ORB + Key Session Levels

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ORB + KEY SESSION LEVELS - ENHANCED MULTI-ASSET SCANNER
═════════════════════════════════════════════════════════════Modified from original script provided by Aaron /Visit Quantcrawler.com

OVERVIEW
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Professional Opening Range Breakout (ORB) indicator with integrated session
levels, Fair Value Gaps (FVG), and multi-asset scanner. Designed for futures
and crypto traders who need a comprehensive view of market structure across
multiple instruments simultaneously.

CORE FEATURES
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📊 OPENING RANGE BREAKOUT (ORB)
- Customizable time window (5min, 15min, 30min, 1hr, custom)
- Default: 15-minute range (8:00-8:15 AM ET)
- Visual ORB High/Low lines with optional midline
- Historical ORB display (1-20 days)
- Breakout alerts for high, low, and midline crosses

📈 MULTI-ASSET ORB SCANNER TABLE
Tracks 6 major instruments in real-time:
- NQ (Nasdaq-100 E-mini)
- ES (S&P 500 E-mini)
- YM (Dow E-mini)
- RTY (Russell 2000 E-mini)
- GC (Gold Futures)
- BTC (Bitcoin Futures)

Table Columns:
- SYMBOL - Instrument ticker
- PRICE - Current price
- 7D ATR - 7-day Average True Range (volatility measure)
- ORB RANGE - Today's opening range in points
- DISTANCE % - Percentage distance from ORB breakout level
- SIGNAL - BUY/SELL/- (color-coded: green/red/gray)

🎯 VIX VOLATILITY FOOTER
Color-coded market environment indicator:
- GREEN (VIX < 15): Low volatility environment
- YELLOW (VIX 15-20): Normal volatility
- ORANGE (VIX 20-30): Elevated volatility
- RED (VIX > 30): High volatility - risk-off environment

📍 KEY SESSION LEVELS
Track institutional trading session highs/lows:
- Previous Day High/Low (PDH/PDL) - RTH or Full Session
- Asian Session (Kill Zone: 8pm-12am ET or Full: 6pm-3am ET)
- London Session (Kill Zone: 2am-5am ET or Full: 3am-9:30am ET)
- NY AM Session (Kill Zone: 8:30am-11am ET or Full: 9:30am-12pm ET)
- NY PM Session (Kill Zone: 1:30pm-4pm ET or Full: 12pm-4pm ET)

Features:
- Optional session boxes to highlight ranges
- Midline display for mean reversion plays
- Extendable lines for forward-looking support/resistance
- Configurable history (0-10 sessions)
- Breakout alerts for all session levels

💎 FAIR VALUE GAPS (FVG)
SMC/ICT-style imbalance detection:
- Automatic bullish/bearish FVG identification
- Auto or manual threshold settings
- Optional mitigation tracking (removes filled gaps)
- Configurable extension (10-200 bars)
- Visual boxes with customizable colors
- FVG formation and mitigation alerts

📊 HIGHER TIMEFRAME BIAS DASHBOARD
Market structure analysis on two customizable timeframes:
- Default: 4H and 1H
- Swing structure detection (HH/HL/LH/LL)
- Bias determination (Bullish/Bearish/Neutral)
- Color-coded for quick reference
- Bias change alerts
- Includes ORB status and session mode display

ADVANCED CUSTOMIZATION
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⚙️ DISPLAY OPTIONS
- Table position: 6 positions (top/middle/bottom, left/right)
- Table size: Tiny/Small/Normal/Large
- Line styles: Solid/Dashed/Dotted
- Label sizes: Tiny/Small/Normal
- Customizable colors for all elements
- Toggle individual features on/off

⏰ SESSION MODES
- Kill Zones: Non-overlapping high-activity windows (ICT method)
- Full Sessions: Traditional session times
- Flexible PDH/PDL source: RTH (9:30am-4pm) or Full (6pm-5pm)

🔔 COMPREHENSIVE ALERTS
- ORB breakouts (high/low/midline)
- PDH/PDL breaks
- All session level breaks (Asian/London/NY AM/PM)
- FVG formation and mitigation
- HTF bias changes
- Individual asset ORB signals (NQ/ES/YM/RTY/GC/BTC)

USAGE GUIDE
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POSITION SIZING WITH ATR
- Use 7D ATR for stop-loss calculation (e.g., 0.5x ATR)
- Compare ORB Range to ATR to gauge today's volatility
- ORB > ATR = Higher than normal volatility
- ORB < ATR = Lower than normal volatility

VOLATILITY CONTEXT
- Monitor VIX footer for market-wide risk environment
- High VIX + Breakout = Higher risk, adjust position size
- Low VIX + Breakout = Calmer conditions, normal sizing

MULTI-ASSET SCANNING
- Quickly identify which instruments are breaking out
- Distance % shows if breakout is fresh (+0.1%) or extended (+2.5%)
- Use chart labels for entry timing on your chosen instrument

SESSION LEVEL CONFLUENCE
- Look for ORB levels near session highs/lows for high-probability setups
- Asian/London liquidity sweeps often precede NY session moves
- FVG + Session level = institutional order flow zones

BEST PRACTICES
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✓ Use on 1-5 minute charts for intraday trading
✓ Enable only the sessions relevant to your trading hours
✓ Set alerts for your primary instruments
✓ Monitor HTF bias for directional confirmation
✓ Combine ORB signals with session level confluence
✓ Use ATR for dynamic stop-loss placement

CREDITS
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- FVG Detection: Based on LuxAlgo methodology
- Session Concepts: ICT (Inner Circle Trader) Kill Zones
- HTF Analysis: Market structure swing detection

VERSION HISTORY
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v1.3 Enhanced - Current
- Added 7-Day ATR column
- Added ORB Range column
- Added Distance % column
- Added VIX volatility footer
- Enhanced multi-asset table layout

v1.2 - Base Version
- Multi-asset ORB scanner
- Session levels tracking
- FVG detection
- HTF bias dashboard

DISCLAIMER
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This indicator is for educational purposes only. Past performance does not
guarantee future results. Always practice proper risk management.