Calculates an Elastic Volume Weighted Moving Average (EVWMA), incorporating trading volume to dynamically adjust moving average responsiveness over a specified lookback length. It plots directly on the price chart as a single moving average line. Optional colo
Indicator · Pine Script v6 · On the chart
VP Research Preview — Profile Parity Shell
This overlay script is a headless volume-profile parity shell rather than a signal indicator.
GitHub stars5on the repository
Pine versionv6current
Lines of code1,163
Settings9inputs
LicenceMPL-2.0
Last update2 days ago26 Oct 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above, or the copy button on the code below.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
1,163 lines of Pine Script v6 from pine/research/VP_Research_Preview_v0.2.0_Profile_Parity_Shell.pine, published under MPL-2.0. Keep the author's credit and licence lines when you reuse it.
// This source code is subject to the terms of the Mozilla Public License 2.0
// at https://mozilla.org/MPL/2.0/
// © 2026 TheStratSuite contributors
//@version=6
// Slice 1 only: headless source/profile parity shell.
// This is not a trading indicator and contains no lifecycle or rendering logic.
indicator(
"VP Research Preview v0.2.0 — Profile Parity Shell",
shorttitle = "VP v0.2 Profile Shell",
overlay = true,
max_bars_back = 5000)
// ============================================================================
// IMMUTABLE SLICE 1 CONTRACT
// ============================================================================
const string SCRIPT_VERSION = "0.2.0-slice1"
const string SOURCE_TIMEFRAME = "1"
const string RTH_SESSION = "0830-1515:23456"
const string RTH_TIMEZONE = "America/Chicago"
const string EXPECTED_CHART_SESSION = "regular"
const float EXPECTED_MINTICK = 0.25
const int MINUTE_MS = 60000
const int PRIMITIVE_TICKS = 1
const int GRID_ORIGIN_TICKS = 0
const int RTH_EXPECTED_MINUTES = 405
const int MAX_PROFILE_BINS = 2048
const int VOLUME_SCALE = 1000
// These names intentionally match the Phase 0 parity core. They are constants,
// not inputs. v0.2 Slice 1 has no user-configurable row size or VA target.
const int outputTicksInput = 4
const float valueAreaPercentInput = 70.0
const int HASH_MODULUS = 2147483629
const int HASH_MULTIPLIER = 1103515245
const int HASH_INCREMENT = 12345
const int HASH_SEED = 146959810
const int HASH_NA = 2147483587
const string FP_ALGORITHM = "fold31_v1"
const string PATH_FP_ALGORITHM = "fold31_ohlc_close_v1"
const string UNSET_SETTINGS_HASH = "0000000000000000000000000000000000000000000000000000000000000000"
const string POC_ALGORITHM = "max_nearest_weighted_mean_lower"
const string VA_ALGORITHM = "contiguous_larger_nearer_upper_no_overshoot"
const string PRIOR_RTH_SELECTION = "latest_complete_end_lte_measurement_start"
const string ROW_MAPPING_ALGORITHM = "midpoint_round_tick_floor_global"
const int ERR_UNSUPPORTED_ENVIRONMENT = 1
const int ERR_FOOTPRINT_UNAVAILABLE = 2
const int ERR_RTH_INCOMPLETE = 4
const int ERR_PRIMITIVE_ROW = 8
const int ERR_BIN_CAP = 16
const int ERR_VOLUME_RECONCILIATION = 32
const int ERR_INVALID_CONFIG = 64
const int ERR_SOURCE_ARRAYS = 128
const int ERR_SOURCE_SEQUENCE = 256
const int ERR_SOURCE_OHLC = 512
const int ERR_PATH_INCOMPLETE = 1024
// ============================================================================
// BOUNDED AUDIT ENVELOPE
// ============================================================================
string identityGroup = "Run identity (manifest supplied)"
string logicalRunIdInput = input.string(
"vp_v02_slice1_logical_001",
"Logical run ID",
group = identityGroup)
int logicalRunTokenInput = input.int(
1,
"Logical run token",
minval = 0,
maxval = 2147483647,
group = identityGroup)
string attemptIdInput = input.string(
"attempt_001",
"Attempt ID",
group = identityGroup)
int attemptTokenInput = input.int(
1,
"Attempt token",
minval = 0,
maxval = 2147483647,
group = identityGroup)
int configTokenInput = input.int(
1,
"Configuration token",
minval = 0,
maxval = 2147483647,
group = identityGroup)
string pineSettingsHashInput = input.string(
"0000000000000000000000000000000000000000000000000000000000000000",
"Expected Pine-settings hash",
group = identityGroup)
string expectedTickerInput = input.string(
"ESU2026",
"Exact actual-month ticker",
group = identityGroup)
string windowGroup = "Current RTH audit window (half-open)"
int measurementStartInput = input.time(
timestamp("24 Jul 2026 13:30 +0000"),
"Current RTH start",
group = windowGroup)
int measurementEndInput = input.time(
timestamp("24 Jul 2026 20:15 +0000"),
"Current RTH end",
group = windowGroup)
// ============================================================================
// PHASE 0 PROFILE PARITY CORE — COPIED WITHOUT SEMANTIC CHANGE
// ============================================================================
hashFold(int state, int value) =>
int normalized = na(value) ? HASH_NA : math.abs(value % HASH_MODULUS)
int mixed = int((state * HASH_MULTIPLIER + normalized + HASH_INCREMENT) % HASH_MODULUS)
mixed < 0 ? -mixed : mixed
priceToTicks(float price) =>
na(price) ? na : int(math.round(price / syminfo.mintick))
volumeToFingerprintInt(float value) =>
na(value) ? na : int(math.round(value * VOLUME_SCALE))
intText(int value) =>
na(value) ? "NA" : str.tostring(value)
floatText(float value) =>
na(value) ? "NA" : str.tostring(value, "#.########")
boolText(bool value) =>
value ? "1" : "0"
safeIdentity(string value) =>
str.length(value) > 0 and
not str.contains(value, "|")
validSha256(string value) =>
bool valid = str.length(value) == 64 and
value != UNSET_SETTINGS_HASH
if valid
for characterIndex = 0 to 63
string character = str.substring(
value,
characterIndex,
characterIndex + 1)
valid := valid and
str.contains("0123456789abcdef", character)
valid
// Mutates only the referenced map. Scalar state is returned to the caller.
boundedPut(map<int, float> bins, int key, float addedVolume, int currentMin, int currentMax) =>
bool alreadyPresent = bins.contains(key)
int candidateMin = na(currentMin) ? key : math.min(currentMin, key)
int candidateMax = na(currentMax) ? key : math.max(currentMax, key)
int candidateSpan = candidateMax - candidateMin + 1
bool overflow = candidateSpan > MAX_PROFILE_BINS or
(not alreadyPresent and bins.size() >= MAX_PROFILE_BINS)
int nextMin = currentMin
int nextMax = currentMax
if not overflow
float previousVolume = alreadyPresent ? bins.get(key) : 0.0
bins.put(key, previousVolume + addedVolume)
nextMin := candidateMin
nextMax := candidateMax
[nextMin, nextMax, overflow]
// Calculates a deterministic range-wide profile on the fixed global grid.
