Prophet Model [TakingProphets]

The Prophet Model — context pipeline (HTF PDA → Sweep → CISD → EPE) with dynamic risk

Purpose
Informational overlay for organizing institutional context in real time. It does not issue buy/sell signals and is not financial advice. Use it to structure analysis and checklist-driven execution—not to automate decisions.

What it does (modules at a glance)

Projects HTF PD Arrays (FVGs) onto your current chart and maintains only the nearest active array.

Validates directional bias using Candle Range Theory (CRT) on the same HTF.

Tracks Liquidity Sweeps (BSL/SSL) on HTF-aware pivots.

Confirms Change in State of Delivery (CISD) via displacement after a sweep.

Optionally refines entries with EPE when a local (internal) imbalance forms right after CISD.

Derives dynamic TP/BE/SL from measured displacement and recent extremes (not fixed distances).

Keeps a rules checklist (PDA tap → CRT → Sweep → CISD) and a relationships table (common HTF↔LTF pairings) to enforce process.

How it works (integration, not a mashup)

The modules are sequenced on one HTF time base so each step gates the next:

HTF PD Arrays (context zone). The model identifies valid HTF FVGs, filters tiny/weekend gaps, removes arrays that are invalidated by clean trades-through, and persists only the nearest PDA. This focuses attention on the institutional zone most likely to matter now.

CRT (directional gating). CRT on the same HTF establishes a provisional bias. No entries are implied; CRT simply permits or forbids the following steps. If CRT disagrees with the PDA context, the checklist remains incomplete.

Liquidity Sweep (event). The model tracks HTF-aware BSL/SSL pivots. A sweep only “counts” if it occurs in relation to the active PDA (tap/engagement). This prevents generic swing-high/low tags from triggering downstream logic.

CISD (confirmation). After a qualified sweep, the tool looks for displacement through the sequence open (the open of the impulsive leg beginning at or immediately after the sweep). Crossing that threshold confirms CISD, which marks a structural delivery shift consistent with the CRT bias.

EPE (refinement, optional). Immediately following CISD, the model scans for a fresh internal imbalance. If found quickly, it promotes that price area as the Easiest Point of Entry (EPE) and relabels the reference. If not, the CISD level remains primary.

Dynamic risk levels. TP/BE/SL are derived from the measured displacement around the CISD leg (e.g., BE ≈ 1× leg, TP ≈ 2.25× stretch; SL aligned to nearby structural extremes rather than a fixed pip offset). Levels update with structure and can display prices.

By chaining PDA → CRT → Sweep → CISD → (EPE) → Risk on a single HTF backbone, the tool creates a coherent workflow where later signals simply do not appear without earlier context. That’s why this is not a bundle of independent features: each module’s output is another module’s input.

Concepts & operational rules (high level)
HTF PD Arrays (FVGs)

Uses a standard three-candle gap definition on the chosen HTF, with filters for weekend/tiny gaps.

Inverse mitigation: if price trades cleanly through an array, the box is removed and internal state resets.

Nearest-PDA persistence: when multiple arrays exist, only the closest remains visible to reduce clutter.

Optional right-extension draws lingering influence X bars forward.

Candle Range Theory (CRT)

Bullish CRT: candle 2 wicks below candle 1’s low but closes back inside candle 1’s range, without taking its high.

Bearish CRT: candle 2 wicks above candle 1’s high but closes back inside candle 1’s range, without taking its low.

Role: bias validation paired to CISD when alignments match the active PDA.

Liquidity Sweeps (BSL/SSL)

Tracks candidate HTF pivots as buy-/sell-side liquidity.

A sweep registers when price takes a tracked pivot in the vicinity of the active PDA.

CISD (Change in State of Delivery)

Finds the sequence open for the impulsive leg that begins at/after the sweep.

Bearish path (after BSL sweep): CISD when close < sequence-open.

Bullish path (after SSL sweep): CISD when close > sequence-open.

On confirmation, the model plots a CISD line, checks the box in the Strategy Checklist, and triggers risk calc.

EPE (Easiest Point of Entry)

Within a short window after CISD, scans for a local imbalance; if present, promotes that level as EPE.

If no imbalance forms, CISD remains the operative reference.

Dynamic TP / BE / SL

Built from the measured leg around CISD (not fixed pip steps).

Approximate geometry: BE ≈ 1× leg, TP ≈ 2.25× leg; SL respects nearby structural extremes.

Labels and price markers are optional.

Architecture notes

Maps the current chart to a higher timeframe (e.g., 15s→M5, M1→M15, M5→H1, M15→H4, H1→D, H4→W, D→M).

Retrieves HTF OHLC/time with no lookahead so structures update intrabar until the HTF bar closes.

Periodic cleanup clears obsolete lines/labels/boxes to keep charts responsive.

Inputs (summary)

FVGs/PD Arrays: show/hide, colors, borders, label size, right-extension, nearest-only toggle.

CRT: enable/disable, label style.

Sweeps/CISD/EPE: enable/disable, line/label styles, EPE window.

Risk Levels (TP/BE/SL): enable each, price labels on/off, colors.

Tables/Checklist: strategy checklist on/off; relationships table (common HTF↔LTF pairings); text sizes and header colors.

Alerts (optional)

You may add alertconditions aligned with these events in your own workspace:

HTF PDA tap (bullish/bearish box)

CRT detected (bullish/bearish)

CISD confirmed (bullish/bearish)

EPE set/updated

Example messages:

“Prophet: CISD confirmed on {{ticker}} / {{interval}}”

“Prophet: EPE refined at {{close}} ({{time}})”

Notes & limitations

HTF values are provisional until the HTF bar closes; labels/levels can update while forming.

CISD/EPE are live conditions; they can form and later invalidate within the same HTF bar.

Liquidity relationships vary by market/regime; thin sessions and large gaps can affect clarity.

Educational tool only. No performance claims; no trade signals.

Originality & scope (for protected/invite-only publications)

A single HTF-synchronized engine sequences PDA → CRT → Sweep → CISD → (EPE) and withholds later steps unless prerequisites are met.

Nearest-PDA persistence and inverse-mitigation enforce focus on the most relevant institutional zone.

Displacement-based risk math ties TP/BE/SL to structure instead of static offsets.

Checklist + relationships table promote consistent, rules-first behavior and reduce discretionary drift.

Attribution: Concepts inspired by ICT (PD arrays/FVGs, CRT, sweeps, displacement, refined entries). Design, integration logic, and risk framework by TakingProphets.