AG Pro Volume Shelf Reaction Map [AGPro Series]AG Pro Volume Shelf Reaction Map
### Overview
AG Pro Volume Shelf Reaction Map detects horizontal price zones where participation has stacked — "volume shelves" — and classifies, in real time, how price actually behaves when it returns to each one. Instead of a dense volume profile, the tool surfaces only the most significant shelves and labels the market's reaction to them: Touched, Held, Rejected, Reclaimed, or Lost.
### Unique Edge
Most volume-based tools draw a profile or a single point of control and leave interpretation to the trader. This indicator goes one step further: it builds a lightweight state machine around each shelf so the chart itself communicates whether a level is still being respected, has just been reclaimed after a prior loss, or has been structurally broken. Fresh shelves and reused shelves are visually separated so the trader can immediately tell which levels still have unused participation behind them.
### Methodology
The script scans a user-defined lookback window for confirmed pivot highs and lows, filters them by relative volume, and clusters nearby pivots into a single shelf using an ATR-based distance threshold. Each shelf accumulates a strength score from repeated touches, weighted by the volume present at those touches.
A per-shelf state machine then evaluates each new bar against every active shelf using close-based thresholds. The state becomes Held when price rejects cleanly off the shelf on the correct side, Rejected when the wick tests and price closes pinned near the level, Lost when price closes meaningfully through, and Reclaimed when a previously lost shelf is regained with buffer. Reaction states are sticky: they persist until a genuinely different state occurs.
### Signals & Alerts
Three alert conditions are exposed:
- Shelf Touched: price has entered a shelf zone
- Shelf Respected: Held, Rejected, or Reclaimed confirmed on close
- Shelf Lost: a meaningful close-through has been registered
Each alert is debounced per-shelf and fires once per state transition to prevent repetition on consecutive bars that maintain the same state.
### Key Inputs
- Lookback Window and Pivot Strength control how far back and how strict shelf candidate detection is.
- Cluster Distance (x ATR) sets how close two pivots must be to merge into a single shelf.
- Volume Filter requires pivot bars to carry above-average participation.
- Reaction Sensitivity (x ATR) tunes how decisive a close must be to register Held, Rejected, Lost, or Reclaimed.
- Active Window controls how long a reaction state is displayed in its full color before a shelf fades to a neutral accent.
- Tag Cooldown prevents the same shelf from being tagged repeatedly in a short window, keeping historical charts clean.
- Max Shelves and Show Fresh Only keep the chart intentionally sparse.
- Label and Panel size, panel location, and theme are all configurable for any chart layout.
### How to Use
Start on your normal trading timeframe and observe which shelves the tool highlights. Fresh shelves are the ones that have never been structurally broken; these often act as the first line of defense or resistance on a retest. When a shelf transitions into Held or Reclaimed, it signals that participants are actively defending that level; a Lost state indicates that the level no longer holds significance and price has likely moved into the next shelf below or above. The dashboard shows the strongest shelf, its strength score, its latest state, and the fresh-to-reused ratio, giving an at-a-glance read of the structural picture.
### Limitations & Transparency
This tool is an analytical aid, not a trading strategy or signal generator. Shelf detection is based on pivot and ATR mechanics; sudden regime shifts, illiquid sessions, or extreme volatility spikes can delay or distort state transitions. Reaction states are computed on closed bars and therefore lag intrabar action by design. Past behavior at a shelf does not guarantee future behavior. The indicator is not a forecast and does not predict price direction.
### Risk Disclosure
Trading carries risk of loss. This script is provided for educational and research purposes and must not be interpreted as financial advice. Always use independent risk management and position sizing.
Penunjuk Pine Script®






















