OPEN-SOURCE SCRIPT
Trend Integrity Oscillator [MQLSoftware]
Trend Integrity Oscillator answers one question in a measurable way: is the current pullback a pause inside an intact trend, or the start of a reversal? Instead of pairing two generic oscillators and eyeballing their relationship, it separates the two things that actually diverge in a pullback — trend efficiency and structural integrity — and then measures the outcome of that divergence on the chart's own history.
This is a visual analytical tool for chart study. It does not execute trades and does not provide financial advice.
Key Features
Core Concept — what is original here
1. Multiscale signed efficiency. sER(n) = (close − close[n]) / path(n): a Kaufman-style efficiency ratio kept with its sign. +1 means the last n bars traveled their entire path upward, −1 downward, ~0 churn. Three horizons are blended 0.5/0.3/0.2 with the seniors heaviest, and everything is computed straight on chart bars — the script contains zero request.security calls, so the higher-timeframe re-resolution bug class is structurally impossible.
2. Structure Integrity 0–100. Not a second oscillator but a composite of three confirmed-pivot facts: (a) anchor hold — how firmly price holds the structural anchor pivot, ATR-scaled; (b) pivot-chain consistency — the share of recent pivot steps that agree with the structural direction; (c) retracement depth — the live pullback ranked as a percentile against the depths of pullbacks on this chart that eventually resumed. Self-calibrating; no fixed depth settings.
3. The pullback state machine. ARMED = trend efficiency flips against the trend while the structure holds. RESUMED = efficiency recovers, or price prints a confirmed close beyond the pre-pullback extreme. BROKEN = a confirmed close beyond the anchor pivot as it stood when the pullback started — a reversal, not a pullback. A structural direction flip during an armed episode counts as a failed pullback; nothing is silently dropped.
4. Measured base rates. The panel reports observed frequencies with sample sizes — measured per chart, per direction, not asserted. Below 10 completed episodes the panel says "collecting" instead of quoting noise.
Anatomy of the Display
On the price chart (the overlay layer):
In the oscillator pane:
Notes on Repainting
Typical Analysis Workflow
Configuration
Markets and Timeframes
Any symbol and timeframe. The engine is percentile- and ATR-based, so it self-calibrates per instrument. On low-history charts the panel reports "collecting" until the sample is real.
Alerts
Pullback armed · Trend resumed · Structure broken · Alignment started · Deep pullback (live depth crossed P75 of resumed history, once per episode) · plus one dynamic alert() with direction and integrity context.
This is a visual analytical tool for chart study. It does not execute trades and does not provide financial advice.
Key Features
- Outcome signals on the price chart: when a pullback resumes, the ▲/▼ marker prints this chart's measured resume rate for that direction; when the structure is closed through, ✕ BREAK prints at the violated anchor
- Pullback Survival Zone on the price chart: while a pullback is armed, the pullback territory is shaded and the survival line marks the P75 depth of all pullbacks on this chart that eventually resumed — between that line and the anchor is territory most survivors never visited
- Anchor line — the structural pivot whose confirmed close-through turns a pullback into a reversal (frozen at arm time for the live episode)
- Trend Efficiency line 0–100 — multiscale signed efficiency computed on three horizons (chart window plus two senior windows equal in wall-clock time to auto-selected higher timeframes), weighted toward the seniors
- Structure Integrity area 0–100 — a composite of three confirmed-pivot facts: anchor hold, pivot-chain consistency, and retracement depth ranked against this chart's own resumed pullbacks
- Pullback state machine — aligned → pullback armed → resumed / broken, confirmed bars only
- Measured base rates in the panel: how often armed pullbacks actually resumed on this chart, per direction, with sample sizes; live pullback depth percentile
- Phase lane, pane event marks, optional armed bar-paint and pane tint, five alerts + one dynamic alert
Core Concept — what is original here
1. Multiscale signed efficiency. sER(n) = (close − close[n]) / path(n): a Kaufman-style efficiency ratio kept with its sign. +1 means the last n bars traveled their entire path upward, −1 downward, ~0 churn. Three horizons are blended 0.5/0.3/0.2 with the seniors heaviest, and everything is computed straight on chart bars — the script contains zero request.security calls, so the higher-timeframe re-resolution bug class is structurally impossible.
2. Structure Integrity 0–100. Not a second oscillator but a composite of three confirmed-pivot facts: (a) anchor hold — how firmly price holds the structural anchor pivot, ATR-scaled; (b) pivot-chain consistency — the share of recent pivot steps that agree with the structural direction; (c) retracement depth — the live pullback ranked as a percentile against the depths of pullbacks on this chart that eventually resumed. Self-calibrating; no fixed depth settings.
