Zen Trading Toolkit is an overlay indicator that plots average bar range measured-move targets from the prior regular-hours close, plus optional yesterday high, low, close and range projections.
//@version=6
// ============================================================================
// ZEN TRADING TOOLKIT v1.8.1
// ============================================================================
// Three research modules, every feature independently toggleable.
// No external library dependencies. Instrument presets with timezone.
//
// MODULE 1 — ABR Measured Moves (from y.Close)
// MODULE 2 — Opening Range (N-bar box via calendar day detection)
// MODULE 3 — Volatility Stats Table (ABR + ADR RTH/ETH)
//
// v1.4 fix: session snapshot + rollover both happen on first_bar.
// Works on RTH-only charts (no session_end transition) and extended hours.
//
// v1.5 changes:
// - Stats table: % ADR row turns red when >= 80% (hard-coded threshold)
// - Stats table: new OR % row showing 18-bar opening range as % of RTH ADR
// (RTH column only; blank until OR is locked at bar 18)
// - Module 2: added 0.25x OR projection toggle + colour input
//
// v1.7 changes:
// - Stats table: new Swing row (ADR * configurable %, default 40%) — RTH only
// - Stats table: new Scalp row (ADR * configurable %, default 10%) — RTH only
// - Both rows independently toggleable; ETH column shows '-'
//
// v1.8 changes:
// - All stats-table metrics exposed as Data Window plots (display.data_window)
// - Plots run independently of the table — hide the table, still see values
// - Nothing drawn on chart; pure side-panel output
//
// v1.8.1 changes:
// - Swing / Scalp toggle and % input placed on same inline row in settings
// so the 40 and 10 are visible next to the label (no tooltip needed)
// ============================================================================
indicator("Zen Trading Toolkit v1.8.1", shorttitle="Zen Toolkit 1.8.1",
overlay=true, max_lines_count=500, max_labels_count=500,
max_boxes_count=500)
// ============================================================================
// SHARED — INSTRUMENT PRESET + SESSION
// ============================================================================
grpSession = "SESSION"
string instrument = input.string("ES", "Instrument",
options=["ES", "FDAX", "HSI", "Nikkei", "Custom"], group=grpSession,
tooltip="Selects RTH session + timezone automatically.\nES: 0830-1600 Chicago\nFDAX: 0900-1730 Berlin\nHSI: 0915-1630 Hong Kong\nNikkei: 0845-1550 Tokyo\nCustom: set your own")
string custom_session = input.session("0830-1600", "Custom Session", group=grpSession,
tooltip="Only used when Instrument = Custom")
string custom_tz = input.string("America/Chicago", "Custom Timezone", group=grpSession,
options=["America/Chicago", "America/New_York", "America/Los_Angeles", "America/Denver",
"Europe/Berlin", "Europe/London", "Europe/Paris", "Europe/Zurich",
"Asia/Hong_Kong", "Asia/Tokyo", "Asia/Singapore", "Asia/Shanghai",
"Australia/Sydney", "Pacific/Auckland"],
tooltip="Only used when Instrument = Custom")
int lookback = input.int(8, "Lookback Period (days)", minval=1, maxval=50, group=grpSession,
tooltip="Rolling lookback for ABR/ADR. Used by all modules. 8 is the research default.")
string rth_session = switch instrument
"ES" => "0830-1600"
"FDAX" => "0900-1730"
"HSI" => "0915-1630"
"Nikkei" => "0845-1550"
=> custom_session
string rth_tz = switch instrument
"ES" => "America/Chicago"
"FDAX" => "Europe/Berlin"
"HSI" => "Asia/Hong_Kong"
"Nikkei" => "Asia/Tokyo"
=> custom_tz
string session_display = switch instrument
"ES" => "ES 0830-1600 Chicago"
"FDAX" => "FDAX 0900-1730 Berlin"
"HSI" => "HSI 0915-1630 Hong Kong"
"Nikkei" => "NK 0845-1550 Tokyo"
=> "Custom"
// ============================================================================
// MODULE 1 INPUTS — ABR MEASURED MOVES
// ============================================================================
grpMM2 = "M1: Targets"
mm_show05x = input.bool(true, "Show 0.5x ABR targets", group=grpMM2)
mm_show1x = input.bool(true, "Show 1.0x ABR targets", group=grpMM2)
mm_show15x = input.bool(false, "Show 1.5x ABR targets", group=grpMM2)
mm_show2x = input.bool(false, "Show 2.0x ABR targets", group=grpMM2,
tooltip="2x hits ~1% of the time. Off by default to reduce clutter.")
