> For the complete documentation index, see [llms.txt](https://tradersally.gitbook.io/tradinghabitually/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://tradersally.gitbook.io/tradinghabitually/docs/tradersally-trade-zones.md). # TradersAlly Trade Zones ## TradersAlly Trade Zones ### Product Description **TradersAlly Trade Zones** is a market-structure indicator and automated execution engine for NinjaTrader 8 that turns raw price action into risk-defined trade plans. It detects shifts in market structure (Break of Structure and Change of Character), draws the resulting bullish and bearish zones with configurable Fibonacci entry levels, and projects entries, stops, targets, and optional runner extensions directly onto your chart. Beyond visualization, it ships with a built-in **statistics simulator** that resolves fills intrabar on a 1-tick series and tracks win rate, points, P\&L, drawdown, streaks, and session-block performance for every signal — so you can evaluate a configuration before committing real capital. When you are ready, the same logic drives **live auto-trading** through the Account API, with on-chart Long/Short toggles, one-shot manual arm buttons, bracket management, breakeven and custom runner stops, a failsafe protection guard, and a hard-session-close safeguard. A deep suite of filters lets you trade only the setups you want: time-of-day and Globex windows, ATR and ADX bands, zone-size and zone-age limits, fast/mother/base EMA gating, higher-timeframe and HTF bar-strength confirmation, consecutive-zone and consecutive-loss limits, Fib bias, and a per-session profit cap. Pattern detectors flag and optionally isolate **combo, triple, inside, engulf, and zone-bounce** setups. Order-flow tools (on a Volumetric chart) add large-order confirmation, cluster-pierce cancellation, and per-zone buy/sell counts. Learning features — **forecast extension levels**, an **Initial Balance** box with fib levels and double-break detection, and a **recovery (stop-and-reverse)** trade — round out a tool that works identically in simulation and live, so what you backtest is what you trade. > **Note:** This is an indicator with its own internal trade simulator. Historical statistics are an estimate; the live auto-trade path uses real Account-API orders. Order-flow features (Large Order Filter, Cluster Pierce Cancel, Zone Order Circles) require a **Volumetric** bar type — on any other bar type they warn once and do not block anything. *** ### User Manual #### Overview The indicator tracks swing highs and lows over a lookback window, confirms a market-structure shift (BOS or CHoCH), and creates a directional zone between the swing points. A Fibonacci entry level inside that zone defines where a limit entry rests; targets and stops derive from the zone edges. The indicator can simulate these trades for statistics, execute them live, or both. Settings are grouped below **in the same numbered order they appear in the NinjaTrader property grid**, so each section maps one-to-one to the panel you see when you configure the indicator. *** #### 01. Info | Parameter | Description | | --------- | -------------------------------------------------------------------------------------- | | Version | Read-only build version, shown here and printed to the Output window on realtime load. | *** #### 02. Structure | Parameter | Description | | ----------------- | ----------------------------------------------------------------------------------------------------------------- | | Show Swing Points | Draws dots at the confirmed swing highs/lows used to build zones. | | Structure Length | Swing-detection lookback in bars. Larger = fewer, more significant zones; smaller = more frequent, noisier zones. | *** #### 03. Auto Trade | Parameter | Description | | ------------------ | -------------------------------------------------------------------------------------------------- | | Show Trade Buttons | Shows the on-chart **L / S** (always-on auto-trade) and **PL / PS** (one-shot manual arm) buttons. | | Longs Enabled | When on, each new bull zone auto-places a live limit entry at the Fib Entry level. | | Shorts Enabled | Same for bear zones / short entries. | | Account | Connected account to trade on. Test on a simulation account first. | **Button behaviour.