Session Model

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SessionModel.pine - Indicator Overview

Purpose: A deterministic session model indicator that identifies trading sessions (Asian, London, NY), builds range levels from specific time windows, detects price action states (Range → Sweep → Displacement → Rebalance), and tracks divergences across 3 index symbols.

Key Feature: Uses a fixed internal timeframe (engineTF) for all decision logic, ensuring identical results regardless of what chart timeframe you're viewing.

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HUD Display Rows - Explanations

1. SESSION

- Values: ASIAN | LONDON | NY | WAITING
- Meaning: Which trading session is currently active
- Why it matters: Each session uses different range references (ASIAN uses NY PM range, LONDON uses Asia range, NY uses London or ORB range)

2. STATE

- Values: Range | Sweep | Displacement | Rebalance
- Meaning: Current phase of the price action state machine
- Why it matters:
- Range: Building session extremes, awaiting price structure break
- Sweep: Price penetrated range boundary and closed back inside (rejection)
- Displacement: Directional move away from the range (trend confirmation)
- Rebalance: Retracement within displacement zone before resuming direction

3. CORRELATION (SMT)

- Values: Bull | Bear | Neutral
- Color: Green (Bull) | Red (Bear) | Orange (Neutral)
- Meaning: Smart Money divergence detection between US500, US100, US30
- Why it matters:
- Bull: At least one index makes new LOW but NOT all (weak shorts = bullish)
- Bear: At least one index makes new HIGH but NOT all (weak longs = bearish)
- Neutral: All indices move same direction OR insufficient window data

4. RANGE H (Range High)

- Values: Price level or "-" (not set)
- Color: Red (matching input.color rangeHighColor)
- Meaning: The highest price reached during the active range window
- Why it matters: Upper boundary for sweep detection and displacement measurement

5. RANGE L (Range Low)

- Values: Price level or "-" (not set)
- Color: Green (matching input.color rangeLowColor)
- Meaning: The lowest price reached during the active range window
- Why it matters: Lower boundary for sweep detection and displacement measurement

6. SWEEP

- Values: High | Low | "-" (not in sweep)
- Color: Yellow (if sweeping) | Gray (if not)
- Meaning: Direction of the current sweep if state == 2
- Why it matters:
- High: Price broke above range high and closed back below (bearish rejection)
- Low: Price broke below range low and closed back above (bullish rejection)
- Shows which boundary was "swept" and rejected

7. DISP DIR (Displacement Direction)

- Values: Bullish | Bearish | "-" (not displacing)
- Color: Green (Bullish) | Red (Bearish) | Gray (Not active)
- Meaning: Direction of the current displacement move (state == 3 or 4)
- Why it matters: Confirms directional bias during displacement phase
- Bullish: Price displaced above range after sweeping low
- Bearish: Price displaced below range after sweeping high

8. LEG 50% (Displacement 50% Retracement)

- Values: Price level or "-" (not set)
- Color: Cyan/Aqua
- Meaning: 50% retracement level between displacement origin and extreme
- Formula: displacementOrigin + (displacementExtreme - displacementOrigin) * 0.5
- Why it matters:
- Key retracement zone during displacement and rebalance phases
- Often acts as resistance (if bullish displacement) or support (if bearish)
- Used in rebalance trigger logic

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How to Read the HUD Together

Example 1: Waiting for Entry
Session: NY
State: Range
Correlation: Neutral
Range H: 4050.25
Range L: 4040.50
Sweep: -
Disp Dir: -
Leg 50%: -
→ NY session active, building range. No sweep yet, no displacement. Waiting for price action.

Example 2: Sweep Detected
Session: NY
State: Sweep
Correlation: Neutral
Range H: 4050.25
Range L: 4040.50
Sweep: Low
Disp Dir: -
Leg 50%: -
→ Price swept below range low (rejected), now countdown timer running. Likely reversal coming.

Example 3: In Displacement
Session: NY
State: Displacement
Correlation: Bull
Range H: 4050.25
Range L: 4040.50
Sweep: Low
Disp Dir: Bullish
Leg 50%: 4060.75
→ After sweeping low, price displaced bullish. SMT confirming (bull divergence on indices). 50% at 4060.75 is key retracement zone.

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