grpMM3 = "M1: Reference Lines"
mm_showYClose = input.bool(false, "Yesterday's RTH Close", group=grpMM3)
mm_showYHiLo = input.bool(true, "Yesterday's RTH Hi / Lo", group=grpMM3)
mm_showYdMM = input.bool(true, "Yesterday's Range MM (1x from extremes)", group=grpMM3,
tooltip="Projects y.Hi + yRange up and y.Lo - yRange down. The original measured move from yesterday's range extremes.")
grpMM4 = "M1: Display"
mm_lineExt = input.int(20, "Line Extension (bars)", minval=10, maxval=500, group=grpMM4)
mm_lineWidth = input.int(1, "Line Width", minval=1, maxval=4, group=grpMM4)
mm_showLabels = input.bool(true, "Show Labels", group=grpMM4)
mm_showTable = input.bool(false, "Show Targets Table (debug)", group=grpMM4,
tooltip="The MM targets debug table. Independent of measured move lines.")
mm_tableSize = input.string("small", "Table Text Size",
options=["tiny", "small", "normal", "large"], group=grpMM4)
mm_labelOff = input.int(5, "Label Offset (bars right)", minval=0, maxval=50, group=grpMM4)
grpMM5 = "M1: Bull Colors"
mm_colBull05 = input.color(color.new(#059669, 60), "Bull 0.5x", group=grpMM5)
mm_colBull1 = input.color(color.new(#059669, 30), "Bull 1.0x", group=grpMM5)
mm_colBull15 = input.color(color.new(#059669, 15), "Bull 1.5x", group=grpMM5)
mm_colBull2 = input.color(color.new(#059669, 0), "Bull 2.0x", group=grpMM5)
grpMM6 = "M1: Bear Colors"
mm_colBear05 = input.color(color.new(#DC2626, 60), "Bear 0.5x", group=grpMM6)
mm_colBear1 = input.color(color.new(#DC2626, 30), "Bear 1.0x", group=grpMM6)
mm_colBear15 = input.color(color.new(#DC2626, 15), "Bear 1.5x", group=grpMM6)
mm_colBear2 = input.color(color.new(#DC2626, 0), "Bear 2.0x", group=grpMM6)
grpMM7 = "M1: Reference Colors"
mm_colYClose = input.color(color.new(#F59E0B, 30), "Yesterday Close", group=grpMM7)
mm_colYHiLo = input.color(color.new(color.gray, 50), "Yesterday Hi/Lo", group=grpMM7)
mm_colYdMM = input.color(color.new(color.teal, 0), "Yesterday Range MM", group=grpMM7)
// ============================================================================
// MODULE 2 INPUTS — OPENING RANGE
// ============================================================================
grpOR1 = "M2: Box Settings"
or_bars = input.int(18, "Opening Range Bars", minval=2, maxval=100, group=grpOR1,
tooltip="Number of bars from day open. 18 on 5m = 90 minutes.")
or_showBox = input.bool(true, "Show Box", group=grpOR1)
or_boxColor = input.color(color.orange, "Box Color", group=grpOR1)
or_boxTrans = input.int(80, "Box Transparency", minval=0, maxval=100, group=grpOR1)
or_showLabel = input.bool(false, "Show Range Label", group=grpOR1)
or_lblColor = input.color(color.white, "Label Color", group=grpOR1)
grpOR2 = "M2: Projections"
or_projLen = input.int(40, "Projection Length (bars)", group=grpOR2)
// v1.5: added 0.25x projection
or_show025 = input.bool(false, "0.25x", inline="or0", group=grpOR2)
or_col025 = input.color(color.new(color.yellow, 30), "", inline="or0", group=grpOR2)
or_show050 = input.bool(true, "0.50x", inline="or1", group=grpOR2)
or_col050 = input.color(color.new(color.teal, 30), "", inline="or1", group=grpOR2)
or_show075 = input.bool(false, "0.75x", inline="or2", group=grpOR2)
or_col075 = input.color(color.new(color.blue, 30), "", inline="or2", group=grpOR2)
or_show100 = input.bool(true, "1.00x", inline="or3", group=grpOR2)
or_col100 = input.color(color.new(color.gray, 30), "", inline="or3", group=grpOR2)
or_show150 = input.bool(false, "1.50x", inline="or4", group=grpOR2)
or_col150 = input.color(color.new(color.orange, 30), "", inline="or4", group=grpOR2)
or_show200 = input.bool(false, "2.00x", inline="or5", group=grpOR2)
or_col200 = input.color(color.new(color.red, 30), "", inline="or5", group=grpOR2)
or_showProjLbl = input.bool(false, "Show Target Labels", group=grpOR2)
// ============================================================================
// MODULE 3 INPUTS — VOLATILITY STATS TABLE
// ============================================================================
grpST = "M3: Stats Table"
st_showTable = input.bool(true, "Show Stats Table", group=grpST)
st_position = input.string("Top Right", "Table Position",
options=["Top Left", "Top Right", "Bottom Left", "Bottom Right"], group=grpST)
bool st_showSession = input.bool(true, "Show Session Info", group=grpST)
// v1.7: row toggles + Swing/Scalp % inputs
// v1.8.1: put toggle + % on same inline row so the 40/10 are visible next to the label
grpSTRows = "M3: Stats Table Rows"
bool st_showSwing = input.bool(true, "Swing Row (% of RTH ADR)", inline="swing", group=grpSTRows)
float st_swingPct = input.float(40.0, "", inline="swing", group=grpSTRows,
minval=1, maxval=100, step=5,
tooltip="Swing target = RTH ADR × this %. Default 40%.")