** **L / S** arm continuous auto-trading in that direction. **PL / PS** arm a single pending that fires on the next qualifying zone and then disarms — for firms that forbid full-time autotrading, leave L/S off and arm one trade at a time. An armed pending rolls forward to each newer same-direction zone until it fills or you disarm it. Buttons grey out while a position is open. *** #### 04. Time Filter | Parameter | Description | | --------------------- | ---------------------------------------------------------------------------------------- | | Use Time Filter | Only trade within a daily time window (sim + live). | | Start Time / End Time | Window bounds (set chart to your reference timezone). The window may wrap past midnight. | *** #### 05. Entry / Risk | Parameter | Description | | ------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Fib Entry Percent (0-1) | Shared/default entry level inside the zone (0 = near edge, 1 = far edge). Drives sim, Fib plots, and live entries. | | Long Fib Entry Percent (0-1) | Per-direction entry level for **longs only**. 0 = inherit the shared value; > 0 overrides it. | | Short Fib Entry Percent (0-1) | Per-direction entry level for **shorts only**. 0 = inherit; > 0 overrides. | | Pending Order Expire Bars | Bars a pending entry stays live before cancellation. 0 = never. | | Entry Cooldown (bars) | Minimum bars after the **last trade exit** before a new entry may place. 0 = off. | | Cancel Pending On Opposite Zone | When an opposite-direction zone forms while a pending is still unfilled, cancel it immediately instead of waiting for expiry (live). | | Move SL To BE On Opposite Zone | When a zone forms **opposite** an already-filled position, pull the stop to breakeven (long → entry − tick, short → entry + tick). Only tightens. Sim + live. | | SL Offset (ticks) | Ticks beyond the zone's far edge for the stop loss. | *** #### 05. Runner / TP Extension | Parameter | Description | | ------------------------------------ | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | | Use Extension TP | Single-position mode: target the extension instead of the zone level. | | Extension Percent (0-1) | Shared extension beyond the far edge as a fraction of zone range (0.20 = 20%). | | Long / Short Extension Percent (0-1) | Per-direction TP extension. 0 = inherit the shared value. | | Enable Runner | Split into a Base leg (targets the zone level, or its own extension) plus a Runner leg (targets Extension Percent). | | Use Extension For Base | Runner mode: the Base leg targets its own extension (**Base Extension Percent**) instead of the zone level. | | Base Extension Percent (0-1) | Base-leg extension beyond the far edge. Keep below Extension Percent so the base TP sits inside the runner TP. | | Runner Contracts | Fixed-size contracts for the runner leg (added on top of base). | | Use Breakeven | When the Base TP fills, move the Runner stop to entry +/- 1 tick. | | Custom Runner SL (0-1) | On Base-TP fill, move the Runner stop to a fib level inside the zone instead of breakeven. 0 = off. 0.25 = stop at the 75% retracement. Overrides Breakeven for the runner when > 0. | *** #### 06. Dynamic Sizing | Parameter | Description | | --------------------- | -------------------------------------------------------------------------------------------------------------------------- | | Use Dynamic Sizing | Size base + runner from risk so the combined loss at the stop is capped at Max Risk. Auto-detects point value. Sim + live. | | Max Risk ($) | Maximum combined dollar loss (base + runner) if the trade stops out. | | Max Contracts Per Leg | Hard ceiling on contracts per leg. | **How it works:** risk per contract = |entry − stop| × point value. Total = floor(Max Risk / risk per contract). With a runner, the total splits base-heavy on odd counts (e.g. 5 → 3 base / 2 runner). Each leg is capped at Max Contracts Per Leg. If even one contract would exceed Max Risk, the trade is skipped entirely — a wide stop yields fewer contracts, a tight stop more, keeping dollar risk roughly constant. *** #### 07. ATR Filter | Parameter | Description | | ---------------- | ------------------------------------------------------------ | | Use ATR Filter | Only trade when ATR is within the Min/Max band (sim + live). | | ATR Period | Period for the ATR calculation. | | Min ATR (points) | Lowest ATR allowed. 0 = no lower bound. | | Max ATR (points) | Highest ATR allowed. 0 = no upper bound. | *** #### 08. SL Shortening | Parameter | Description | | ---------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Long SL Shorten (0-1) | Pull the long stop in from the far edge by this fraction of the zone range. 