OPEN-SOURCE SCRIPT
ที่อัปเดต: IPDA Year Map (M1D)
IPDA Year Map draws the window the Interbank Price Delivery Algorithm is said to reference — the 20, 40 and 60 day look-back highs and lows — and puts it on a year of quarterly dividers rather than on a rolling snapshot. Every level carries how many sessions it has left before the candle that set it ages out of that window and stops being a reference at all.
The idea it implements is simple and it is the reason for every design decision below. The algorithm does not see a chart. It references days as data points inside a fixed look-back, and once a level falls outside 60 trading days it is purged. So the useful questions are which levels are still inside the window, where in the window they sit, and when each one leaves. Most range tools answer the first. This one answers all three.
The data range
Three nested look-backs, computed on daily closes: 20 days for the near-term read, 40 for the intermediate, 60 as the outer edge of what is still referenced. Each contributes its high and its low, drawn from the candle that actually set it and running forward to the current bar. Six extremes, and that is the whole object — the script does not go hunting for additional pools, order blocks or gaps to decorate it with.
The levels come from the daily timeframe regardless of what the chart is showing, so a 60-day window exists on a 1 minute chart where only a fortnight of chart candles is loaded.
Each level's origin is found from the offset back to the extreme candle, not from watching the value change. Those are different things and the difference is visible. A rolling minimum moves for two reasons: a lower low prints, or an older and deeper low ages out of the window and the minimum steps up to whatever is left. Only the first is a candle forming a level. Anchoring on "the value changed" attaches the line to the day the old low expired, which can be months after the candle that actually set the price.
One price is one line
A high made inside the last 20 sessions is simultaneously the 20, 40 and 60 day high. Drawn as three separate levels that is three lines and three captions stacked on a single row of pixels, and the top of the chart reads as one anonymous level while the lows — which genuinely differ — read as three.
Levels at the same price are drawn once, captioned with every window that shares them, as in 20·40·60d high. Each side of the range then shows exactly as many lines as it has distinct prices. The caption also tells you when a level stops being the tightest one: a shared high loses the 20 from the front of its name the day the 20-day window moves on without it.
Levels that are merely close rather than identical still collide on screen, so each caption steps out to its own lane along the right of the chart until it is clear of the ones above it. No two captions share a row at any zoom.
Equilibrium
Each window can carry the midpoint of its own high and low — the premium and discount divide of that range. Three switches, one per window.
They are drawn dotted and neutral. Dotted because an equilibrium is a calculated reference and not a price that traded, and neutral because a midpoint is neither bullish nor bearish. Each runs from its own window's left edge rather than from a candle, since no single candle sets a midpoint.
The roll-out countdown
Every level and every equilibrium carries the sessions it has left inside its window, printed on its caption as out 12d. When the count reaches its last session the caption reads out next instead.
The arithmetic is the window length less the level's age, both in trading days. A high set yesterday sits in the 20-day window for 19 more sessions; one set 19 sessions ago leaves at the next close. This is also why a 60-day level can date back around 83 calendar days — 60 trading days is twelve weeks, and 24 of those days are weekend.
Two things it states rather than glosses over. The count is measured from the last completed daily close, so today's session is one of them. And it is the origin candle leaving that is counted — the printed level only actually moves if nothing else still inside the window matches that price.
For a level shared by several windows the countdown belongs to the widest one, because that is when it stops being referenced at all. An equilibrium's countdown is the sooner of its two extremes, since it moves the moment either side of it ages out.
The shift, and the sixty day budget
A market structure shift here is a liquidity raid: a day taking out the highest high, or the lowest low, of the days before it. The look-back is an input. Raise it to ignore the smaller shifts inside a range and find only the major one — in ICT's framing the real shift can sit two or three months back, so a reading of no shift found is an instruction to widen the search before concluding there isn't one.
A confirmed shift stands for its full 60-day budget. A later raid in the same direction inside that budget is a mini shift within the range and does not restart the clock; only a raid in the opposite direction, or one arriving after the budget is spent, places a new anchor. Without that rule a trending market would reset the count every few sessions and the budget would never be seen counting down.