bool st_showScalp = input.bool(true, "Scalp Row (% of RTH ADR)", inline="scalp", group=grpSTRows)
float st_scalpPct = input.float(10.0, "", inline="scalp", group=grpSTRows,
minval=1, maxval=100, step=1,
tooltip="Scalp target = RTH ADR × this %. Default 10%.")
grpSTCol = "M3: Stats Table Colours"
st_colHdrRTH = input.color(color.blue, "RTH Header BG", group=grpSTCol)
st_colHdrETH = input.color(color.purple, "ETH Header BG", group=grpSTCol)
st_colHdrTxt = input.color(color.white, "Header Text", group=grpSTCol)
st_colLabel = input.color(color.gray, "Row Labels", group=grpSTCol)
st_colValue = input.color(color.black, "Values", group=grpSTCol)
// ============================================================================
// SHARED SESSION DETECTION (timezone-aware)
// ============================================================================
bool in_session = not na(time(timeframe.period, rth_session, rth_tz))
bool session_start = in_session and not in_session[1]
bool day_change = ta.change(time("D")) != 0
bool first_bar = session_start or (day_change and in_session and not session_start)
// ============================================================================
// RTH OHLC TRACKING (always runs — feeds M1 + M3)
// ============================================================================
var float rthOpen = na
var float rthHigh = na
var float rthLow = na
var float rthClose = na
var float yOpen = na
var float yHigh = na
var float yLow = na
var float yClose = na
var float yRange = na
if first_bar
yOpen := rthOpen
yHigh := rthHigh
yLow := rthLow
yClose := rthClose
yRange := not na(rthHigh) and not na(rthLow) ? rthHigh - rthLow : na
rthOpen := open
rthHigh := high
rthLow := low
rthClose := close
else if in_session
rthHigh := math.max(nz(rthHigh), high)
rthLow := math.min(nz(rthLow), low)
rthClose := close
// ============================================================================
// ABR CALCULATION — rolling N daily RTH ranges (always runs)
// ============================================================================
var float[] dailyRanges = array.new_float(0)
var float currentABR = na
if first_bar and not na(yRange) and yRange > 0
array.push(dailyRanges, yRange)
if array.size(dailyRanges) > lookback + 5
array.shift(dailyRanges)
if first_bar and array.size(dailyRanges) >= lookback
float sumR = 0.0
int startIdx = array.size(dailyRanges) - lookback
for i = startIdx to array.size(dailyRanges) - 1
sumR += array.get(dailyRanges, i)
currentABR := sumR / lookback
else if first_bar and array.size(dailyRanges) > 0
float sumR = 0.0
for i = 0 to array.size(dailyRanges) - 1
sumR += array.get(dailyRanges, i)
currentABR := sumR / array.size(dailyRanges)
// ============================================================================
// MODULE 1 — TARGET CALCULATION
// ============================================================================
var float bull05 = na, var float bull1 = na
var float bull15 = na, var float bull2 = na
var float bear05 = na, var float bear1 = na
var float bear15 = na, var float bear2 = na
if first_bar and not na(yClose) and not na(currentABR)
bull05 := yClose + 0.5 * currentABR
bull1 := yClose + 1.0 * currentABR
bull15 := yClose + 1.5 * currentABR
bull2 := yClose + 2.0 * currentABR
bear05 := yClose - 0.5 * currentABR
bear1 := yClose - 1.0 * currentABR
bear15 := yClose - 1.5 * currentABR
bear2 := yClose - 2.0 * currentABR
// ============================================================================
// MODULE 1 — DRAWING
// ============================================================================