0 = off (stop at far edge); 0.25 = stop at the 75% retracement, then offset. Clamped to at least 1 tick beyond entry. | | Short SL Shorten (0-1) | Same for short stops. | *** #### 09. Pivot Cancel Pending | Parameter | Description | | ---------------------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Cancel Pending On Pivot High | Cancel a still-working pending when a confirmed 5-bar pivot forms against it **and** the live zone is nested inside the most recent opposite zone. SHORT: a pivot high below the short entry with the bear zone's bottom inside the last bull zone. LONG: a pivot low above the long entry with the bull zone's top inside the last bear zone. A zone in clear air ignores the pivot. Marks the pivot bar with a triangle. Sim + live. | | Pivot Cancel Color | Color of the pivot-cancel triangle marker. | > A qualifying opposite-compound pending is immune to the pivot cancel (see section 16). *** #### 10. Zone Size Filter | Parameter | Description | | ---------------------- | --------------------------------------------------------------------------------- | | Use Zone Size Filter | Only trade when the zone height (points) is within the Min/Max band (sim + live). | | Min Zone Size (points) | Smallest zone height allowed. 0 = no lower bound. | | Max Zone Size (points) | Largest zone height allowed. 0 = no upper bound. | *** #### 11. Zone Age Filter | Parameter | Description | | -------------------------- | ---------------------------------------------------------------------------------------------------------------------------------------------------------- | | Use Max Zone Age | Master toggle. Only zones whose age (the `AGE[]` box width in bars) falls within \[Min .. Max] are traded. Independent of Pending Expire Bars. Sim + live. | | Min Zone Age (bars) | Lower bound. A zone younger than this is skipped. 0 = no lower bound. | | Max Zone Age (bars) | Upper bound. A zone older than this is skipped. 0 = no upper bound. | | Exempt Combos From Max Age | A combo/compound zone trades even if older than Max Zone Age (treated as a stronger signal). | *** #### 12. Bias Filter | Parameter | Description | | ------------------- | ------------------------------------------------------------------------------------------------------------------ | | Use Fib Bias Filter | Only take the direction whose Fib level is higher: BullFib above BearFib = longs only, and vice versa. Sim + live. | *** #### 13. HTF Filter | Parameter | Description | | --------------------------- | ---------------------------------------------------------------------------------------------------------------------------------------------- | | Use HTF Filter | Only allow an entry if the entry-chart zone touches the matching last-known higher-timeframe zone (either edge inside the HTF band qualifies). | | HTF Period Type / Value | The higher timeframe (e.g. Minute / 15 = 15-minute). | | HTF Structure Length | Swing lookback for HTF zone detection. | | Show HTF Levels | Draw the most-recent HTF bull/bear zones as translucent shaded bands. Works even with the filter off. | | HTF Level Display | Which shaded bands to draw (Both / BullishOnly / BearishOnly). Display only — does not change filter logic. | | HTF Bull / Bear Level Color | Band colors. | | HTF Level Opacity (0-100) | Fill opacity of the shaded bands. | **Bar Strength (HTF sub-option).** Requires Use HTF Filter on. When enabled it **replaces** the HTF zone test: instead of price sitting inside the HTF zone, the only HTF gate is that the last **closed** HTF bar is "strong" — its body is a large enough fraction of its full range. | Parameter | Description | | -------------------------- | ------------------------------------------------------------------------------------------------------------------- | | Use HTF Bar Strength | Replace the HTF zone filter with the bar-strength test on the last closed HTF bar. | | Min HTF Bar Strength (0-1) | Minimum body/range ratio to allow a trade. A doji (\~0.01–0.08) fails; a strong directional bar (\~0.5–0.7) passes. | *** #### 14. EMA Filter Three EMAs — **fast**, **Mother**, and **Base** — used both as directional gates and as inputs to the Zone Bounce detector (section 41). Each reads directly, so the tests work whether or not the plots are shown. | Parameter | Description | | ---------------------------------- | --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Use EMA Filter | Take longs only when entry is above the fast EMA, shorts only when below (sim + live). | | EMA Period | Period of the fast directional EMA. | | Show EMA on Chart | Plot the fast EMA (DodgerBlue). | | Use Mother EMA Filter | Long-term trend gate: long only if entry is above the Mother EMA, short only if below. | | Mother EMA Period | Period of the long-term Mother EMA. | | Show Mother EMA on Chart | Plot the Mother EMA (goldenrod, thick). Independent of the filter. | | Min EMA Separation (points) | Active only when **both** EMA filters are on: the two EMAs must be at least this far apart. 