// POC ties: nearest bin center to the volume-weighted mean, then lower bin.
// VA: compare the next contiguous bins, prefer larger volume, then nearer POC,
// then upper. Stop instead of adding a bin that would overshoot the 70% target.
calculateProfile(map<int, float> bins, int minBin, int maxBin, float totalVolume) =>
bool valid = not na(minBin) and not na(maxBin) and
maxBin >= minBin and maxBin - minBin + 1 <= MAX_PROFILE_BINS and
bins.size() > 0 and not na(totalVolume) and totalVolume > 0.0
int pocBin = na
int vaLowBin = na
int vaHighBin = na
float achievedPercent = na
float pocVolume = na
if valid
float maximumVolume = na
float weightedCenter2 = 0.0
for bin = minBin to maxBin
float binVolume = bins.contains(bin) ? bins.get(bin) : 0.0
int center2 = 2 * (GRID_ORIGIN_TICKS + bin * outputTicksInput) + outputTicksInput
weightedCenter2 += binVolume * center2
maximumVolume := na(maximumVolume) ? binVolume : math.max(maximumVolume, binVolume)
float meanCenter2 = weightedCenter2 / totalVolume
float bestDistance = na
float pocTieTolerance = math.max(0.000000001, math.abs(maximumVolume) * 0.000000000001)
for bin = minBin to maxBin
float binVolume = bins.contains(bin) ? bins.get(bin) : 0.0
if math.abs(binVolume - maximumVolume) <= pocTieTolerance
int center2 = 2 * (GRID_ORIGIN_TICKS + bin * outputTicksInput) + outputTicksInput
float distance = math.abs(center2 - meanCenter2)
if na(bestDistance) or distance < bestDistance - 0.000000001 or
(math.abs(distance - bestDistance) <= 0.000000001 and bin < pocBin)
pocBin := bin
bestDistance := distance
valid := not na(pocBin)
if valid
pocVolume := bins.contains(pocBin) ? bins.get(pocBin) : 0.0
vaLowBin := pocBin
vaHighBin := pocBin
float includedVolume = pocVolume
float targetVolume = totalVolume * valueAreaPercentInput / 100.0
float volumeTolerance = math.max(0.000000001, math.abs(totalVolume) * 0.000000000001)
int expansionSteps = 0
while includedVolume < targetVolume - volumeTolerance and
expansionSteps < MAX_PROFILE_BINS
bool hasLower = vaLowBin > minBin
bool hasUpper = vaHighBin < maxBin
if not hasLower and not hasUpper
break
int lowerCandidate = vaLowBin - 1
int upperCandidate = vaHighBin + 1
float lowerVolume = hasLower ? (bins.contains(lowerCandidate) ? bins.get(lowerCandidate) : 0.0) : na
float upperVolume = hasUpper ? (bins.contains(upperCandidate) ? bins.get(upperCandidate) : 0.0) : na
float comparisonTolerance = math.max(
0.000000001,
math.max(
hasLower ? math.abs(lowerVolume) : 0.0,
hasUpper ? math.abs(upperVolume) : 0.0) * 0.000000000001)
bool chooseUpper = not hasLower
if hasLower and hasUpper
if upperVolume > lowerVolume + comparisonTolerance
chooseUpper := true
else if lowerVolume > upperVolume + comparisonTolerance
chooseUpper := false
else
int lowerDistance = math.abs(lowerCandidate - pocBin)
int upperDistance = math.abs(upperCandidate - pocBin)
chooseUpper := upperDistance < lowerDistance or upperDistance == lowerDistance
float selectedVolume = chooseUpper ? upperVolume : lowerVolume
if includedVolume + selectedVolume > targetVolume + volumeTolerance
break
if chooseUpper
vaHighBin := upperCandidate
else
vaLowBin := lowerCandidate
includedVolume += selectedVolume
expansionSteps += 1
achievedPercent := includedVolume / totalVolume * 100.0
[valid, pocBin, vaLowBin, vaHighBin, achievedPercent, pocVolume]
freezeProfile(
map<int, float> bins,
int minBin,
int maxBin,
float totalVolume,
bool baseComplete) =>
[algorithmValid, pocBin, vaLowBin, vaHighBin, achievedPercent, pocVolume] =
calculateProfile(bins, minBin, maxBin, totalVolume)
bool complete = baseComplete and algorithmValid
int pocTicks = complete ? GRID_ORIGIN_TICKS + pocBin * outputTicksInput + int(outputTicksInput / 2) : na
int vahTicks = complete ? GRID_ORIGIN_TICKS + (vaHighBin + 1) * outputTicksInput : na
int valTicks = complete ? GRID_ORIGIN_TICKS + vaLowBin * outputTicksInput : na
[complete, pocTicks, vahTicks, valTicks, complete ? achievedPercent : na, complete ? pocVolume : na]
// ============================================================================
// ONE FIXED SOURCE REQUEST AND STRUCTURED RECORD HELPERS
// ============================================================================
// The footprint value stays inside this payload. Row collections are consumed
// only after the lower-timeframe request returns its array of footprint objects.
