT READY | " + shortBreakType + " | Q" + str.tostring(shortScore) + "/4 | RVOL " + str.tostring(rvol, "#.00") + " | DELTA " + str.tostring(deltaRatio * 100.0, "#.0") + "% | VEL " + str.tostring(velocityAtr, "#.00") + " ATR | PRICE " + str.tostring(close, format.mintick), alert.freq_once_per_bar_close)

bgcolor(showSessionBackgroundInput and inMorningWindow ? color.new(BLUE, 95) : na, title="0830-1130 Research Window")

plot(showSessionRangeInput and inMorningWindow ? sessionHigh : na, "Session High", color=color.new(BULL, 15), linewidth=1, style=plot.style_linebr)
plot(showSessionRangeInput and inMorningWindow ? sessionLow : na, "Session Low", color=color.new(BEAR, 15), linewidth=1, style=plot.style_linebr)
plot(showStructureLevelsInput ? lastSwingHigh : na, "Last 5m Swing High", color=color.new(BLUE, 55), linewidth=1, style=plot.style_linebr)
plot(showStructureLevelsInput ? lastSwingLow : na, "Last 5m Swing Low", color=color.new(BEAR, 55), linewidth=1, style=plot.style_linebr)
plot(showStructureLevelsInput ? channelHigh : na, "5m Channel High", color=color.new(ORANGE, 70), linewidth=1, style=plot.style_linebr)
plot(showStructureLevelsInput ? channelLow : na, "5m Channel Low", color=color.new(ORANGE, 70), linewidth=1, style=plot.style_linebr)

if showBreakLabelsInput and barstate.isconfirmed and inMorningWindow and rawLongBreak
    label.new(bar_index, high, "BRK UP\n" + longBreakType, style=label.style_label_down, color=color.new(BULL, 78), textcolor=BULL, size=size.tiny)

if showBreakLabelsInput and barstate.isconfirmed and inMorningWindow and rawShortBreak
    label.new(bar_index, low, "BRK DOWN\n" + shortBreakType, style=label.style_label_up, color=color.new(BEAR, 78), textcolor=BEAR, size=size.tiny)

string markerSize = f_size(entryMarkerSizeInput)

if showEntryTrianglesInput and longEntryEvent
    label.new(bar_index, low, "UP\nQ" + str.tostring(longScore), style=label.style_none, color=color.new(longMarkerColorInput, 100), textcolor=color.new(longMarkerColorInput, markerTransparencyInput), size=markerSize)

if showEntryTrianglesInput and shortEntryEvent
    label.new(bar_index, high, "DOWN\nQ" + str.tostring(shortScore), style=label.style_none, color=color.new(shortMarkerColorInput, 100), textcolor=color.new(shortMarkerColorInput, markerTransparencyInput), size=markerSize)

string dashPos = f_tablePosition(dashboardPositionInput)
string dashSize = f_size(dashboardTextSizeInput)

string biasText = biasCode == DIR_LONG ? "BULL" : biasCode == DIR_SHORT ? "BEAR" : "MIXED"
string liveBreakText = rawLongBreak ? "LONG " + longBreakType : rawShortBreak ? "SHORT " + shortBreakType : "--"
int liveScore = rawLongBreak ? longScore : rawShortBreak ? shortScore : 0
bool liveMomentum = rawLongBreak ? longMomentumOK : rawShortBreak ? shortMomentumOK : false
bool liveDelta = rawLongBreak ? longDeltaOK : rawShortBreak ? shortDeltaOK : false
bool liveAbsorption = rawLongBreak ? longAbsorptionWarning : rawShortBreak ? shortAbsorptionWarning : false

string flowText = deltaRatio >= minDeltaRatioInput ? "BUY +" + str.tostring(deltaRatio * 100.0, "#.0") + "%" :
     deltaRatio <= -minDeltaRatioInput ? "SELL " + str.tostring(deltaRatio * 100.0, "#.0") + "%" :
     "BALANCED " + str.tostring(deltaRatio * 100.0, "#.0") + "%"

string stateText = not chartIs5m ? "USE 5m CHART" :
     not inMorningWindow ? "OUTSIDE WINDOW" :
     longEntryEvent ? "LONG READY" :
     shortEntryEvent ? "SHORT READY" :
     rawLongBreak or rawShortBreak ? "BREAK / CHECK QUALITY" :
     "WAIT STRUCTURE BREAK"

string lastSignalText = lastEventDir == DIR_LONG ? "LONG " + lastEventType : lastEventDir == DIR_SHORT ? "SHORT " + lastEventType : "--"
string lastAgeText = na(lastEventBar) ? "--" : str.tostring(bar_index - lastEventBar) + " bars"

var table dash = table.new(dashPos, 2, 14, bgcolor=color.new(color.rgb(42, 48, 60), dashboardBgTransparencyInput), frame_color=color.new(color.white, 45), frame_width=1, border_color=color.new(color.white, 70), border_width=1)