0 = off. Skips tangled/flat trends. | | Max EMA Separation (points) | Same, upper bound: skip when over-extended. 0 = off. | | Require EMA Stack (fast vs Mother) | At the zone's finish bar, require the fast EMA on the trade's side of the Mother EMA (fast above mother for a long, below for a short). Additive to the entry-vs-EMA tests. | | Use Base EMA For Zone Bounce | Adds a slow-trend stack requirement to the **Zone Bounce** setup only (see section 41). Bull ZB requires Base below Mother; bear ZB requires Base above. Does not gate ordinary trades. | | Base EMA Period | Period of the slow Base EMA (default 600 — keep well above Mother EMA Period). | | Show Base EMA on Chart | Plot the Base EMA (dark turquoise). Independent of the gate. | *** #### 15. EMA Compound | Parameter | Description | | ----------------------- | ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Use EMA Compound | At fill, scale up by the multiplier when the fast EMA sits beyond the zone's **far edge** (long: EMA above zone top; short: EMA below zone bottom). Rubber-band logic — price is stretched from its mean and likely to revisit the far edge. Does **not** stack with Double On Compound (combo wins). Sim + live. | | EMA Compound Multiplier | Risk multiplier when the condition holds at fill (1.7 = +70%). | *** #### 16. Combo Setup A **combo** ("mirror overlap") is two consecutive **opposite** zones that price-overlap, where the newer zone is larger and shares an edge (top or bottom) within tolerance. | Parameter | Description | | ---------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | | Detect Combo Setup | Log and gold-box combos. | | Combo Edge Tolerance (ticks) | Max tick difference for shared edges to count as aligned. | | Double On Compound | Scale a combo zone's risk by the Compound Risk Multiplier. Works even if Detect Combo Setup is off. | | Only Trade Combos | Only combo zones are traded; everything else is skipped. | | Allow Opposite Compound | A qualifying opposite-compound zone bypasses the EMA + Mother-EMA gates **and** is immune to pivot cancel. Only lifts those gates; all other filters still apply. | | Only Trade Opposite Compound | Study mode: trade only strict qualifying opposite-compound setups (the exact trades the bypass fires on). Keep Allow Opposite Compound on. | | Combo On Line (IB) | Exclusive gate. **Combo** = only a combo whose merged box straddles an Initial Balance line. **Zone** = only any zone whose own box crosses an IB extreme. Off = no gate. Requires a complete IB. | | Compound Risk Multiplier | Risk multiplier for a compound zone when Double On Compound is on (2.0 = double). | | Use Opp-Compound Extended TP | A qualifying opposite-compound setup targets an extended base TP at **forecast line 1** (empirical P50 reach) instead of the zone level. Falls back to the normal TP until enough forecast samples exist. Base leg only. | | Opp-Compound Immune To Opposite BE | Live only. An opp-compound extended-TP position is immune to Move-SL-To-BE-On-Opposite-Zone, so the deep retrace to its extended TP isn't cut short. | | Combo Border Color | Outline color of the combo box. | *** #### 17. Inside Zone | Parameter | Description | | ----------------------- | ----------------------------------------------------------------------------------------------------------------------- | | Detect Inside Zone | Outline a zone that sits **completely inside** the previous same-direction zone (bull-inside-bull or bear-inside-bear). | | Only Trade Inside Zones | Trade only inside setups; skip everything else. | | Inside Border Color | Outline color of the inside box. | *** #### 18. Engulf Zone | Parameter | Description | | ------------------ | ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Detect Engulf Zone | Flag the expanding setup: the current zone fully **contains** the previous same-direction zone and is larger (walks past opposite zones in between). Adds an `ENG` tag to the zone label. | | Block After Engulf | After an expanding engulf chain (≥ 2 deep), block the first same-direction zone that stops expanding — the apex of the expanding triangle. The engulfing zones themselves still trade. | *** #### 19. Consecutive Limit | Parameter | Description | | ----------------------- | ----------------------------------------------------------------------------------------------- | | Limit Consecutive Zones | Stop trading after too many same-direction zones in a row (an opposite zone resets the streak). | | Max Consecutive Bear | Max bear zones traded in a row before a bull zone must appear. 