oneMinutePayload() =>
footprint fp = request.footprint(PRIMITIVE_TICKS, va_percent = valueAreaPercentInput)
int openTicks = priceToTicks(open)
int highTicks = priceToTicks(high)
int lowTicks = priceToTicks(low)
int closeTicks = priceToTicks(close)
bool ohlcTickAligned = not na(open) and not na(high) and
not na(low) and not na(close) and
math.abs(open / syminfo.mintick - openTicks) <= 0.000001 and
math.abs(high / syminfo.mintick - highTicks) <= 0.000001 and
math.abs(low / syminfo.mintick - lowTicks) <= 0.000001 and
math.abs(close / syminfo.mintick - closeTicks) <= 0.000001
bool inRth = not na(time(SOURCE_TIMEFRAME, RTH_SESSION, RTH_TIMEZONE))
int dayKey = year(time, RTH_TIMEZONE) * 10000 +
month(time, RTH_TIMEZONE) * 100 +
dayofmonth(time, RTH_TIMEZONE)
[time, time_close, fp, inRth, dayKey,
openTicks, highTicks, lowTicks, closeTicks, ohlcTickAligned]
pathMinuteFingerprint(
int sourceTime,
int sourceCloseTime,
int openTicks,
int highTicks,
int lowTicks,
int closeTicks) =>
int fingerprint = hashFold(HASH_SEED, sourceTime)
fingerprint := hashFold(fingerprint, sourceCloseTime)
fingerprint := hashFold(fingerprint, openTicks)
fingerprint := hashFold(fingerprint, highTicks)
fingerprint := hashFold(fingerprint, lowTicks)
hashFold(fingerprint, closeTicks)
vpx2Record(string kind, string severity, int sequence, string fields) =>
"VPX2|schema=1|kind=" + kind +
"|severity=" + severity +
"|seq=" + str.tostring(sequence) +
"|logical_run_id=" + logicalRunIdInput +
"|attempt_id=" + attemptIdInput +
"|attempt_token=" + str.tostring(attemptTokenInput) +
"|config_token=" + str.tostring(configTokenInput) +
fields
emitInfo(int sequence, string kind, string fields) =>
int nextSequence = sequence + 1
log.info(vpx2Record(kind, "INFO", nextSequence, fields))
nextSequence
emitWarning(int sequence, string kind, string fields) =>
int nextSequence = sequence + 1
log.warning(vpx2Record(kind, "WARN", nextSequence, fields))
nextSequence
emitError(int sequence, string kind, string fields) =>
int nextSequence = sequence + 1
log.error(vpx2Record(kind, "ERROR", nextSequence, fields))
nextSequence
// ============================================================================
// CONFIGURATION AND SOURCE ARRAYS
// ============================================================================
int chartSeconds = timeframe.in_seconds()
bool displayTimeframeSupported = timeframe.isminutes and
(chartSeconds == 60 or chartSeconds == 300 or
chartSeconds == 900 or chartSeconds == 3600)
bool chartSupported = chart.is_standard and displayTimeframeSupported
bool chartSessionSupported = syminfo.session == EXPECTED_CHART_SESSION
bool rootSupported = syminfo.root == "ES" or syminfo.root == "MES"
bool actualMonthFormat = false
if rootSupported
int rootLength = syminfo.root == "ES" ? 2 : 3
bool lengthValid = str.length(syminfo.ticker) == rootLength + 5
if lengthValid
string tickerRoot = str.substring(syminfo.ticker, 0, rootLength)
string monthCode = str.substring(syminfo.ticker, rootLength, rootLength + 1)
string yearText = str.substring(syminfo.ticker, rootLength + 1, rootLength + 5)
actualMonthFormat := tickerRoot == syminfo.root and
str.contains("FGHJKMNQUVXZ", monthCode) and
not na(str.tonumber(yearText))
bool symbolSupported = syminfo.type == "futures" and
rootSupported and actualMonthFormat and
syminfo.ticker == expectedTickerInput and
not str.contains(syminfo.ticker, "!")
bool tickSupported = math.abs(syminfo.mintick - EXPECTED_MINTICK) <= 0.000000001
bool environmentSupported = chartSupported and chartSessionSupported and
symbolSupported and tickSupported
bool logicalRunIdValid = safeIdentity(logicalRunIdInput)
bool attemptIdValid = safeIdentity(attemptIdInput)
bool pineHashSafe = safeIdentity(pineSettingsHashInput)
bool pineHashValid = pineHashSafe and
validSha256(pineSettingsHashInput)
bool expectedTickerSafe = safeIdentity(expectedTickerInput)
bool identityValid = logicalRunIdValid and attemptIdValid and
pineHashValid and expectedTickerSafe
bool measurementEndpointsAligned = measurementStartInput % MINUTE_MS == 0 and
measurementEndInput % MINUTE_MS == 0
bool measurementWindowValid = measurementStartInput < measurementEndInput and
measurementEndpointsAligned and
int((measurementEndInput - measurementStartInput) / MINUTE_MS) ==
RTH_EXPECTED_MINUTES and
hour(measurementStartInput, RTH_TIMEZONE) == 8 and
minute(measurementStartInput, RTH_TIMEZONE) == 30 and
hour(measurementEndInput, RTH_TIMEZONE) == 15 and
minute(measurementEndInput, RTH_TIMEZONE) == 15
bool configurationValid = identityValid and measurementWindowValid
bool requestSupported = environmentSupported and configurationValid
array<int> sourceTimes = na
array<int> sourceCloseTimes = na
array<footprint> sourceFootprints = na
array<bool> sourceRthFlags = na
array<int> sourceDayKeys = na
array<int> sourceOpenTicks = na
array<int> sourceHighTicks = na
array<int> sourceLowTicks = na
array<int> sourceCloseTicks = na
array<bool> sourceOhlcAlignedFlags = na
if requestSupported
[requestedTimes, requestedCloseTimes, requestedFootprints,
requestedRthFlags, requestedDayKeys, requestedOpenTicks,
requestedHighTicks, requestedLowTicks, requestedCloseTicks,
requestedOhlcAlignedFlags] =
request.security_lower_tf(
syminfo.tickerid,
SOURCE_TIMEFRAME,
oneMinutePayload(),
ignore_invalid_timeframe = true)
sourceTimes := requestedTimes
sourceCloseTimes := requestedCloseTimes
sourceFootprints := requestedFootprints
sourceRthFlags := requestedRthFlags
sourceDayKeys := requestedDayKeys
sourceOpenTicks := requestedOpenTicks
sourceHighTicks := requestedHighTicks
sourceLowTicks := requestedLowTicks
sourceCloseTicks := requestedCloseTicks
sourceOhlcAlignedFlags := requestedOhlcAlignedFlags
// ============================================================================
// PRIOR-RTH PROFILE AND ONE-MINUTE PATH STATE
// ============================================================================
var map<int, float> rthBins = map.new<int, float>()
var bool rthActive = false
var int rthDayKey = na
var int rthExpectedStart = na
var int rthExpectedEndExclusive = na
var int rthFirstTime = na
var int rthLastTime = na
var int rthSourceCount = 0
var int rthRowCount = 0
var int rthMissingFootprints = 0
var int rthGapCount = 0
var int rthMinBin = na
var int rthMaxBin = na
var float rthTotalVolume = 0.0
var int rthSourceFingerprint = HASH_SEED
var int rthPathFingerprint = HASH_SEED