The raid is marked with a vertical, and three more are projected forward from it at 20, 40 and 60 trading days, weekends skipped. The last is the point at which the 60-day budget from that shift is spent. The projection counts weekdays; the panel counts sessions the symbol actually traded, so a weekday the exchange was closed puts the chart marker one session ahead of the panel's count, and the panel says so.
The panel reports the same thing in numbers: when the shift happened, sessions elapsed, and sessions left of the 60. Its header reads IN BUDGET while the count runs, DUE SOON at five or fewer sessions left, and BUDGET SPENT past 60 — at which point the projections come off the chart rather than being extended into a window that no longer exists.
There is only one forward boundary and the arithmetic is worth seeing, because it looks like two:
today + (60 − elapsed) = (shift + elapsed) + (60 − elapsed) = shift + 60
The cast-forward target and the budget expiry are the same date. Drawing both would be drawing one fact twice.
Anchored to the minute
A raid found on chart candles lands on the chart's own grid, so on a 1 hour chart the shift marker can sit up to 59 minutes away from where the level was actually taken. The raid candle is re-read at 1 minute resolution and the marker placed at the first minute the prior extreme was genuinely exceeded.
TradingView only serves intrabar data for recent history. Where it is not available the marker falls back to chart-candle resolution, the tag carries a ~ mark, and the panel says which of the two it used. It never claims a precision it did not get.
Open interest
Where the instrument publishes an open interest series, the panel reports its change over a set window — 20 trading days by default, matching the innermost look-back — against price over the same window, and states a reading only where the arithmetic supports one: a fall of 15% or more on flat price, both falling together, both rising together, or no clear read. Open interest is a daily series whatever the chart shows, so the reading is the same on a 1 minute chart and a daily one.
The two sign readings compare only the direction of two changes, so they sit behind a floor: the open interest change must be abnormal and price must not be flat. The default floor of 10% was measured rather than chosen. Over 400 sessions with the quarterly roll weeks removed, the 90th percentile of the 20-day open interest change was about 14% on NQ and about 7% on ES; 10% sits between them. NQ's open interest runs roughly twice as noisy as ES's, so a chart dedicated to one instrument may want the floor moved.
The contract roll is refused outright. A continuous contract's open interest collapses by a third to a half in a session as the front month is abandoned, then rebuilds over the following week, and a window that spans one cannot be read for positioning. The panel fetches the largest one-day jump inside the window and, above 12%, reads contract roll instead of a signal until the window has cleared it.
Most instruments publish nothing. On those the panel names the symbol it looked for and says the reading is unavailable. It does not print a zero, and it does not infer open interest from volume or anything else.
The year map
Quarterly dividers run across the loaded history and project forward, so the year reads as quadrants rather than as one rolling window. Two spacings are offered — three month and four month — because ICT's IPDA material carries both as worked examples anchored at different points. They are the same rule applied from different places, not rival calendars, which is why this is a choice of grid rather than a claim about which one is correct. The 60-day look-back and look-forward is measured from wherever a shift actually sits, independently of the grid.
Keeping it readable
The vertical tags ride two rails outside the range — budget markers on the inner rail, the calendar on the outer — offset by a fraction of the 60-day range rather than by ATR. On a chart spanning a year an ATR cushion is a rounding error, which puts the tags inside the candles and on the same row as the level captions.
Because the range is the unit of measurement throughout, the spacing holds on any instrument and any timeframe without tuning.
By default every extreme is drawn black. The six levels are liquidity, and liquidity is neither bullish nor bearish — a level tinted by the direction of the last shift would be a bias call the script has no basis for. Which window a level belongs to is in its caption.
Each line family carries its own colour and width: the 60, 40 and 20 day levels, the equilibriums, the shift verticals and the calendar dividers. The defaults are set for a grey chart, where the usual light-grey neutral is the background itself and vanishes, so the secondary families use a dark slate instead. A level shared by several windows takes the colour and width of its tightest one. The panel header field has its own colour.
Non-repainting
Every daily figure is read from confirmed candles. Nothing is revised once its candle has closed, and no level, count or projection moves in hindsight. The lines extend rightward to the current bar while they are live — that is the drawing tracking the present, not its history changing.
Alerts
Three: a new shift confirmed and the 60-day budget restarted, fired on the close of the bar that placed the anchor; five or fewer sessions left of the budget; and the budget spent. The last two are evaluated once per day.
