AG Pro Failed Break Quality [AGPro Series]AG Pro Failed Break Quality
OVERVIEW
AG Pro Failed Break Quality is a rules-based indicator designed to evaluate failed breakout and failed breakdown events around confirmed horizontal structure.
The script is built for a different market event than AG Pro Break-Retest Quality. While Break-Retest Quality focuses on a confirmed break first and then measures the quality of the first retest after that break, this script focuses on the opposite side of structure behavior: attempted breaks that fail, followed by a reclaim back through the level.
In practical terms, the script looks for situations where price moves through a confirmed support or resistance area, fails to sustain that move, and then reclaims the level. It then scores that reclaim event using a structured process instead of treating every failed break as equally meaningful.
This is important because not all failed breaks carry the same information. Some are shallow liquidity probes. Some are noisy whipsaws inside weak structure. Some produce an immediate reclaim but show poor follow-through. Others reclaim cleanly and then continue away from the level with enough confirmation to justify attention. The purpose of this script is to separate those outcomes in a transparent and repeatable way.
The indicator combines three visual layers:
1) confirmed horizontal structure,
2) active support and resistance zones,
3) scored reclaim events labeled as Bullish Reclaim or Bearish Reclaim.
The result is a structure-aware failed break framework that helps users study when a level rejection becomes a valid reclaim event rather than just a temporary spike through support or resistance.
WHAT THIS SCRIPT DOES
The script identifies confirmed support and resistance areas from repeated pivot interaction, builds narrow structure zones around those levels, and then monitors price for failed break behavior.
For bullish reclaim logic, the script tracks cases where price breaks below confirmed support, fails to continue lower in a meaningful way, and then closes back above the level. After that reclaim, it evaluates the event using follow-through and adverse-move checks. If the event meets the minimum quality threshold, a Bullish Reclaim label is printed.
For bearish reclaim logic, the script tracks cases where price breaks above confirmed resistance, fails to continue higher in a meaningful way, and then closes back below the level. If the reclaim is confirmed by follow-through and passes the quality filter, a Bearish Reclaim label is printed.
The indicator is not trying to call every local reversal. It is specifically centered on failed breaks around confirmed horizontal structure.
WHY THIS SCRIPT IS DIFFERENT FROM AG PRO BREAK-RETEST QUALITY
This distinction should be explicit.
AG Pro Break-Retest Quality and AG Pro Failed Break Quality are related by theme, but they are not the same script, not the same event model, and not the same decision framework.
AG Pro Break-Retest Quality is built around this sequence:
- a confirmed horizontal level is broken,
- price later returns to that broken level,
- the script evaluates the quality of the first retest.
That tool is centered on continuation logic after a confirmed break. The core question there is:
“How clean and meaningful is the first retest after the break?”
AG Pro Failed Break Quality is built around a different sequence:
- price attempts to break through confirmed support or resistance,
- the move fails,
- price reclaims the level,
- the script evaluates the quality of that failed break reclaim.
The core question here is:
“How meaningful is the reclaim after the failed break?”
That is a materially different problem.
More specifically, the two scripts differ in the following ways:
1) Event type
Break-Retest Quality studies post-break retests.
Failed Break Quality studies failed breaks and reclaim events.
2) Structural interpretation
Break-Retest Quality treats the level as already resolved by a confirmed break and then studies the return into that level.
Failed Break Quality treats the level as still contested until the false break fails and the reclaim is confirmed.
3) Signal meaning
Break-Retest Quality is primarily about continuation quality after a break.
Failed Break Quality is primarily about rejection and reversal quality after a failed break.
4) Lifecycle logic
Break-Retest Quality monitors break -> retest.
Failed Break Quality monitors break attempt -> failure -> reclaim -> follow-through.
5) Scoring context
Break-Retest Quality is scoring the retest event after a valid break.
Failed Break Quality is scoring the reclaim event after an invalid break attempt.
6) Use case
Break-Retest Quality is better suited to studying continuation structures.
Failed Break Quality is better suited to studying rejection structures, failed auctions, and reclaim behavior.
For moderation and transparency purposes, this script should be understood as a separate analytical tool that addresses a separate market behavior. It is not a relabel, not a cosmetic fork, and not a title-only variation of the previous script. The logic path, event sequencing, signal interpretation, and intended use case are different.
HOW THE SCRIPT WORKS
The workflow is intentionally structured.
Step 1: Confirm horizontal structure
The script first builds support and resistance references from repeated pivot interaction. A level is not treated as confirmed from a single touch. The idea is to require some structural validation before failed break logic is applied.
Step 2: Build active zones
Once structure is confirmed, the script draws narrow support and resistance zones around the center level. These zones provide context for the reclaim logic and make it easier to understand whether price is interacting with meaningful structure or just drifting inside noise.
Step 3: Detect the break attempt
For bullish reclaim candidates, price must break below confirmed support by at least a minimum depth threshold.
For bearish reclaim candidates, price must break above confirmed resistance by at least a minimum depth threshold.
This is meant to reduce trivial level pokes that do not represent a real break attempt.
Step 4: Require the reclaim
After the failed break attempt, price must reclaim back through the level within a limited number of bars. If the reclaim never happens, or happens too late, the candidate is rejected.
Step 5: Evaluate quality
When the reclaim occurs, the script measures the event using a scoring framework that includes:
- level integrity,
- break weakness,
- reclaim speed,
- rejection strength,
- follow-through quality.