var bool rthSeenOpen = false
var bool rthSeenClose = false
var bool rthPrimitiveIssue = false
var bool rthOverflow = false
var bool rthReconciliationIssue = false
var bool rthTimestampIssue = false
var bool rthOhlcIssue = false
var bool priorRthReady = false
var bool priorRthComplete = false
var int priorRthDayKey = na
var int priorRthStart = na
var int priorRthEndExclusive = na
var int priorRthPocTicks = na
var int priorRthVahTicks = na
var int priorRthValTicks = na
var float priorRthTotalVolume = na
var float priorRthAchievedPercent = na
var float priorRthPocVolume = na
var int priorRthSourceCount = 0
var int priorRthRowCount = 0
var int priorRthGapCount = 0
var int priorRthMissingFootprints = 0
var int priorRthSourceFingerprint = na
var int priorRthPathFingerprint = na
var bool priorRthPrimitiveIssue = false
var bool priorRthOverflow = false
var bool priorRthReconciliationIssue = false
var bool priorRthTimestampIssue = false
var bool priorRthOhlcIssue = false
var int latestRthCandidateDayKey = na
var bool latestRthCandidateComplete = false
var int latestRthCandidateMissing = 0
var bool latestRthCandidatePrimitiveIssue = false
var bool latestRthCandidateOverflow = false
var bool latestRthCandidateReconciliationIssue = false
var bool latestRthCandidateTimestampIssue = false
var bool latestRthCandidateOhlcIssue = false
var int discardedRthCandidates = 0
var int pathFirstTime = na
var int pathLastTime = na
var int pathSourceCount = 0
var int pathGapCount = 0
var int pathMissingFootprints = 0
var int pathFingerprint = HASH_SEED
var bool pathPrimitiveIssue = false
var bool pathReconciliationIssue = false
var bool pathTimestampIssue = false
var bool pathOhlcIssue = false
var bool sourceArrayIssue = false
var bool sourceOrderIssue = false
var bool sourceTimestampIssue = false
var int previousSourceTime = na
var bool sawRelevantSourceMinute = false
// ============================================================================
// ORDERED, CONFIRMED ONE-MINUTE SOURCE PROCESSING
// ============================================================================
if requestSupported and barstate.isconfirmed
int timeCount = sourceTimes.size()
int closeTimeCount = sourceCloseTimes.size()
int footprintCount = sourceFootprints.size()
int rthFlagCount = sourceRthFlags.size()
int dayKeyCount = sourceDayKeys.size()
int openCount = sourceOpenTicks.size()
int highCount = sourceHighTicks.size()
int lowCount = sourceLowTicks.size()
int closeCount = sourceCloseTicks.size()
int alignedCount = sourceOhlcAlignedFlags.size()
bool lengthsMatch = timeCount == closeTimeCount and
timeCount == footprintCount and timeCount == rthFlagCount and
timeCount == dayKeyCount and timeCount == openCount and
timeCount == highCount and timeCount == lowCount and
timeCount == closeCount and timeCount == alignedCount
sourceArrayIssue := sourceArrayIssue or not lengthsMatch
int safeCount = math.min(
math.min(
math.min(timeCount, closeTimeCount),
math.min(footprintCount, rthFlagCount)),
math.min(
math.min(dayKeyCount, openCount),
math.min(
math.min(highCount, lowCount),
math.min(closeCount, alignedCount))))
if safeCount > 0
for sourceIndex = 0 to safeCount - 1
int sourceTime = sourceTimes.get(sourceIndex)
int sourceCloseTime = sourceCloseTimes.get(sourceIndex)
footprint sourceFootprint = sourceFootprints.get(sourceIndex)
bool sourceInRth = sourceRthFlags.get(sourceIndex)
int sourceDayKey = sourceDayKeys.get(sourceIndex)
int sourceOpen = sourceOpenTicks.get(sourceIndex)
int sourceHigh = sourceHighTicks.get(sourceIndex)
int sourceLow = sourceLowTicks.get(sourceIndex)
int sourceClose = sourceCloseTicks.get(sourceIndex)
bool sourceOhlcAligned = sourceOhlcAlignedFlags.get(sourceIndex)
bool timestampValid = not na(sourceTime) and
not na(sourceCloseTime) and
sourceTime % MINUTE_MS == 0 and
sourceCloseTime == sourceTime + MINUTE_MS
bool sequenceValid = na(previousSourceTime) or
sourceTime > previousSourceTime
sourceOrderIssue := sourceOrderIssue or not sequenceValid
sourceTimestampIssue :=
sourceTimestampIssue or not timestampValid
previousSourceTime := sourceTime
bool sourceOhlcValid = sourceOhlcAligned and
not na(sourceOpen) and not na(sourceHigh) and
not na(sourceLow) and not na(sourceClose) and
sourceHigh >= math.max(sourceOpen, sourceClose) and
sourceLow <= math.min(sourceOpen, sourceClose) and
sourceHigh >= sourceLow
int sourceHour = hour(sourceTime, RTH_TIMEZONE)
int sourceMinute = minute(sourceTime, RTH_TIMEZONE)
bool isRthOpenMinute = sourceInRth and
sourceHour == 8 and sourceMinute == 30
bool isRthCloseMinute = sourceInRth and
sourceHour == 15 and sourceMinute == 14
bool useForPath = sourceTime >= measurementStartInput and
sourceTime < measurementEndInput
// A later source minute proves that an open candidate missed the
// exact scheduled close and therefore cannot be silently skipped.
if rthActive and sourceTime >= rthExpectedEndExclusive
latestRthCandidateDayKey := rthDayKey
latestRthCandidateComplete := false
latestRthCandidateMissing := rthMissingFootprints
latestRthCandidatePrimitiveIssue := rthPrimitiveIssue
latestRthCandidateOverflow := rthOverflow
latestRthCandidateReconciliationIssue :=
rthReconciliationIssue
latestRthCandidateTimestampIssue := rthTimestampIssue
latestRthCandidateOhlcIssue := rthOhlcIssue
discardedRthCandidates += 1
rthActive := false
if sourceInRth and sourceTime < measurementStartInput and
(not rthActive or sourceDayKey != rthDayKey)
rthBins.clear()
rthActive := true
rthDayKey := sourceDayKey
rthExpectedStart := timestamp(
RTH_TIMEZONE,
year(sourceTime, RTH_TIMEZONE),
month(sourceTime, RTH_TIMEZONE),
dayofmonth(sourceTime, RTH_TIMEZONE),
8,
30)
rthExpectedEndExclusive :=
rthExpectedStart + RTH_EXPECTED_MINUTES * MINUTE_MS
rthFirstTime := na
rthLastTime := na
rthSourceCount := 0
rthRowCount := 0
rthMissingFootprints := 0
rthGapCount := 0
rthMinBin := na
rthMaxBin := na
rthTotalVolume := 0.0
rthSourceFingerprint := HASH_SEED
rthPathFingerprint := HASH_SEED
rthSeenOpen := false
rthSeenClose := false
rthPrimitiveIssue := false
rthOverflow := false
rthReconciliationIssue := false
rthTimestampIssue := false
rthOhlcIssue := false
bool useForRth = sourceInRth and
sourceTime < measurementStartInput and
rthActive and sourceDayKey == rthDayKey
if useForRth
rthSeenOpen := rthSeenOpen or isRthOpenMinute
rthSeenClose := rthSeenClose or isRthCloseMinute
rthFirstTime := rthSourceCount == 0 ?