f_drawLevel(float _price, color _col, string _style, string _txt) =>
ln = line.new(bar_index, _price, bar_index + mm_lineExt, _price,
xloc.bar_index, color=_col,
style=_style == "solid" ? line.style_solid : _style == "dashed" ? line.style_dashed : line.style_dotted,
width=mm_lineWidth)
lb = mm_showLabels ? label.new(bar_index + mm_lineExt + mm_labelOff, _price,
text=_txt + " " + str.tostring(_price, format.mintick),
xloc=xloc.bar_index, style=label.style_none, textcolor=_col,
size=size.small) : na
[ln, lb]
if first_bar and not na(yClose) and not na(currentABR)
if mm_show05x
f_drawLevel(bull05, mm_colBull05, "solid", "Bull 0.5x")
f_drawLevel(bear05, mm_colBear05, "solid", "Bear 0.5x")
if mm_show1x
f_drawLevel(bull1, mm_colBull1, "solid", "Bull 1.0x")
f_drawLevel(bear1, mm_colBear1, "solid", "Bear 1.0x")
if mm_show15x
f_drawLevel(bull15, mm_colBull15, "dashed", "Bull 1.5x")
f_drawLevel(bear15, mm_colBear15, "dashed", "Bear 1.5x")
if mm_show2x
f_drawLevel(bull2, mm_colBull2, "dashed", "Bull 2.0x")
f_drawLevel(bear2, mm_colBear2, "dashed", "Bear 2.0x")
if mm_showYClose
f_drawLevel(yClose, mm_colYClose, "dotted", "y.Close")
if mm_showYHiLo and not na(yHigh)
f_drawLevel(yHigh, mm_colYHiLo, "dotted", "y.Hi")
f_drawLevel(yLow, mm_colYHiLo, "dotted", "y.Lo")
if mm_showYdMM and not na(yHigh) and not na(yLow)
f_drawLevel(yHigh + yRange, mm_colYdMM, "dotted", "yd MM up")
f_drawLevel(yLow - yRange, mm_colYdMM, "dotted", "yd MM dn")
// ============================================================================
// MODULE 1 — TARGETS TABLE (debug, independently toggled)
// ============================================================================
if mm_showTable and barstate.islast and not na(currentABR)
sz = switch mm_tableSize
"tiny" => size.tiny
"small" => size.small
"normal" => size.normal
"large" => size.large
=> size.small
var table mmTbl = table.new(position.top_left, 2, 12,
bgcolor=color.new(#1a1a2e, 10), border_color=color.new(color.gray, 70),
border_width=1, frame_color=color.new(color.gray, 50), frame_width=1)
table.cell(mmTbl, 0, 0, "ABR MM Targets", text_color=color.white,
text_size=sz, bgcolor=color.new(#059669, 20), text_halign=text.align_left)
table.cell(mmTbl, 1, 0, "from y.Close", text_color=color.gray,
text_size=sz, bgcolor=color.new(#059669, 20), text_halign=text.align_right)
table.cell(mmTbl, 0, 1, "y.Close", text_color=mm_colYClose,
text_size=sz, text_halign=text.align_left)
table.cell(mmTbl, 1, 1, str.tostring(yClose, format.mintick), text_color=mm_colYClose,
text_size=sz, text_halign=text.align_right)
table.cell(mmTbl, 0, 2, "ABR (" + str.tostring(lookback) + "d)",
text_color=color.white, text_size=sz, text_halign=text.align_left)
table.cell(mmTbl, 1, 2, str.tostring(currentABR, "#.##"), text_color=color.white,
text_size=sz, text_halign=text.align_right)
table.cell(mmTbl, 0, 3, "y.Range", text_color=color.gray,
text_size=sz, text_halign=text.align_left)
table.cell(mmTbl, 1, 3, str.tostring(yRange, "#.##") + " (" +
str.tostring(not na(yRange) and currentABR > 0 ? yRange / currentABR : na, "#.##") + "x ABR)",
text_color=color.gray, text_size=sz, text_halign=text.align_right)
table.cell(mmTbl, 0, 4, "--- Bull ---", text_color=mm_colBull1,
text_size=sz, text_halign=text.align_left)
table.cell(mmTbl, 1, 4, "", text_size=sz)
int row = 5
if mm_show05x
table.cell(mmTbl, 0, row, "Bull 0.5x", text_color=mm_colBull05, text_size=sz, text_halign=text.align_left)
table.cell(mmTbl, 1, row, str.tostring(bull05, format.mintick), text_color=mm_colBull05, text_size=sz, text_halign=text.align_right)
row += 1
if mm_show1x
table.cell(mmTbl, 0, row, "Bull 1.0x", text_color=mm_colBull1, text_size=sz, text_halign=text.align_left)
