Market Structure
The concept of market structure is crucial in price action trading, offering insights into market behavior through key patterns and transitions.
Market Structure
Break of Structure (BOS):
Occurs when price breaks a previous swing high in an uptrend or swing low in a downtrend, confirming trend continuation.
Change of Character (CHoCH):
Happens when price breaks the opposite side of the current trend — for example, in an uptrend, breaking below a previous higher low — suggesting a potential trend reversal.
Delta Volume Calculation:
The latest enhancement to this feature adds a new layer of analysis through Delta Volume Calculation. When a BOS or CHOCH is detected, the toolkit calculates the delta volume.
◆ Bullish Volume: If the delta volume is bullish, a green diamond is plotted at the high or low point, indicating potential upward momentum or trend continuation.
◆ Bearish Volume: If the delta volume is bearish, a red diamond is plotted, suggesting downward pressure.
◆ Neutral Volume: When the volume is neutral, a yellow diamond is displayed, indicating a balance in buying and selling forces, which can signal the exhaustion of the volume pressure and trend reversal.
You can see an examples of this on the attached images, where the diamonds clearly indicate the type of volume driving the breakout.
Market Structure Hover Label
Market Core now displays an MS Rating tooltip on every BOS and CHoCH event. When hovering over the diamond marker, a compact breakdown of the structure break is shown.
The hover label includes:
Relative Strength Shows the relative strength of the current structure break compared to the previous break.
Break Quality Indicates how clean and decisive the structure break is (Very Weak, Weak , Strong, Moderate)
Time to Break Displays how many bars it took for price to break the market structure level.
This hover label provides quick, contextual insight into the quality and strength of each structure event without adding chart clutter.
Market Structure Future Projection
Instead of waiting for a bar to close and wondering where the break occurred, the system projects these levels forward on your chart, showing you the exact price targets market makers are watching.
These lines extend directly from active swing points as BOS lines that confirm trend continuation when crossed, or as CHoCH lines that mark the ultimate invalidation level of the current trend regime, signaling an immediate reversal the moment price breaks them.
Use these projected lines to set pre-alert levels on your chart. By knowing exactly where a structural flip will occur before it happens, you can anticipate institutional order flow shifts and prepare your execution strategy well ahead of the market.
Change in State of Delivery (CISD)
A Change in State of Delivery (CISD) identifies the exact moment institutional order delivery flips between buy-side and sell-side. When a BOS or CHoCH fails and price aggressively reverses, the CISD toggle tracks these early structural failures before a full market structure shift confirms.
Bearish CISD (-CISD): Occurs when a bullish move (or fakeout above a CHoCH line) fails, and a candle body decisively closes below the opening price of the last consecutive up-close candles.
Bullish CISD (+CISD): Occurs when a bearish move (or liquidity sweep below a structural low) fails, and a candle body decisively closes above the opening price of the last consecutive down-close candles.
Market Structure MTF Screener
The Market Structure Screener provides a clear multi-timeframe overview of current structure conditions.
It displays market structure bias across multiple timeframes, allowing you to quickly identify alignment or conflict between lower and higher timeframes.
This dashboard helps:
Confirm trend direction using multi-timeframe structure.
Spot early shifts in market bias.
Avoid trades taken against higher-timeframe structure.
The dashboard is designed as a quick-glance tool, giving context without adding chart clutter.
Market Mapping
Market Mapping is a zigzag-based structure tool that outlines the market’s flow by marking key swing highs, swing lows, and trend shifts.
It provides a clear overview of internal and external structure by connecting confirmed pivots with solid lines — and now includes real-time mapping using a dashed line to show the currently forming swing before it is confirmed.
It visually maps out how the price moves within the defined structure, highlighting significant highs and lows to help traders see the market's flow and trend direction.
Strong/Weak High and Low
In the context of market structure trends, an indicator was developed to display the range of market swings, including equilibrium, high, and low points. Based on the direction of the market structure trend, the indicator highlights strong or weak highs and lows.
If the trend is upward, the low is considered strong, while the high is weak.
Conversely, if the trend is downward, the high is strong, and the low is weak.
This helps traders see if the price is likely to return to its equilibrium level, offering insight into potential reversal or continuation points within the trend.
Structure Candles
Highlights candles that form internal market structure points using specific colors. Helps visually isolate candles forming key levels.
Colors candles based on internal structure changes. Shorter structure length = faster color shifts.
Equal Highs and Lows
Equal Highs and Lows refer to price levels where multiple highs or lows occur at approximately the same level, forming a horizontal line on the chart.
They are significant because they represent key areas of liquidity and often act as magnets for price action.
Double Tops (DT): When price creates two or more peaks at the same level, it indicates a strong resistance zone. Many traders place stop-loss orders above these highs, creating a pool of liquidity.
Double Bottom (DB): When price creates two or more lows at the same level, it forms a support zone. Traders often place stop-loss orders below these lows, creating liquidity.
Swing Data
Each confirmed swing point is marked with a detailed label showing:
Structure Type: HH, HL, LH, LL — identifying higher highs, higher lows, lower highs, and lower lows.
• Higher Lows are displayed in green. (Bullish) • Lower Highs are displayed in red. (Bearish) • Other HH and LL labels are displayed in white.
Price Change % (PC): The percentage distance from the previous swing, helping traders instantly see the strength and size of each move.
These labels provide a clear, at-a-glance view of market strength, trend health, and structural progression.
Settings
The Market Structure settings allow traders to customize how price structure and trends are analyzed and displayed on the chart. Here’s a breakdown of each setting:
Internal & Dynamic Mode
Internal: Defines the sensitivity lookback for detecting minor market structure points (minor highs/lows). Lower values result in more frequent detections for short-term structure analysis.
Supports independent side filters (All, Bullish, Bearish) and custom color blocks.
Dynamic Mode: Allows the system to automatically adjust these internal structural detection lengths based on live, changing price behavior.
Source & Projection
Source: Determines the structural anchor calculation point (e.g., using candle wicks or bodies).
Projection: Projects future structural thresholds forward on the chart. Instead of waiting for a bar to close and wondering where the break occurred, the system projects these levels forward to show you the exact price targets market makers are watching.
CISD
Enables a Change in State of Delivery (+/-CISD) identifies the exact moment institutional order delivery flips between buy-side and sell-side.
Internal MTF Screener
Displays higher and lower timeframe structural bias states simultaneously on your chart.
Swing
Configures the lookback period used for detecting major swing highs and lows (significant macro structure points). Larger values generate stronger, highly confirmed historical swing levels.
Supports independent side filters (All, Bullish, Bearish) and custom color blocks.
Features full color customization for both sides.
Mapping
Connects swing points visually with structural lines across your chart.
Customize line thickness and style (solid, dashed)
Color to make visual detection of BOS and CHoCH events immediate.
Strong/Weak H&L
Display Price Swing leg high and low levels
Define swing detection length
Customize high and low level colors
Swing Data Display
Display swing data labels (HH, HL, LL, HL)
Double Top/Bottom
Display double top and bottom pattern detection
Customize a percentage threshold (e.g., 0.3%) to easily identify engineered retail liquidity pools.
Structure Candles
Enable candles color based on Market Structure Trend
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