sourceTime : rthFirstTime
if rthSourceCount > 0 and
sourceTime != rthLastTime + MINUTE_MS
rthGapCount += 1
rthLastTime := sourceTime
rthSourceCount += 1
rthTimestampIssue := rthTimestampIssue or
not timestampValid or not sequenceValid
rthOhlcIssue := rthOhlcIssue or not sourceOhlcValid
if useForPath
sawRelevantSourceMinute := true
pathFirstTime := pathSourceCount == 0 ?
sourceTime : pathFirstTime
if pathSourceCount > 0 and
sourceTime != pathLastTime + MINUTE_MS
pathGapCount += 1
pathLastTime := sourceTime
pathSourceCount += 1
pathTimestampIssue := pathTimestampIssue or
not timestampValid or not sequenceValid
pathOhlcIssue := pathOhlcIssue or not sourceOhlcValid
int pathMinuteFp = pathMinuteFingerprint(
sourceTime,
sourceCloseTime,
sourceOpen,
sourceHigh,
sourceLow,
sourceClose)
pathFingerprint := hashFold(pathFingerprint, pathMinuteFp)
if useForRth or useForPath
sawRelevantSourceMinute := true
bool footprintAvailable = not na(sourceFootprint)
int minuteFingerprint = hashFold(HASH_SEED, sourceTime)
int minuteRowCount = 0
bool minutePrimitiveIssue = false
bool minuteReconciliationIssue = false
if footprintAvailable
array<volume_row> rows = sourceFootprint.rows()
minuteRowCount := rows.size()
float footprintTotal = sourceFootprint.total_volume()
float summedRowVolume = 0.0
minuteFingerprint :=
hashFold(minuteFingerprint, minuteRowCount)
minuteFingerprint := hashFold(
minuteFingerprint,
volumeToFingerprintInt(footprintTotal))
for row in rows
float rowDown = row.down_price()
float rowUp = row.up_price()
float rowVolume = row.total_volume()
int downTicks = priceToTicks(rowDown)
int upTicks = priceToTicks(rowUp)
int rowVolumeFingerprint =
volumeToFingerprintInt(rowVolume)
minuteFingerprint :=
hashFold(minuteFingerprint, downTicks)
minuteFingerprint :=
hashFold(minuteFingerprint, upTicks)
minuteFingerprint :=
hashFold(
minuteFingerprint,
rowVolumeFingerprint)
bool rowValuesValid = not na(rowDown) and
not na(rowUp) and not na(rowVolume) and
rowVolume >= 0.0
float rowSpanTicks = rowValuesValid ?
(rowUp - rowDown) / syminfo.mintick : na
bool rowBoundsAligned = rowValuesValid and
math.abs(
rowDown / syminfo.mintick -
downTicks) <= 0.000001 and
math.abs(
rowUp / syminfo.mintick -
upTicks) <= 0.000001
bool primitiveSpanValid = rowValuesValid and
rowBoundsAligned and
math.abs(
rowSpanTicks -
PRIMITIVE_TICKS) <= 0.000001
minutePrimitiveIssue :=
minutePrimitiveIssue or
not primitiveSpanValid
if rowValuesValid
summedRowVolume += rowVolume
if useForRth
float rowMidpoint =
math.avg(rowDown, rowUp)
int primitiveMidpointTick =
int(math.round(
rowMidpoint /
syminfo.mintick))
int outputBin = int(math.floor(
(primitiveMidpointTick -
GRID_ORIGIN_TICKS) /
float(outputTicksInput)))
[nextRthMin, nextRthMax,
rthPutOverflow] =
boundedPut(
rthBins,
outputBin,
rowVolume,
rthMinBin,
rthMaxBin)
rthMinBin := nextRthMin
rthMaxBin := nextRthMax
rthOverflow :=
rthOverflow or rthPutOverflow
rthTotalVolume += rowVolume
float reconciliationTolerance = math.max(
0.000001,
math.abs(footprintTotal) * 0.000000001)
minuteReconciliationIssue := na(footprintTotal) or
math.abs(
summedRowVolume -
footprintTotal) > reconciliationTolerance
else
minuteFingerprint :=
hashFold(minuteFingerprint, HASH_NA)
if useForRth
rthSourceFingerprint := hashFold(
rthSourceFingerprint,
minuteFingerprint)
int rthPathMinuteFp = pathMinuteFingerprint(
sourceTime,
sourceCloseTime,
sourceOpen,
sourceHigh,
sourceLow,
sourceClose)
rthPathFingerprint :=
hashFold(rthPathFingerprint, rthPathMinuteFp)
rthRowCount += minuteRowCount
rthMissingFootprints +=
footprintAvailable ? 0 : 1
rthPrimitiveIssue := rthPrimitiveIssue or
minutePrimitiveIssue
rthReconciliationIssue :=
rthReconciliationIssue or
minuteReconciliationIssue
if useForPath
pathMissingFootprints +=
footprintAvailable ? 0 : 1
pathPrimitiveIssue := pathPrimitiveIssue or
minutePrimitiveIssue
pathReconciliationIssue :=
pathReconciliationIssue or
minuteReconciliationIssue
if useForRth and isRthCloseMinute
bool rthBaseComplete = rthSeenOpen and rthSeenClose and
rthFirstTime == rthExpectedStart and
rthLastTime + MINUTE_MS ==
rthExpectedEndExclusive and
rthSourceCount == RTH_EXPECTED_MINUTES and
rthGapCount == 0 and
rthMissingFootprints == 0 and
not rthPrimitiveIssue and not rthOverflow and
not rthReconciliationIssue and
not rthTimestampIssue and not rthOhlcIssue
[rthSnapshotComplete, rthPocTicks,
rthVahTicks, rthValTicks,
rthAchievedPercent, rthPocVolume] =
freezeProfile(
rthBins,
rthMinBin,
rthMaxBin,
rthTotalVolume,
rthBaseComplete)
latestRthCandidateDayKey := rthDayKey
latestRthCandidateComplete := rthSnapshotComplete
latestRthCandidateMissing :=
rthMissingFootprints
latestRthCandidatePrimitiveIssue :=
rthPrimitiveIssue
