Range Lattice

## RangeLattice

RangeLattice constructs a higher-timeframe scaffolding on any intraday chart, locking in structural highs/lows, mid/quarter grids, VWAP confluence, and live acceptance/break analytics. It provides a non-repainting overlay that turns range management into a disciplined process.

HOW IT WORKS

• Structure Harvesting – Using

  request.security()

  , the script samples highs/lows from a user-selected timeframe (default 240 minutes) over a configurable lookback to establish the dominant range.
  
• Grid Construction – Midpoint and quarter levels are derived mathematically, mirroring how institutional traders map distribution/accumulation zones.
  
• Acceptance Detection – Consecutive closes inside the range flip an acceptance flag and darken the cloud, signaling balanced auction conditions.
  
• Break Confirmation – Multi-bar closes outside the structure raise break labels and alerts, filtering the countless fake-outs that plague breakout traders.
  
• VWAP Fan Overlay – Session VWAP plus ATR-based bands provide a live measure of flow centering relative to the lattice.
  

HOW TO USE IT

• Range Plays: Fade taps of the outer rails only when acceptance is active and VWAP sits inside the grid—this is where mean-reversion works best.
  
• Breakout Plays: Wait for confirmed break labels before entering expansion trades; the dashboard's Width/ATR metric tells you if the expansion has enough fuel.
  
• Market Prep: Carry the same lattice from pre-market into regular trading hours by keeping the structure timeframe fixed; alerts keep you notified even when managing multiple tickers.
  

VISUAL FEATURES

• Range Tap and Mid Pivot markers provide a tape-reading breadcrumb trail for journaling.
  
• Cloud fill opacity tightens when acceptance persists, visually signaling balance compressions ready to break.
  
• Dashboard displays absolute width, ATR-normalized width, and current state (Balanced vs Transitional) so you can glance across charts quickly.
  
• Acceptance Flag toggle: Keep the repeated acceptance squares hidden until you need to audit balance.
  

PARAMETERS

• Structure Timeframe (default: 240): Choose the timeframe whose ranges matter most (4H for indices, Daily for stocks).
  
• Structure Lookback (default: 60): Bars sampled on the structure timeframe.
  
• Acceptance Bars (default: 8): How many consecutive bars inside the range confirm balance.
  
• Break Confirmation Bars (default: 3): Bars required outside the range to validate a breakout.
  
• ATR Reference (default: 14): ATR period for width normalization.
  
• Show Midpoint Grid (default: enabled): Display the midpoint and quarter levels.
  
• Show Adaptive VWAP Fan (default: enabled): Toggle the VWAP channel for assets where volume distribution matters most.
  
• Show Acceptance Flags (default: disabled): Turn the acceptance markers on/off for maximum visual control.
  
• Show Range Dashboard (default: enabled): Disable if screen space is limited, re-enable during prep sessions.
  

ALERTS

The indicator includes five alert conditions:

• Range High Tap: Price interacted with the RangeLattice high
  
• Range Low Tap: Price interacted with the RangeLattice low
  
• Range Mid Tap: Price interacted with the RangeLattice mid
  
• Range Break Up: Confirmed upside breakout
  
• Range Break Down: Confirmed downside breakout
  

Where it works best

This indicator works best on liquid instruments with clear structural levels. On very low timeframes (1-minute and below), the structure may update too frequently to be useful. The acceptance/break confirmation system requires patience—faster traders may find the multi-bar confirmation too slow for scalping. The VWAP fan is session-based and resets daily, which may not suit all trading styles.