OPEN-SOURCE SCRIPT

Sidereal Session Lattice [JOAT]

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Sidereal Session Lattice [JOAT]

Introduction

Sidereal Session Lattice is an open-source intraday session-orbit indicator. It maps session phase, VWAP drift, volatility harmonics, entropy, and anomaly pressure into adaptive orbit bands and compact phase cells.

The indicator is designed to answer a session-context question: is price moving with the current session phase, stretching beyond its orbit, or compressing into balance?

スナップショット

Core Concepts

1. Session Phase

Each active session is counted bar by bar. The bar count is converted into a normalized phase value from 0 to 1.

2. Harmonic Orbit

The phase value is transformed with sine waves to create an intraday harmonic component. This does not predict price; it creates a reference curve for studying session rhythm.

3. VWAP Drift

The script tracks the distance between price and session VWAP, then normalizes the drift by ATR.

4. Entropy and Anomaly Rank

The script compares recent up/down candle energy and return magnitude to estimate balance and anomaly pressure.

5. Phase Cells

Compact cells mark upper-orbit events, lower-orbit events, and balance compression.

Features

  • Session phase model: Tracks where the market is inside the active session cycle
  • VWAP drift: Measures price displacement from session VWAP
  • Harmonic orbit bands: Adaptive bands based on phase, volatility, and drift
  • Entropy score: Measures up/down energy balance
  • Anomaly rank: Highlights unusual movement relative to recent behavior
  • Phase cells: Compact boxes show session-orbit events
  • Dashboard: Shows phase, lattice score, drift, entropy, anomaly, and current state


Input Parameters

  • Primary session defines the active session window
  • Cycle bars controls the phase cycle length
  • Drift smoothing controls VWAP drift smoothing
  • Entropy memory controls bid/ask balance memory
  • Anomaly memory controls return-rank comparison


How to Use This Indicator

Step 1: Read the phase state

The dashboard names the current session phase, such as open drive, balance, or close risk.

Step 2: Watch orbit events

Upper and lower orbit cells mark when price stretches beyond the adaptive session orbit.

Step 3: Use entropy for balance context

High entropy with low anomaly often indicates balanced conditions.

Indicator Limitations

  • The harmonic orbit is a reference model, not a forecast
  • Session behavior varies by symbol and exchange hours
  • Entropy and anomaly values are derived from chart bars and may change with timeframe


Originality Statement

Sidereal Session Lattice combines session phase, VWAP drift, harmonic references, entropy, and anomaly ranking. It is not a standard session high/low tool; it provides a structured way to study intraday rhythm and displacement.

Disclaimer

This indicator is provided for educational and informational purposes only. It is not financial advice. Session models can fail in news, gaps, and unusual liquidity conditions.

-Made with passion by jackofalltrades

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