latestRthCandidateOverflow := rthOverflow
latestRthCandidateReconciliationIssue :=
rthReconciliationIssue
latestRthCandidateTimestampIssue :=
rthTimestampIssue
latestRthCandidateOhlcIssue := rthOhlcIssue
if rthSnapshotComplete
priorRthReady := true
priorRthComplete := true
priorRthDayKey := rthDayKey
priorRthStart := rthExpectedStart
priorRthEndExclusive :=
rthExpectedEndExclusive
priorRthPocTicks := rthPocTicks
priorRthVahTicks := rthVahTicks
priorRthValTicks := rthValTicks
priorRthTotalVolume := rthTotalVolume
priorRthAchievedPercent :=
rthAchievedPercent
priorRthPocVolume := rthPocVolume
priorRthSourceCount := rthSourceCount
priorRthRowCount := rthRowCount
priorRthGapCount := rthGapCount
priorRthMissingFootprints :=
rthMissingFootprints
priorRthSourceFingerprint :=
rthSourceFingerprint
priorRthPathFingerprint :=
rthPathFingerprint
priorRthPrimitiveIssue :=
rthPrimitiveIssue
priorRthOverflow := rthOverflow
priorRthReconciliationIssue :=
rthReconciliationIssue
priorRthTimestampIssue :=
rthTimestampIssue
priorRthOhlcIssue := rthOhlcIssue
else
discardedRthCandidates += 1
rthActive := false
// ============================================================================
// TERMINAL RECONCILIATION AND STRUCTURED LOGS
// ============================================================================
var bool terminalEmitted = false
var int terminalErrorMask = na
var int terminalSequence = na
var bool terminalProfileComplete = false
var bool terminalPathComplete = false
var int terminalChartBarTime = na
bool terminalTrigger =
(barstate.islastconfirmedhistory or
(barstate.islast and barstate.isconfirmed)) and
time_close >= measurementEndInput
if terminalTrigger and not terminalEmitted
if rthActive
latestRthCandidateDayKey := rthDayKey
latestRthCandidateComplete := false
latestRthCandidateMissing := rthMissingFootprints
latestRthCandidatePrimitiveIssue :=
rthPrimitiveIssue
latestRthCandidateOverflow := rthOverflow
latestRthCandidateReconciliationIssue :=
rthReconciliationIssue
latestRthCandidateTimestampIssue :=
rthTimestampIssue
latestRthCandidateOhlcIssue := rthOhlcIssue
discardedRthCandidates += 1
rthActive := false
bool rthTerminalComplete = priorRthReady and
priorRthComplete and latestRthCandidateComplete and
priorRthDayKey == latestRthCandidateDayKey
bool pathComplete = pathFirstTime == measurementStartInput and
pathLastTime + MINUTE_MS == measurementEndInput and
pathSourceCount == RTH_EXPECTED_MINUTES and
pathGapCount == 0 and pathMissingFootprints == 0 and
not pathPrimitiveIssue and
not pathReconciliationIssue and
not pathTimestampIssue and not pathOhlcIssue
bool anyRequiredFootprintUnavailable =
not sawRelevantSourceMinute or
latestRthCandidateMissing > 0 or
pathMissingFootprints > 0
bool anyPrimitiveIssue =
latestRthCandidatePrimitiveIssue or
pathPrimitiveIssue
bool anyOverflow = latestRthCandidateOverflow
bool anyReconciliationIssue =
latestRthCandidateReconciliationIssue or
pathReconciliationIssue
bool anyTimestampIssue =
latestRthCandidateTimestampIssue or
pathTimestampIssue or sourceOrderIssue or
sourceTimestampIssue
bool anyOhlcIssue =
latestRthCandidateOhlcIssue or pathOhlcIssue
int errorMask = 0
errorMask += environmentSupported ?
0 : ERR_UNSUPPORTED_ENVIRONMENT
errorMask += anyRequiredFootprintUnavailable ?
ERR_FOOTPRINT_UNAVAILABLE : 0
errorMask += rthTerminalComplete ?
0 : ERR_RTH_INCOMPLETE
errorMask += anyPrimitiveIssue ?
ERR_PRIMITIVE_ROW : 0
errorMask += anyOverflow ? ERR_BIN_CAP : 0
errorMask += anyReconciliationIssue ?
ERR_VOLUME_RECONCILIATION : 0
errorMask += configurationValid ?
0 : ERR_INVALID_CONFIG
errorMask += sourceArrayIssue ?
ERR_SOURCE_ARRAYS : 0
errorMask += anyTimestampIssue ?
ERR_SOURCE_SEQUENCE : 0
errorMask += anyOhlcIssue ?
ERR_SOURCE_OHLC : 0
errorMask += pathComplete ?
0 : ERR_PATH_INCOMPLETE
terminalErrorMask := errorMask
terminalProfileComplete := rthTerminalComplete
terminalPathComplete := pathComplete
terminalChartBarTime := time
int sequence = 0
sequence := emitInfo(
sequence,
"RUN_BEGIN",
"|logical_run_token=" +
str.tostring(logicalRunTokenInput) +
"|pine_settings_hash=" + pineSettingsHashInput +
"|script=" + SCRIPT_VERSION +
"|symbol=" + syminfo.tickerid +
"|expected_ticker=" + expectedTickerInput +
"|chart_timeframe=" + timeframe.period +
"|chart_standard=" + boolText(chart.is_standard) +
"|chart_session=" + syminfo.session +
"|environment_valid=" +
boolText(environmentSupported) +
"|configuration_valid=" +
boolText(configurationValid) +
"|source_timeframe=" + SOURCE_TIMEFRAME +
"|window_start_utc=" +
str.tostring(measurementStartInput) +
"|window_end_utc=" +
str.tostring(measurementEndInput))
// CONFIG keys are emitted in strict lexical order.