Step 6: Apply event filtering
The script does not print every reclaim candidate. The event must pass the minimum score threshold and additional follow-through checks before a label is shown.
Step 7: Lock the structure family
To avoid repeated low-value prints from the same structure family, the script uses family-based logic so identical or near-identical structure does not continuously generate duplicate reclaim labels.
SCORE COMPONENTS
The score is not a predictive promise. It is a rules-based quality filter.
Level Integrity
This component reflects how structurally meaningful the level appears based on repeated interaction. Levels built from stronger repeated clustering are treated more seriously than isolated single-point reactions.
Break Weakness
This component evaluates how convincing or unconvincing the break attempt was. A weak extension beyond the level is not treated the same as a broad, sustained move.
Reclaim Speed
This component measures how quickly price reclaims the level after the failed break. Faster reclaims generally receive more credit than slow or delayed recoveries.
Rejection Strength
This component evaluates candle behavior at reclaim. It considers the internal rejection character of the reclaim bar, such as wick structure, close location, and body behavior.
Follow-Through
This component evaluates whether price actually continues away from the reclaimed level rather than simply crossing it and stalling immediately.
Together these inputs help the script distinguish between a clean reclaim and a weak, low-information bounce.
VISUAL COMPONENTS
Bullish Reclaim
Printed when support is broken, the break fails, price reclaims the support level, and the event passes the score and follow-through filters.
Bearish Reclaim
Printed when resistance is broken, the break fails, price reclaims back below resistance, and the event passes the score and follow-through filters.
Support Zone
An active support structure zone derived from confirmed horizontal interaction.
Resistance Zone
An active resistance structure zone derived from confirmed horizontal interaction.
Confirmed Levels
The script also draws the center level for each active structure zone.
BEST USE CASE
This script is primarily designed for 1H to 4H use.
In that range, structure usually has enough stability to support reclaim analysis while still providing a practical number of events to study.
It can also be used on higher timeframes for broader structural context, but event frequency may decrease and the output becomes more selective.
On lower timeframes, users should expect more noise and should interpret reclaim signals in the context of market regime, volatility, and chart structure rather than as standalone triggers.
KEY INPUTS
Base Pivot Length
Controls the pivot length used in structure formation.
Base Level Match Tolerance (ATR)
Controls how tightly pivots must cluster to be treated as part of the same level.
Base Minimum Touches
Controls how many interactions are required before a level is treated as confirmed.
Base Minimum Break Depth (ATR)
Defines the minimum extension beyond the level required to qualify as a true break attempt.
Base Maximum Bars Allowed For Reclaim
Defines how long the script will wait for a reclaim before rejecting the candidate.
Base Follow-Through Bars
Controls how many bars are used before the reclaim event is fully evaluated.
Base Minimum Follow-Through (ATR)
Controls how much movement away from the reclaimed level is required.
Base Maximum Adverse Move (ATR)
Limits how much adverse movement is tolerated after the reclaim.
Base Family Reset Band (ATR)
Controls how structure families are grouped and reset.
Base Minimum Score To Print
Defines the minimum score required before a reclaim event is displayed.
Signal Label Size / Structure Tag Size / Structure Tag Bars Forward
These settings allow users to adjust the visual layout for readability.
TRANSPARENCY AND LIMITATIONS
This script is not a prediction engine.
It does not forecast future direction with certainty.
It evaluates the quality of a specific structure event after price behavior has already revealed a failed break and reclaim pattern.
Like all structure-based tools, it depends on chart context.
The same reclaim score may behave differently in a trend, a range, or a highly volatile event-driven environment.
The script does not replace execution rules, risk management, or broader market analysis.
Users should also be aware that:
- structure quality can vary across symbols and timeframes,
- lower timeframes may produce more noise,
- higher timeframes may produce fewer but slower events,
- reclaim signals can still fail,
- zones are model-based approximations of structure, not guaranteed support or resistance.
Because the script uses confirmed pivot and bar-based reclaim logic, signal timing may differ from purely discretionary chart marking. That is expected. The goal is consistency and transparency rather than manual hindsight labeling.
WHAT THIS SCRIPT IS NOT
This script is not a breakout strategy.
This script is not a generic reversal marker.
This script is not a repainted “perfect top and bottom” detector.
This script is not a renamed copy of AG Pro Break-Retest Quality.
It is a separate structure-analysis tool focused on failed break reclaim quality.
ALERTS
Bullish Reclaim
Fires when a bullish reclaim event is confirmed under the script’s rules.
Bearish Reclaim
Fires when a bearish reclaim event is confirmed under the script’s rules.
Because alerts are tied to confirmed rule conditions, they should be interpreted as event notifications, not guaranteed trade outcomes.
PRACTICAL INTERPRETATION
A Bullish Reclaim label means the script detected a failed breakdown below confirmed support, followed by a reclaim and enough validation to classify that reclaim as meaningful.
A Bearish Reclaim label means the script detected a failed breakout above confirmed resistance, followed by a reclaim back below that level and enough validation to classify that reclaim as meaningful.
Neither label should be treated as financial advice or as a guaranteed trade instruction.
RISK DISCLOSURE
This indicator is for chart analysis and educational use.
It does not guarantee outcomes.
Markets are probabilistic, and any reclaim event can fail.
Always use independent judgment, position sizing discipline, and risk management.
NOT FINANCIAL ADVICE
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