table.cell(mmTbl, 1, row, str.tostring(bull1, format.mintick), text_color=mm_colBull1, text_size=sz, text_halign=text.align_right)
row += 1
if mm_show15x
table.cell(mmTbl, 0, row, "Bull 1.5x", text_color=mm_colBull15, text_size=sz, text_halign=text.align_left)
table.cell(mmTbl, 1, row, str.tostring(bull15, format.mintick), text_color=mm_colBull15, text_size=sz, text_halign=text.align_right)
row += 1
if mm_show2x
table.cell(mmTbl, 0, row, "Bull 2.0x", text_color=mm_colBull2, text_size=sz, text_halign=text.align_left)
table.cell(mmTbl, 1, row, str.tostring(bull2, format.mintick), text_color=mm_colBull2, text_size=sz, text_halign=text.align_right)
row += 1
table.cell(mmTbl, 0, row, "--- Bear ---", text_color=mm_colBear1,
text_size=sz, text_halign=text.align_left)
table.cell(mmTbl, 1, row, "", text_size=sz)
row += 1
if mm_show05x
table.cell(mmTbl, 0, row, "Bear 0.5x", text_color=mm_colBear05, text_size=sz, text_halign=text.align_left)
table.cell(mmTbl, 1, row, str.tostring(bear05, format.mintick), text_color=mm_colBear05, text_size=sz, text_halign=text.align_right)
row += 1
if mm_show1x
table.cell(mmTbl, 0, row, "Bear 1.0x", text_color=mm_colBear1, text_size=sz, text_halign=text.align_left)
table.cell(mmTbl, 1, row, str.tostring(bear1, format.mintick), text_color=mm_colBear1, text_size=sz, text_halign=text.align_right)
row += 1
if mm_show15x
table.cell(mmTbl, 0, row, "Bear 1.5x", text_color=mm_colBear15, text_size=sz, text_halign=text.align_left)
table.cell(mmTbl, 1, row, str.tostring(bear15, format.mintick), text_color=mm_colBear15, text_size=sz, text_halign=text.align_right)
row += 1
if mm_show2x
table.cell(mmTbl, 0, row, "Bear 2.0x", text_color=mm_colBear2, text_size=sz, text_halign=text.align_left)
table.cell(mmTbl, 1, row, str.tostring(bear2, format.mintick), text_color=mm_colBear2, text_size=sz, text_halign=text.align_right)
// ============================================================================
// MODULE 2 — OPENING RANGE
// ============================================================================
or_new_day = ta.change(time("D")) != 0
or_bars_since = ta.barssince(or_new_day)
var float or_hi = na
var float or_lo = na
var float or_lockedHigh = na
var float or_lockedLow = na
if or_bars_since == 0
or_hi := high
or_lo := low
or_lockedHigh := na
or_lockedLow := na
else if or_bars_since < or_bars
or_hi := math.max(or_hi, high)
or_lo := math.min(or_lo, low)
if or_bars_since == or_bars - 1
or_lockedHigh := or_hi
or_lockedLow := or_lo
or_dailyHigh = request.security(syminfo.tickerid, "D", high)
or_dailyLow = request.security(syminfo.tickerid, "D", low)
or_dailyRange = or_dailyHigh - or_dailyLow
or_adr = ta.sma(or_dailyRange, lookback)
or_range18 = or_lockedHigh - or_lockedLow
or_rangePct = or_adr != 0 ? (or_range18 / or_adr) * 100 : na
or_drawProj(bool show, float mult, color col, string tag, int x1, int x2, float rHi, float rLo, float rng) =>
if show
float upTgt = rHi + mult * rng
float dnTgt = rLo - mult * rng
line.new(x1, upTgt, x2, upTgt, color=col, style=line.style_dashed, width=1)
line.new(x1, dnTgt, x2, dnTgt, color=col, style=line.style_dashed, width=1)
if or_showProjLbl
label.new(x2, upTgt, tag, style=label.style_label_left, textcolor=col, size=size.small, color=color.new(color.black, 100))
label.new(x2, dnTgt, tag, style=label.style_label_left, textcolor=col, size=size.small, color=color.new(color.black, 100))
if or_bars_since == or_bars - 1
if or_showBox
box.new(bar_index - (or_bars - 1), or_lockedHigh, bar_index, or_lockedLow,
border_color=or_boxColor,
bgcolor=color.new(or_boxColor, or_boxTrans))
