Strat Structure Engine 3-F2 Tiered

10 jam lalu

Strat Structure Engine – 3→F2 Tiered Dashboard
Overview
The Strat Structure Engine – 3→F2 Tiered Dashboard is a structure-focused indicator built on The Strat methodology, designed to identify, score, and tier high-quality 3 → Failed 2 (3→F2) structural failures in real time.
Rather than treating all Failed 2s equally, this script evaluates structure strength, volatility, volume participation, and candle quality, producing a tiered signal system that helps traders prioritize only the most meaningful setups.
This indicator is intended for traders who want objective structure validation, not subjective pattern guessing.
Core Concepts
This script focuses on three-bar structure transitions, specifically:
3 → Failed 2 (3→F2)
Supporting context via 3→1 and 1→3 structural sequences
Optional Inside Bar detection for compression awareness
The primary edge comes from grading the quality of the 3→F2, not merely detecting it.
3→F2 Tiered Scoring System
When a confirmed 3-bar is followed by a strict Failed 2, the script assigns a numeric score (0–8) based on four objective components:
1. Three-Bar Structure Quality
Measured using ATR-based range expansion:
Large expansion relative to ATR receives higher scores
Ensures the setup originates from meaningful volatility, not noise
2. Failed 2 Close Quality
Evaluates where price closes relative to the midpoint of the prior 3-bar:
Strong closes through the midpoint score higher
Weak or indecisive closes are downgraded
3. Body Dominance
Measures the body-to-range ratio of the Failed 2 candle:
Large, decisive bodies indicate real participation
Wicks and indecision reduce the score
4. Relative Volume Confirmation
Compares current volume against a moving average baseline:
Elevated volume confirms acceptance
Low volume reduces conviction
Tier Classification
Based on the total score, each valid 3→F2 is classified into a tier:
A+ Tier → Exceptional structure, volatility, and participation
A Tier → High-quality, trade-worthy setup
B Tier → Valid but lower-confidence structure
Below Threshold → Ignored (filtered out)
Only setups meeting a minimum quality threshold are labeled, helping reduce chart clutter and overtrading.
Visual & Dashboard Features
Clear directional labels plotted above or below bars
Tier designation and score display (e.g., 6/8)
Configurable toggles for:
Failed 2 labels
3→1 and 1→3 sequence labels
Inside Bar labels
3→F2 tier labels
Designed to work cleanly across all timeframes and instruments
Intended Use
This indicator is best used as:
A structure qualification layer, not a standalone entry trigger
A tool to rank setups, not force trades
Confirmation alongside:
Key levels (VWAP, Value Area, prior highs/lows)
Order flow or delta tools
Session context (RTH, Globex, IB)
What This Indicator Is Not
Not a prediction tool
Not a signal that guarantees outcome
Not a replacement for risk management
It objectively answers one question only:
“Is this 3→Failed 2 structurally strong enough to matter?”

10 jam lalu

Nota Keluaran

Strat Structure Engine – 3→F2 Tiered Dashboard
Overview
The Strat Structure Engine – 3→F2 Tiered Dashboard is a structure-focused indicator built on The Strat methodology, designed to identify, score, and tier high-quality 3 → Failed 2 (3→F2) structural failures in real time.
Rather than treating all Failed 2s equally, this script evaluates structure strength, volatility, volume participation, and candle quality, producing a tiered signal system that helps traders prioritize only the most meaningful setups.
This indicator is intended for traders who want objective structure validation, not subjective pattern guessing.
Core Concepts
This script focuses on three-bar structure transitions, specifically:
3 → Failed 2 (3→F2)
Supporting context via 3→1 and 1→3 structural sequences
Optional Inside Bar detection for compression awareness
The primary edge comes from grading the quality of the 3→F2, not merely detecting it.
3→F2 Tiered Scoring System
When a confirmed 3-bar is followed by a strict Failed 2, the script assigns a numeric score (0–8) based on four objective components:
1. Three-Bar Structure Quality
Measured using ATR-based range expansion:
Large expansion relative to ATR receives higher scores
Ensures the setup originates from meaningful volatility, not noise
2. Failed 2 Close Quality
Evaluates where price closes relative to the midpoint of the prior 3-bar:
Strong closes through the midpoint score higher
Weak or indecisive closes are downgraded
3. Body Dominance
Measures the body-to-range ratio of the Failed 2 candle:
Large, decisive bodies indicate real participation
Wicks and indecision reduce the score
4. Relative Volume Confirmation
Compares current volume against a moving average baseline:
Elevated volume confirms acceptance
Low volume reduces conviction
Tier Classification
Based on the total score, each valid 3→F2 is classified into a tier:
A+ Tier → Exceptional structure, volatility, and participation
A Tier → High-quality, trade-worthy setup
B Tier → Valid but lower-confidence structure
Below Threshold → Ignored (filtered out)
Only setups meeting a minimum quality threshold are labeled, helping reduce chart clutter and overtrading.
Visual & Dashboard Features
Clear directional labels plotted above or below bars
Tier designation and score display (e.g., 6/8)
Configurable toggles for:
Failed 2 labels
3→1 and 1→3 sequence labels
Inside Bar labels
3→F2 tier labels
Designed to work cleanly across all timeframes and instruments
Intended Use
This indicator is best used as:
A structure qualification layer, not a standalone entry trigger
A tool to rank setups, not force trades
Confirmation alongside:
Key levels (VWAP, Value Area, prior highs/lows)
Order flow or delta tools
Session context (RTH, Globex, IB)
What This Indicator Is Not
Not a prediction tool
Not a signal that guarantees outcome
Not a replacement for risk management
It objectively answers one question only:
“Is this 3→Failed 2 structurally strong enough to matter?”