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Delivery Regime Map [AGPro Series]

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Delivery Regime Map [AGPro Series]

🔹 Overview

Delivery Regime Map classifies the market's delivery character into four distinct regimes — Balanced, Directional, Fragmented, and Exhausted — giving traders instant context on whether the tape is trending with conviction, consolidating, breaking into volatile chop, or fading after an extended move. Rather than asking "is this bullish or bearish?", DRM answers a more useful question: "what kind of market am I in, and what kind of setup is appropriate here?"

The indicator overlays a soft state ribbon across the chart, prints confirmed regime shift labels at the moment of transition, and maintains a compact status panel with the active regime, a composite conviction score, regime duration, and time since the last shift. All outputs are confirmed on bar close with dwell-based hysteresis to suppress noise.


🎯 Unique Edge

Most regime or trend-strength tools collapse the market into a single linear axis (strong ↔ weak, bullish ↔ bearish). Delivery Regime Map is categorical, not linear — it identifies the qualitative character of price delivery by fusing four independent dimensions:

• Displacement quality (how much of each bar's range is body vs. wick)
• Directional persistence (close-to-close consistency + EMA slope alignment)
• Continuity (same-side runs penalized by gap noise)
• Range expansion (current range normalized by ATR baseline)

These dimensions combine into a composite score, but the regime classification uses banded thresholds with hysteresis — meaning a Directional tape must decisively lose its edge before flipping to Fragmented or Exhausted. This produces sparse, high-conviction transitions rather than the constant flipping typical of single-value strength meters.


⚙️ Methodology

The engine computes five rolling metrics across a user-defined window (default 20 bars):

1. Displacement Quality — |close − open| / range, smoothed. High values mean strong, decisive bars with minimal wick rejection.

2. Directional Persistence — average signed close direction plus an EMA slope-alignment check. Rewards tapes that move one way without reversing.

3. Continuity — the proportion of consecutive same-side candles, penalized by an average gap-size term (opens far from prior closes indicate fractured delivery).

4. Range Expansion — current range vs. ATR baseline, clipped to [0, 1]. High expansion combined with low continuity flags Fragmented tapes.

5. Exhaustion Proxy — the decay rate of displacement quality after a period of high persistence. Triggers near trend terminations where bars shrink while direction lingers.

A classifier selects the active regime by priority (Directional → Exhausted → Fragmented → Balanced), and a dwell-bar confirmation (default 5 bars, or 8 under Strict mode) plus a minimum-gap filter (default 10 bars) prevent whipsaw transitions.


🚦 Signals & Alerts

Four alert conditions are built in, each firing only on a confirmed regime shift:

• Regime shifted to Directional — conviction is rising; the tape is trending
• Regime shifted to Fragmented — wide, disconnected bars; chop risk elevated
• Regime shifted to Exhausted — prior trend is losing steam; mean-reversion risk
• Regime shifted to Balanced — low-conviction state; breakout potential building

All alerts include the ticker and interval in the message payload.


🎛️ Key Inputs

• Regime Window (8–60) — length of the measurement window
• Regime Sensitivity (Low / Normal / High) — hysteresis band width
• Strict Classifier — extends dwell requirement from 5 to 8 bars
• Minimum Bars Between Shifts — anti-chop spacing filter
• Show State Ribbon / Regime Shift Labels — visual toggles
• Panel Position + Font Size — 6 anchor positions, 5 size options
• Label Font Size — matches user's chart density preference

Every input carries an inline tooltip explaining its behavior and tradeoffs.


📚 How to Use

• Use Directional regimes to favor trend-following entries and trailing stops
• Use Balanced regimes to prepare for breakouts; volatility compression often precedes expansion
• Use Fragmented regimes as a caution flag — reduce size, widen stops, or stand aside
• Use Exhausted regimes to tighten trailing stops on open trend positions; the edge may be fading

DRM is designed to be asset-agnostic and timeframe-agnostic. On lower timeframes (1m–15m), consider Strict mode and a larger minimum-gap value. On daily charts, defaults typically work well. Combine with any entry framework — order blocks, breakout levels, VWAP reclaims — as a regime filter that answers "should I even be looking for a setup here?"


⚠️ Limitations & Transparency

• The classifier is reactive, not predictive — it confirms regime changes on close, so a Directional label appears a few bars after the trend has begun. This is by design: dwell confirmation is the primary noise filter.
• Regime definitions are categorical interpretations of price statistics. They are not forecasts.
• The composite score reflects regime conviction, not directional bias. A high score in Fragmented means "confidently choppy", not "confidently bullish".
• This indicator is not a strategy. It produces no entry signals, no take-profit targets, and no stop-loss levels. It is a market-context tool intended to be combined with a trader's existing framework.
• Past regime behavior does not guarantee future regime behavior. Market character can change abruptly on news or macro events.


📜 Risk Disclosure

This indicator is published for educational and analytical purposes only. It does not constitute financial advice, a trading recommendation, or an offer to buy or sell any instrument. Trading and investing carry risk of loss, and past performance does not guarantee future results. Users are solely responsible for their own decisions and should consult qualified professionals before committing capital.
Notas de prensa
🔧 UPDATE NOTES - V1.3

This update focuses on readability, structure, visual clarity, and usability.

The core purpose of the script remains unchanged.
This release improves how the existing delivery regime logic is presented, organized, and interpreted on the chart.

This script continues to function as an analytical and visualization tool.
It does not attempt to predict price direction or provide guaranteed outcomes.


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What Changed
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• Rebuilt the source header and naming structure.
The public script title now follows the current AGPro Series format while the panel title keeps the AG Pro brand presentation.

• Added a price-mapped delivery ribbon.
The map now provides an on-chart regime layer instead of relying only on background tint and panel text.

• Refined regime state language.
Balanced, Directional, Fragmented, and Exhausted regimes now map into clearer operational states: WAIT, READY, BLOCKED, and MONITOR.

• Added live regime tagging.
A compact right-side tag now keeps the current delivery regime visible without requiring extra historical labels.

• Rebuilt the panel lifecycle.
The panel uses the required single merged blue header row and avoids clearing the header row during normal updates.


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Visual Improvements
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• Improved chart readability by adding the delivery ribbon, optional ribbon glow, and cleaner regime shift labels.

• Reduced visual clutter by making background tint optional and relying on the ribbon as the primary visual layer.

• Refined visual hierarchy so delivery score, duration, and current regime stand out more clearly.

• Adjusted label positioning to avoid overlap with candles and to keep the chart publication-friendly.


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Interface & Usability
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• Optimized panel layout for clearer information flow.

• Added configurable label density, label font size, panel font size, panel position, and panel theme controls.

• Kept the summary panel enabled by default for immediate context.

• Enhanced overall user experience without changing the core delivery regime logic.


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Behavior Notes
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This update does not change the core analytical purpose of the script.

The goal is to improve clarity and usability, not to introduce predictive behavior.

Users should interpret outputs the same way as before, but with improved visual structure.


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Limitations Reminder
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The script remains a rule-based analytical tool.

Market conditions such as volatility, liquidity, timeframe differences, and confirmation delay may affect how regime shifts appear.

Outputs should always be interpreted within broader market context.


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Risk Reminder
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This script is for educational and analytical purposes only.

It does not provide financial advice or guaranteed trading outcomes.

Users remain responsible for their own decisions.

Exención de responsabilidad

La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.