0 = unlimited. | | Max Consecutive Bull | Same for bull zones. 0 = unlimited. | *** #### 20. Consecutive Loss Limit | Parameter | Description | | ---------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | | Max Consecutive Losses | Per-direction loss limit. After this many consecutive losing trades in a direction, further entries in **that** direction are blocked until a win in that direction resets it. Longs and shorts tracked independently. 0 = off. Resets each session and on reload. | *** #### 21. Globex Session | Parameter | Description | | ------------------------- | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Restrict To Globex Zones | During the Globex window, only trade a zone whose **origin bar and formation bar both** fall inside Globex — rejecting zones that began in RTH and merely completed overnight. No effect during RTH. Sim + live. | | Globex Start / Globex End | Window bounds (chart time). May wrap past midnight. | *** #### 22. Hard Close | Parameter | Description | | --------------- | ----------------------------------------------------------------------------------------------------------------------------------------------- | | Use Hard Close | At the Hard Close Time, flatten any open position, cancel all working TATZ orders, and halt new entries for the rest of the session. Live only. | | Hard Close Time | Chart-time at/after which the force-flatten fires. | *** #### 23. Max Profit Per Session | Parameter | Description | | -------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Use Max Profit Per Session | Once realised session profit reaches the cap, block **all new entries** for the rest of the session (open positions and working pendings are left alone). Resets per session. Sim tracks simulated legs; live tracks real exit fills. | | Max Profit Per Session ($) | Net realised session profit at which new entries stop. | *** #### 24. Zones | Parameter | Description | | ------------------------- | ---------------------------------------------------------------------------------------------------------------------------------- | | Show Last | How many recent zones to keep drawn (only when Display All Zones is off). | | Display All Zones | Ignores Show Last and keeps every zone on the chart. | | Zone Display | Which zones to draw/trade: Bullish Only, Bearish Only, or Both. | | Clean-Up Level Overlap | Trims a new zone's lines to start where the previous zone ended. | | Show Only Most Recent Fib | Hide the stepping Fib history; show only the single most-recent bull and bear Fib as flat reference lines. | | Show Zone Size Label | Draw a `SIZE[pts] AGE[bars]` label at each zone's far edge (also carries `ENG` / `TRP` / `ZB` tags and, if enabled, order counts). | | Show Entry Line | Draw a line at the Fib Entry level (the actual limit-entry price) on every zone. | | Entry Line Color | Color of the entry line. | *** #### 25. Fib Levels Five independent Fibonacci lines (F1–F5) drawn inside each zone. | Parameter | Description | | ------------- | --------------------------------------------------- | | Fib N - Show | Toggle this level on/off. | | Fib N - Level | Retracement fraction (0 = near edge, 1 = far edge). | | Fib N - Style | Solid, Dashed, or Dotted. | *** #### 26 & 27. Fib Colors (Bull / Bear) Per-level line colors for bullish zones (section 26) and bearish zones (section 27). *** #### 28. Style | Parameter | Description | | -------------------- | --------------------------- | | Structure Color | Color of swing-point dots. | | Bullish Zone Color | Fill color for bull zones. | | Bearish Zone Color | Fill color for bear zones. | | Zone Opacity (0-100) | Transparency of zone fills. | *** #### 29. Statistics | Parameter | Description | | ---------------------- | ---------------------------------------------------------------------------------------------------------------------------- | | Show Statistics | Enables the trade simulator, the 1-tick fill-resolution series, and the on-chart stats panel. Required for backtest numbers. | | Show Trade Markers | Draws Entry / TP / RTP / SL markers on each simulated trade. | | Show Trade Prices | Append the price to each trade marker label. | | Trade Font Size | Font size of the trade marker labels. | | Filter Overlap By Size | When two zones overlap, only the larger is traded (in its direction). | | Contracts | Base position size (sim P\&L and fixed live size when Dynamic Sizing is off). | | Stats Font Size | Font size of the stats panel. | | Stats Position | Screen corner for the stats panel. | | Stats Text Color | Text color of the stats panel. | The panel reports per-direction and total W/T, win %, points, and P\&L, plus base/runner splits, max drawdown, avg win/loss, profit factor, expectancy per trade, realised R:R, max consecutive W/L, today's session P\&L, and a by-session-block breakdown. *** #### 30. Forecast Levels Projects percentile extension levels beyond the live zone's far edge, learned from how far the last N zones ran past their own far edge (normalized by zone range). Raw-price based; independent of Show Statistics. | Parameter | Description | | ---------------------------- | --------------------------------------------------------- | | Show Forecast Levels | Draw the forecast lines. | | Forecast Zone Count | How many recent zones per direction to learn from. | | Forecast Pct 1 / 2 / 3 (0-1) | The three percentile lines (defaults 0.50 / 0.75 / 0.90). | | Show Forecast Line 1 / 2 / 3 | Toggle each line. | | Forecast Font Size | Font size of the level labels. | | Forecast Color | Color of the forecast lines and labels. | *** #### 31. Initial Balance | Parameter | Description | | ---------------------------------------- | ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Show Initial Balance | Draw the IB box: the high/low range across the IB window each session, extended through the session. Box color reflects formation bias (low-first = bull, high-first = bear). | | IB Start / End Time | IB window bounds (chart time; default 09:30–09:45). The bar closing at End Time is included. | | Max Zones Kept | *(Performance)* How many zones to keep drawn before trimming. Raise to plot many days of history; also widen the chart's data range. | | IB Color / IB Bull Color / IB Bear Color | Neutral / bullish-formation / bearish-formation box colors. | | Extend IB Levels | Extend the IB high/low as horizontal lines from the window end to the current bar. | | Show IB Fib Levels | Draw fib retracements across the IB range (default 25/50/75%, measured from IB low). | | IB Fib 1/2/3 - Show / Level | Toggle and level for each IB fib line. | | IB Fib Line Style / IB Fib Color | Style and color of the IB fib lines. | *** #### 32. Alerts | Parameter | Description | | ------------------------------------------------- | ---------------------------------------------------------------------------------------------------- | | Alert: New Zone | Audio alert when any new zone forms. | | Alert: Fib Entry Reached | Audio alert when price retraces to the Fib Entry level of the most recent zone. | | Sound - New Bull Zone / New Bear Zone / Fib Entry | `.wav` filenames (searched in both the install and user `sounds` folders; falls back to Alert1.wav). | *** #### 33. Email Alerts Sends through NinjaTrader's configured **Email Share Service** (Tools ▸ Options ▸ Share Services) — no SMTP details live in the indicator. | Parameter | Description | | -------------------------- | ---------------------------------------------- | | Email On Pending Placed | Email when a pending entry is submitted. | | Email On Order Filled | Email when the entry fills. | | Email On Trade Closed | Email when the position is fully closed. | | Email On Pending Cancelled | Email whenever a working pending is cancelled. | | Email To | Recipient address. | *** #### 34. Debug | Parameter | Description | | ------------------- | --------------------------------------------------------------------------------------------------------------- | | Debug Mode | Prints structure, zone, trade, and order events to the Output window. | | Stats Debug | Prints cumulative stats each time a simulated trade fully resolves. | | Log Zone Analytics | Print one CSV line per superseded zone plus a run-length/post-combo summary on reload. Works in Playback. | | Log Zone Data (raw) | Emit raw `TATZ_ZONE`, `TATZ_BAR`, and `TATZ_COMBO` CSV streams for offline/website analysis. Works in Playback. | *** #### 35. Performance | Parameter | Description | | -------------- | ------------------------------------------------------------------------------------------------------------------------------------------------ | | Max Zones Kept | *(Shown under Initial Balance in the grid.)