if or_showLabel
label.new(bar_index, or_lockedHigh,
str.tostring(or_range18, format.mintick) +
"\nD: " + str.tostring(or_dailyRange, format.mintick) +
"\n%: " + str.tostring(or_rangePct, "#.##") + "%",
style=label.style_label_down, textcolor=or_lblColor, size=size.normal)
int x1 = bar_index + 1
int x2 = bar_index + or_projLen
// v1.5: 0.25x added first
or_drawProj(or_show025, 0.25, or_col025, "0.25x", x1, x2, or_lockedHigh, or_lockedLow, or_range18)
or_drawProj(or_show050, 0.50, or_col050, "0.5x", x1, x2, or_lockedHigh, or_lockedLow, or_range18)
or_drawProj(or_show075, 0.75, or_col075, "0.75x", x1, x2, or_lockedHigh, or_lockedLow, or_range18)
or_drawProj(or_show100, 1.00, or_col100, "1.0x", x1, x2, or_lockedHigh, or_lockedLow, or_range18)
or_drawProj(or_show150, 1.50, or_col150, "1.5x", x1, x2, or_lockedHigh, or_lockedLow, or_range18)
or_drawProj(or_show200, 2.00, or_col200, "2.0x", x1, x2, or_lockedHigh, or_lockedLow, or_range18)
// ============================================================================
// MODULE 3 — VOLATILITY STATS TABLE
// ============================================================================
// --- Chart-timeframe ABR ---
float st_bar_range = high - low
float st_abr_raw = math.sum(st_bar_range, lookback) / lookback
var float st_abr = na
if barstate.isconfirmed
st_abr := st_abr_raw
// --- RTH ADR ---
var float st_ses_hi = na
var float st_ses_lo = na
var array<float> st_completed_ranges = array.new_float(0)
if first_bar
if not na(st_ses_hi) and not na(st_ses_lo)
array.push(st_completed_ranges, st_ses_hi - st_ses_lo)
if array.size(st_completed_ranges) > lookback
array.shift(st_completed_ranges)
st_ses_hi := high
st_ses_lo := low
else if in_session
st_ses_hi := math.max(nz(st_ses_hi, high), high)
st_ses_lo := math.min(nz(st_ses_lo, low), low)
float st_rth_adr = array.size(st_completed_ranges) > 0 ? array.avg(st_completed_ranges) : na
float st_rth_today = not na(st_ses_hi) and not na(st_ses_lo) ? st_ses_hi - st_ses_lo : na
float st_rth_pct = not na(st_rth_adr) and st_rth_adr > 0 and not na(st_rth_today) ? (st_rth_today / st_rth_adr) * 100.0 : 0.0
// --- ETH ADR ---
string st_eth_ticker = ticker.modify(syminfo.tickerid, session=session.extended)
float st_eth_d_hi = request.security(st_eth_ticker, 'D', high)
float st_eth_d_lo = request.security(st_eth_ticker, 'D', low)
st_eth_adr_calc() =>
float s = 0.0
for i = 1 to lookback
s += (high[i] - low[i])
s / lookback
float st_eth_adr = request.security(st_eth_ticker, 'D', st_eth_adr_calc())
float st_eth_today = st_eth_d_hi - st_eth_d_lo
float st_eth_pct = not na(st_eth_adr) and st_eth_adr > 0 ? (st_eth_today / st_eth_adr) * 100.0 : 0.0
// --- % ADR colour ---
// v1.5: >= 80% = hard red; otherwise use configurable value colour
color st_rth_pct_col = st_rth_pct >= 80 ? color.red : st_colValue
color st_eth_pct_col = st_eth_pct >= 80 ? color.red : st_colValue
// --- OR % ADR (for stats table row) ---
float st_or_pct = not na(or_lockedHigh) and not na(or_lockedLow) and not na(st_rth_adr) and st_rth_adr > 0 ? ((or_lockedHigh - or_lockedLow) / st_rth_adr) * 100.0 : na
// --- v1.7: Swing / Scalp absolute values (from RTH ADR) ---
float st_swing = not na(st_rth_adr) ? st_rth_adr * (st_swingPct / 100.0) : na
float st_scalp = not na(st_rth_adr) ? st_rth_adr * (st_scalpPct / 100.0) : na
// --- Table position ---
stPos = switch st_position
"Top Left" => position.top_left
"Top Right" => position.top_right
"Bottom Left" => position.bottom_left
"Bottom Right" => position.bottom_right
=> position.top_right
// --- Draw Stats Table ---
// v1.7: table expanded to 10 rows to accommodate Swing + Scalp rows