What it will not do
It places no entries, exits, stops or targets, and it does not size a position. It draws no bias, no trend and no projection of where price is going. A shift marker says a level was taken on that day; it does not say what happens next.
It does not rank the levels against each other or tell you which one price is drawn to. Whether a level inside the window is worth trading is a judgement about context this script does not have — session, higher timeframe draw, and what the day has already done.
It has no opinion on open interest where none is published, and no opinion on direction where the arithmetic does not support one. Both are stated as unavailable rather than filled in.
Settings
Quarterly dividers with their spacing and how far forward they project; the 20, 40 and 60 day bands each on their own switch; equilibrium on its own switch per window; the shift clock panel with its raid look-back and its minute-anchoring toggle; open interest with its comparison window and abnormal-move floor; and label size, tag rail offset, whether tags sit above or below the candles, right offset, the panel header colour, and a colour and width for each line family.
Attribution
IPDA, the 20/40/60 day look-back and the market structure shift are concepts from ICT's public teaching material. This is an original implementation of them. No third-party code is used.
Disclaimer
This is a decision-support tool for discretionary ICT trading. It is not financial advice, and no market's past behaviour is indicative of future results.
The idea it implements is simple and it is the reason for every design decision below. The algorithm does not see a chart. It references days as data points inside a fixed look-back, and once a level falls outside 60 trading days it is purged. So the useful questions are which levels are still inside the window, where in the window they sit, and when each one leaves. Most range tools answer the first. This one answers all three.
The data range
Three nested look-backs, computed on daily closes: 20 days for the near-term read, 40 for the intermediate, 60 as the outer edge of what is still referenced. Each contributes its high and its low, drawn from the candle that actually set it and running forward to the current bar. Six extremes, and that is the whole object — the script does not go hunting for additional pools, order blocks or gaps to decorate it with.
The levels come from the daily timeframe regardless of what the chart is showing, so a 60-day window exists on a 1 minute chart where only a fortnight of chart candles is loaded.
Each level's origin is found from the offset back to the extreme candle, not from watching the value change. Those are different things and the difference is visible. A rolling minimum moves for two reasons: a lower low prints, or an older and deeper low ages out of the window and the minimum steps up to whatever is left. Only the first is a candle forming a level. Anchoring on "the value changed" attaches the line to the day the old low expired, which can be months after the candle that actually set the price.
One price is one line
A high made inside the last 20 sessions is simultaneously the 20, 40 and 60 day high. Drawn as three separate levels that is three lines and three captions stacked on a single row of pixels, and the top of the chart reads as one anonymous level while the lows — which genuinely differ — read as three.
Levels at the same price are drawn once, captioned with every window that shares them, as in 20·40·60d high. Each side of the range then shows exactly as many lines as it has distinct prices. The caption also tells you when a level stops being the tightest one: a shared high loses the 20 from the front of its name the day the 20-day window moves on without it.
Levels that are merely close rather than identical still collide on screen, so each caption steps out to its own lane along the right of the chart until it is clear of the ones above it. No two captions share a row at any zoom.
Equilibrium
Each window can carry the midpoint of its own high and low — the premium and discount divide of that range. Three switches, one per window.
They are drawn dotted and neutral. Dotted because an equilibrium is a calculated reference and not a price that traded, and neutral because a midpoint is neither bullish nor bearish. Each runs from its own window's left edge rather than from a candle, since no single candle sets a midpoint.
The roll-out countdown
Every level and every equilibrium carries the sessions it has left inside its window, printed on its caption as out 12d. When the count reaches its last session the caption reads out next instead.
The arithmetic is the window length less the level's age, both in trading days. A high set yesterday sits in the 20-day window for 19 more sessions; one set 19 sessions ago leaves at the next close. This is also why a 60-day level can date back around 83 calendar days — 60 trading days is twelve weeks, and 24 of those days are weekend.
Two things it states rather than glosses over. The count is measured from the last completed daily close, so today's session is one of them. And it is the origin candle leaving that is counted — the printed level only actually moves if nothing else still inside the window matches that price.
