SMC Context Overlay

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © preuss_steffen

//@version=6

// Shadow-only Context BUS v3 consumer.  It contains no detector and cannot
// affect Suite decisions.  Wrong schema, unready producer, stale live data, or
// incoherent geometry fails closed.
indicator("SMC Context Overlay", overlay = true)

const int SCHEMA_VERSION = 8001

var g_meta = "Context BUS · Meta"
src_schema = input.source(close, "CTX SchemaVersion", group = g_meta, display = display.none)
src_ready = input.source(close, "CTX Ready", group = g_meta, display = display.none)
src_mask = input.source(close, "CTX AvailabilityMask", group = g_meta, display = display.none)
src_epoch = input.source(close, "CTX ConfirmedEpoch", group = g_meta, display = display.none)
src_bias = input.source(close, "CTX Bias", group = g_meta, display = display.none)
src_domains = input.source(close, "CTX AvailableDomains", group = g_meta, display = display.none)
src_quality = input.source(close, "CTX QualityScore", group = g_meta, display = display.none)
max_age_minutes = input.int(240, "Maximum live producer age (minutes)", minval = 1, group = g_meta)

var g_structure = "Context BUS · Structure"
show_structure = input.bool(true, "Show structure", group = g_structure)
src_structure_trend = input.source(close, "CTX StructureTrend", group = g_structure, display = display.none)
src_structure_bos = input.source(close, "CTX StructureBos", group = g_structure, display = display.none)
src_structure_choch = input.source(close, "CTX StructureChoch", group = g_structure, display = display.none)
src_structure_dir = input.source(close, "CTX StructureEventDirection", group = g_structure, display = display.none)
src_resistance = input.source(close, "CTX StructureResistance", group = g_structure, display = display.none)
src_support = input.source(close, "CTX StructureSupport", group = g_structure, display = display.none)
src_structure_age = input.source(close, "CTX StructureEventAgeBars", group = g_structure, display = display.none)

var g_imbalance = "Context BUS · Imbalance"
show_imbalance = input.bool(true, "Show FVG / BPR / liquidity void", group = g_imbalance)
src_imbalance_state = input.source(close, "CTX ImbalanceState", group = g_imbalance, display = display.none)
src_fvg_bias = input.source(close, "CTX FvgBias", group = g_imbalance, display = display.none)
src_bull_fvg_active = input.source(close, "CTX BullFvgActive", group = g_imbalance, display = display.none)
src_bear_fvg_active = input.source(close, "CTX BearFvgActive", group = g_imbalance, display = display.none)
src_bull_fvg_top = input.source(close, "CTX BullFvgTop", group = g_imbalance, display = display.none)
src_bull_fvg_bottom = input.source(close, "CTX BullFvgBottom", group = g_imbalance, display = display.none)
src_bear_fvg_top = input.source(close, "CTX BearFvgTop", group = g_imbalance, display = display.none)
src_bear_fvg_bottom = input.source(close, "CTX BearFvgBottom", group = g_imbalance, display = display.none)
src_bpr_active = input.source(close, "CTX BprActive", group = g_imbalance, display = display.none)
src_bpr_dir = input.source(close, "CTX BprDirection", group = g_imbalance, display = display.none)
src_bpr_top = input.source(close, "CTX BprTop", group = g_imbalance, display = display.none)
src_bpr_bottom = input.source(close, "CTX BprBottom", group = g_imbalance, display = display.none)
src_void_active = input.source(close, "CTX LiquidityVoidActive", group = g_imbalance, display = display.none)
src_void_top = input.source(close, "CTX LiquidityVoidTop", group = g_imbalance, display = display.none)
src_void_bottom = input.source(close, "CTX LiquidityVoidBottom", group = g_imbalance, display = display.none)

var g_zone = "Context BUS · Zones"
show_zones = input.bool(true, "Show order-block zones", group = g_zone)
src_zone_state = input.source(close, "CTX ZoneState", group = g_zone, display = display.none)
src_ob_bias = input.source(close, "CTX ObBias", group = g_zone, display = display.none)
src_bull_ob_top = input.source(close, "CTX BullObTop", group = g_zone, display = display.none)
src_bull_ob_bottom = input.source(close, "CTX BullObBottom", group = g_zone, display = display.none)
src_bear_ob_top = input.source(close, "CTX BearObTop", group = g_zone, display = display.none)
src_bear_ob_bottom = input.source(close, "CTX BearObBottom", group = g_zone, display = display.none)
src_bull_ob_new = input.source(close, "CTX BullObNew", group = g_zone, display = display.none)
src_bear_ob_new = input.source(close, "CTX BearObNew", group = g_zone, display = display.none)
src_bull_ob_broken = input.source(close, "CTX BullObBroken", group = g_zone, display = display.none)
src_bear_ob_broken = input.source(close, "CTX BearObBroken", group = g_zone, display = display.none)