* Ceiling on drawn zones before the oldest are trimmed. Higher = more chart objects = slower redraws. | *** #### 36. ADX Filter | Parameter | Description | | ------------------------------ | --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Use ADX Filter | Only trade when ADX is at/above the trend threshold — a real trend is present. Direction-agnostic. Sim + live. | | ADX Period | Lookback for the ADX calculation. | | ADX Threshold | Upper trend line. At/above = strongly trending → normal shallow entry fib. | | Use Dynamic Retrace | Three-band model. Above threshold: shallow fib. Between Range Threshold and threshold: mild trend → deeper Dyn Retrace fib. Below Range Threshold: no trade. Drops the gate floor to the Range Threshold. | | ADX Range Threshold | Lower floor for Dynamic Retrace (must be < ADX Threshold). | | Dyn Retrace Long / Short (0-1) | Deeper entry fib used in the mild-trend band. | *** #### 37. Forecast Cancel Pending | Parameter | Description | | -------------------------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Cancel Pending On Forecast Reach | Cancel a still-working pending once price has already run to the chosen forecast line for that zone (the move is likely spent). Works even when the line is hidden. Needs enough forecast samples. Sim + live. | | Forecast Cancel Line (1-3) | Which forecast percentile line triggers the cancel (default 3, the far-reach line). | *** #### 38. Double Break Visual heads-up (no trade gate). Run on a 5-min chart with the IB window set to your 15-min opening range. | Parameter | Description | | ------------------------------ | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Show Double Break | Label when a two-bar double-break of the IB completes. BULL: a bar pokes above the IB high but closes back below, then the next bar closes above. BEAR: mirror on the IB low. Keyed on close vs the IB level, next-bar-only, repeatable. | | Double Break Font Size | Size of the `DB` label. | | Double Break Bull / Bear Color | Label colors. | *** #### 39. Recovery Trade A one-shot stop-and-reverse. Co-placed with a normal entry as a resting stop order at the zone's far edge, so it fires **on the breakout**. It inherits the full gate chain (no parent entry → no reverse). | Parameter | Description | | ------------------------------ | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | | Use Recovery Trade | Arm the reverse. Parent **wins** → cancel the reverse. Parent **loses** → the reverse rests and starts its post-loss expiry clock. Qty = the parent's total. One-shot: a recovery that itself loses never chains another. Live only. | | Recovery TP Percent (0-1+) | Target as a fraction of the losing zone's range, projected beyond the broken edge (1.0 = one full range). | | Recovery Expire Bars | Bars the **placed** recovery stays live (its own clock, separate from Pending Expire Bars). Keep short. 0 = inherit Pending Expire Bars. | | Reverse Only Beyond Mother EMA | Only co-place a reverse if the losing zone sits entirely on the trend side of the Mother EMA (blocks counter-trend reversals). | *** #### 40. Triple Setup A **triple** is two chained combos: the current zone combos with the previous, which itself comboed with the one before — three consecutive alternating zones, each strictly bigger, all overlapping. A triple is still a combo, so combo behaviours still apply. | Parameter | Description | | ------------------------------ | --------------------------------------------------------------------------------------------------------------------------------- | | Detect Triple Setup | Outline the merged triple box (dashed magenta) and add a `TRP` tag. | | Only Trade Triples | Study mode: only zones completing a triple are traded. | | Never Trade Triples | Inverse: skip zones completing a triple, trade everything else. *(Do not combine with Only Trade Triples — nothing would trade.)