if st_showTable and (barstate.islastconfirmedhistory or barstate.isrealtime)
var table stTbl = table.new(stPos, 3, 10, border_width=1)
int row = 0
if st_showSession
table.cell(stTbl, 0, row, session_display, text_color=color.gray, text_size=size.tiny)
table.cell(stTbl, 1, row, '', text_size=size.tiny)
table.cell(stTbl, 2, row, '', text_size=size.tiny)
table.merge_cells(stTbl, 0, row, 2, row)
row += 1
// Headers
table.cell(stTbl, 0, row, '', text_size=size.small)
table.cell(stTbl, 1, row, 'RTH', text_color=st_colHdrTxt, text_size=size.small,
bgcolor=color.new(st_colHdrRTH, 70))
table.cell(stTbl, 2, row, 'ETH', text_color=st_colHdrTxt, text_size=size.small,
bgcolor=color.new(st_colHdrETH, 70))
row += 1
// ABR
table.cell(stTbl, 0, row, 'ABR (' + str.tostring(lookback) + ')', text_color=st_colLabel, text_size=size.small)
table.cell(stTbl, 1, row, str.tostring(st_abr, format.mintick), text_color=st_colValue, text_size=size.small)
table.cell(stTbl, 2, row, '', text_color=st_colLabel, text_size=size.small)
row += 1
// ADR
table.cell(stTbl, 0, row, 'ADR (' + str.tostring(lookback) + ')', text_color=st_colLabel, text_size=size.small)
table.cell(stTbl, 1, row, str.tostring(math.round(nz(st_rth_adr)), '#'), text_color=st_colValue, text_size=size.small)
table.cell(stTbl, 2, row, str.tostring(math.round(nz(st_eth_adr)), '#'), text_color=st_colValue, text_size=size.small)
row += 1
// Today
table.cell(stTbl, 0, row, 'Today', text_color=st_colLabel, text_size=size.small)
table.cell(stTbl, 1, row, str.tostring(math.round(nz(st_rth_today)), '#'), text_color=st_colValue, text_size=size.small)
table.cell(stTbl, 2, row, str.tostring(math.round(nz(st_eth_today)), '#'), text_color=st_colValue, text_size=size.small)
row += 1
// % ADR — v1.5: red when >= 80%
table.cell(stTbl, 0, row, '% ADR', text_color=st_colLabel, text_size=size.small)
table.cell(stTbl, 1, row, str.tostring(math.round(st_rth_pct), '#') + '%', text_color=st_rth_pct_col, text_size=size.small)
table.cell(stTbl, 2, row, str.tostring(math.round(st_eth_pct), '#') + '%', text_color=st_eth_pct_col, text_size=size.small)
row += 1
// OR % — v1.5: RTH column only, blank until OR locked
table.cell(stTbl, 0, row, 'OR %', text_color=st_colLabel, text_size=size.small)
table.cell(stTbl, 1, row, not na(st_or_pct) ? str.tostring(math.round(st_or_pct), '#') + '%' : '-', text_color=st_colValue, text_size=size.small)
table.cell(stTbl, 2, row, '-', text_color=st_colLabel, text_size=size.small)
row += 1
// v1.7: Swing — RTH ADR * swing% (RTH only)
if st_showSwing
table.cell(stTbl, 0, row, 'Swing ' + str.tostring(math.round(st_swingPct), '#') + '%', text_color=st_colLabel, text_size=size.small)
table.cell(stTbl, 1, row, not na(st_swing) ? str.tostring(math.round(st_swing), '#') : '-', text_color=st_colValue, text_size=size.small)
table.cell(stTbl, 2, row, '-', text_color=st_colLabel, text_size=size.small)
row += 1
// v1.7: Scalp — RTH ADR * scalp% (RTH only)
if st_showScalp
table.cell(stTbl, 0, row, 'Scalp ' + str.tostring(math.round(st_scalpPct), '#') + '%', text_color=st_colLabel, text_size=size.small)
table.cell(stTbl, 1, row, not na(st_scalp) ? str.tostring(math.round(st_scalp), '#') : '-', text_color=st_colValue, text_size=size.small)
table.cell(stTbl, 2, row, '-', text_color=st_colLabel, text_size=size.small)
row += 1
// ============================================================================
// MODULE 3 — DATA WINDOW PLOTS (v1.8)
// ============================================================================
// These mirror the stats table values but live in the Data Window pane.