For a level shared by several windows the countdown belongs to the widest one, because that is when it stops being referenced at all. An equilibrium's countdown is the sooner of its two extremes, since it moves the moment either side of it ages out.
The shift, and the sixty day budget
A market structure shift here is a liquidity raid: a day taking out the highest high, or the lowest low, of the days before it. The look-back is an input. Raise it to ignore the smaller shifts inside a range and find only the major one — in ICT's framing the real shift can sit two or three months back, so a reading of no shift found is an instruction to widen the search before concluding there isn't one.
A confirmed shift stands for its full 60-day budget. A later raid in the same direction inside that budget is a mini shift within the range and does not restart the clock; only a raid in the opposite direction, or one arriving after the budget is spent, places a new anchor. Without that rule a trending market would reset the count every few sessions and the budget would never be seen counting down.
The raid is marked with a vertical, and three more are projected forward from it at 20, 40 and 60 trading days, weekends skipped. The last is the point at which the 60-day budget from that shift is spent. The projection counts weekdays; the panel counts sessions the symbol actually traded, so a weekday the exchange was closed puts the chart marker one session ahead of the panel's count, and the panel says so.
The panel reports the same thing in numbers: when the shift happened, sessions elapsed, and sessions left of the 60. Its header reads IN BUDGET while the count runs, DUE SOON at five or fewer sessions left, and BUDGET SPENT past 60 — at which point the projections come off the chart rather than being extended into a window that no longer exists.
There is only one forward boundary and the arithmetic is worth seeing, because it looks like two:
today + (60 − elapsed) = (shift + elapsed) + (60 − elapsed) = shift + 60
The cast-forward target and the budget expiry are the same date. Drawing both would be drawing one fact twice.
Anchored to the minute
A raid found on chart candles lands on the chart's own grid, so on a 1 hour chart the shift marker can sit up to 59 minutes away from where the level was actually taken. The raid candle is re-read at 1 minute resolution and the marker placed at the first minute the prior extreme was genuinely exceeded.
TradingView only serves intrabar data for recent history. Where it is not available the marker falls back to chart-candle resolution, the tag carries a ~ mark, and the panel says which of the two it used. It never claims a precision it did not get.
Open interest
Where the instrument publishes an open interest series, the panel reports its change over a set window — 20 trading days by default, matching the innermost look-back — against price over the same window, and states a reading only where the arithmetic supports one: a fall of 15% or more on flat price, both falling together, both rising together, or no clear read. Open interest is a daily series whatever the chart shows, so the reading is the same on a 1 minute chart and a daily one.
The two sign readings compare only the direction of two changes, so they sit behind a floor: the open interest change must be abnormal and price must not be flat. The default floor of 10% was measured rather than chosen. Over 400 sessions with the quarterly roll weeks removed, the 90th percentile of the 20-day open interest change was about 14% on NQ and about 7% on ES; 10% sits between them. NQ's open interest runs roughly twice as noisy as ES's, so a chart dedicated to one instrument may want the floor moved.
The contract roll is refused outright. A continuous contract's open interest collapses by a third to a half in a session as the front month is abandoned, then rebuilds over the following week, and a window that spans one cannot be read for positioning. The panel fetches the largest one-day jump inside the window and, above 12%, reads contract roll instead of a signal until the window has cleared it.
Most instruments publish nothing. On those the panel names the symbol it looked for and says the reading is unavailable. It does not print a zero, and it does not infer open interest from volume or anything else.
The year map
Quarterly dividers run across the loaded history and project forward, so the year reads as quadrants rather than as one rolling window. Two spacings are offered — three month and four month — because ICT's IPDA material carries both as worked examples anchored at different points. They are the same rule applied from different places, not rival calendars, which is why this is a choice of grid rather than a claim about which one is correct. The 60-day look-back and look-forward is measured from wherever a shift actually sits, independently of the grid.
Keeping it readable
The vertical tags ride two rails outside the range — budget markers on the inner rail, the calendar on the outer — offset by a fraction of the 60-day range rather than by ATR. On a chart spanning a year an ATR cushion is a rounding error, which puts the tags inside the candles and on the same row as the level captions.
Because the range is the unit of measurement throughout, the spacing holds on any instrument and any timeframe without tuning.