var g_sweep = "Context BUS · Sweeps"
show_sweeps = input.bool(true, "Show sweeps and reclaims", group = g_sweep)
src_sweep_dir = input.source(close, "CTX SweepDirection", group = g_sweep, display = display.none)
src_sweep_type = input.source(close, "CTX SweepType", group = g_sweep, display = display.none)
src_sweep_top = input.source(close, "CTX SweepZoneTop", group = g_sweep, display = display.none)
src_sweep_bottom = input.source(close, "CTX SweepZoneBottom", group = g_sweep, display = display.none)
src_sweep_reclaim = input.source(close, "CTX SweepReclaimActive", group = g_sweep, display = display.none)
src_sweep_quality = input.source(close, "CTX SweepQualityScore", group = g_sweep, display = display.none)
src_sweep_age = input.source(close, "CTX SweepEventAgeBars", group = g_sweep, display = display.none)

var g_pool = "Context BUS · Pools"
show_pools = input.bool(true, "Show liquidity pools", group = g_pool)
src_buy_pool = input.source(close, "CTX BuyPoolLevel", group = g_pool, display = display.none)
src_sell_pool = input.source(close, "CTX SellPoolLevel", group = g_pool, display = display.none)
src_buy_strength = input.source(close, "CTX BuyPoolStrength", group = g_pool, display = display.none)
src_sell_strength = input.source(close, "CTX SellPoolStrength", group = g_pool, display = display.none)
src_pool_magnet = input.source(close, "CTX PoolMagnetDirection", group = g_pool, display = display.none)
src_pool_imbalance = input.source(close, "CTX PoolImbalance", group = g_pool, display = display.none)

var g_session = "Context BUS · Session"
show_session = input.bool(true, "Show session and opening range", group = g_session)
src_session_code = input.source(close, "CTX SessionCode", group = g_session, display = display.none)
src_killzone = input.source(close, "CTX SessionKillzone", group = g_session, display = display.none)
src_session_top = input.source(close, "CTX SessionRangeTop", group = g_session, display = display.none)
src_session_bottom = input.source(close, "CTX SessionRangeBottom", group = g_session, display = display.none)
src_or_active = input.source(close, "CTX OpeningRangeActive", group = g_session, display = display.none)
src_or_top = input.source(close, "CTX OpeningRangeTop", group = g_session, display = display.none)
src_or_bottom = input.source(close, "CTX OpeningRangeBottom", group = g_session, display = display.none)
src_session_dir = input.source(close, "CTX SessionDirection", group = g_session, display = display.none)
src_session_mss_bull = input.source(close, "CTX SessionMssBull", group = g_session, display = display.none)
src_session_mss_bear = input.source(close, "CTX SessionMssBear", group = g_session, display = display.none)

mask_has(float mask_value, simple int flag) =>
    int(math.floor(math.max(mask_value, 0.0) / flag)) % 2 == 1

dir_text(float value) =>
    value > 0.5 ? "BULL" : value < -0.5 ? "BEAR" : "NEUTRAL"

bool schema_ok = int(math.round(src_schema)) == SCHEMA_VERSION
bool mask_is_integer = math.abs(src_mask - math.round(src_mask)) < 0.001
int mask_domain_count = (mask_has(src_mask, 1) ? 1 : 0) +
     (mask_has(src_mask, 2) ? 1 : 0) +
     (mask_has(src_mask, 4) ? 1 : 0) +
     (mask_has(src_mask, 8) ? 1 : 0) +
     (mask_has(src_mask, 16) ? 1 : 0) +
     (mask_has(src_mask, 32) ? 1 : 0)
bool meta_values_ok = (src_ready == 0 or src_ready == 1) and
     mask_is_integer and src_mask >= 0 and src_mask <= 63 and
     math.abs(src_bias - math.round(src_bias)) < 0.001 and src_bias >= -1 and src_bias <= 1 and
     math.abs(src_domains - math.round(src_domains)) < 0.001 and src_domains >= 1 and src_domains <= 6 and
     mask_domain_count == int(math.round(src_domains)) and
     src_quality >= 0 and src_quality <= 100 and
     math.abs(src_epoch - math.round(src_epoch)) < 0.001 and
     src_epoch >= 1577836800 and src_epoch <= int(timenow / 1000) + 60
bool producer_ready = src_ready == 1 and meta_values_ok
int producer_age_seconds = not na(src_epoch) ? math.max(0, int(timenow / 1000) - int(math.round(src_epoch))) : na
bool producer_fresh = not barstate.islast or (not na(producer_age_seconds) and producer_age_seconds <= max_age_minutes * 60)
bool transport_ok = schema_ok and producer_ready and producer_fresh