// They run independently of st_showTable — hide the table and these still show.
// display=display.data_window means no chart rendering, no pane, no lines.
plot(st_abr, title="ABR", display=display.data_window)
plot(st_rth_adr, title="ADR RTH", display=display.data_window)
plot(st_eth_adr, title="ADR ETH", display=display.data_window)
plot(st_rth_today, title="Today RTH", display=display.data_window)
plot(st_eth_today, title="Today ETH", display=display.data_window)
plot(st_rth_pct, title="% ADR RTH", display=display.data_window)
plot(st_eth_pct, title="% ADR ETH", display=display.data_window)
plot(st_or_pct, title="OR %", display=display.data_window)
plot(st_swing, title="Swing", display=display.data_window)
plot(st_scalp, title="Scalp", display=display.data_window)
// ============================================================================
// END
// ============================================================================
Overview
Zen Trading Toolkit draws an N-bar opening-range box and a volatility table of average bar range and average daily range for regular and electronic hours, including swing and scalp distance rows. Instrument presets set session and timezone for ES, FDAX, HSI and Nikkei, or a custom session. A shared lookback sets the range averages. Stats also appear in the data window when the table is hidden. It does not generate trade entries or exits.
The inputs you can change from the gear icon on the chart. Defaults are the author's.
Setting
Type
Default
Variable
Instrument
string
ES
instrument
Custom Session
session
0830-1600
custom_session
Custom Timezone
string
America/Chicago
custom_tz
Lookback Period (days)
int
8
lookback
Show 0.5x ABR targets
bool
true
mm_show05x
Show 1.0x ABR targets
bool
true
mm_show1x
Show 1.5x ABR targets
bool
false
mm_show15x
Show 2.0x ABR targets
bool
false
mm_show2x
Yesterday's RTH Close
bool
false
mm_showYClose
Yesterday's RTH Hi / Lo
bool
true
mm_showYHiLo
Yesterday's Range MM (1x from extremes)
bool
true
mm_showYdMM
Line Extension (bars)
int
20
mm_lineExt
Show all 40 settings
Setting
Type
Default
Variable
Line Width
int
1
mm_lineWidth
Show Labels
bool
true
mm_showLabels
Show Targets Table (debug)
bool
false
mm_showTable
Table Text Size
string
small
mm_tableSize
Label Offset (bars right)
int
5
mm_labelOff
Bull 0.5x
color
color.new(#059669, 60)
mm_colBull05
Bull 1.0x
color
color.new(#059669, 30)
mm_colBull1
Bull 1.5x
color
color.new(#059669, 15)
mm_colBull15
Bull 2.0x
color
color.new(#059669, 0)
mm_colBull2
Bear 0.5x
color
color.new(#DC2626, 60)
mm_colBear05
Bear 1.0x
color
color.new(#DC2626, 30)
mm_colBear1
Bear 1.5x
color
color.new(#DC2626, 15)
mm_colBear15
Bear 2.0x
color
color.new(#DC2626, 0)
mm_colBear2
Yesterday Close
color
color.new(#F59E0B, 30)
mm_colYClose
Yesterday Hi/Lo
color
color.new(color.gray, 50)
mm_colYHiLo
Yesterday Range MM
color
color.new(color.teal, 0)
mm_colYdMM
Opening Range Bars
int
18
or_bars
Show Box
bool
true
or_showBox
Box Color
color
color.orange
or_boxColor
Box Transparency
int
80
or_boxTrans
Show Range Label
bool
false
or_showLabel
Label Color
color
color.white
or_lblColor
Projection Length (bars)
int
40
or_projLen
0.25x
bool
false
or_show025
or_col025
color
color.new(color.yellow, 30)
or_col025
0.50x
bool
true
or_show050
or_col050
color
color.new(color.teal, 30)
or_col050
0.75x
bool
false
or_show075
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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