By default every extreme is drawn black. The six levels are liquidity, and liquidity is neither bullish nor bearish — a level tinted by the direction of the last shift would be a bias call the script has no basis for. Which window a level belongs to is in its caption.
Each line family carries its own colour and width: the 60, 40 and 20 day levels, the equilibriums, the shift verticals and the calendar dividers. The defaults are set for a grey chart, where the usual light-grey neutral is the background itself and vanishes, so the secondary families use a dark slate instead. A level shared by several windows takes the colour and width of its tightest one. The panel header field has its own colour.
Non-repainting
Every daily figure is read from confirmed candles. Nothing is revised once its candle has closed, and no level, count or projection moves in hindsight. The lines extend rightward to the current bar while they are live — that is the drawing tracking the present, not its history changing.
Alerts
Three: a new shift confirmed and the 60-day budget restarted, fired on the close of the bar that placed the anchor; five or fewer sessions left of the budget; and the budget spent. The last two are evaluated once per day.
What it will not do
It places no entries, exits, stops or targets, and it does not size a position. It draws no bias, no trend and no projection of where price is going. A shift marker says a level was taken on that day; it does not say what happens next.
It does not rank the levels against each other or tell you which one price is drawn to. Whether a level inside the window is worth trading is a judgement about context this script does not have — session, higher timeframe draw, and what the day has already done.
It has no opinion on open interest where none is published, and no opinion on direction where the arithmetic does not support one. Both are stated as unavailable rather than filled in.
Settings
Quarterly dividers with their spacing and how far forward they project; the 20, 40 and 60 day bands each on their own switch; equilibrium on its own switch per window; the shift clock panel with its raid look-back and its minute-anchoring toggle; open interest with its comparison window and abnormal-move floor; and label size, tag rail offset, whether tags sit above or below the candles, right offset, the panel header colour, and a colour and width for each line family.
Attribution
IPDA, the 20/40/60 day look-back and the market structure shift are concepts from ICT's public teaching material. This is an original implementation of them. No third-party code is used.
Disclaimer
This is a decision-support tool for discretionary ICT trading. It is not financial advice, and no market's past behaviour is indicative of future results.
Release Note
Fixed a crash that could stop the script mid-session. Each band starts at the candle that set it, which on an intraday chart can sit thousands of bars back. Placing that anchor on the chart walks back through bar history, and the buffer Pine sizes for it is set from what past bars happened to need, so the first live bar that needed one bar more stopped the whole script with "requested historical offset is beyond the historical buffer's limit". The buffer is now set explicitly, and an anchor older than the chart can reach draws from the oldest reachable bar instead of failing. Nothing changes in what is detected or how it is drawn.
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ด้วยเจตนารมณ์หลักของ TradingView ผู้สร้างสคริปต์นี้ได้ทำให้เป็นโอเพนซอร์ส เพื่อให้เทรดเดอร์สามารถตรวจสอบและยืนยันฟังก์ชันการทำงานของมันได้ ขอชื่นชมผู้เขียน! แม้ว่าคุณจะใช้งานได้ฟรี แต่โปรดจำไว้ว่าการเผยแพร่โค้ดซ้ำจะต้องเป็นไปตาม กฎระเบียบการใช้งาน ของเรา
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ด้วยเจตนารมณ์หลักของ TradingView ผู้สร้างสคริปต์นี้ได้ทำให้เป็นโอเพนซอร์ส เพื่อให้เทรดเดอร์สามารถตรวจสอบและยืนยันฟังก์ชันการทำงานของมันได้ ขอชื่นชมผู้เขียน! แม้ว่าคุณจะใช้งานได้ฟรี แต่โปรดจำไว้ว่าการเผยแพร่โค้ดซ้ำจะต้องเป็นไปตาม กฎระเบียบการใช้งาน ของเรา
คำจำกัดสิทธิ์ความรับผิดชอบ
ข้อมูลและบทความไม่ได้มีวัตถุประสงค์เพื่อก่อให้เกิดกิจกรรมทางการเงิน, การลงทุน, การซื้อขาย, ข้อเสนอแนะ หรือคำแนะนำประเภทอื่น ๆ ที่ให้หรือรับรองโดย TradingView อ่านเพิ่มเติมใน ข้อกำหนดการใช้งาน