Key Price Levels Daily Ver [structJCWL]As an independent developer and active trader, I built this tool to address a personal frustration: the lack of precision in standard session-level indicators. For those who trade based on market micro-structure, a level that is "approximately" correct is a logic error.
Key Price Levels Daily Ver is an engineering implementation focused on reconstructing session data with surgical accuracy. It is designed for traders who require reliable, noise-filtered benchmarks to anchor their daily execution.
THE ENGINEERING LOGIC:
1-Second (1S) Intrabar Reconstruction : Standard scripts often rely on daily-bar data, which can be imprecise. This tool re-aggregates the session using 1-Second (1S) granularity . By processing every sub-candle, it ensures that POC, Value Area, and Extremes are anchored to the true weight of capital commitment.
The 15-Minute Threshold (Technical Rationale) : To maintain the high fidelity of 1S data aggregation, this indicator is optimized for timeframes ≤ 15 minutes . Calculating micro-structure on higher timeframes leads to data thinning and reduced precision—limitations I refuse to accept in my personal trading setup.
Adaptive Visual Hierarchy (Fade & Limits) : To prevent visual clutter, I’ve integrated Fade Strength and Timeframe Limits . Lines automatically adjust their transparency or visibility based on your current timeframe, ensuring that the most relevant levels remain clear while secondary noise recedes.
Reliability by Design : In 24/7 markets, script stability is paramount. I have implemented defensive programming (including a 98,000-unit memory circuit breaker ) to prevent overflows during extreme volatility. I strive for absolute dependability; if you encounter any issues, your feedback is highly welcome as we refine and improve this tool together.
作为一名独立开发者与实战交易者,我构建此工具是为了解决一个长期的困扰:标准时段指标精度的缺失。对于基于市场微观结构进行交易的人来说,“大约准确”的水位本身就是一种逻辑错误。
Key Price Levels Daily Ver 是我对日内关键水位线的个人工程化实现,专注于以“外科手术式”的精度重构时段数据。它专为那些需要可靠、过滤噪音的基准位来锚定日内执行的交易者而设计。
核心设计逻辑:
1秒级微观重构 (1S Precision) :我不满足于直接调用现成的日线数据。脚本通过扫描 1秒 (1S) 微观颗粒度数据 来重构整个交易时段,确保 POC 和价值区的计算基准来自于最真实的成交细节。
15分钟周期硬限制 :为了保证 1S 数据聚合的极致精度,本脚本仅限在 15分钟及以下周期 运行。在更长周期调用微观数据会导致精度大幅下降。作为开发者,我不允许“大约准确”的逻辑存在于我的系统里。
自适应视觉层级 (Fade & Limits) :通过内置的 淡化强度 (Fade) 与 周期限制 (Limits) ,水位线会根据你当前的图表周期自动调节透明度或可见性。
可靠性设计 :在 24/7 不间断的交易中,脚本的稳定性至关重要。我在代码底层加入了防御性设计(包括 98,000 数组容量熔断机制 ),旨在防止极端行情下的计算溢出或图表崩溃。我追求的是一个能让人放心的工具,若你在使用中发现任何问题,欢迎随时反馈,我们共同完善。
Feedback & Interaction:
As a personal project, this script is continuously refined. I welcome any bug reports or suggestions for improvement to make this tool even more robust for the community.
Compliance & Credits:
Author: structJCWL (Independent Developer & Trader)
License: Mozilla Public License 2.0 (MPL 2.0)
Attribution: Core data aggregation and state-machine logic are 100% original implementations
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