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HTF S&D Zones
This indicator is a comprehensive Supply and Demand engine designed to identify and track significant price levels from a Higher Timeframe (HTF) onto your current chart. It features a dynamic scoring system and automated lifecycle management to filter out weak levels and focus on high-probability zones.
Core Functionalities -
Multi-Factor Scoring Engine (0-100): Every zone is assigned a real-time score based on its initial formation and subsequent price action:
Departure Strength: Measures how explosively price moved away from the zone.
Volume Confirmation: Evaluates relative volume at the time of the zone's creation.
Zone Tightness: Thinner zones are weighted more heavily for higher precision.
Freshness & Age: Bonus points are awarded to untested zones, with a gradual decay for older ones.
Dynamic Lifecycle & Mitigation:
Test Tracking: Automatically counts "touches" (mitigations). Zones fade in visibility as they are tested and are deleted once they reach a user-defined test limit or fall below a minimum score.
Polarity Flipping: If a zone is breached by a candle close, it can optionally "flip" (e.g., Supply becomes Demand) rather than being deleted, maintaining its historical significance as a support/resistance flip.
On-Chart Dashboard: A real-time table that sorts active zones by score, displaying critical data like price level, test count, and volume ratio.
Visual Intelligence:
Transparency Scaling: Stronger, higher-scoring zones appear bold, while weak or exhausted zones become increasingly transparent.
Proximity Highlighting: Zones brighten and borders thicken when price enters the alert distance of a high-score level.
Usage -
Volatile Assets (NQ/ES): Increase the Min Departure (×ATR) and Edge Padding to filter out market noise and account for price "wicking" through levels.
Clean Charts: Set the Min Score threshold (e.g., 50) to automatically hide low-probability or exhausted zones.
Trend Alignment: Use the dashboard to identify Fresh (●) zones for high-probability reversals or Flipped (⟲) zones for S/R flip entries.
Core Functionalities -
Multi-Factor Scoring Engine (0-100): Every zone is assigned a real-time score based on its initial formation and subsequent price action:
Departure Strength: Measures how explosively price moved away from the zone.
Volume Confirmation: Evaluates relative volume at the time of the zone's creation.
Zone Tightness: Thinner zones are weighted more heavily for higher precision.
Freshness & Age: Bonus points are awarded to untested zones, with a gradual decay for older ones.
Dynamic Lifecycle & Mitigation:
Test Tracking: Automatically counts "touches" (mitigations). Zones fade in visibility as they are tested and are deleted once they reach a user-defined test limit or fall below a minimum score.
Polarity Flipping: If a zone is breached by a candle close, it can optionally "flip" (e.g., Supply becomes Demand) rather than being deleted, maintaining its historical significance as a support/resistance flip.
On-Chart Dashboard: A real-time table that sorts active zones by score, displaying critical data like price level, test count, and volume ratio.
Visual Intelligence:
Transparency Scaling: Stronger, higher-scoring zones appear bold, while weak or exhausted zones become increasingly transparent.
Proximity Highlighting: Zones brighten and borders thicken when price enters the alert distance of a high-score level.
Usage -
Volatile Assets (NQ/ES): Increase the Min Departure (×ATR) and Edge Padding to filter out market noise and account for price "wicking" through levels.
Clean Charts: Set the Min Score threshold (e.g., 50) to automatically hide low-probability or exhausted zones.
Trend Alignment: Use the dashboard to identify Fresh (●) zones for high-probability reversals or Flipped (⟲) zones for S/R flip entries.
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
Tatanka Trading | Futures Market Structure Automated Auction Theory & ML Levels for ES & NQ.
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
Tatanka Trading | Futures Market Structure Automated Auction Theory & ML Levels for ES & NQ.
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。