sequence := emitInfo(sequence, "CONFIG", "|key=expected_chart_session|value=" + EXPECTED_CHART_SESSION)
sequence := emitInfo(sequence, "CONFIG", "|key=expected_mintick|value=" + floatText(EXPECTED_MINTICK))
sequence := emitInfo(sequence, "CONFIG", "|key=expected_ticker|value=" + expectedTickerInput)
sequence := emitInfo(sequence, "CONFIG", "|key=grid_origin_ticks|value=" + str.tostring(GRID_ORIGIN_TICKS))
sequence := emitInfo(sequence, "CONFIG", "|key=max_profile_bins|value=" + str.tostring(MAX_PROFILE_BINS))
sequence := emitInfo(sequence, "CONFIG", "|key=measurement_end_ms|value=" + str.tostring(measurementEndInput))
sequence := emitInfo(sequence, "CONFIG", "|key=measurement_start_ms|value=" + str.tostring(measurementStartInput))
sequence := emitInfo(sequence, "CONFIG", "|key=output_ticks|value=" + str.tostring(outputTicksInput))
sequence := emitInfo(sequence, "CONFIG", "|key=path_fp_algo|value=" + PATH_FP_ALGORITHM)
sequence := emitInfo(sequence, "CONFIG", "|key=poc_algorithm|value=" + POC_ALGORITHM)
sequence := emitInfo(sequence, "CONFIG", "|key=primitive_ticks|value=" + str.tostring(PRIMITIVE_TICKS))
sequence := emitInfo(sequence, "CONFIG", "|key=prior_rth_selection|value=" + PRIOR_RTH_SELECTION)
sequence := emitInfo(sequence, "CONFIG", "|key=profile_fp_algo|value=" + FP_ALGORITHM)
sequence := emitInfo(sequence, "CONFIG", "|key=row_mapping_algorithm|value=" + ROW_MAPPING_ALGORITHM)
sequence := emitInfo(sequence, "CONFIG", "|key=rth_expected_minutes|value=" + str.tostring(RTH_EXPECTED_MINUTES))
sequence := emitInfo(sequence, "CONFIG", "|key=rth_session|value=" + RTH_SESSION)
sequence := emitInfo(sequence, "CONFIG", "|key=rth_timezone|value=" + RTH_TIMEZONE)
sequence := emitInfo(sequence, "CONFIG", "|key=source_timeframe|value=" + SOURCE_TIMEFRAME)
sequence := emitInfo(sequence, "CONFIG", "|key=value_area_algorithm|value=" + VA_ALGORITHM)
sequence := emitInfo(sequence, "CONFIG", "|key=value_area_percent|value=" + floatText(valueAreaPercentInput))
sequence := emitInfo(sequence, "CONFIG", "|key=volume_scale|value=" + str.tostring(VOLUME_SCALE))
string profileId = rthTerminalComplete ?
"RTH:" + str.tostring(priorRthDayKey) +
":B" + str.tostring(outputTicksInput) :
"RTH:INVALID:B" + str.tostring(outputTicksInput)
string profileFields =
"|profile_id=" + profileId +
"|family=PRIOR_RTH" +
"|source_start_ms=" +
intText(rthTerminalComplete ? priorRthStart : na) +
"|source_end_ms=" +
intText(rthTerminalComplete ?
priorRthEndExclusive : na) +
"|poc_ticks=" +
intText(rthTerminalComplete ? priorRthPocTicks : na) +
"|vah_ticks=" +
intText(rthTerminalComplete ? priorRthVahTicks : na) +
"|val_ticks=" +
intText(rthTerminalComplete ? priorRthValTicks : na) +
"|complete=" + boolText(rthTerminalComplete) +
"|expected_source_count=" +
str.tostring(RTH_EXPECTED_MINUTES) +
"|source_count=" +
str.tostring(rthTerminalComplete ?
priorRthSourceCount : 0) +
"|row_count=" +
str.tostring(rthTerminalComplete ?
priorRthRowCount : 0) +
"|source_fp=" +
intText(rthTerminalComplete ?
priorRthSourceFingerprint : na) +
"|path_fp=" +
intText(rthTerminalComplete ?
priorRthPathFingerprint : na) +
"|gap_count=" +
str.tostring(rthTerminalComplete ?
priorRthGapCount : 0) +
"|missing_footprints=" +
str.tostring(latestRthCandidateMissing) +
"|primitive_issue=" +
boolText(latestRthCandidatePrimitiveIssue) +
"|bin_overflow=" +
boolText(latestRthCandidateOverflow) +
"|reconciliation_issue=" +
boolText(latestRthCandidateReconciliationIssue) +
"|timestamp_issue=" +
boolText(latestRthCandidateTimestampIssue) +
"|ohlc_issue=" +
boolText(latestRthCandidateOhlcIssue) +
"|total_volume=" +
floatText(rthTerminalComplete ?
priorRthTotalVolume : na) +
"|achieved_va_percent=" +
floatText(rthTerminalComplete ?
priorRthAchievedPercent : na) +
"|poc_volume=" +
floatText(rthTerminalComplete ?
priorRthPocVolume : na) +
"|discarded_candidates=" +
str.tostring(discardedRthCandidates)
sequence := rthTerminalComplete ?
emitInfo(sequence, "PROFILE", profileFields) :
emitWarning(sequence, "PROFILE", profileFields)
string pathFields =
"|first_ms=" + intText(pathFirstTime) +
"|last_ms=" + intText(pathLastTime) +
"|source_count=" + str.tostring(pathSourceCount) +
"|source_fp=" + str.tostring(pathFingerprint) +
"|gap_count=" + str.tostring(pathGapCount) +
"|missing_footprints=" +
str.tostring(pathMissingFootprints) +
"|primitive_issue=" + boolText(pathPrimitiveIssue) +
"|reconciliation_issue=" +
boolText(pathReconciliationIssue) +
"|timestamp_issue=" + boolText(pathTimestampIssue) +
"|ohlc_issue=" + boolText(pathOhlcIssue) +
"|complete=" + boolText(pathComplete)
sequence := pathComplete ?
emitInfo(sequence, "SOURCE_PATH", pathFields) :
emitWarning(sequence, "SOURCE_PATH", pathFields)
int warningCount = (rthTerminalComplete ? 0 : 1) +
(pathComplete ? 0 : 1)
int errorCount = errorMask == 0 ? 0 : 1
int terminalMaxSequence = sequence + 1
string terminalFields =
"|profiles=1" +
"|events=0" +
"|warnings=" + str.tostring(warningCount) +
"|errors=" + str.tostring(errorCount) +
"|max_seq=" + str.tostring(terminalMaxSequence) +
"|profile_fp_algo=" + FP_ALGORITHM +
"|path_fp_algo=" + PATH_FP_ALGORITHM +
"|profile_count=" +
str.tostring(rthTerminalComplete ?
