X HL Range

Hôm qua

dynamically maps high-low range boxes for custom time-bucket intervals without relying on security() calls. Each defined timeframe (e.g., 15-minute, 60-minute, or any user-selected value) produces a visual “range block” that captures the extremes (H/L) of price activity for that session bucket.

This tool is engineered to be lightweight, precise, and session-aware, avoiding repaint characteristics that can occur when referencing higher-timeframe candles directly. It builds the range locally in real-time, ensuring that traders always see authentic structure as it developed on the chart — not delayed or back-filled values.

The indicator can display one or both timeframes independently, with configurable display depth, color logic, and visual emphasis through fill and border toggles.

🎯 Key Features
Feature Description
Multi-timeframe bucket logic Builds range blocks locally using time calculations, not security()
Directional coloring Automatically adjusts based on up/down close of the completed range
Independent display controls Turn TF buckets on/off without affecting the other
Visual style management Independent fill + border toggles and opacity-aware color output
Historical depth control Automatically prunes oldest blocks to maintain visual clarity
Non-repainting Values are locked at bucket close and never adjusted backward
💡 Primary Use Cases
1️⃣ Intraday Structure Mapping

Traders who value intrablock liquidity zones, swing sweeps, or stop hunt regions can instantly see where price respected — or violated — previous time-based range extremes.

2️⃣ Volatility & Regime Shift Detection

Rapid compression or expansion across sequential blocks can be used to identify:

Transition from balance → imbalance

Trend exhaustion and reversal

The start of new initiative moves

3️⃣ Confluence Layering with:

VWAP (session, anchored, rolling)

Market profile / volume nodes

Opening range breakout systems

Session order flow frameworks

Mean-reversion and ATR-based models

Stacking multiple intervals (e.g., 15-min micro-range + 60-min macro-range) can highlight nested liquidity pockets, similar to structural mapping seen in professional execution models.

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