Auction Range Migration Trend [SchizoQuant]

The indicator measures directional price migration using two complementary observations: the movement of each candle's high-low midpoint and the movement of its closing price.

Both measurements are normalized by Average True Range (ATR), allowing the model to evaluate movement relative to prevailing volatility.

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The configurable Range Center Influence determines how much importance is assigned to whole-candle migration versus closing-price movement.

This provides a broader perspective on price progression than evaluating closing prices alone.

The indicator evaluates how much each candle overlaps the previous trading range.

High overlap suggests that price is repeatedly trading within familiar territory, while reduced overlap indicates greater range expansion.

Additional directional evidence is introduced when price closes beyond the previous candle's high or low.

- Bullish territory: Closing above the previous candle's high.
- Bearish territory: Closing below the previous candle's low.
- Range expansion: Reduced overlap between consecutive candle ranges.

These observations contribute to an ATR-normalized directional drive. Extreme movements are capped by the Maximum Candle Impact setting to prevent individual candles from dominating the model.

The indicator combines the magnitude of directional migration with the consistency of meaningful bullish and bearish observations.

Migration pressure is smoothed using an exponential moving average, while a separate persistence measure tracks the frequency and direction of significant price movement.

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The combined trend score therefore reflects both directional movement strength and the persistence of that movement.

This helps prevent a single strong candle from automatically being treated as a sustained directional trend.

The indicator measures market congestion by smoothing the overlap between consecutive candle ranges.

When overlapping price behavior becomes more pronounced, the model increases the confirmation threshold required for a regime reversal.

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This mechanism demands stronger opposing directional evidence during congested conditions, while allowing greater sensitivity when price ranges migrate more decisively.

The indicator maintains a persistent bullish or bearish regime through its internal trend state.

- LONG: The trend score exceeds the positive adaptive threshold while the active regime is bearish.
- SHORT: The trend score falls below the negative adaptive threshold while the active regime is bullish.

Signals are generated only after confirmed candle closes.

The initial regime is established from the sign of the trend score without generating a LONG or SHORT marker. Subsequent signals occur only when the persistent regime changes.

- Neon green: Active bullish regime and LONG signals.
- Purple: Active bearish regime and SHORT signals.
- Auction Migration Path: Optional smoothed representation of candle-range center migration.
- LONG / SHORT triangles: Confirmed directional regime transitions.
- Candle coloring: Persistent bullish or bearish trend direction.
- Data Window: Directional migration, range overlap, territory acceptance, migration pressure, persistence, congestion, and adaptive confirmation values.

The Auction Migration Path adjusts its smoothing response according to range expansion. It is a visual reference and does not independently determine trend signals.

Users can customize ATR normalization, range-center influence, new-territory influence, maximum candle impact, migration smoothing, directional persistence, and the minimum movement required for a meaningful directional observation.

Adaptive settings control the base reversal threshold, range-overlap measurement, and additional congestion protection.

The auction path, signal markers, and candle coloring can be enabled or disabled independently. Bullish and bearish colors are customizable.

Auction Range Migration Trend focuses on the structural progression of candle ranges rather than conventional price crossovers.

It combines whole-range migration, closing-price movement, newly accepted price territory, and directional persistence into a unified trend score.

Its congestion-sensitive confirmation mechanism adjusts the evidence required for a reversal according to recent range overlap, making the indicator responsive to changing price behavior without relying on fixed confirmation conditions alone.

The indicator is designed for identifying directional market regimes, evaluating sustained price migration, recognizing congestion, and detecting confirmed bullish or bearish transitions.

It can serve as a standalone visual trend reference or as a directional filter within a broader trading methodology.

The indicator evaluates candle-range behavior rather than actual order-book activity, traded volume, or exchange auction data.

It is reactive rather than predictive. Sideways markets can produce repeated regime changes, while stronger smoothing and congestion protection may delay reversal signals.