* | | Exempt Triples From Max Age | A triple bypasses the zone-age band (triples are expanding chains and run wide by construction). | | Exempt Triples From ADX | A triple bypasses the ADX floor (the chain is its own trend evidence). | | Exempt Triples From Mother EMA | A triple bypasses the Mother-EMA gate — **allows counter-trend entries**. Study before running live. | | Triple Border Color | Outline color of the triple box. | *** #### 41. Zone Bounce Flags a zone that straddles the EMA structure **with the trend**. It reaches through the long-term mean and has recovered past the short-term mean by formation. Reads all EMAs directly. Adds a `ZB` tag. | Parameter | Description | | ------------------------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Detect Zone Bounce | Flag ZoneBounce zones per the selected mode. | | Zone Bounce Mode | **Strict** — trend context at both ends + Mother EMA inside the zone at the origin + far edge past the fast EMA. **Loose** — origin ignored; only the formation end judged (zone reaches across the Mother EMA there). **Both** — union of strict/loose. **Angulation** — inverse case: EMAs fanned wide, a *small* zone straddling the fast EMA with height *less* than the EMA spread; skips the size multiplier and is **not** part of Both — select it directly. | | Zone Bounce Size Multiplier | Zone height must be ≥ this multiple of the fast-to-Mother EMA spread at formation. 0 = off. Ignored in Angulation. | | Only Trade Zone Bounce | Study mode: trade only ZoneBounce zones. | | Never Trade Zone Bounce | Inverse: skip ZoneBounce zones, trade everything else. Outranks the filter exemption below. *(Do not combine with Only Trade Zone Bounce.)* | | Exempt Zone Bounce From Filters | A qualifying ZoneBounce bypasses **every** gate except the time window, zone-size, zone-age, cooldown, and EMA-separation. Broad — lifts ATR, ADX, HTF, bias, all pattern gates, streak/loss limits, max-profit, Globex, dynamic-size sanity, and both EMA gates. The Longs/Shorts toggles, one-position guard, and hard-close halt always apply. | > The `DebugMode` log prints `strict=` and `loose=` (and the Angulation legs) on every zone, so you can run **Both** and see which definition actually fired before committing. *** #### 42. Large Order Filter Order-flow confirmation. **Requires a Volumetric chart** — otherwise it warns once and blocks nothing. | Parameter | Description | | --------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | | Use Large Order Filter | A zone only trades once a large order in the zone's own direction has printed at/after its creation bar (large SELL confirms a short, large BUY confirms a long). Sim holds the fill until confirmation; live delays submission until it prints. | | Large Order Threshold | Minimum volume at a single price to count as a large order. | | Large Order Require Bar Direction | Require a large BUY on a bullish bar / large SELL on a bearish bar. Off = any bar color. | | Large Order Lookback Bars | Also accept a matching large order up to N bars **before** the zone (catches flow that prints going into the MSS). 0 = strict at/after creation. | *** #### 43. Cluster Pierce Cancel **Requires a Volumetric chart.** | Parameter | Description | | ------------------------------ | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | | Use Large Order Cluster Cancel | Cancel a working pending when an opposite bar bursts through a large-order **cluster** wall. SHORT: a bullish bar pierces up through the recent SELL cluster. LONG: a bearish bar pierces down through the recent BUY cluster. Only the unfilled pending — a filled position is untouched. Sim + live. | | Cluster Max Bars | Max bars between two same-side large orders to form a cluster. | | Cluster Max Distance (points) | Max price distance between the two large orders to form a cluster band. | | Cluster Pierce Use Close | On = judge the pierce by the bar's close (fewer, higher-conviction cancels). Off = judge by high/low (a wick cancels too). | *** #### 44. Zone Order Circles **Requires a Volumetric chart.** | Parameter | Description | | ------------------------------------------------ | ------------------------------------------------------------------------------------------------------------------------------------------------------------ | | Show Zone Order Circles | Draw a dot at each price whose ask (buy) or bid (sell) volume clears the threshold, any bar color. Can add up on busy charts — prefer the counts if it lags. | | Show Zone Order Counts | Append the count of buy vs sell large orders inside each zone's band to its `SIZE/AGE` label (e.g. `B:3 S:5`). Requires Show Zone Size Label on. | | Unconditional Order Threshold | Minimum volume at a single price to count as an unconditional order. | | Zone Order History Bars | How many bars back to keep order dots in memory. | | Circle Buy Color (ask) / Circle Sell Color (bid) | Dot colors. | *** *Everything works identically in simulation and live — what you backtest is what you trade.*