3. The pullback state machine. ARMED = trend efficiency flips against the trend while the structure holds. RESUMED = efficiency recovers, or price prints a confirmed close beyond the pre-pullback extreme. BROKEN = a confirmed close beyond the anchor pivot as it stood when the pullback started — a reversal, not a pullback. A structural direction flip during an armed episode counts as a failed pullback; nothing is silently dropped.
4. Measured base rates. The panel reports observed frequencies with sample sizes — measured per chart, per direction, not asserted. Below 10 completed episodes the panel says "collecting" instead of quoting noise.
Anatomy of the Display
On the price chart (the overlay layer):
- Survival Zone while a pullback is armed: neutral slate = ordinary pullback territory, amber band = deeper than 75% of this chart's resumed pullbacks, dotted amber = the survival line, solid line = the frozen anchor
- ▲/▼ resume markers with the measured per-direction resume rate printed on them (tooltip: bars in pullback, max depth, base rate with n)
- ✕ BREAK marker at the anchor price on the confirmed close-through
- Optional amber bar tint while armed (off by default)
In the oscillator pane:
- Trend Efficiency line — teal above the bull threshold, ember below the bear threshold; brighter when |efficiency| is high; soft glow
- Structure Integrity — quiet slate area (3-bar display smoothing; the engine reads the raw series); turns amber while a pullback is armed
- Midline 50 and dotted 60/40 guides — the guides sit exactly on the direction-flip hysteresis thresholds
- Phase lane (top strip): trend color = aligned, amber = pullback armed, grey = no established state
- Pane event marks: • pullback armed, ▲/▼ trend resumed, ✕ structure broken; optional pane tint while armed
- Panel: Trend, Structure (tooltip shows the three components), State, base rates per direction, live pullback depth percentile
Notes on Repainting
- All state transitions, signal markers, base-rate counters and alerts fire on confirmed bars only and never move once printed
- The oscillator lines, the live zone's right edge, the anchor line and the panel's live rows update intrabar — visual context, not signals
- The survival line and the episode anchor are frozen at arm time — they do not follow price during the episode
- Pivots confirm with the standard pivot lag (Pivot Length bars each side) and never move once confirmed
- No request.security anywhere in the script
Typical Analysis Workflow
- Read the State row: ALIGNED means efficiency and structure agree; NO ALIGNMENT means stand aside or dig deeper
- When PULLBACK ARMED appears, check the live depth percentile — a pullback deeper than most that ever resumed deserves more suspicion
- Use the base rates as context: a market where pullbacks resume 50% of the time is a coin flip and the panel will say so honestly
- Treat ✕ structure broken as the line between "pullback" and "reversal" — the anchor pivot was closed through
Configuration
- Response: Fast / Balanced / Strict — measured smoothing presets, not guesses
- Auto Senior Horizons on by default; two manual timeframe inputs when disabled
- Pivot Length, Min Integrity to Arm
- Chart Overlay group: signals on price, survival zone, completed episodes to keep, anchor line mode (During pullbacks / Always / Off), bar paint, pane tint
- All identity colors are inputs (dark-theme defaults; pick deeper tones on light charts)
Markets and Timeframes
Any symbol and timeframe. The engine is percentile- and ATR-based, so it self-calibrates per instrument. On low-history charts the panel reports "collecting" until the sample is real.
Alerts
Pullback armed · Trend resumed · Structure broken · Alignment started · Deep pullback (live depth crossed P75 of resumed history, once per episode) · plus one dynamic alert() with direction and integrity context.
סקריפט קוד פתוח
ברוח האמיתית של TradingView, יוצר הסקריפט הזה הפך אותו לקוד פתוח, כך שסוחרים יוכלו לעיין בו ולאמת את פעולתו. כל הכבוד למחבר! אמנם ניתן להשתמש בו בחינם, אך זכור כי פרסום חוזר של הקוד כפוף ל־כללי הבית שלנו.
🟣 Free tools, guides & product resources:
mqlsoftware.com/account/
🟣 New tools, releases & updates:
t.me/mqlsoftware_official
MQLSoftware — trading analysis tools & indicators.
mqlsoftware.com/account/
🟣 New tools, releases & updates:
t.me/mqlsoftware_official
MQLSoftware — trading analysis tools & indicators.
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.
סקריפט קוד פתוח
ברוח האמיתית של TradingView, יוצר הסקריפט הזה הפך אותו לקוד פתוח, כך שסוחרים יוכלו לעיין בו ולאמת את פעולתו. כל הכבוד למחבר! אמנם ניתן להשתמש בו בחינם, אך זכור כי פרסום חוזר של הקוד כפוף ל־כללי הבית שלנו.
🟣 Free tools, guides & product resources:
mqlsoftware.com/account/
🟣 New tools, releases & updates:
t.me/mqlsoftware_official
MQLSoftware — trading analysis tools & indicators.
mqlsoftware.com/account/
🟣 New tools, releases & updates:
t.me/mqlsoftware_official
MQLSoftware — trading analysis tools & indicators.
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.