if barstate.islast and showDashboardInput
    table.set_position(dash, dashPos)
    table.cell(dash, 0, 0, "MORNING STRUCTURE + FLOW", text_color=color.white, bgcolor=color.new(color.blue, 25), text_size=dashSize)
    table.cell(dash, 1, 0, "0830-1130 NY", text_color=color.aqua, bgcolor=color.new(color.blue, 25), text_size=dashSize)

    table.cell(dash, 0, 1, "Execution", text_color=color.white, text_size=dashSize)
    table.cell(dash, 1, 1, chartIs5m ? "5m READY" : "USE 5m", text_color=chartIs5m ? color.lime : WARNING, text_size=dashSize)

    table.cell(dash, 0, 2, "1H Bias", text_color=color.white, text_size=dashSize)
    table.cell(dash, 1, 2, biasText, text_color=biasCode == DIR_LONG ? BULL : biasCode == DIR_SHORT ? BEAR : color.white, text_size=dashSize)

    table.cell(dash, 0, 3, "State", text_color=color.white, text_size=dashSize)
    table.cell(dash, 1, 3, stateText, text_color=longEntryEvent ? BULL : shortEntryEvent ? BEAR : color.yellow, text_size=dashSize)

    table.cell(dash, 0, 4, "Current Break", text_color=color.white, text_size=dashSize)
    table.cell(dash, 1, 4, liveBreakText, text_color=rawLongBreak ? BULL : rawShortBreak ? BEAR : color.white, text_size=dashSize)

    table.cell(dash, 0, 5, "Quality Score", text_color=color.white, text_size=dashSize)
    table.cell(dash, 1, 5, "Q" + str.tostring(liveScore) + " / 4", text_color=liveScore >= minimumScoreInput ? color.lime : color.white, text_size=dashSize)

    table.cell(dash, 0, 6, "Momentum", text_color=color.white, text_size=dashSize)
    table.cell(dash, 1, 6, liveMomentum ? "CONFIRMED" : "WEAK / NORMAL", text_color=liveMomentum ? color.lime : color.white, text_size=dashSize)

    table.cell(dash, 0, 7, "Relative Volume", text_color=color.white, text_size=dashSize)
    table.cell(dash, 1, 7, na(rvol) ? "--" : str.tostring(rvol, "#.00") + "x", text_color=volumeOK ? color.lime : color.white, text_size=dashSize)

    table.cell(dash, 0, 8, "Delta Proxy", text_color=color.white, text_size=dashSize)
    table.cell(dash, 1, 8, flowText, text_color=deltaRatio > 0 ? BULL : deltaRatio < 0 ? BEAR : color.white, text_size=dashSize)

    table.cell(dash, 0, 9, "Flow Agreement", text_color=color.white, text_size=dashSize)
    table.cell(dash, 1, 9, liveDelta ? "YES" : "NO", text_color=liveDelta ? color.lime : color.white, text_size=dashSize)

    table.cell(dash, 0, 10, "Absorption Warning", text_color=color.white, text_size=dashSize)
    table.cell(dash, 1, 10, liveAbsorption ? "OPPOSING DELTA" : "NO", text_color=liveAbsorption ? WARNING : color.white, text_size=dashSize)

    table.cell(dash, 0, 11, "Velocity", text_color=color.white, text_size=dashSize)
    table.cell(dash, 1, 11, str.tostring(velocityAtr, "#.00") + " ATR", text_color=velocityAtr > 0 ? BULL : velocityAtr < 0 ? BEAR : color.white, text_size=dashSize)

    table.cell(dash, 0, 12, "Last Signal", text_color=color.white, text_size=dashSize)
    table.cell(dash, 1, 12, lastSignalText, text_color=lastEventDir == DIR_LONG ? BULL : lastEventDir == DIR_SHORT ? BEAR : color.white, text_size=dashSize)

    table.cell(dash, 0, 13, "Signal Age", text_color=color.white, text_size=dashSize)
    table.cell(dash, 1, 13, lastAgeText, text_color=color.white, text_size=dashSize)

if barstate.islast and not showDashboardInput
    table.clear(dash, 0, 0, 1, 13)

plot(biasCode, "1H Bias +1 Bull / -1 Bear", display=display.data_window)
plot(biasStructureCode, "1H Structure Bias +1 Bull / -1 Bear", display=display.data_window)
plot(biasEmaCode, "1H EMA Bias +1 Bull / -1 Bear", display=display.data_window)
plot(lastSwingHigh, "5m Last Swing High", display=display.data_window)
plot(lastSwingLow, "5m Last Swing Low", display=display.data_window)
plot(channelHigh, "5m Channel High", display=display.data_window)
plot(channelLow, "5m Channel Low", display=display.data_window)
plot(sessionHigh, "Morning Session High", display=display.data_window)
plot(sessionLow, "Morning Session Low", display=display.data_window)
plot(rangeAtr, "Break Candle Range / ATR", display=display.data_window)
plot(bodyFraction, "Break Candle Body / Range", display=display.data_window)
plot(closeLocation, "Close Location 0 Low / 1 High", display=display.data_window)
plot(velocityAtr, "3-Bar Velocity / ATR", display=display.data_window)
plot(longPenetrationAtr, "Long Close-Through / ATR", display=display.data_window)
plot(shortPenetrationAtr, "Short Close-Through / ATR", display=display.data_window)
plot(rvol, "Relative Volume", display=display.data_window)
plot(volumeExpansion ? 1 : 0, "Volume > Recent Average", display=display.data_window)
plot(buyVolumeProxy, "Intrabar Buy Volume Proxy", display=display.data_window)
plot(sellVolumeProxy, "Intrabar Sell Volume Proxy", display=display.data_window)
plot(deltaProxy, "Intrabar Delta Proxy", display=display.data_window)
plot(deltaRatio, "Delta Ratio -1 to +1", display=display.data_window)
plot(longScore, "Current Long Quality Score 0-4", display=display.data_window)
plot(shortScore, "Current Short Quality Score 0-4", display=display.data_window)
plot(longAbsorptionWarning ? 1 : 0, "Bull Break Opposing Delta Warning", display=display.data_window)
plot(shortAbsorptionWarning ? 1 : 0, "Bear Break Opposing Delta Warning", display=display.data_window)

