[AnkeAlgo] Horizon Range Flow

• The script records the high and low of the last completed reference period and uses them as key structural boundaries for the current phase.
• When price breaks below the previous period low or above the previous period high, the script checks whether the selected volume filter is satisfied.
• If SuperTrend linkage is enabled, the setup is armed first and the final signal is only confirmed after a SuperTrend flip.
• The indicator combines structure, confirmation, execution management, and performance stats in one workflow.

1. The script first tracks the complete high-low range of the selected reference timeframe, with `3D` as the default setting.
2. When a new reference period starts, the previous period high and low become the active structural levels.
3. If price trades below the previous period low and the selected volume condition passes, a long setup is armed.
4. If price trades above the previous period high and the selected volume condition passes, a short setup is armed.
5. When `SuperTrend Linkage` is enabled, the script waits for a SuperTrend directional flip before printing the final `BUY` or `SELL` signal.
6. When linkage is disabled, the breakout itself can trigger the final signal immediately after the filter conditions are met.

This is not just a basic previous high/low breakout marker. It is a combined framework for structure recognition, volume confirmation, trend filtering, SuperTrend timing, and linked trade management.

• Reference Period Range Detection: Defines structural boundaries from higher timeframe highs and lows.
• Volume Filter: Supports previous period average volume, recent N-bar average volume, and previous bar volume.
• Trend Band: Visualizes bullish, bearish, or neutral structure using completed period relationships.
• SuperTrend Linkage: Delays final signal confirmation until SuperTrend flips, reducing premature entries.
• Flexible Exit Modes: Supports `SuperTrend Exit`, `ATR Dynamic Exit`, and `ATR Scale-Out Exit`.
• Performance Panel: Tracks total trades, win rate, summed return, compounded equity, average trade, payoff, PF, max drawdown, streaks, open PnL, remaining size, and stop price.

• Period Settings: Defines the reference timeframe used to build the structural range.
• Display Settings: Controls separators, completed range levels, colors, and signal visibility.
• Filter Settings: Configures volume filter mode, multiplier, and moving average length.
• Trend Band: Controls trend band visibility and trend-based filtering.
• SuperTrend: Sets ATR length, factor, display, and linkage behavior.
• Linkage Trading: Controls exit mode, ATR target multiples, partial scale-out settings, remaining position handling, fees, and slippage assumptions.

• Traders who want to work with higher timeframe structural highs and lows instead of random intraperiod levels.
• Users who prefer combining breakout logic with volume confirmation.
• Trend-following or reversal traders who want a SuperTrend flip as a final directional confirmation.
• Authors who want signals, exit logic, and performance statistics visible on the same chart.

• SuperTrend Exit: Exits primarily on SuperTrend reversal.
• ATR Dynamic Exit: Uses a single ATR-based target for full exit.
• ATR Scale-Out Exit: Supports 1R, 2R, and 3R partial profit-taking, with the remainder either trailing on SuperTrend or exiting at 3R.

• Total / Long / Short Breakdown: The panel separates overall performance from long-only and short-only performance, making it easier to identify directional bias.
• Win Rate and Avg Trade: These metrics help measure signal efficiency instead of relying on visual chart impressions alone.
• Summed Return vs Compounded Equity: The script shows both cumulative trade contribution and compounded equity growth, which gives a more realistic view of consistency.
• Profit Factor and Payoff Ratio: These are especially useful when evaluating whether the stop-and-target structure is mathematically healthy.
• Max Drawdown and Streaks: Drawdown and consecutive win/loss streak tracking help assess robustness, not just profitability.
• Open PnL, Remaining Qty, Next Target, and Stop: The panel is also operational, not just analytical, because it displays the current trade state in real time.

For advanced users, this table turns the script from a visual signal tool into a compact execution-monitoring dashboard. It helps evaluate not only whether a setup triggers, but also how the trade model behaves statistically across time.

The professional value of this script is not only in its signal labels, but in the way it organizes structure detection, confirmation timing, trade management, and performance accounting into one coherent Pine workflow.

1. Use the indicator on instruments with clear structural swings and adjust the reference timeframe to match market rhythm.
2. Enable both volume filtering and SuperTrend linkage if you want stricter confirmation.
3. Use `ATR Scale-Out Exit` when you want to manage partial profits instead of relying on one fixed target.
4. This tool works best as part of a broader process that includes market structure, session context, and independent risk control.

This indicator is a structure and execution-assistance tool, not financial advice. Results can vary significantly across markets, timeframes, and parameter settings, so always validate the logic before using it in live conditions.