priorRthSourceCount : 0) +
"|profile_fp=" +
intText(rthTerminalComplete ?
priorRthSourceFingerprint : na) +
"|path_count=" + str.tostring(pathSourceCount) +
"|path_fp=" + str.tostring(pathFingerprint) +
"|error_mask=" + str.tostring(errorMask)
if errorMask == 0
sequence := emitInfo(
sequence,
"RUN_END",
terminalFields)
else
sequence := emitError(
sequence,
"RUN_ABORT",
"|code=ERROR_MASK_" +
str.tostring(errorMask) +
terminalFields)
terminalSequence := sequence
terminalEmitted := true
// ============================================================================
// HIDDEN NUMERIC, CSV-EXPORTABLE RECONCILIATION OUTPUTS
// ============================================================================
bool terminalBar = terminalEmitted and
time == terminalChartBarTime
bool measurementBar = time >= measurementStartInput and
time < measurementEndInput
bool profileOutputValid = environmentSupported and
configurationValid and priorRthReady and priorRthComplete and
latestRthCandidateComplete and
priorRthDayKey == latestRthCandidateDayKey and
not sourceArrayIssue and not sourceOrderIssue and
not sourceTimestampIssue and
not latestRthCandidatePrimitiveIssue and
not latestRthCandidateOverflow and
not latestRthCandidateReconciliationIssue and
not latestRthCandidateTimestampIssue and
not latestRthCandidateOhlcIssue
profileOutputValid := terminalBar ?
terminalErrorMask == 0 and terminalProfileComplete and
terminalPathComplete :
profileOutputValid
plot(float(logicalRunTokenInput), "VP2.Run", display = display.data_window)
plot(float(attemptTokenInput), "VP2.Attempt", display = display.data_window)
plot(float(configTokenInput), "VP2.Config", display = display.data_window)
plot(terminalBar ? 1.0 : 0.0, "VP2.Terminal", display = display.data_window)
plot(profileOutputValid ? 1.0 : 0.0, "VP2.PriorRTH.Ready", display = display.data_window)
plot(profileOutputValid ? 1.0 : 0.0, "VP2.PriorRTH.Complete", display = display.data_window)
plot(profileOutputValid ? float(priorRthDayKey) : na, "VP2.PriorRTH.DayKey", display = display.data_window)
plot(measurementBar and profileOutputValid ? float(priorRthPocTicks) : na, "VP2.PriorRTH.POC", display = display.data_window)
plot(measurementBar and profileOutputValid ? float(priorRthVahTicks) : na, "VP2.PriorRTH.VAH", display = display.data_window)
plot(measurementBar and profileOutputValid ? float(priorRthValTicks) : na, "VP2.PriorRTH.VAL", display = display.data_window)
plot(profileOutputValid ? float(priorRthStart) : na, "VP2.PriorRTH.SourceStart", display = display.data_window)
plot(profileOutputValid ? float(priorRthEndExclusive) : na, "VP2.PriorRTH.SourceEnd", display = display.data_window)
plot(profileOutputValid ? float(priorRthSourceCount) : na, "VP2.PriorRTH.SourceCount", display = display.data_window)
plot(profileOutputValid ? float(priorRthRowCount) : na, "VP2.PriorRTH.RowCount", display = display.data_window)
plot(profileOutputValid ? float(priorRthSourceFingerprint) : na, "VP2.PriorRTH.SourceFP", display = display.data_window)
plot(profileOutputValid ? float(priorRthPathFingerprint) : na, "VP2.PriorRTH.PathFP", display = display.data_window)
plot(profileOutputValid ? priorRthTotalVolume : na, "VP2.PriorRTH.TotalVolume", display = display.data_window)
plot(profileOutputValid ? priorRthAchievedPercent : na, "VP2.PriorRTH.AchievedVA", display = display.data_window)
plot(profileOutputValid ? priorRthPocVolume : na, "VP2.PriorRTH.POCVolume", display = display.data_window)
plot(terminalBar ? float(pathSourceCount) : na, "VP2.Path.SourceCount", display = display.data_window)
plot(terminalBar ? float(pathFingerprint) : na, "VP2.Path.SourceFP", display = display.data_window)
plot(terminalBar ? float(pathFirstTime) : na, "VP2.Path.First", display = display.data_window)
plot(terminalBar ? float(pathLastTime) : na, "VP2.Path.Last", display = display.data_window)
plot(terminalBar ? float(pathGapCount) : na, "VP2.Path.GapCount", display = display.data_window)
plot(terminalBar ? float(terminalErrorMask) : 0.0, "VP2.ErrorMask", display = display.data_window)
plot(terminalBar ? float(terminalSequence) : na, "VP2.MaxSeq", display = display.data_window)
Overview
VP Research Preview — Profile Parity Shell fixes a one-minute source, Chicago regular-hours session, four-tick rows, a 70 percent value area, and named algorithms for the point of control, value area, and row mapping. Inputs identify the logical run, attempt, configuration token, expected settings hash, exact futures ticker, and measurement window. The shown code defines error codes and audit constants but no plots, alerts, entries, exits, or stop logic.
- Headless profile parity shell
- Run identity and settings-hash inputs
- Fixed four-tick rows and 70 percent value area
- Chicago regular-hours session constants
- Named point-of-control and value-area algorithms
Details
Published by
345-strategies on GitHub
Code credit
TheStratSuite contributors, as written in the script's header
Type
Indicator, Pine Script v6
Draws
On the price chart
Category
Volume
Markets
Indices
Timeframes
M1-M5
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Topics
indicatorpine-scriptthestrattradingtradingviewprice-actionstratpine-script-librarythestrat-suite
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Logical run ID | string | vp_v02_slice1_logical_001 | logicalRunIdInput |
| Logical run token | int | 1 | logicalRunTokenInput |
| Attempt ID | string | attempt_001 | attemptIdInput |
| Attempt token | int | 1 | attemptTokenInput |
| Configuration token | int | 1 | configTokenInput |
| Expected Pine-settings hash | string | 000000000000000000000000000000000000000000000000000000000000 | pineSettingsHashInput |
| Exact actual-month ticker | string | ESU2026 | expectedTickerInput |
| Current RTH start | time | timestamp("24 Jul 2026 13:30 +0000") | measurementStartInput |
| Current RTH end | time | timestamp("24 Jul 2026 20:15 +0000") | measurementEndInput |
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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