bool structure_ok = transport_ok and mask_has(src_mask, 1)
bool imbalance_ok = transport_ok and mask_has(src_mask, 2)
bool zone_ok = transport_ok and mask_has(src_mask, 4)
bool sweep_ok = transport_ok and mask_has(src_mask, 8)
bool pool_ok = transport_ok and mask_has(src_mask, 16)
bool session_ok = transport_ok and mask_has(src_mask, 32)

bool bull_fvg_geometry_ok = src_bull_fvg_active >= 0.5 and not na(src_bull_fvg_top) and not na(src_bull_fvg_bottom) and src_bull_fvg_top >= src_bull_fvg_bottom
bool bear_fvg_geometry_ok = src_bear_fvg_active >= 0.5 and not na(src_bear_fvg_top) and not na(src_bear_fvg_bottom) and src_bear_fvg_top >= src_bear_fvg_bottom
bool bpr_geometry_ok = src_bpr_active >= 0.5 and not na(src_bpr_top) and not na(src_bpr_bottom) and src_bpr_top >= src_bpr_bottom
bool void_geometry_ok = src_void_active >= 0.5 and not na(src_void_top) and not na(src_void_bottom) and src_void_top >= src_void_bottom
bool bull_ob_geometry_ok = not na(src_bull_ob_top) and not na(src_bull_ob_bottom) and src_bull_ob_top >= src_bull_ob_bottom
bool bear_ob_geometry_ok = not na(src_bear_ob_top) and not na(src_bear_ob_bottom) and src_bear_ob_top >= src_bear_ob_bottom
bool sweep_geometry_ok = not na(src_sweep_top) and not na(src_sweep_bottom) and src_sweep_top >= src_sweep_bottom
bool session_geometry_ok = not na(src_session_top) and not na(src_session_bottom) and src_session_top >= src_session_bottom
bool opening_geometry_ok = not na(src_or_top) and not na(src_or_bottom) and src_or_top >= src_or_bottom

color bull = color.new(color.lime, 15)
color bear = color.new(color.red, 15)
color neutral = color.new(color.gray, 35)

plotshape(show_structure and structure_ok and src_structure_bos >= 0.5 and src_structure_dir > 0, "BOS Bull", shape.triangleup, location.belowbar, bull, text = "BOS", size = size.tiny)
plotshape(show_structure and structure_ok and src_structure_bos >= 0.5 and src_structure_dir < 0, "BOS Bear", shape.triangledown, location.abovebar, bear, text = "BOS", size = size.tiny)
plotshape(show_structure and structure_ok and src_structure_choch >= 0.5 and src_structure_dir > 0, "CHoCH Bull", shape.triangleup, location.belowbar, bull, text = "CH", size = size.small)
plotshape(show_structure and structure_ok and src_structure_choch >= 0.5 and src_structure_dir < 0, "CHoCH Bear", shape.triangledown, location.abovebar, bear, text = "CH", size = size.small)
plot(show_structure and structure_ok ? src_resistance : na, "Context Resistance", bear, 1, plot.style_linebr)
plot(show_structure and structure_ok ? src_support : na, "Context Support", bull, 1, plot.style_linebr)