alertcondition(longEntryEvent, "Morning Flow Long Ready", "Morning Structure + Flow LONG READY on {{ticker}} {{interval}}.")
alertcondition(shortEntryEvent, "Morning Flow Short Ready", "Morning Structure + Flow SHORT READY on {{ticker}} {{interval}}.")
alertcondition(rawLongBreak and inMorningWindow, "Morning Raw Long Structure Break", "Morning raw bullish structure break on {{ticker}} {{interval}}.")
alertcondition(rawShortBreak and inMorningWindow, "Morning Raw Short Structure Break", "Morning raw bearish structure break on {{ticker}} {{interval}}.")

Overview

Direction is filtered by a one-hour bias built from swing structure and EMAs. A break must clear swing, channel or session-extreme levels and pass checks on candle range, body, close location, velocity, relative volume and an intrabar delta proxy. A 0 to 4 quality score gates the research signal. The window can be shaded, session high and low are drawn, and alerts are available.

Details

Published by

rosijay17-cmd on GitHub

Code credit

rosijay17, as written in the script's header

Type

Indicator, Pine Script v6

Draws

On the price chart

Category

Breakout, Sessions & time, Volume

Markets

Indices

Timeframes

M15-H1

Risk Notes

  • Reads higher-timeframe data with lookahead on, so the history can show signals that were not there in real time

File

Morning_Structure_Flow_Research_v1_0.pine

Repository

github.com/rosijay17-cmd/BackoBleedo. See its other scripts in the library

Settings

The inputs you can change from the gear icon on the chart. Defaults are the author's.

SettingTypeDefaultVariable
Research Windowsession0830-1130sessionInput
Session Time ZonestringAmerica/New_YorktimezoneInput
Shade Research WindowbooltrueshowSessionBackgroundInput
Show Developing Session High / LowbooltrueshowSessionRangeInput
Bias Timeframetimeframe60biasTfInput
Bias ModelstringStructure + EMAbiasModeInput
1H Swing Pivot Lengthint2biasPivotInput
1H Fast EMAint20biasFastEmaInput
1H Slow EMAint50biasSlowEmaInput
1H Fast EMA Slope Barsint2biasSlopeBarsInput
Require 1H Bias AlignmentbooltruerequireBiasAlignmentInput
Break Structure TypestringAnystructureModeInput
Show all 40 settings
SettingTypeDefaultVariable
5m Swing Pivot Lengthint2swingPivotInput
Channel Lookback Barsint12channelLengthInput
Break Close Buffer (ATR)float0.05breakBufferAtrInput
Require Fresh Close Through LevelbooltruerequireFreshCrossInput
ATR Lengthint14atrLengthInput
Velocity Lookback Barsint3velocityBarsInput
Minimum Break Candle Range / ATRfloat0.80minRangeAtrInput
Minimum Body / Candle Rangefloat0.55minBodyFractionInput
Minimum Directional Close Locationfloat0.70minCloseLocationInput
Minimum Velocity / ATRfloat0.35minVelocityAtrInput
Minimum Close-Through / ATRfloat0.05minPenetrationAtrInput
Relative Volume Lengthint20volumeLengthInput
Minimum Relative Volumefloat1.20minRvolInput
Recent Volume Comparison Barsint3recentVolumeBarsInput
Intrabar Delta Timeframetimeframe1deltaTfInput
Minimum Directional Delta Ratiofloat0.10minDeltaRatioInput
Hard Require Delta DirectionboolfalserequireDeltaAgreementInput
Minimum Quality Score (0-4)int3minimumScoreInput
Hard Require MomentumboolfalserequireMomentumInput
Hard Require Relative VolumeboolfalserequireVolumeInput
Signal Cooldown Barsint3cooldownBarsInput
Show Active Structure LevelsbooltrueshowStructureLevelsInput
Show Structure Break LabelsbooltrueshowBreakLabelsInput
Show Research Entry TrianglesbooltrueshowEntryTrianglesInput
Entry Marker SizestringSmallentryMarkerSizeInput
Long Markercolorcolor.limelongMarkerColorInput
Short Markercolorcolor.redshortMarkerColorInput
Entry Marker Transparencyint5markerTransparencyInput
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.

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