p_bull_fvg_top = plot(show_imbalance and imbalance_ok and bull_fvg_geometry_ok ? src_bull_fvg_top : na, "Bull FVG Top", color.new(bull, 25), 1, plot.style_linebr)
p_bull_fvg_bottom = plot(show_imbalance and imbalance_ok and bull_fvg_geometry_ok ? src_bull_fvg_bottom : na, "Bull FVG Bottom", color.new(bull, 25), 1, plot.style_linebr)
fill(p_bull_fvg_top, p_bull_fvg_bottom, color.new(color.lime, 90), "Bull FVG")
p_bear_fvg_top = plot(show_imbalance and imbalance_ok and bear_fvg_geometry_ok ? src_bear_fvg_top : na, "Bear FVG Top", color.new(bear, 25), 1, plot.style_linebr)
p_bear_fvg_bottom = plot(show_imbalance and imbalance_ok and bear_fvg_geometry_ok ? src_bear_fvg_bottom : na, "Bear FVG Bottom", color.new(bear, 25), 1, plot.style_linebr)
fill(p_bear_fvg_top, p_bear_fvg_bottom, color.new(color.red, 90), "Bear FVG")
p_bpr_top = plot(show_imbalance and imbalance_ok and bpr_geometry_ok ? src_bpr_top : na, "BPR Top", color.purple, 1, plot.style_linebr)
p_bpr_bottom = plot(show_imbalance and imbalance_ok and bpr_geometry_ok ? src_bpr_bottom : na, "BPR Bottom", color.purple, 1, plot.style_linebr)
fill(p_bpr_top, p_bpr_bottom, color.new(color.purple, 88), "BPR")
p_void_top = plot(show_imbalance and imbalance_ok and void_geometry_ok ? src_void_top : na, "Liquidity Void Top", color.orange, 1, plot.style_linebr)
p_void_bottom = plot(show_imbalance and imbalance_ok and void_geometry_ok ? src_void_bottom : na, "Liquidity Void Bottom", color.orange, 1, plot.style_linebr)
fill(p_void_top, p_void_bottom, color.new(color.orange, 90), "Liquidity Void")

p_bull_ob_top = plot(show_zones and zone_ok and bull_ob_geometry_ok ? src_bull_ob_top : na, "Bull OB Top", bull, 2, plot.style_linebr)
p_bull_ob_bottom = plot(show_zones and zone_ok and bull_ob_geometry_ok ? src_bull_ob_bottom : na, "Bull OB Bottom", bull, 2, plot.style_linebr)
fill(p_bull_ob_top, p_bull_ob_bottom, color.new(color.green, 88), "Bull OB")
p_bear_ob_top = plot(show_zones and zone_ok and bear_ob_geometry_ok ? src_bear_ob_top : na, "Bear OB Top", bear, 2, plot.style_linebr)
p_bear_ob_bottom = plot(show_zones and zone_ok and bear_ob_geometry_ok ? src_bear_ob_bottom : na, "Bear OB Bottom", bear, 2, plot.style_linebr)
fill(p_bear_ob_top, p_bear_ob_bottom, color.new(color.red, 88), "Bear OB")
plotshape(show_zones and zone_ok and src_bull_ob_new >= 0.5, "New Bull OB", shape.circle, location.belowbar, bull, text = "OB+", size = size.tiny)
plotshape(show_zones and zone_ok and src_bear_ob_new >= 0.5, "New Bear OB", shape.circle, location.abovebar, bear, text = "OB+", size = size.tiny)
plotshape(show_zones and zone_ok and src_bull_ob_broken >= 0.5, "Broken Bull OB", shape.xcross, location.belowbar, bear, text = "OB×", size = size.tiny)
plotshape(show_zones and zone_ok and src_bear_ob_broken >= 0.5, "Broken Bear OB", shape.xcross, location.abovebar, bull, text = "OB×", size = size.tiny)

p_sweep_top = plot(show_sweeps and sweep_ok and sweep_geometry_ok ? src_sweep_top : na, "Sweep Zone Top", color.fuchsia, 1, plot.style_linebr)
p_sweep_bottom = plot(show_sweeps and sweep_ok and sweep_geometry_ok ? src_sweep_bottom : na, "Sweep Zone Bottom", color.fuchsia, 1, plot.style_linebr)
fill(p_sweep_top, p_sweep_bottom, color.new(color.fuchsia, 90), "Sweep Zone")
plotshape(show_sweeps and sweep_ok and src_sweep_reclaim >= 0.5 and src_sweep_dir > 0, "Bull Sweep Reclaim", shape.diamond, location.belowbar, bull, text = "R", size = size.tiny)
plotshape(show_sweeps and sweep_ok and src_sweep_reclaim >= 0.5 and src_sweep_dir < 0, "Bear Sweep Reclaim", shape.diamond, location.abovebar, bear, text = "R", size = size.tiny)

plot(show_pools and pool_ok ? src_buy_pool : na, "Buy-side Liquidity", color.new(color.red, 5), 2, plot.style_linebr)
plot(show_pools and pool_ok ? src_sell_pool : na, "Sell-side Liquidity", color.new(color.lime, 5), 2, plot.style_linebr)

plot(show_session and session_ok and session_geometry_ok ? src_session_top : na, "Session High", color.new(color.blue, 10), 1, plot.style_linebr)
plot(show_session and session_ok and session_geometry_ok ? src_session_bottom : na, "Session Low", color.new(color.blue, 10), 1, plot.style_linebr)
color opening_color = src_or_active >= 0.5 ? color.new(color.yellow, 10) : color.new(color.yellow, 55)
plot(show_session and session_ok and opening_geometry_ok ? src_or_top : na, "Opening Range High", opening_color, 1, plot.style_linebr)
plot(show_session and session_ok and opening_geometry_ok ? src_or_bottom : na, "Opening Range Low", opening_color, 1, plot.style_linebr)
// Session-level MSS: the confirmed close crossed the PREVIOUS session's
// extreme (producer-computed one-bar pulse; see the v3 contract).
plotshape(show_session and session_ok and src_session_mss_bull >= 0.5, "Session MSS Bull", shape.triangleup, location.belowbar, color.new(color.green, 10), text = "sMSS", size = size.tiny)
plotshape(show_session and session_ok and src_session_mss_bear >= 0.5, "Session MSS Bear", shape.triangledown, location.abovebar, color.new(color.red, 10), text = "sMSS", size = size.tiny)
bgcolor(show_session and session_ok and src_killzone >= 0.5 ? color.new(color.blue, 94) : na, title = "Context Killzone")

var table summary = table.new(position.top_right, 2, 8, border_width = 1)
if barstate.islast
    color status_color = transport_ok ? color.new(color.green, 75) : color.new(color.red, 65)
    table.cell(summary, 0, 0, "Context BUS", text_color = chart.fg_color, bgcolor = status_color)
    table.cell(summary, 1, 0, transport_ok ? "READY · " + str.tostring(producer_age_seconds) + "s" : schema_ok ? "STALE/INVALID" : "UNBOUND", text_color = chart.fg_color, bgcolor = status_color)
    table.cell(summary, 0, 1, "Aggregate", text_color = chart.fg_color)
    table.cell(summary, 1, 1, transport_ok ? dir_text(src_bias) + " · " + str.tostring(int(math.round(src_quality))) + "% · " + str.tostring(int(math.round(src_domains))) + "/6" : "—", text_color = transport_ok ? (src_bias > 0 ? bull : src_bias < 0 ? bear : neutral) : neutral)
    table.cell(summary, 0, 2, "Structure", text_color = chart.fg_color)
    table.cell(summary, 1, 2, structure_ok ? dir_text(src_structure_trend) + " · age " + str.tostring(int(math.round(src_structure_age))) : "—", text_color = chart.fg_color)
    table.cell(summary, 0, 3, "Imbalance", text_color = chart.fg_color)
    table.cell(summary, 1, 3, imbalance_ok ? "S" + str.tostring(int(math.round(src_imbalance_state))) + " · " + dir_text(src_fvg_bias) + (src_bpr_active >= 0.5 ? " · BPR " + dir_text(src_bpr_dir) : "") : "—", text_color = chart.fg_color)
    table.cell(summary, 0, 4, "Zones", text_color = chart.fg_color)
    table.cell(summary, 1, 4, zone_ok ? "S" + str.tostring(int(math.round(src_zone_state))) + " · " + dir_text(src_ob_bias) : "—", text_color = chart.fg_color)
    table.cell(summary, 0, 5, "Sweep", text_color = chart.fg_color)
    table.cell(summary, 1, 5, sweep_ok ? "T" + str.tostring(int(math.round(src_sweep_type))) + " · Q" + str.tostring(int(math.round(src_sweep_quality))) + " · age " + str.tostring(int(math.round(src_sweep_age))) : "—", text_color = chart.fg_color)
    table.cell(summary, 0, 6, "Pools", text_color = chart.fg_color)
    table.cell(summary, 1, 6, pool_ok ? dir_text(src_pool_magnet) + " · " + str.tostring(src_pool_imbalance, "#.##") + " · " + str.tostring(int(math.round(src_buy_strength))) + "/" + str.tostring(int(math.round(src_sell_strength))) : "—", text_color = chart.fg_color)
    table.cell(summary, 0, 7, "Session", text_color = chart.fg_color)
    table.cell(summary, 1, 7, session_ok ? "S" + str.tostring(int(math.round(src_session_code))) + " · " + dir_text(src_session_dir) + (src_killzone >= 0.5 ? " · KZ" : "") : "—", text_color = chart.fg_color)